Managing Member

0001218558-13-000004.txt : 20130812 0001218558-13-000004.hdr.sgml : 20130812 20130812163235 ACCESSION NUMBER: 0001218558-13-000004 CONFORMED SUBMISSION TYPE: 13F-HR PUBLIC DOCUMENT COUNT: 2 CONFORMED PERIOD OF REPORT: 20130630 FILED AS OF DATE: 20130812 DATE AS OF CHANGE: 20130812 EFFECTIVENESS DATE: 20130812 FILER: COMPANY DATA: COMPANY CONFORMED NAME: GRACE BROTHERS MANAGEMENT LLC CENTRAL INDEX KEY: 0001218558 IRS NUMBER: 364407165 FILING VALUES: FORM TYPE: 13F-HR SEC ACT: 1934 Act SEC FILE NUMBER: 028-10359 FILM NUMBER: 131030112 BUSINESS ADDRESS: STREET 1: GRACE BROTHERS MANAGEMENT LLC STREET 2: 1560 SHERMAN AVENUE STE 900 CITY: EVANSTON STATE: IL ZIP: 60201 BUSINESS PHONE: 8477331230 MAIL ADDRESS: STREET 1: 1560 SHERMAN AVE. STREET 2: SUITE 900 CITY: EVANSTON STATE: IL ZIP: 60201 13F-HR 1 primary_doc.xml 13F-HR LIVE false true false 0001218558 XXXXXXXX 06-30-2013 06-30-2013 GRACE BROTHERS MANAGEMENT LLC

1560 SHERMAN AVE. SUITE 900 EVANSTON IL 60201

13F HOLDINGS REPORT 028-10359 N Michael Brailov Managing Member 847-733-0225 Michael Brailov Evanston IL 08-12-2013 0 44 116121 false INFORMATION TABLE 2 Grace_Brothers_data3.xml ARCELORMITTAL MAND CV NT 16 L0302D178 751 40000 SH SOLE 40000 0 0 AGCO CORP NOTE 1.25% 12/1 001084AM4 1868 1500000 PRN SOLE 1500000 0 0 AK STL CORP NOTE 5.0% 11/1 001546AP5 858 1000000 PRN SOLE 1000000 0 0 AKORN INC NOTE 3.5% 6/0 009728AB2 2520 1500000 PRN SOLE 1500000 0 0 ALCOA INC NOTE 5.5% 3/1 013817AT8 1586 1250000 PRN SOLE 1250000 0 0 ALTRA HOLDINGS NOTE 2.75% 3/0 02208RAE6 1795 1500000 PRN SOLE 1500000 0 0 BARNES GROUP I NOTE 3.375% 3/1 067806AD1 1701 1500000 PRN SOLE 1500000 0 0 BOTTOMLINE TEC NOTE 1.5% 12/0 101388AA4 2348 2180000 PRN SOLE 2180000 0 0 CADENCE DESIGN NOTE 2.625% 6/1 127387AJ7 6805 3500000 PRN SOLE 3500000 0 0 CEMEX SAB DE C NOTE 3.25% 3/16 151290BB8 1826 1500000 PRN SOLE 1500000 0 0 CEMEX SAB DE C NOTE 3.75% 3/18 151290BC6 1236 1000000 PRN SOLE 1000000 0 0 CHART INDS INC NOTE 2.0% 8/0 16115QAC4 4899 3250000 PRN SOLE 3250000 0 0 CISCO SYS INC COM 17275R102 170 7000 SH SOLE 7000 0 0 CONTINENTAL AI NOTE 4.5% 1/1 210795PU8 3675 2100000 PRN SOLE 2100000 0 0 CUBIST PHARMAC NOTE 2.5% 11/0 229678AD9 4392 2500000 PRN SOLE 2500000 0 0 ENDO PHARMACEU NOTE 1.75% 4/1 29264FAB2 2007 1500000 PRN SOLE 1500000 0 0 ENERGY XXI BER CONV PRF 29274U309 1537 6000 SH SOLE 6000 0 0 ENERSYS NOTE 3.375% 6/0 29275YAA0 2293 1750000 PRN SOLE 1750000 0 0 ENPRO INDS INC DBCV 3.938% 10/ 29355XAB3 2005 1265000 PRN SOLE 1265000 0 0 EXTERRAN HLDGS NOTE 4.25% 6/1 30225XAA1 2260 1750000 PRN SOLE 1750000 0 0 FORESTAR GROUP NOTE 3.75% 3/0 346232AB7 1462 1300000 PRN SOLE 1300000 0 0 GENERAL MTRS C W EXP 07/10/201 37045V126 696 42212 SH SOLE 42212 0 0 GILEAD SCIENCE NOTE 1.625% 5/1 375558AP8 11903 5250000 PRN SOLE 5250000 0 0 GROUP 1 AUTOMO FRNT 2.25% 6/1 398905AE9 2780 2325000 PRN SOLE 2325000 0 0 GROUP 1 AUTOMO NOTE 3.0% 3/15/ 398905AG4 1820 1000000 PRN SOLE 1000000 0 0 GENCORP INC SDCV 4.062% 12/ 368682AN0 1854 1000000 PRN SOLE 1000000 0 0 HEALTHCARE REI CONV PRF 42217K601 2639 42500 SH SOLE 42500 0 0 M/I HOMES INC NOTE 3.25% 9/1 55292PAA3 2734 2250000 PRN SOLE 2250000 0 0 MICRON TECHNOL NOTE 1.875% 8/1 595112AR4 3894 2500000 PRN SOLE 2500000 0 0 MICRON TECHNOL NOTE 1.875% 6/1 595112AK9 805 600000 PRN SOLE 600000 0 0 NEXTERA ENERGY UNIT 9/1/15 65339F887 1676 30000 SH SOLE 30000 0 0 PPL CORP UNIT 69351T114 1650 30500 SH SOLE 30500 0 0 POWERSHARES QQ UNIT SER 1 73935A104 1176 16500 SH SOLE 16500 0 0 RTI INTL METAL NOTE 3.0% 12/0 74973WAB3 3078 3250000 PRN SOLE 3250000 0 0 RADIAN GROUP I NOTE 3.0% 11/1 750236AN1 3778 2950000 PRN SOLE 2950000 0 0 RYLAND GROUP I NOTE 1.625% 5/1 783764AQ6 4343 3000000 PRN SOLE 3000000 0 0 STARWOOD PPTY NOTE 4.0% 1/15/ 85571BAB1 2559 2500000 PRN SOLE 2500000 0 0 STILLWATER MNG NOTE 1.75% 10/1 86074QAL6 1824 1750000 PRN SOLE 1750000 0 0 TEREX CORP NEW NOTE 4.0% 6/0 880779AV5 2164 1250000 PRN SOLE 1250000 0 0 UNITED RENTALS NOTE 4.0% 11/1 911363AL3 4479 1000000 PRN SOLE 1000000 0 0 UNITED THERAPE NOTE 1.0% 9/15/ 91307CAF9 2183 1500000 PRN SOLE 1500000 0 0 VIROPHARMA INC NOTE 2.0% 3/1 928241AH1 4103 2500000 PRN SOLE 2500000 0 0 WESTERN REFNG NOTE 5.75% 6/1 959319AC8 4357 1500000 PRN SOLE 1500000 0 0 WEYERHAEUSER C CONV PRF 962166872 1632 32000 SH SOLE 32000 0 0