Zazove Associates

Zazove Associates as of Sept. 30, 2012

Portfolio Holdings for Zazove Associates

Zazove Associates holds 143 positions in its portfolio as reported in the September 2012 quarterly 13F filing

Company (Ticker) Portfolio Weight Valued At Change in Shares Share Count Share Price
Newmont Mining Corp note 1.250% 7/1 4.9 $179M 133M 1.35
Goldcorp Inc New note 2.000% 8/0 4.4 $161M 133M 1.21
Alza Corp sdcv 7/2 4.2 $156M 157M 0.99
Liberty Media Corp bond 4.2 $153M 161M 0.95
Stanley Black & Decker Inc unit 99/99/9999 4.1 $149M 1.2M 126.47
Teva Pharm Finance Llc Cvt cv bnd 3.8 $141M 132M 1.07
Intel Corp. Jr. Sub. Cv. Deb. conv 3.6 $131M 106M 1.23
Xilinx Inc Cvt 2.625 6-15-17 convert 3.5 $130M 100M 1.31
Sterlite Inds India Ltd note 4.000%10/3 3.3 $121M 128M 0.95
Allegheny Technologies Inc note 4.250% 6/0 3.3 $121M 105M 1.15
Prospect Capital Corp note 6.250%12/1 3.1 $115M 108M 1.07
Tyson Foods Inc note 3.250%10/1 2.5 $93M 84M 1.11
Enpro Industries Inc note 2.5 $90M 73M 1.23
Novellus Systems, Inc. note 2.625% 5/1 2.3 $83M 75M 1.11
E M C Corp Mass note 1.750%12/0 2.2 $82M 48M 1.72
Netapp Inc note 1.750% 6/0 2.2 $82M 72M 1.14
Interpublic Group Cos Inc note 4.750% 3/1 2.1 $79M 72M 1.09
Omnicom Group Inc note 7/0 2.0 $75M 68M 1.10
Gilead Sciences Inc note 0.625% 5/0 2.0 $74M 42M 1.74
Sothebys note 3.125% 6/1 1.9 $71M 64M 1.11
Alcoa Inc debt 1.9 $71M 47M 1.49
Medicis Pharmaceutical Corp note 2.500% 6/0 1.9 $69M 46M 1.49
Danaher Corp Del debt 1.8 $67M 42M 1.60
Level 3 Communications Inc note 1.7 $63M 51M 1.22
Chesapeake Energy Corp note 2.500% 5/1 1.5 $57M 64M 0.88
Rayonier Trs Hldgs Inc note 3.750%10/1 1.3 $49M 35M 1.37
Rayonier Inc conv 1.2 $45M 30M 1.51
Steel Dynamics Inc note 5.125% 6/1 1.2 $44M 42M 1.05
Affiliated Managers Group note 3.950% 8/1 1.2 $43M 38M 1.12
Agco Corp note 1.250%12/1 1.1 $42M 33M 1.26
Kohlberg Capital Corp note 8.750% 3/1 1.1 $39M 34M 1.14
Arcelormittal Sa Luxembourg note 5.000% 5/1 1.0 $35M 35M 1.02
Continental Airls Inc note 4.500% 1/1 1.0 $35M 27M 1.31
School Specialty, Inc sdcv 3.750%11/3 0.9 $33M 51M 0.64
Northgate Minerals Corp note 3.500%10/0 0.8 $31M 30M 1.02
Dryships Inc. note 5.000%12/0 0.8 $30M 37M 0.82
Rite Aid Corp note 8.500% 5/1 0.8 $28M 27M 1.06
Gilead Sciences conv 0.8 $28M 18M 1.57
Saks Inc note 2.000% 3/1 0.7 $27M 26M 1.04
Molycorp Inc Del....... Note 6.0% 9/1/17 0.5 $20M 17M 1.16
Navistar Intl Corp New note 3.000%10/1 0.5 $19M 21M 0.89
Endeavor Intl Corp note 5.500% 7/1 0.5 $19M 20M 0.96
Hawaiian Holdings Inc conv 0.5 $18M 17M 1.04
