Angelo, Gordon & Co

Angelo, Gordon & Co as of Sept. 30, 2012

Portfolio Holdings for Angelo, Gordon & Co

Angelo, Gordon & Co holds 46 positions in its portfolio as reported in the September 2012 quarterly 13F filing

Company (Ticker) Portfolio Weight Valued At Change in Shares Share Count Share Price
Notes 8.9 $69M 23M 3.01
Virgin Media Inc note 6.500%11/1 8.3 $64M 37M 1.72
Ual Corp note 6.000%10/1 6.3 $49M 21M 2.35
Triumph Group Inc New note 2.625%10/0 5.7 $44M 19M 2.30
Liberty Media Corp New deb 3.125% 3/3 5.1 $39M 28M 1.41
Fairpoint Communications 5.0 $39M 5.1M 7.56
Central European Media sr nt cv 5%15 4.9 $38M 40M 0.95
Quad/Graphics (QUAD) 4.8 $37M 2.2M 16.96
Cemex Sab De Cv conv bnd 4.8 $37M 37M 0.99
Wesco Intl Inc dbcv 6.000% 9/1 3.8 $29M 14M 2.14
Shaw 3.5 $27M 620k 43.62
Airtran Hldgs Inc note 5.250%11/0 3.4 $26M 21M 1.25
Onyx Pharmaceuticals Inc note 4.000% 8/1 2.9 $23M 10M 2.25
Nexen 2.6 $20M 800k 25.34
National Retail Properties I note 3.950% 9/1 2.4 $19M 14M 1.30
Incyte Corp note 4.750%10/0 2.1 $16M 7.5M 2.16
Mylan Inc note 3.750% 9/1 2.1 $16M 8.5M 1.91
American Capital Mortgage In 2.0 $16M 627k 25.13
Spdr S&p 500 Etf (SPY) 1.9 $14M 100k 143.97
Dryships Inc. note 5.000%12/0 1.5 $12M 14M 0.83
Holdings Inc Note 5.25 1.3 $9.8M 5.5M 1.78
Dollar Thrifty Automotive 1.2 $9.6M 110k 86.93
Cno Financial Group Inc 7 12-1 convert 1.2 $9.3M 5.1M 1.82
Gilead Sciences conv 1.2 $9.0M 6.0M 1.50
Thompson Creek Metal unit 99/99/9999 1.0 $7.7M 450k 17.12
Dendreon Corp note 1.0 $7.6M 12M 0.66
Vantage Drilling Company note 7.875% 9/0 1.0 $7.5M 6.5M 1.15
Suno 0.9 $6.7M 143k 46.83
Coventry Health Care 0.8 $6.1M 148k 41.69
Verisign Inc sdcv 3.250% 8/1 0.8 $6.1M 4.0M 1.52
Sanofi Aventis Wi Conval Rt 0.8 $5.8M 3.5M 1.68
Chiquita Brands Intl Inc note 4.250% 8/1 0.7 $5.7M 6.5M 0.88
School Specialty, Inc sdcv 3.750%11/3 0.7 $5.6M 8.5M 0.66
Omni (OMC) 0.7 $5.2M 100k 51.56
Annaly Cap Mgmt Inc note 5.000% 5/1 0.6 $4.6M 4.5M 1.02
Toll Brothers (TOL) 0.5 $4.2M 125k 33.23
Jinkosolar Hldg Co Ltd...... note 4.000% 5/1 0.5 $4.1M 11M 0.39
Citigroup Inc unit 0.5 $3.9M 40k 96.98
Solarfun Power Hldgs Conv dbcv 0.5 $3.8M 5.0M 0.76
PULSE ELECTRONICS Corp note 7.000%12/1 0.5 $3.8M 5.0M 0.75
Energy Transfer Partners 0.4 $3.2M 75k 42.57
Cno Finl Group Inc dbcv 7.000%12/3 0.3 $2.6M 1.4M 1.82
Cinedigm Digital Cinema 0.2 $1.9M 1.4M 1.35
Horsehead Hldg Corp note 3.800% 7/0 0.2 $1.4M 1.5M 0.94
Allegheny Technologies Incorporated (ATI) 0.1 $1.0M 32k 31.89
Cyclacel Pharmaceuticals Inc pfd conv ex 6% (CYCCP) 0.1 $627k 196k 3.20