Managing Member

0001218558-13-000005.txt : 20131114 0001218558-13-000005.hdr.sgml : 20131114 20131114172814 ACCESSION NUMBER: 0001218558-13-000005 CONFORMED SUBMISSION TYPE: 13F-HR PUBLIC DOCUMENT COUNT: 2 CONFORMED PERIOD OF REPORT: 20130930 FILED AS OF DATE: 20131114 DATE AS OF CHANGE: 20131114 EFFECTIVENESS DATE: 20131114 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: 131221621 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 09-30-2013 09-30-2013 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 11-14-2013 0 46 117612 false INFORMATION TABLE 2 Grace_Brothers_data20130930.xml ARCELORMITTAL MAND CV NT 16 L0302D178 860 40000 SH SOLE 40000 0 0 AK STL CORP NOTE 5.0% 11/1 001546AP5 942 1000000 PRN SOLE 1000000 0 0 AKORN INC NOTE 3.5% 6/0 009728AB2 3443 1500000 PRN SOLE 1500000 0 0 ALTRA HOLDINGS NOTE 2.75% 3/0 02208RAE6 1191 1000000 PRN SOLE 1000000 0 0 AMERICAN RLTY NOTE 3.0% 8/0 02917TAA2 1422 1500000 PRN SOLE 1500000 0 0 ASCENT CAP GR NOTE 4.0% 7/1 043632AA6 1308 1250000 PRN SOLE 1250000 0 0 BOTTOMLINE TEC NOTE 1.5% 12/0 101388AA4 1350 1180000 PRN SOLE 1180000 0 0 CADENCE DESIGN NOTE 2.625% 6/1 127387AJ7 3644 2000000 PRN SOLE 2000000 0 0 CEMEX SAB DE C NOTE 3.25% 3/16 151290BB8 1913 1500000 PRN SOLE 1500000 0 0 CEMEX SAB DE C NOTE 3.75% 3/18 151290BC6 1302 1000000 PRN SOLE 1000000 0 0 CHART INDS INC NOTE 2.0% 8/0 16115QAC4 6075 3250000 PRN SOLE 3250000 0 0 CISCO SYS INC COM 17275R102 164 7000 SH SOLE 7000 0 0 CONTINENTAL AI NOTE 4.5% 1/1 210795PU8 3590 2100000 PRN SOLE 2100000 0 0 CUBIST PHARMAC NOTE 2.5% 11/0 229678AD9 3383 1500000 PRN SOLE 1500000 0 0 ENDO PHARMACEU NOTE 1.75% 4/1 29264FAB2 3180 2000000 PRN SOLE 2000000 0 0 ENERGY XXI BER CONV PRF 29274U309 1898 6000 SH SOLE 6000 0 0 ENERSYS NOTE 3.375% 6/0 29275YAA0 2709 1750000 PRN SOLE 1750000 0 0 ENPRO INDS INC DBCV 3.938% 10/ 29355XAB3 3759 2040000 PRN SOLE 2040000 0 0 EXTERRAN HLDGS NOTE 4.25% 6/1 30225XAA1 2183 1750000 PRN SOLE 1750000 0 0 FORESTAR GROUP NOTE 3.75% 3/0 346232AB7 1510 1300000 PRN SOLE 1300000 0 0 GT ADVANCED TE NOTE 3.0% 10/0 36191UAA4 1303 1000000 PRN SOLE 1000000 0 0 GENERAL MTRS C W EXP 07/10/201 37045V126 791 42212 SH SOLE 42212 0 0 GILEAD SCIENCE NOTE 1.625% 5/1 375558AP8 13162 4750000 PRN SOLE 4750000 0 0 GREEN PLAINS REN NOTE 5.75% 11/0 393222AB0 1953 1500000 PRN SOLE 1500000 0 0 GROUP 1 AUTOMO NOTE 3.0% 3/15/ 398905AG4 2155 1000000 PRN SOLE 1000000 0 0 HEALTHCARE REI CONV PRF 42217K601 2446 42500 SH SOLE 42500 0 0 M/I HOMES INC NOTE 3.25% 9/1 55292PAA3 2592 2250000 PRN SOLE 2250000 0 0 MERRIMACK PHAR NOTE 4.5% 7/1 590328AA8 499 550000 PRN SOLE 550000 0 0 MICRON TECHNOL NOTE 1.875% 8/1 595112AR4 4691 2500000 PRN SOLE 2500000 0 0 MICRON TECHNOL NOTE 2.375% 5/1 595112AW3 2868 1500000 PRN SOLE 1500000 0 0 NEXTERA ENERGY UNIT 9/1/16 65339F861 1452 30000 SH SOLE 30000 0 0 NEXTERA ENERGY UNIT 9/1/15 65339F887 1639 30000 SH SOLE 30000 0 0 OMNICARE INC NOTE 3.5% 2/1 681904AQ1 955 1000000 PRN SOLE 1000000 0 0 PPL CORP UNIT 69351T114 1639 30500 SH SOLE 30500 0 0 POWERSHARES QQ UNIT SER 1 73935A104 1373 17400 SH SOLE 17400 0 0 RTI INTL METAL NOTE 3.0% 12/0 74973WAB3 3372 3250000 PRN SOLE 3250000 0 0 RADIAN GROUP I NOTE 3.0% 11/1 750236AN1 4316 2950000 PRN SOLE 2950000 0 0 RYLAND GROUP I NOTE 1.625% 5/1 783764AQ6 4378 3000000 PRN SOLE 3000000 0 0 SANDISK CORP NOTE 1.5% 8/1 80004CAD3 1994 1500000 PRN SOLE 1500000 0 0 STARWOOD PPTY NOTE 4.0% 1/15/ 85571BAB1 1558 1500000 PRN SOLE 1500000 0 0 STILLWATER MNG NOTE 1.75% 10/1 86074QAL6 1839 1750000 PRN SOLE 1750000 0 0 TEREX CORP NEW NOTE 4.0% 6/0 880779AV5 2655 1250000 PRN SOLE 1250000 0 0 TESLA MTRS INC NOTE 1.5% 6/0 88160RAA9 1694 1000000 PRN SOLE 1000000 0 0 UNITED THERAPE NOTE 1.0% 9/15/ 91307CAF9 2549 1500000 PRN SOLE 1500000 0 0 VIROPHARMA INC NOTE 2.0% 3/1 928241AH1 5361 2500000 PRN SOLE 2500000 0 0 WEB COM INC NOTE 1.0% 8/15 94733AAA2 2552 2240000 PRN SOLE 2240000 0 0