Webmd Health Conv Sr Notes conv 0.5 $18M 22M 0.83
Genco Shipping & Trading Ltd note 5.000% 8/1 0.5 $17M 37M 0.45
Jefferies Group Inc New dbcv 3.875%11/0 0.4 $16M 17M 0.97
Home Inns & Hotels Mgmt Inc note 2.000%12/1 0.4 $16M 18M 0.85
Molson Coors Brewing Co note 2.500% 7/3 0.4 $15M 14M 1.03
Annaly Cap Mgmt Inc note 5.000% 5/1 0.4 $14M 14M 1.02
Archer Daniels Midland Co note 0.875% 2/1 0.4 $14M 14M 1.00
Phh Corp note 4.000% 9/0 0.4 $13M 12M 1.08
Exide Technologies frnt 9/1 0.3 $13M 14M 0.92
Chemed Corp New note 1.875% 5/1 0.3 $12M 11M 1.06
Teleflex Inc note 3.875% 8/0 0.3 $12M 9.6M 1.25
Jns 3.25% 7/15/2014 note 0.3 $11M 11M 1.07
Hutchinson Technology Inc note 8.500% 1/1 0.3 $11M 21M 0.55
Amgen Inc note 0.375% 2/0 0.3 $11M 10M 1.11
Green Plains Renewable E note 0.3 $11M 14M 0.78
Mcmoran Exploration note 4.000%12/3 0.3 $10M 10M 1.01
Bgc Partners, Inc. note 4.500% 7/1 0.3 $9.4M 10M 0.93
Liberty Media Corp New deb 3.125% 3/3 0.2 $9.0M 6.5M 1.39
Morgans Hotel Group Co note 2.375%10/1 0.2 $9.1M 9.8M 0.93
Dendreon Corp note 0.2 $9.3M 14M 0.67
Omnicom Group Inc debt 0.2 $8.0M 7.5M 1.06
Medicis Pharmaceutical conv 0.2 $8.1M 7.5M 1.08
Royal Gold Inc conv 0.2 $8.2M 6.8M 1.21
Thq Inc note 5.000% 8/1 0.2 $7.6M 14M 0.55
Prologis Inc note 3.250% 3/1 0.2 $7.2M 6.4M 1.12
Newmont Mining Corp Cvt cv bnd 0.2 $7.1M 4.9M 1.45
Molycorp Inc conv bnd 0.2 $7.0M 10M 0.70
Gmx Res Inc note 5.000% 2/0 0.2 $5.7M 7.5M 0.76
Dominion Res Inc Va New debt 0.2 $5.9M 3.8M 1.55
Central European Dist Corp note 3.000% 3/1 0.1 $5.1M 5.5M 0.93
Equinix Inc note 4.750% 6/1 0.1 $5.1M 2.0M 2.54
Emmis Communications Corp pfd cv ser a 0.1 $4.6M 492k 9.43
A123 Sys Inc note 3.750% 4/1 0.1 $4.7M 13M 0.36
Gmx Res Inc note 4.500% 5/0 0.1 $4.6M 11M 0.41
Symantec Corp note 1.000% 6/1 0.1 $4.6M 4.2M 1.09
Wells Fargo & Company Non-cum Perpet cnv (WFC.PL) 0.1 $4.6M 3.7k 1237.84
Cadence Design Sys Cvt 2.625 6 convert 0.1 $4.4M 2.5M 1.77
GROUP Affymetrix Inc cnv 0.1 $4.5M 4.6M 0.98
Sba Communications Corp note 4.000%10/0 0.1 $4.1M 1.9M 2.12
Annaly Cap Mgmt Inc note 4.000% 2/1 0.1 $4.2M 3.3M 1.27
Level 3 Communications Inc note 6.500%10/0 0.1 $4.2M 2.9M 1.44
Alliance Data Systems Corp note 1.750% 8/0 0.1 $3.6M 2.0M 1.82
Teva Pharmaceutical Industries (TEVA) 0.1 $3.5M 85k 41.42
Eaton Vance Short Duration Diversified I (EVG) 0.1 $3.6M 206k 17.62
Salesforce Com Inc note 0.750% 1/1 0.1 $3.7M 2.0M 1.86
Lam Research Corp note 0.500% 5/1 0.1 $3.6M 3.8M 0.95
Greenbrier Co Inc conv bnd 0.1 $3.5M 3.9M 0.90
Virgin Media Inc note 6.500%11/1 0.1 $3.4M 2.0M 1.72
