Zazove Associates

Zazove Associates as of June 30, 2012

Portfolio Holdings for Zazove Associates

Zazove Associates holds 126 positions in its portfolio as reported in the June 2012 quarterly 13F filing

Company (Ticker) Portfolio Weight Valued At Change in Shares Share Count Share Price
Gilead Sciences Inc note 0.625% 5/0 4.8 $174M 127M 1.37
Newmont Mining Corp note 1.250% 7/1 4.3 $156M 125M 1.25
Alza Corp sdcv 7/2 4.2 $152M 157M 0.97
Goldcorp Inc New note 2.000% 8/0 4.1 $150M 133M 1.13
Liberty Media Corp bond 4.0 $144M 164M 0.88
Teva Pharm Finance Llc Cvt cv bnd 3.9 $140M 132M 1.06
Stanley Black & Decker Inc unit 99/99/9999 3.7 $133M 1.1M 117.06
GAME Technolog debt 3.5 $128M 116M 1.10
Xilinx Inc Cvt 2.625 6-15-17 convert 3.5 $128M 99M 1.29
Prospect Capital Corp note 6.250%12/1 3.2 $116M 110M 1.06
Sterlite Inds India Ltd note 4.000%10/3 3.2 $115M 128M 0.90
Allegheny Technologies Inc note 4.250% 6/0 3.1 $111M 96M 1.16
Enpro Industries Inc note 2.5 $92M 73M 1.27
Liberty Media Corp New deb 3.125% 3/3 2.5 $89M 73M 1.22
Netapp Inc note 1.750% 6/0 2.4 $86M 75M 1.15
Interpublic Group Cos Inc note 4.750% 3/1 2.2 $80M 73M 1.09
Tyson Foods Inc note 3.250%10/1 2.1 $77M 64M 1.21
Sothebys note 3.125% 6/1 2.1 $76M 66M 1.16
E M C Corp Mass note 1.750%12/0 2.0 $73M 45M 1.63
Omnicom Group Inc note 7/0 1.9 $70M 65M 1.08
Arcelormittal Sa Luxembourg note 5.000% 5/1 1.9 $70M 68M 1.03
Danaher Corp Del debt 1.8 $64M 42M 1.51
Level 3 Communications Inc note 1.7 $62M 51M 1.21
Exterran Hldgs Inc note 4.250% 6/1 1.5 $55M 57M 0.96
Chesapeake Energy Corp note 2.500% 5/1 1.5 $53M 64M 0.84
Rayonier Trs Hldgs Inc note 3.750%10/1 1.3 $47M 38M 1.25
Steel Dynamics Inc note 5.125% 6/1 1.2 $44M 42M 1.05
Rayonier Inc conv 1.1 $42M 30M 1.40
Affiliated Managers Group note 3.950% 8/1 1.1 $41M 38M 1.08
New York Cmnty Cap Tr V unit 99/99/9999 (NYCB.PU) 1.1 $39M 828k 47.31
Agco Corp note 1.250%12/1 1.0 $38M 30M 1.25
School Specialty, Inc sdcv 3.750%11/3 1.0 $38M 49M 0.77
Kohlberg Capital Corp note 8.750% 3/1 1.0 $37M 36M 1.02
Symantec Corp note 1.000% 6/1 0.9 $34M 33M 1.02
Medicis Pharmaceutical Corp note 2.500% 6/0 0.9 $34M 27M 1.25
Continental Airls Inc note 4.500% 1/1 0.9 $33M 22M 1.48
Molson Coors Brewing Co note 2.500% 7/3 0.9 $32M 32M 1.02
