Angelo, Gordon & Co

Angelo, Gordon & Co as of March 31, 2012

Portfolio Holdings for Angelo, Gordon & Co

Angelo, Gordon & Co holds 42 positions in its portfolio as reported in the March 2012 quarterly 13F filing

Company (Ticker) Portfolio Weight Valued At Change in Shares Share Count Share Price
Goodrich Corporation 10.9 $81M 643k 125.44
Notes 8.4 $62M 23M 2.70
Virgin Media Inc note 6.500%11/1 8.1 $60M 39M 1.54
Ual Corp note 6.000%10/1 7.3 $54M 21M 2.58
Triumph Group Inc New note 2.625%10/0 6.3 $47M 20M 2.30
Holdings Inc Note 5.25 5.5 $41M 21k 1926.32
Motorola Mobility Holdings 4.5 $33M 845k 39.24
Airtran Hldgs Inc note 5.250%11/0 4.4 $33M 26M 1.25
Quad/Graphics (QUAD) 4.2 $31M 2.2M 13.90
National Retail Properties I note 3.950% 9/1 3.5 $26M 23M 1.15
El Paso Corporation 3.1 $23M 777k 29.55
Cms Energy Corp note 2.875%12/0 3.0 $22M 13M 1.77
Wesco Intl Inc dbcv 6.000% 9/1 2.9 $21M 8.7M 2.41
Illumina (ILMN) 2.7 $20M 375k 52.61
Fairpoint Communications 2.6 $19M 5.1M 3.76
Liberty Media Corp New deb 3.125% 3/3 2.3 $17M 14M 1.20
West Pharmaceutical Svsc Inc sdcv 4.000% 3/1 2.3 $17M 18M 0.93
Dryships Inc. note 5.000%12/0 1.6 $12M 14M 0.84
Incyte Corp note 4.750%10/0 1.6 $11M 5.0M 2.29
Solutia 1.5 $11M 400k 27.94
Pdl Biopharma Inc cnv 1.4 $10M 9.3M 1.11
Solarfun Power Hldgs Conv dbcv 1.4 $10M 15M 0.67
American Capital Mortgage In 1.2 $8.9M 410k 21.77
Cno Financial Group Inc 7 12-1 convert 1.1 $8.0M 5.1M 1.56
Ag Mtg Invt Tr 1.1 $7.9M 400k 19.74
Mylan Inc note 3.750% 9/1 0.9 $6.5M 3.5M 1.87
School Specialty, Inc sdcv 3.750%11/3 0.8 $6.2M 8.5M 0.73
PULSE ELECTRONICS Corp note 7.000%12/1 0.8 $5.8M 7.0M 0.83
Jinkosolar Hldg Co Ltd...... note 4.000% 5/1 0.8 $5.8M 11M 0.55
Omni (OMC) 0.8 $5.6M 110k 50.65
Stanley Black & Decker (SWK) 0.7 $5.2M 68k 76.97
Sanofi Aventis Wi Conval Rt 0.6 $4.7M 3.5M 1.35
Dendreon Corp note 0.4 $3.2M 4.0M 0.80
Ramco-gershenson Pptys Tr perp pfd-d cv 0.4 $2.7M 56k 48.26
Cinedigm Digital Cinema 0.3 $2.3M 1.4M 1.69
Cno Finl Group Inc dbcv 7.000%12/3 0.3 $2.2M 1.4M 1.56
Kinder Morgan (KMI) 0.3 $1.9M 50k 38.66
ATP Oil & Gas Corporation 0.1 $728k 99k 7.35
Cyclacel Pharmaceuticals Inc pfd conv ex 6% 0.1 $496k 196k 2.53
Harvest Natural Resources 0.1 $402k 57k 7.08
Barclays Bk Plc ipth s^p vix 0.0 $252k 15k 16.80
Zions Bancorporation *w exp 05/22/202 0.0 $173k 35k 4.94