Viropharma Inc note 2.000% 3/1 0.1 $3.5M 2.0M 1.74
Cms Energy Corp note 5.500% 6/1 0.1 $3.4M 2.0M 1.71
Time Warner Telecom Inc dbcv 2.375% 4/0 0.1 $2.9M 2.0M 1.42
Exterran Hldgs Inc note 4.250% 6/1 0.1 $2.9M 2.5M 1.13
Radio One 0.1 $2.9M 3.3M 0.87
Endo Pharmaceuticals Hldgs I note 1.750% 4/1 0.1 $3.0M 2.5M 1.23
Altra Holdings, Inc note 2.750% 3/0 0.1 $3.0M 3.0M 0.99
Arvinmeritor Inc frnt 4.625% 3/0 0.1 $2.7M 3.0M 0.89
Headwaters Inc note 2.500% 2/0 0.1 $2.7M 2.8M 0.97
Linear Technology Corp note 3.000% 5/0 0.1 $2.6M 2.5M 1.04
National Retail Properties I note 3.950% 9/1 0.1 $2.5M 1.9M 1.29
Knight Capital Group Inc. 3.50% dbcv 0.1 $2.7M 3.0M 0.91
Caci Intl Inc note 2.125% 5/0 0.1 $2.2M 2.0M 1.12
Lifepoint Hospitals Inc note 3.500% 5/1 0.1 $2.3M 2.1M 1.09
United States Stl Corp New note 4.000% 5/1 0.1 $2.0M 2.0M 1.01
Fly Leasing 0.1 $2.3M 174k 13.51
Comtech Telecommunications Cor conv 0.1 $2.1M 2.0M 1.06
Gilead Sciences conv 0.1 $2.0M 1.4M 1.51
Micron Technology Inc. conv 0.1 $2.3M 2.5M 0.90
Greatbatch Inc sdcv 2.250% 6/1 0.1 $1.9M 1.9M 1.00
DURECT Corporation 0.1 $1.8M 1.3M 1.44
Silicon Graphics International 0.0 $1.4M 150k 9.10
Blackrock Defined Opprty Cr 0.0 $1.6M 111k 14.04
note 5.500% 7/1 0.0 $1.4M 1.4M 0.96
THE GDL FUND Closed-End fund (GDL) 0.0 $1.6M 136k 11.81
Proshares Tr Ii ult vix s/t etf 0.0 $1.6M 50k 31.54
Hutchinson Technology Inc note 3.250% 1/1 0.0 $1.1M 1.2M 0.94
Iridium Communications (IRDM) 0.0 $1.2M 163k 7.32
PowerShares QQQ Trust, Series 1 0.0 $1.1M 17k 68.59
ProShares UltraShort 20+ Year Trea 0.0 $1.0M 65k 15.60
BlackRock Floating Rate Income Strat. Fn (FRA) 0.0 $1.2M 82k 15.07
Blackrock Fl Rate Ome Stra I 0.0 $1.1M 77k 13.74
PULSE ELECTRONICS Corp note 7.000%12/1 0.0 $1.1M 1.4M 0.74
Prospect Capital Corp note 0.0 $1.2M 1.2M 1.02
Apollo Invt Corp note 5.750% 1/1 0.0 $1.0M 1.0M 1.04
James River Coal Co note 3.125% 3/1 0.0 $1.3M 3.7M 0.34
AES Corporation (AES) 0.0 $619k 56k 10.98
Intel Corporation (INTC) 0.0 $802k 35k 22.66
Sotheby's 0.0 $857k 27k 31.52
Apple (AAPL) 0.0 $667k 1.0k 667.00
Goldcorp 0.0 $871k 19k 45.84
Bank Of America Corporation preferred (BAC.PL) 0.0 $757k 695.00 1089.21
Zaza Energy 0.0 $627k 211k 2.97
Goldman Sachs (GS) 0.0 $425k 3.7k 113.64
International Game Technology 0.0 $262k 20k 13.10
Equity Residential (EQR) 0.0 $288k 5.0k 57.60
Starbucks Corporation (SBUX) 0.0 $254k 5.0k 50.80
Cumulus Media 0.0 $305k 111k 2.74
Google 0.0 $377k 500.00 754.00
Hldgs (UAL) 0.0 $478k 25k 19.50
iShares Barclays TIPS Bond Fund (TIP) 0.0 $219k 1.8k 121.67
Level 3 Communications 0.0 $322k 14k 23.00