Rite Aid Corp note 8.500% 5/1 0.8 $28M 27M 1.06
Dryships Inc. note 5.000%12/0 0.8 $28M 37M 0.74
Annaly Cap Mgmt Inc note 5.000% 5/1 0.7 $26M 26M 0.99
Archer Daniels Midland Co note 0.875% 2/1 0.6 $21M 20M 1.01
Navistar Intl Corp New note 3.000%10/1 0.5 $19M 21M 0.93
Hawaiian Holdings Inc conv 0.5 $19M 17M 1.10
Saks Inc note 2.000% 3/1 0.5 $18M 17M 1.05
Gilead Sciences conv 0.5 $17M 13M 1.30
Jefferies Group Inc New dbcv 3.875%11/0 0.4 $15M 17M 0.91
Alcoa Inc debt 0.4 $15M 10M 1.50
Hutchinson Technology Inc note 8.500% 1/1 0.4 $14M 21M 0.70
Home Inns & Hotels Mgmt Inc note 2.000%12/1 0.4 $15M 18M 0.79
Chemed Corp New note 1.875% 5/1 0.4 $13M 13M 1.00
Amgen Inc note 0.375% 2/0 0.3 $13M 12M 1.04
Exide Technologies frnt 9/1 0.3 $12M 14M 0.88
Phh Corp note 4.000% 9/0 0.3 $12M 12M 1.00
Alliance Data Systems Corp note 1.750% 8/0 0.3 $12M 6.6M 1.73
Teleflex Inc note 3.875% 8/0 0.3 $11M 9.6M 1.17
Dendreon Corp note 0.3 $11M 16M 0.70
Jns 3.25% 7/15/2014 note 0.3 $11M 11M 1.01
Mcmoran Exploration note 4.000%12/3 0.3 $11M 10M 1.07
Morgans Hotel Group Co note 2.375%10/1 0.2 $8.6M 9.8M 0.88
Emmis Communications Corp pfd cv ser a 0.2 $8.6M 492k 17.50
Central European Media sr nt cv 5%15 0.2 $8.9M 10M 0.88
United States Stl Corp New note 4.000% 5/1 0.2 $8.4M 8.3M 1.02
Sba Communications Corp note 1.875% 5/0 0.2 $7.9M 5.7M 1.39
Thq Inc note 5.000% 8/1 0.2 $7.9M 14M 0.57
Prologis Inc note 3.250% 3/1 0.2 $7.1M 6.4M 1.10
Royal Gold Inc conv 0.2 $7.1M 6.8M 1.05
Wells Fargo & Company Non-cum Perpet cnv (WFC.PL) 0.2 $7.0M 6.2k 1125.00
Medicis Pharmaceutical conv 0.2 $7.1M 7.1M 0.99
Covanta Holding Conv conv bnd 0.2 $6.5M 5.6M 1.17
Gmx Res Inc note 5.000% 2/0 0.2 $6.0M 7.9M 0.76
Newmont Mining Corp Cvt cv bnd 0.2 $6.2M 4.7M 1.33
Headwaters Inc note 2.500% 2/0 0.2 $5.7M 6.1M 0.94
Stanley Black & Decker (SWK) 0.2 $5.7M 88k 64.36
Dominion Res Inc Va New debt 0.2 $6.0M 3.8M 1.56
Annaly Cap Mgmt Inc note 4.000% 2/1 0.2 $5.9M 4.8M 1.23
Lam Research Corp note 0.500% 5/1 0.2 $5.7M 5.9M 0.96
Thompson Creek Metal unit 99/99/9999 0.2 $5.8M 304k 18.98
Gmx Res Inc note 4.500% 5/0 0.1 $5.4M 12M 0.45
Gilead Sciences conv 0.1 $5.4M 4.4M 1.24
Central European Dist Corp note 3.000% 3/1 0.1 $5.1M 5.9M 0.87
Altra Holdings, Inc note 2.750% 3/0 0.1 $4.2M 4.5M 0.93
Sba Communications Corp note 4.000%10/0 0.1 $3.7M 1.9M 1.93
