Grace Brothers Management

Grace Brothers Management as of June 30, 2012

Portfolio Holdings for Grace Brothers Management

Grace Brothers Management holds 45 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
United Rentals Inc note 4.000%11/1 5.6 $6.2M 2.0M 3.11
E M C Corp Mass note 1.750%12/0 5.1 $5.7M 3.5M 1.63
Biomarin Pharmaceutical Inc note 1.875% 4/2 5.0 $5.6M 2.8M 2.04
Western Refng Inc note 5.750% 6/1 4.9 $5.4M 2.5M 2.17
Coinstar Inc note 4.000% 9/0 4.8 $5.4M 3.0M 1.79
CUBIST PHARM CONVERTIBLE security 4.2 $4.7M 3.3M 1.44
Alliance Data Systems Corp note 1.750% 8/0 3.9 $4.3M 2.5M 1.73
Cadence Design Sys Cvt 2.625 6 convert 3.5 $3.9M 2.5M 1.56
Viropharma Inc note 2.000% 3/1 3.2 $3.6M 2.5M 1.42
Equinix Inc note 3.000%10/1 3.0 $3.4M 2.0M 1.69
Alcoa Inc debt 3.0 $3.4M 2.3M 1.50
Chart Industries 2% conv 2.8 $3.1M 2.5M 1.25
Sba Communications Corp note 4.000%10/0 2.8 $3.1M 1.6M 1.93
Endo Pharmaceuticals Hldgs I note 1.750% 4/1 2.7 $3.0M 2.5M 1.21
Terex Corp New note 4.000% 6/0 2.7 $3.0M 2.3M 1.33
Virgin Media Inc note 6.500%11/1 2.7 $3.0M 2.0M 1.49
Holdings Inc Note 5.25 2.6 $2.9M 1.8M 1.67
Royal Gold Inc conv 2.6 $2.9M 2.8M 1.05
Onyx Pharmaceuticals Inc note 4.000% 8/1 2.5 $2.7M 1.5M 1.83
Gilead Sciences conv 2.3 $2.6M 2.0M 1.30
Mylan Inc note 3.750% 9/1 2.3 $2.6M 1.5M 1.72
Ryland Group note 2.2 $2.5M 2.3M 1.10
D R Horton Inc note 2.000% 5/1 2.0 $2.3M 1.5M 1.50
Level 3 Communications Inc note 6.500%10/0 1.9 $2.1M 1.5M 1.41
United Technol conv prf 1.9 $2.1M 40k 52.70
Group 1 Automotive Inc frnt 2.250% 6/1 1.8 $2.0M 2.0M 1.03
Micron Technology Inc Mu Cvt 1 convert 1.8 $2.0M 2.3M 0.88
General Cable Corp Del New frnt 4.500% 11/1 1.8 $2.0M 2.0M 0.98
Ppl Corporation 8.75% pfd cv 1.7 $1.9M 35k 53.46
Metlife Inc 5% 10/0/14 Conv Pr cv prf 1.7 $1.9M 30k 61.87
Health Care Reit Pfd I 6.5% 1.6 $1.7M 32k 54.01
Omnicare Cap Tr Ii pfd b tr 4.00% 1.2 $1.3M 30k 43.62
TAKE-TWO INTER CONVERTIBLE security 1.0 $1.2M 1.0M 1.16
Intel Corporation (INTC) 1.0 $1.1M 42k 26.65
Hawaiian Holdings Inc conv 1.0 $1.1M 1.0M 1.09
PowerShares QQQ Trust, Series 1 0.9 $962k 15k 64.13
Navistar Intl Corp New note 3.000%10/1 0.8 $930k 1.0M 0.93
Chesapeake Energy Corp note 2.750%11/1 0.8 $920k 1.0M 0.92
Cemex Sab De Cv conv bnd 0.8 $850k 1.0M 0.85
Trw Automotive 3.5% 12/01/15 conv 0.7 $730k 500k 1.46
Chesapeake Energy 5.75% Conv Pfd p 0.6 $612k 7.0k 87.43
Sotheby's 0.4 $490k 15k 33.33
Cisco Systems (CSCO) 0.3 $343k 20k 17.15
General Mtrs Co *w exp 07/10/201 0.2 $262k 39k 6.77
Ford Mtr Co Del *w exp 01/01/201 0.1 $58k 52k 1.12