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