Grace Brothers Management

Grace Brothers Management as of March 31, 2011

Portfolio Holdings for Grace Brothers Management

Grace Brothers Management holds 47 positions in its portfolio as reported in the March 2011 quarterly 13F filing

Company (Ticker) Portfolio Weight Valued At Change in Shares Share Count Share Price
Netapp Inc note 1.750% 6/0 6.6 $7.1M 4.5M 1.58
United States Stl Corp New note 4.000% 5/1 5.9 $6.4M 3.5M 1.82
Sothebys note 3.125% 6/1 4.9 $5.3M 3.3M 1.64
Sba Communications Corp note 4.000%10/0 4.1 $4.4M 3.0M 1.47
E M C Corp Mass note 1.750%12/0 4.0 $4.3M 2.5M 1.71
Navistar Intl Corp New note 3.000%10/1 3.5 $3.8M 2.5M 1.51
International Coal Grp Inc N note 4.000% 4/0 3.4 $3.7M 1.8M 2.09
Agco Corp note 1.250%12/1 3.4 $3.7M 2.5M 1.48
Endo Pharmaceu note 1.75% 4/1 3.3 $3.5M 2.5M 1.41
Peabody Energy Corp sdcv 4.750%12/1 3.1 $3.3M 2.5M 1.33
Biomarin Pharmaceutical Inc bond cv 2.8 $3.1M 2.3M 1.36
Annaly Cap Mgmt Inc note 4.000% 2/1 2.7 $2.9M 2.5M 1.16
Enpro Industries Inc note 2.6 $2.9M 2.3M 1.27
Alcoa Inc debt 2.6 $2.8M 1.0M 2.82
St Mary Ld & Expl Co note 3.500% 4/0 2.4 $2.6M 1.8M 1.42
Anixter Intl note 7/0 2.4 $2.5M 2.0M 1.25
Virgin Media Inc note 6.500%11/1 2.4 $2.5M 1.5M 1.69
Metlife Inc 5% 10/0/14 Conv Pr cv prf 2.4 $2.5M 30k 84.67
General Mtrs Co jr pfd cnv srb 2.2 $2.4M 50k 48.17
Alliance Data Systems Corp note 1.750% 8/0 2.2 $2.4M 2.0M 1.20
Phh Corp note 4.000% 9/0 2.1 $2.2M 2.0M 1.12
Continental Airls Inc note 4.500% 1/1 2.0 $2.1M 1.5M 1.43
Anglogold Asha mand bd cv 13 1.9 $2.0M 38k 53.61
Newmont Mining Corp note 1.250% 7/1 1.9 $2.0M 1.5M 1.36
Old Republic Intl Corp note 1.9 $2.0M 2.0M 1.01
CUBIST PHARM CONVERTIBLE security 1.8 $1.9M 1.8M 1.09
Caci Intl Inc note 2.125% 5/0 1.8 $1.9M 1.5M 1.26
Live Nation Entertainment In note 2.875% 7/1 1.7 $1.8M 2.0M 0.92
Stanley Black & Decker Inc unit 99/99/9999 1.7 $1.8M 15k 120.47
Citigroup Inc unit 1.6 $1.8M 14k 126.50
Sandisk Corp note 1.500% 8/1 1.6 $1.7M 1.5M 1.13
Aar Corp note 1.750% 2/0 1.6 $1.7M 1.5M 1.12
Radian Group Inc note 3.000%11/1 1.5 $1.6M 1.8M 0.91
Ciena Corp note 0.875% 6/1 1.4 $1.5M 1.5M 0.97
Regis Corp Minn note 5.000% 7/1 1.2 $1.3M 1.0M 1.34
Mf Global Hldgs Ltd note 1.875% 2/0 1.2 $1.3M 1.3M 1.03
Exterran Hldgs Inc note 4.250% 6/1 1.1 $1.2M 1.0M 1.23
Arvinmeritor Inc frnt 4.625% 3/0 1.0 $1.1M 63k 16.96
Interoil Corp note 2.750%11/1 1.0 $1.0M 1.0M 1.04
PowerShares QQQ Trust, Series 1 0.8 $861k 15k 57.40
Hologic (HOLX) 0.7 $721k 33k 22.18
Sandisk Corp note 1.000% 5/1 0.5 $490k 500k 0.98
Intel Corporation (INTC) 0.5 $490k 24k 20.16
Cisco Systems (CSCO) 0.3 $343k 20k 17.15
Ford Mtr Co Del *w exp 01/01/201 0.3 $331k 52k 6.37
Zions Bancorporation *w exp 05/22/202 0.2 $241k 34k 7.01
McMoRan Exploration 0.2 $232k 13k 17.71