Grace Brothers Management

Grace Brothers Management as of March 31, 2013

Portfolio Holdings for Grace Brothers Management

Grace Brothers Management holds 48 positions in its portfolio as reported in the March 2013 quarterly 13F filing

Company (Ticker) Portfolio Weight Valued At Change in Shares Share Count Share Price
Biomarin Pharmaceutical Inc note 1.875% 4/2 6.0 $7.0M 2.3M 3.10
Cadence Design Sys Cvt 2.625 6 convert 5.7 $6.6M 3.5M 1.88
Gilead Sciences conv 5.6 $6.5M 3.0M 2.17
Western Refng Inc note 5.750% 6/1 4.7 $5.5M 1.5M 3.64
United Rentals Inc note 4.000%11/1 4.3 $5.0M 1.0M 4.95
TAKE-TWO INTER CONVERTIBLE security 4.0 $4.6M 3.0M 1.54
CUBIST PHARM CONVERTIBLE security 3.7 $4.3M 2.5M 1.71
Gilead Sciences conv 3.3 $3.8M 1.8M 2.17
Viropharma Inc note 2.000% 3/1 3.2 $3.7M 2.5M 1.49
Ryland Group note 3.2 $3.7M 2.5M 1.48
Chart Industries 2% conv 2.9 $3.4M 2.5M 1.36
Notes Gencorp Inc. 4.0625% dbcv 2.7 $3.1M 2.0M 1.56
Cobalt Intl Energy Inc note 2.7 $3.1M 2.8M 1.12
M/i Homes Inc note 3.250% 9/1 2.5 $2.8M 2.3M 1.26
Group 1 Automotive Inc frnt 2.250% 6/1 2.3 $2.7M 2.3M 1.16
Akorn Inc note 3.500% 6/0 2.2 $2.6M 1.5M 1.73
Bottomline Tech Del Inc note 1.500%12/0 2.2 $2.6M 2.2M 1.18
General Cable Corp Del New frnt 4.500% 11/1 2.2 $2.5M 2.0M 1.26
Thrx 2 1/8 01/15/23 1.9 $2.2M 2.0M 1.10
Forestar Group Inc note 1.9 $2.2M 1.9M 1.17
Stillwater Mng Co note 1.750%10/1 1.8 $2.1M 1.8M 1.19
Uthr 1 09/15/16 1.8 $2.1M 1.5M 1.38
Radian Group Inc note 1.8 $2.1M 1.7M 1.21
Enpro Industries Inc note 1.8 $2.0M 1.3M 1.60
Health Care Reit Pfd I 6.5% 1.7 $2.0M 32k 62.10
Cemex Sab De Cv conv bnd 1.7 $2.0M 1.5M 1.33
Ppl Corporation 8.75% pfd cv 1.7 $2.0M 35k 56.06
Endo Pharmaceuticals Hldgs I note 1.750% 4/1 1.6 $1.8M 1.5M 1.20
Altra Holdings, Inc note 2.750% 3/0 1.6 $1.8M 1.5M 1.20
Continental Airls Inc note 4.500% 1/1 1.6 $1.8M 1.0M 1.79
Micron Technology Inc. conv 1.5 $1.7M 1.5M 1.16
Alcoa Inc debt 1.5 $1.7M 1.3M 1.38
Group 1 Automo note 3.0% 3/15/ 1.5 $1.7M 1.0M 1.72
Nextera Energy Inc unit 1.4 $1.6M 30k 54.57
Omnicare Cap Tr Ii pfd b tr 4.00% 1.3 $1.5M 30k 51.51
Cemex Sab De Cv conv bnd 1.2 $1.4M 1.0M 1.35
Rwt 4 5/8 04/15/18 1.1 $1.3M 1.2M 1.10
Micron Technology Inc Mu Cvt 1 convert 0.9 $1.1M 1.0M 1.06
PowerShares QQQ Trust, Series 1 0.9 $1.0M 15k 69.00
Energy Xxi Bermuda Ltd conv prf 0.9 $1.0M 3.5k 295.43
Arcelormittal Sa Luxembourg mand cv nt 16 0.7 $838k 40k 20.95
Penn Va Corp conv prf 0.7 $836k 10k 83.60
Metlife Inc 5% 10/0/14 Conv Pr cv prf 0.5 $607k 12k 49.35
General Mtrs Co *w exp 07/10/201 0.4 $498k 42k 11.80
Auxilium Pharmaceuticals note 0.4 $455k 450k 1.01
American International (AIG) 0.3 $310k 8.0k 38.75
Cisco Systems (CSCO) 0.2 $251k 12k 20.92
M/i Homes Inc note 3.000% 3/0 0.2 $258k 250k 1.03