Angelo, Gordon & Co

Angelo, Gordon & Co as of Sept. 30, 2011

Portfolio Holdings for Angelo, Gordon & Co

Angelo, Gordon & Co holds 59 positions in its portfolio as reported in the September 2011 quarterly 13F filing

Company (Ticker) Portfolio Weight Valued At Change in Shares Share Count Share Price
Virgin Media Inc note 6.500%11/1 8.8 $74M 49M 1.51
Quad/Graphics (QUAD) 6.2 $51M 2.8M 18.07
L-3 Communications Corp debt 3.000% 8/0 5.2 $44M 46M 0.95
Ual Corp note 6.000%10/1 5.2 $43M 18M 2.37
Holdings Inc Note 5.25 4.8 $40M 31M 1.30
Triumph Group Inc New note 2.625%10/0 4.3 $36M 20M 1.79
Metlife Inc 5% 10/0/14 Conv Pr cv prf 4.1 $35M 610k 56.61
Airtran Hldgs Inc note 5.250%11/0 4.0 $34M 26M 1.28
Best Buy Inc sdcv 2.250% 1/1 3.8 $31M 31M 1.00
National Retail Properties I note 3.950% 9/1 3.2 $27M 24M 1.13
Incyte Corp note 4.750%10/0 3.1 $26M 15M 1.77
Energy Conversion Devices In note 3.000% 6/1 3.1 $26M 54M 0.48
Notes 2.7 $22M 11M 2.04
Fairpoint Communications 2.6 $22M 5.1M 4.30
Cms Energy Corp note 2.875%12/0 2.3 $20M 13M 1.56
Motorola Mobility Holdings 2.3 $19M 510k 37.78
West Pharmaceutical Svsc Inc sdcv 4.000% 3/1 2.2 $18M 22M 0.85
Netapp Inc note 1.750% 6/0 2.1 $18M 15M 1.22
Western Refng Inc note 5.750% 6/1 1.9 $16M 12M 1.36
Liberty Media Corp New deb 3.125% 3/3 1.8 $15M 14M 1.09
Pdl Biopharma Inc note 2.875% 2/1 1.6 $13M 13M 1.00
Wesco Intl Inc dbcv 6.000% 9/1 1.5 $12M 8.7M 1.40
Dendreon Corp note 1.5 $12M 17M 0.72
Mf Global Hldgs Ltd note 3.375% 8/0 1.4 $12M 15M 0.79
Symantec Corporation 1.4 $12M 707k 16.30
United States Stl Corp New note 4.000% 5/1 1.2 $9.8M 9.3M 1.05
Solarfun Power Hldgs Conv dbcv 1.2 $9.7M 18M 0.54
HARVEST NATURAL Resources In note 8.250% 3/0 1.2 $9.8M 6.3M 1.55
Molycorp, Inc. pfd conv ser a 1.1 $9.4M 138k 68.36
Dryships Inc. note 5.000%12/0 1.1 $9.2M 15M 0.63
Notes Gencorp Inc. 4.0625% dbcv 1.0 $8.1M 9.5M 0.85
School Specialty, Inc sdcv 3.750%11/3 0.9 $7.6M 8.5M 0.89
Ag Mtg Invt Tr 0.9 $7.5M 400k 18.70
Cno Financial Group Inc 7 12-1 convert 0.9 $7.4M 6.1M 1.22
Omni (OMC) 0.8 $6.5M 177k 36.84
PULSE ELECTRONICS Corp note 7.000%12/1 0.8 $6.4M 7.4M 0.87
Massey Energy Co note 3.250% 8/0 0.8 $6.2M 7.0M 0.89
Stanley Black & Decker (SWK) 0.7 $6.1M 124k 49.10
Dollar Thrifty Automotive 0.7 $5.8M 103k 56.30
Jetblue Airways Corp dbcv 6.750%10/1 0.6 $5.2M 4.6M 1.13
Chesapeake Energy Corporation 0.6 $5.1M 200k 25.55
Mylan Inc note 3.750% 9/1 0.6 $5.1M 3.5M 1.45
Sanofi Aventis Wi Conval Rt 0.5 $4.0M 3.8M 1.06
Ford Mtr Co Del note 4.250%11/1 0.4 $3.7M 2.8M 1.31
Amr Corp note 6.250%10/1 0.4 $3.5M 6.0M 0.59
Jetblue Airways Corp dbcv 6.750%10/1 0.4 $3.4M 2.9M 1.18
Jinkosolar Hldg Co Ltd...... note 4.000% 5/1 0.4 $3.4M 11M 0.32
Nalco Holding Company 0.3 $2.6M 75k 34.99
Ramco-gershenson Pptys Tr perp pfd-d cv 0.2 $2.1M 56k 37.76
Cno Finl Group Inc dbcv 7.000%12/3 0.2 $1.7M 1.4M 1.22
McMoRan Exploration 0.2 $1.5M 150k 9.93
Cinedigm Digital Cinema 0.2 $1.5M 1.2M 1.19
BJ's Wholesale Club 0.1 $1.3M 25k 51.24
Varian Semiconductor 0.1 $899k 333k 2.70
ATP Oil & Gas Corporation 0.1 $556k 72k 7.71
Cyclacel Pharmaceuticals Inc pfd conv ex 6% (CYCCP) 0.1 $588k 196k 3.00
Zions Bancorporation *w exp 05/22/202 0.1 $480k 200k 2.40
Whiting Petroleum Corp. Perp. pfd cv 0.1 $487k 2.8k 173.49
Hertz Global Holdings 0.0 $190k 21k 8.88