Managing Member

0001218558-15-000003.txt : 20150810 0001218558-15-000003.hdr.sgml : 20150810 20150810165705 ACCESSION NUMBER: 0001218558-15-000003 CONFORMED SUBMISSION TYPE: 13F-HR PUBLIC DOCUMENT COUNT: 2 CONFORMED PERIOD OF REPORT: 20150630 FILED AS OF DATE: 20150810 DATE AS OF CHANGE: 20150810 EFFECTIVENESS DATE: 20150810 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: 151041476 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 06-30-2015 06-30-2015 GRACE BROTHERS MANAGEMENT LLC

1560 SHERMAN AVE. SUITE 900 EVANSTON IL 60201

13F HOLDINGS REPORT 028-10359 N Michael Brailov Managing Member 847-733-1230 Michael Brailov Evanston IL 08-10-2015 0 29 47902 false INFORMATION TABLE 2 Grace_Brothers_data20150630.xml FORM 13F ACTAVIS PLC PFD CONV SER A G0177J116 1569 1500 SH SOLE 1500 0 0 AMAG PHARMACEUTICALS INC NOTE 2.5% 2/1 00163UAA4 5178 2000000 PRN SOLE 2000000 0 0 ACORDA THERAP NOTE 1.75% 6/15 00484MAA4 2024 2000000 PRN SOLE 2000000 0 0 ALTRA HOLDINGS NOTE 2.75% 3/0 02208RAE6 1718 1500000 PRN SOLE 1500000 0 0 ANTHEM INC UNIT 5/1/2018 036752202 1054 20000 SH SOLE 20000 0 0 APPLE INC COM 037833100 307 2450 SH SOLE 2450 0 0 ATLAS AIR WORLDWIDE HLDGS NOTE 2.25% 6/0 049164BH8 2307 2350000 PRN SOLE 2350000 0 0 BOTTOMLINE TEC NOTE 1.5% 12/0 101388AA4 1213 1100000 PRN SOLE 1100000 0 0 CHENIERE ENERGY INC NOTE 4.25% 3/1 16411RAG4 1131 1500000 PRN SOLE 1500000 0 0 CISCO SYS INC COM 17275R102 192 7000 SH SOLE 7000 0 0 CORENERGY INFRASTRUCTURE NOTE 7% 6/15 21870UAA4 1019 1000000 PRN SOLE 1000000 0 0 ECHO GLOBAL LOGISTICS NOTE 2.5% 5/0 27875TAA9 1891 1750000 PRN SOLE 1750000 0 0 FRONTIER COMMUNICATIONS PFD CONV SER A 35906A207 1499 15000 SH SOLE 15000 0 0 ICONIX BRAND GR NOTE 1.5% 3/1 451055AF4 1792 1750000 PRN SOLE 1750000 0 0 INTEL CORP SDCV 3.25% 8/0 458140AF7 3043 2000000 PRN SOLE 2000000 0 0 MICRON TECHNOL NOTE 3.0% 11/1 595112AY9 906 1000000 PRN SOLE 1000000 0 0 NVIDIA CORP NOTE 1.0% 12/0 67066GAC8 1152 1000000 PRN SOLE 1000000 0 0 ON SEMICONDUCTOR CORP NOTE 2.625% 12/1 682189AH8 1240 1000000 PRN SOLE 1000000 0 0 POWERSHARES QQ UNIT SER 1 73935A104 1081 10100 SH SOLE 10100 0 0 PROOFPOINT INC NOTE 1.25% 12/1 743424AB9 1695 1000000 PRN SOLE 1000000 0 0 QUIDEL CORP NOTE 3.25% 12/1 74838JAA9 1252 1250000 PRN SOLE 1250000 0 0 SEACOR HOLDINGS NOTE 2.5% 12/1 811904AM3 1792 1750000 PRN SOLE 1750000 0 0 SOUTHWESTERN EN DEP SHS 1/20 B 845467208 1988 40000 SH SOLE 40000 0 0 TRINITY INDS INC NOTE 3.875% 6/1 896522AF6 2850 2250000 PRN SOLE 2250000 0 0 TESARO INC NOTE 3.0% 10/0 881569AA5 1834 1000000 PRN SOLE 1000000 0 0 VIPSHOP HLDGS LT NOTE 1.5% 3/1 92763WAA1 2034 1600000 PRN SOLE 1600000 0 0 VERISIGN INC NOTE 3.25% 8/1 92343EAD4 2766 1500000 PRN SOLE 1500000 0 0 WPX ENERGY INC PFD 98212B202 1010 20000 SH SOLE 20000 0 0 YAHOO INC COM 984332106 365 9300 SH SOLE 9300 0 0