Angelo, Gordon & Co

Angelo, Gordon & Co as of Dec. 31, 2011

Portfolio Holdings for Angelo, Gordon & Co

Angelo, Gordon & Co holds 50 positions in its portfolio as reported in the December 2011 quarterly 13F filing

Company (Ticker) Portfolio Weight Valued At Change in Shares Share Count Share Price
Pharmasset 10.9 $101M 785k 128.20
Goodrich Corporation 9.4 $87M 704k 123.70
Virgin Media Inc note 6.500%11/1 7.3 $68M 49M 1.38
Triumph Group Inc New note 2.625%10/0 4.7 $43M 20M 2.15
Ual Corp note 6.000%10/1 4.5 $42M 18M 2.30
Holdings Inc Note 5.25 4.3 $40M 26M 1.56
Metlife Inc 5% 10/0/14 Conv Pr cv prf 4.1 $37M 610k 61.38
Airtran Hldgs Inc note 5.250%11/0 3.6 $33M 26M 1.27
Quad/Graphics (QUAD) 3.4 $32M 2.2M 14.34
Motorola Mobility Holdings 3.3 $30M 780k 38.80
El Paso Corporation 2.9 $26M 991k 26.57
Medco Health Solutions 2.8 $26M 450k 58.03
Southern Union Company 2.7 $25M 600k 42.11
Energy Conversion Devices In note 3.000% 6/1 2.7 $25M 54M 0.47
Notes 2.7 $25M 11M 2.26
L-3 Communications Corp debt 3.000% 8/0 2.5 $23M 24M 0.95
Fairpoint Communications 2.4 $22M 5.1M 4.33
Cms Energy Corp note 2.875%12/0 2.4 $22M 13M 1.77
National Retail Properties I note 3.950% 9/1 2.3 $22M 19M 1.12
Wesco Intl Inc dbcv 6.000% 9/1 1.9 $18M 8.7M 2.02
West Pharmaceutical Svsc Inc sdcv 4.000% 3/1 1.9 $17M 21M 0.84
Liberty Media Corp New deb 3.125% 3/3 1.7 $16M 14M 1.12
Pdl Biopharma Inc note 2.875% 2/1 1.4 $13M 12M 1.06
Dendreon Corp note 1.3 $12M 17M 0.69
Dryships Inc. note 5.000%12/0 1.1 $9.9M 14M 0.69
Solarfun Power Hldgs Conv dbcv 0.9 $8.6M 18M 0.48
HARVEST NATURAL Resources In note 8.250% 3/0 0.9 $8.3M 6.3M 1.31
Cno Financial Group Inc 7 12-1 convert 0.9 $8.2M 6.1M 1.35
Western Refng Inc note 5.750% 6/1 0.8 $7.5M 5.2M 1.44
Stanley Black & Decker (SWK) 0.7 $6.6M 98k 67.60
Mylan Inc note 3.750% 9/1 0.7 $6.1M 3.5M 1.75
Notes Gencorp Inc. 4.0625% dbcv 0.7 $6.1M 6.7M 0.90
School Specialty, Inc sdcv 3.750%11/3 0.6 $6.0M 8.5M 0.70
PULSE ELECTRONICS Corp note 7.000%12/1 0.6 $5.5M 7.0M 0.79
Omni (OMC) 0.5 $4.9M 110k 44.58
Chesapeake Energy Corporation 0.5 $4.5M 200k 22.29
Sanofi Aventis Wi Conval Rt 0.5 $4.3M 3.6M 1.20
Massey Energy Co note 3.250% 8/0 0.5 $4.1M 4.5M 0.92
Jinkosolar Hldg Co Ltd...... note 4.000% 5/1 0.4 $4.1M 11M 0.39
Symantec Corporation 0.4 $3.9M 249k 15.65
Kinder Morgan (KMI) 0.4 $3.9M 120k 32.17
Jetblue Airways Corp dbcv 6.750%10/1 0.4 $3.8M 2.9M 1.32
Incyte Corp note 4.750%10/0 0.4 $3.8M 2.0M 1.88
Ramco-gershenson Pptys Tr perp pfd-d cv 0.2 $2.3M 56k 41.51
Cinedigm Digital Cinema 0.2 $1.9M 1.4M 1.37
Cno Finl Group Inc dbcv 7.000%12/3 0.2 $1.9M 1.4M 1.35
Zions Bancorporation *w exp 05/22/202 0.1 $600k 200k 3.00
ATP Oil & Gas Corporation 0.1 $531k 72k 7.36
Cyclacel Pharmaceuticals Inc pfd conv ex 6% (CYCCP) 0.1 $559k 196k 2.85
United States Stl Corp New note 4.000% 5/1 0.0 $330k 300k 1.10