Teva Pharmaceutical Industries (TEVA) 0.1 $3.6M 92k 39.44
CUBIST PHARM CONVERTIBLE security 0.1 $3.6M 2.5M 1.44
Cms Energy Corp note 5.500% 6/1 0.1 $3.4M 2.0M 1.70
Cadence Design Sys Cvt 2.625 6 convert 0.1 $3.1M 2.0M 1.56
Time Warner Telecom Inc dbcv 2.375% 4/0 0.1 $2.8M 2.0M 1.40
Virgin Media Inc note 6.500%11/1 0.1 $3.0M 2.0M 1.50
Viropharma Inc note 2.000% 3/1 0.1 $2.8M 2.0M 1.42
Lincare Hldgs Inc note 2.750%11/0 0.1 $2.8M 2.0M 1.39
Us Airways Group Inc note 7.250% 5/1 0.1 $3.0M 1.0M 3.00
Linear Technology Corp note 3.000% 5/0 0.1 $2.6M 2.5M 1.04
Endo Pharmaceuticals Hldgs I note 1.750% 4/1 0.1 $2.4M 2.0M 1.21
Novagold Res Inc bond 0.1 $2.6M 2.5M 1.03
A123 Sys Inc note 3.750% 4/1 0.1 $2.5M 9.2M 0.27
Novellus Systems, Inc. note 2.625% 5/1 0.1 $2.5M 2.0M 1.24
Caci Intl Inc note 2.125% 5/0 0.1 $2.3M 2.0M 1.14
Hornbeck Offshore Svcs Inc N frnt 1.625%11/1 0.1 $2.1M 2.0M 1.06
Lifepoint Hospitals Inc note 3.500% 5/1 0.1 $2.2M 2.1M 1.07
Comtech Telecommunications Cor conv 0.1 $2.1M 2.0M 1.07
National Retail Properties I note 3.950% 9/1 0.1 $2.3M 1.9M 1.20
Greatbatch Inc sdcv 2.250% 6/1 0.1 $1.9M 1.9M 0.99
Molina Healthcare Inc note 3.750%10/0 0.1 $1.7M 1.5M 1.10
Powerwave Technologies Inc note 3.875%10/0 0.1 $1.9M 13M 0.14
Intel Corporation (INTC) 0.1 $1.9M 71k 26.65
Omnicare Inc 3.75% '42 conv 0.1 $1.8M 2.0M 0.92
Usec Inc note 3.000%10/0 0.0 $1.4M 3.0M 0.48
note 5.500% 7/1 0.0 $1.4M 1.4M 0.96
Cemex Sab conv 0.0 $1.5M 1.7M 0.89
Micron Technology Inc Mu Cvt 1 convert 0.0 $1.3M 1.5M 0.88
Hutchinson Technology Inc note 3.250% 1/1 0.0 $1.1M 1.2M 0.94
Nash Finch Co frnt 1.631% 3/1 0.0 $1.3M 2.7M 0.47
Sotheby's 0.0 $1.0M 31k 33.37
Intel Corp sdcv 0.0 $1.1M 950k 1.13
Radio One 0.0 $940k 1.0M 0.94
PULSE ELECTRONICS Corp note 7.000%12/1 0.0 $1.2M 1.4M 0.83
James River Coal Co note 3.125% 3/1 0.0 $1.1M 3.7M 0.29
Arvinmeritor Inc frnt 4.625% 3/0 0.0 $870k 1.0M 0.87
Hologic (HOLX) 0.0 $628k 35k 18.05
International Game Technology 0.0 $551k 35k 15.74
DURECT Corporation 0.0 $805k 885k 0.91
Bank Of America Corporation preferred (BAC.PL) 0.0 $678k 695.00 975.54
Cumulus Media 0.0 $353k 117k 3.01
Iridium Communications (IRDM) 0.0 $381k 43k 8.95
General Motors Company (GM) 0.0 $218k 11k 19.69
Fly Leasing 0.0 $269k 22k 12.17