Angelo, Gordon & Co

Angelo, Gordon & Co as of March 31, 2011

Portfolio Holdings for Angelo, Gordon & Co

Angelo, Gordon & Co holds 70 positions in its portfolio as reported in the March 2011 quarterly 13F filing

Company (Ticker) Portfolio Weight Valued At Change in Shares Share Count Share Price
Quad/Graphics (QUAD) 6.3 $122M 2.9M 42.54
United States Stl Corp New note 4.000% 5/1 4.7 $90M 49M 1.82
Liberty Global Inc note 4.500% 11/1 4.5 $86M 51M 1.70
Ford Mtr Co Del note 4.250%11/1 4.3 $82M 46M 1.81
Ual Corp note 6.000%10/1 4.1 $79M 28M 2.83
Metlife Inc 5% 10/0/14 Conv Pr cv prf 4.1 $78M 925k 84.58
Fairpoint Communications 4.0 $78M 4.6M 16.87
Genzyme Corporation 4.0 $78M 1.0M 76.15
Textron Inc note 4.500% 5/0 3.5 $67M 31M 2.15
Mylan Inc note 3.750% 9/1 3.4 $66M 36M 1.84
Illumina Inc note 0.625% 2/1 3.3 $64M 20M 3.19
Alcoa Inc debt 3.2 $62M 22M 2.81
Agco Corp debt 3.0 $58M 24M 2.44
L-3 Communications Corp debt 3.000% 8/0 2.6 $51M 50M 1.01
Holdings Inc Note 5.25 2.5 $49M 24M 2.02
Virgin Media Inc note 6.500%11/1 2.4 $47M 28M 1.69
Airtran Hldgs Inc note 5.250%11/0 2.3 $44M 31M 1.44
Blackrock Inc dbcv 2.625% 2/1 2.0 $39M 19M 2.05
Netapp Inc note 1.750% 6/0 1.8 $36M 23M 1.58
Massey Energy Company 1.8 $36M 520k 68.36
United Rentals Inc note 4.000%11/1 1.8 $34M 11M 3.10
Triumph Group Inc New note 2.625%10/0 1.7 $33M 20M 1.63
Citigroup Inc unit 1.6 $31M 245k 126.17
Massey Energy Co note 3.250% 8/0 1.5 $29M 26M 1.14
Borgwarner Inc note 3.500% 4/1 1.4 $27M 11M 2.45
Incyte Corp note 4.750%10/0 1.3 $26M 13M 2.01
Istar Finl Inc frnt 10/0 1.3 $25M 27M 0.91
Jetblue Airways Corp dbcv 6.750%10/1 1.2 $24M 15M 1.54
Dryships Inc. note 5.000%12/0 1.2 $23M 23M 0.99
Ingersoll-rand Global Hldg C debt 1.2 $23M 8.3M 2.71
Western Refng Inc note 5.750% 6/1 1.1 $22M 13M 1.76
Allergan Inc note 1.500% 4/0 1.1 $21M 19M 1.12
Old Republic Intl Corp note 1.1 $20M 20M 1.01
West Pharmaceutical Svsc Inc sdcv 4.000% 3/1 1.0 $19M 20M 0.97
WESCO International (WCC) 0.9 $18M 7.5M 2.37
Stanley Black & Decker (SWK) 0.9 $17M 224k 76.60
HARVEST NATURAL Resources In note 8.250% 3/0 0.9 $17M 6.3M 2.72
Molycorp, Inc. pfd conv ser a 0.9 $17M 150k 112.95
Liberty Media Corp New deb 3.125% 3/3 0.8 $16M 13M 1.19
Symantec Corporation 0.6 $12M 662k 18.54
Jetblue Airways Corp dbcv 6.750%10/1 0.6 $12M 7.6M 1.58
Microsoft Corporation (MSFT) 0.6 $12M 471k 25.39
Emergency Medical Services Corporation 0.6 $12M 186k 63.59
Cms Energy Corp note 2.875%12/0 0.6 $11M 7.5M 1.52
Microchip Technology Inc sdcv 2.125%12/1 0.5 $10M 7.5M 1.36
Omnicom Group Inc debt 0.5 $10M 10M 1.03
Peabody Energy Corp sdcv 4.750%12/1 0.5 $9.9M 7.5M 1.32
PULSE ELECTRONICS Corp note 7.000%12/1 0.5 $9.6M 8.5M 1.13
Notes Gencorp Inc. 4.0625% dbcv 0.5 $8.9M 9.0M 0.98
Omni (OMC) 0.4 $7.7M 157k 49.06
Energy Conversion Devices In note 3.000% 6/1 0.4 $7.4M 12M 0.61
Molson Coors Brewing Company (TAP) 0.4 $7.1M 152k 46.89
Smurfit-stone Container Corp 0.3 $6.2M 160k 38.65
Cemex SAB de CV (CX) 0.3 $5.9M 665k 8.93
Alpha Natural Resources 0.3 $5.4M 91k 59.37
Amr Corp note 6.250%10/1 0.2 $4.8M 4.6M 1.04
Archer Daniels Midland Company (ADM) 0.2 $3.8M 106k 36.01
Jetblue Airways Corp dbcv 5.500% 10/1 0.2 $3.1M 2.0M 1.53
Intel Corporation (INTC) 0.1 $3.0M 148k 20.18
McMoRan Exploration 0.1 $2.7M 150k 17.71
Nicor 0.1 $2.3M 44k 53.69
Verigy Ltd note 5.250% 7/1 0.1 $2.2M 1.8M 1.24
Zions Bancorporation *w exp 05/22/202 0.1 $1.4M 200k 7.02
Whiting Petroleum Corp. Perp. pfd cv 0.1 $971k 2.8k 345.92
Cyclacel Pharmaceuticals Inc pfd conv ex 6% (CYCCP) 0.0 $843k 196k 4.30
Invitrogen Corp note 3.250% 6/1 0.0 $555k 500k 1.11
Ixia 0.0 $635k 40k 15.88
Chesapeake Energy Corp note 2.500% 5/1 0.0 $611k 571k 1.07
Eastman Kodak Company 0.0 $439k 136k 3.23
Gsi 0.0 $132k 13k 10.32