Grace Brothers Management

Grace Brothers Management as of Dec. 31, 2012

Portfolio Holdings for Grace Brothers Management

Grace Brothers Management holds 47 positions in its portfolio as reported in the December 2012 quarterly 13F filing

Company (Ticker) Portfolio Weight Valued At Change in Shares Share Count Share Price
Biomarin Pharmaceutical Inc note 1.875% 4/2 5.9 $6.8M 2.8M 2.47
Cadence Design Sys Cvt 2.625 6 convert 5.5 $6.4M 3.5M 1.84
E M C Corp Mass note 1.750%12/0 4.8 $5.6M 3.5M 1.60
CUBIST PHARM CONVERTIBLE security 4.4 $5.1M 3.3M 1.57
Gilead Sciences Inc note 0.625% 5/0 4.2 $4.9M 3.0M 1.64
Western Refng Inc note 5.750% 6/1 3.8 $4.4M 1.5M 2.93
Virgin Media Inc note 6.500%11/1 3.5 $4.1M 2.0M 2.06
United Rentals Inc note 4.000%11/1 3.5 $4.1M 1.0M 4.12
Holdings Inc Note 5.25 3.1 $3.6M 1.8M 2.03
Bottomline Tec note 1.5% 12/0 3.0 $3.5M 3.2M 1.11
Viropharma Inc note 2.000% 3/1 3.0 $3.5M 2.5M 1.40
Gilead Sciences conv 2.9 $3.4M 2.0M 1.68
Cobalt Intl En note 2.625% 12/ 2.6 $3.0M 3.0M 1.01
Mgm Mirage conv 2.5 $2.9M 2.3M 1.30
Trw Automotive 3.5% 12/01/15 conv 2.5 $2.9M 1.5M 1.91
Endo Pharmaceuticals Hldgs I note 1.750% 4/1 2.4 $2.8M 2.5M 1.11
Group 1 Automotive Inc frnt 2.250% 6/1 2.4 $2.7M 2.3M 1.18
Energy Xxi Bermuda Ltd conv prf 2.2 $2.5M 7.5k 337.60
Akorn Inc note 3.500% 6/0 2.2 $2.5M 1.5M 1.68
Chart Industries 2% conv 2.1 $2.5M 2.0M 1.24
TAKE-TWO INTER CONVERTIBLE security 2.1 $2.4M 2.0M 1.22
Ryland Group note 2.0 $2.4M 1.8M 1.36
D R Horton Inc note 2.000% 5/1 2.0 $2.4M 1.5M 1.58
General Cable Corp Del New frnt 4.500% 11/1 1.9 $2.2M 2.0M 1.09
Micron Technology Inc Mu Cvt 1 convert 1.8 $2.1M 2.3M 0.92
Stillwater Mng Co note 1.875% 3/1 1.8 $2.0M 1.8M 1.17
Equinix Inc note 3.000%10/1 1.7 $2.0M 1.0M 1.95
Ppl Corporation 8.75% pfd cv 1.6 $1.9M 35k 53.74
Health Care Reit Pfd I 6.5% 1.6 $1.9M 32k 57.19
Alcoa Inc debt 1.5 $1.8M 1.3M 1.43
Volcano Corporation note 1.750%12/0 1.5 $1.8M 1.8M 1.01
Cemex Sab De Cv conv bnd 1.5 $1.7M 1.5M 1.14
Nextera Energy Inc unit 1.3 $1.5M 30k 50.07
Omnicare Cap Tr Ii pfd b tr 4.00% 1.2 $1.4M 30k 48.05
Coinstar Inc note 4.000% 9/0 1.2 $1.4M 1.0M 1.41
Note 3.50 1.2 $1.4M 1.0M 1.37
Penn Va Corp conv prf 1.2 $1.4M 15k 90.13
Enpro Industries Inc note 1.1 $1.3M 1.0M 1.33
Chesapeake Energy 5.75% Conv Pfd p 0.9 $1.1M 1.2k 901.67
Walter Invt Mgmt Corp note 0.9 $1.1M 1.0M 1.06
PowerShares QQQ Trust, Series 1 0.8 $977k 15k 65.13
Ciena Corp note 0.250% 5/0 0.7 $860k 1.0M 0.86
Metlife Inc 5% 10/0/14 Conv Pr cv prf 0.5 $547k 12k 44.47
Sotheby's 0.4 $487k 15k 33.59
American International (AIG) 0.2 $282k 8.0k 35.25
General Mtrs Co *w exp 07/10/201 0.2 $276k 22k 12.49
Cisco Systems (CSCO) 0.2 $236k 12k 19.67