Angelo, Gordon & Co

Angelo, Gordon & Co as of June 30, 2012

Portfolio Holdings for Angelo, Gordon & Co

Angelo, Gordon & Co holds 40 positions in its portfolio as reported in the June 2012 quarterly 13F filing

Company (Ticker) Portfolio Weight Valued At Change in Shares Share Count Share Price
Notes 10.0 $66M 23M 2.87
Ual Corp note 6.000%10/1 9.1 $60M 21M 2.89
Virgin Media Inc note 6.500%11/1 8.4 $55M 37M 1.49
Triumph Group Inc New note 2.625%10/0 6.4 $42M 20M 2.07
Quad/Graphics (QUAD) 4.8 $32M 2.2M 14.38
Annaly Cap Mgmt Inc note 5.000% 5/1 4.8 $32M 32M 0.99
Fairpoint Communications 4.8 $32M 5.1M 6.15
Cemex Sab De Cv conv bnd 4.7 $31M 37M 0.83
Central European Media sr nt cv 5%15 4.6 $31M 35M 0.87
Airtran Hldgs Inc note 5.250%11/0 4.1 $27M 21M 1.28
Incyte Corp note 4.750%10/0 3.0 $20M 7.5M 2.64
Liberty Media Corp New deb 3.125% 3/3 2.9 $19M 16M 1.21
Goodrich Corporation 2.9 $19M 150k 126.90
Wesco Intl Inc dbcv 6.000% 9/1 2.9 $19M 8.7M 2.16
National Retail Properties I note 3.950% 9/1 2.6 $17M 14M 1.19
American Capital Mortgage In 2.3 $15M 629k 23.85
Holdings Inc Note 5.25 2.0 $13M 8.0M 1.67
Gen-Probe Incorporated 1.7 $11M 136k 82.20
Dryships Inc. note 5.000%12/0 1.6 $10M 14M 0.74
Chiquita Brands Intl Inc note 4.250% 8/1 1.5 $10M 14M 0.72
Onyx Pharmaceuticals Inc note 4.000% 8/1 1.4 $9.2M 5.0M 1.83
Ag Mtg Invt Tr 1.3 $8.6M 400k 21.49
Thompson Creek Metal unit 99/99/9999 1.3 $8.6M 450k 19.00
Dendreon Corp note 1.2 $8.1M 12M 0.70
Cno Financial Group Inc 7 12-1 convert 1.2 $8.0M 5.1M 1.57
Massey Energy Co note 3.250% 8/0 1.1 $6.9M 8.0M 0.86
Pdl Biopharma Inc cnv 1.0 $6.7M 5.8M 1.16
School Specialty, Inc sdcv 3.750%11/3 1.0 $6.3M 8.5M 0.74
Mylan Inc note 3.750% 9/1 0.9 $6.0M 3.5M 1.72
Omni (OMC) 0.8 $5.4M 110k 48.60
Solarfun Power Hldgs Conv dbcv 0.8 $5.0M 7.5M 0.66
Sanofi Aventis Wi Conval Rt 0.7 $4.9M 3.5M 1.41
Jinkosolar Hldg Co Ltd...... note 4.000% 5/1 0.6 $4.2M 11M 0.40
PULSE ELECTRONICS Corp note 7.000%12/1 0.6 $4.2M 5.0M 0.83
Cno Finl Group Inc dbcv 7.000%12/3 0.3 $2.2M 1.4M 1.57
Cinedigm Digital Cinema 0.3 $2.1M 1.4M 1.50
Solutia 0.1 $454k 16k 28.02
Cyclacel Pharmaceuticals Inc pfd conv ex 6% 0.1 $490k 196k 2.50
Kinder Morgan Inc/delaware Wts 0.1 $313k 137k 2.28
Barclays Bk Plc ipth s^p vix 0.0 $228k 15k 15.20