Grace Brothers Management

Grace Brothers Management as of June 30, 2011

Portfolio Holdings for Grace Brothers Management

Grace Brothers Management holds 48 positions in its portfolio as reported in the June 2011 quarterly 13F filing

Company (Ticker) Portfolio Weight Valued At Change in Shares Share Count Share Price
Netapp Inc note 1.750% 6/0 7.3 $7.7M 4.5M 1.70
E M C Corp Mass note 1.750%12/0 5.8 $6.1M 3.5M 1.75
Sothebys note 3.125% 6/1 5.7 $6.0M 4.3M 1.41
United States Stl Corp New note 4.000% 5/1 5.3 $5.6M 3.5M 1.59
Endo Pharmaceu note 1.75% 4/1 3.5 $3.6M 2.5M 1.45
Anixter Intl note 7/0 3.4 $3.6M 3.0M 1.18
Enpro Industries Inc note 3.4 $3.5M 2.3M 1.56
Navistar Intl Corp New note 3.000%10/1 3.1 $3.3M 2.5M 1.31
Biomarin Pharmaceutical Inc bond cv 3.1 $3.2M 2.3M 1.44
CUBIST PHARM CONVERTIBLE security 3.0 $3.1M 2.3M 1.39
Annaly Cap Mgmt Inc note 4.000% 2/1 2.8 $3.0M 2.5M 1.19
General Cable Corp Del New note 0.875%11/1 2.6 $2.8M 2.0M 1.38
Virgin Media Inc note 6.500%11/1 2.6 $2.7M 1.5M 1.79
Alliance Data Systems Corp note 1.750% 8/0 2.4 $2.5M 2.0M 1.27
Caci Intl Inc note 2.125% 5/0 2.4 $2.5M 2.0M 1.26
Metlife Inc 5% 10/0/14 Conv Pr cv prf 2.4 $2.5M 30k 82.30
Phh Corp note 4.000% 9/0 2.1 $2.2M 2.0M 1.09
Continental Airls Inc note 4.500% 1/1 2.0 $2.1M 1.5M 1.42
Level 3 Communications Inc note 6.500%10/0 2.0 $2.1M 1.0M 2.12
Fei Co note 2.875% 6/0 2.0 $2.1M 1.5M 1.40
Rovi Corp conv 1.9 $2.0M 1.5M 1.36
Newmont Mining Corp note 1.250% 7/1 1.9 $2.0M 1.5M 1.35
Agco Corp note 1.250%12/1 1.9 $2.0M 1.5M 1.35
Old Republic Intl Corp note 1.9 $2.0M 2.0M 0.99
Ppl Corporation 8.75% pfd cv 1.8 $1.9M 35k 54.74
Anglogold Asha mand bd cv 13 1.8 $1.9M 38k 49.50
Live Nation Entertainment In note 2.875% 7/1 1.8 $1.9M 2.0M 0.94
Viropharma Inc note 2.000% 3/1 1.7 $1.8M 1.5M 1.21
Brookdale Senior Living note 1.5 $1.6M 1.6M 1.03
Sba Communications Corp note 4.000%10/0 1.5 $1.6M 1.1M 1.41
Chesapeake Enrgy Cvt Ppd 4.50 cv p 1.5 $1.5M 17k 92.01
General Mtrs Co jr pfd cnv srb 1.4 $1.5M 30k 48.73
Ciena Corp note 0.875% 6/1 1.2 $1.3M 1.5M 0.85
Mf Global Hldgs Ltd note 1.875% 2/0 1.2 $1.2M 1.3M 0.99
Regis Corp Minn note 5.000% 7/1 1.2 $1.2M 1.0M 1.21
Molycorp, Inc. pfd conv ser a 1.1 $1.2M 10k 115.40
St Mary Ld & Expl Co note 3.500% 4/0 1.1 $1.1M 800k 1.40
SanDisk Corporation 0.9 $925k 22k 41.48
Interoil Corp note 2.750%11/1 0.9 $900k 1.0M 0.90
Symantec Corporation 0.8 $889k 45k 19.71
PowerShares QQQ Trust, Series 1 0.8 $857k 15k 57.13
Hologic (HOLX) 0.7 $686k 34k 20.18
Intel Corporation (INTC) 0.7 $691k 31k 22.15
Life Technologies 0.6 $661k 13k 52.05
Cisco Systems (CSCO) 0.3 $312k 20k 15.60
Interpublic Group of Companies (IPG) 0.3 $305k 24k 12.50
Ford Mtr Co Del *w exp 01/01/201 0.3 $272k 52k 5.23
Zions Bancorporation *w exp 05/22/202 0.2 $239k 34k 6.95