Radcliffe Capital Management, L.P. Diversified Active

CIK: 0001218275 · Show all filings

Period: Q4 2019 (← Previous) (Next →)

Filing Date: Feb 14, 2020

Total Value ($000): $450,838 (0.3% shares, 99.7% debt)

Holdings (30)

— PROSPECT CAPITAL CORP 18.0%

Value ($000) $81,356 Shares 79,366,000 Est. Cost $1.00 Unrealized —

— Ares Capital Corporation 9.9%

Value ($000) $44,606 Shares 42,053,000 Est. Cost $0.99 Unrealized —

— New Mountain Finance Corporation 9.5%

Value ($000) $42,996 Shares 41,000,000 Est. Cost $1.01 Unrealized —

— Cemex S.A. 9.4%

Value ($000) $42,389 Shares 42,267,000 Est. Cost $1.00 Unrealized —

— BlackRock Capital Investment Corp 8.8%

Value ($000) $39,530 Shares 39,530,000 Est. Cost $1.01 Unrealized —

— Cemex S.A. 7.6%

Value ($000) $34,115 Shares 34,017,000 Est. Cost $1.00 Unrealized —

— PROSPECT CAPITAL CORP 7.1%

Value ($000) $31,843 Shares 30,000,000 Est. Cost $0.98 Unrealized —

— Twitter, Inc. 5.8%

Value ($000) $26,161 Shares 26,901,000 Est. Cost $0.96 Unrealized —

— TPG Specialty Lending, Inc. 5.3%

Value ($000) $23,747 Shares 22,421,000 Est. Cost $1.02 Unrealized —

— Goldman Sachs BDC Inc. 5.0%

Value ($000) $22,666 Shares 22,028,000 Est. Cost $1.02 Unrealized —

— BlackRock TCP Capital Corp. 4.1%

Value ($000) $18,543 Shares 18,224,000 Est. Cost $1.04 Unrealized —

— Hercules Capital, Inc. 3.3%

Value ($000) $15,031 Shares 14,717,000 Est. Cost $0.98 Unrealized —

— Nuance Communications, Inc. 2.1%

Value ($000) $9,678 Shares 9,624,000 Est. Cost $0.90 Unrealized —

— Nuance Communications, Inc. 1.1%

Value ($000) $4,900 Shares 5,000,000 Est. Cost $0.98 Unrealized —

— ECHOSTAR COMMUNICATIONS 1.0%

Value ($000) $4,566 Shares 5,000,000 Est. Cost $0.88 Unrealized —

— PROSPECT CAPITAL CORP 1.0%

Value ($000) $4,541 Shares 4,529,000 Est. Cost $1.00 Unrealized —

— Ares Capital Corporation 0.4%

Value ($000) $1,721 Shares 1,660,000 Est. Cost $1.02 Unrealized —

— TiVo Corporation 0.2%

Value ($000) $941 Shares 950,000 Est. Cost $0.98 Unrealized —

— ARYA Sciences Acquisition 0.0%

Value ($000) $156 Shares 15,000 Est. Cost $10.00 Unrealized —

— Mudrick Capital Acquisition 0.0%

Value ($000) $155 Shares 15,000 Est. Cost $10.20 Unrealized —

— Graf Industrial Corp 0.0%

Value ($000) $153 Shares 15,000 Est. Cost $9.84 Unrealized —

— Forum Merger II Corp 0.0%

Value ($000) $153 Shares 15,000 Est. Cost $9.95 Unrealized —

— AMCI Acquisition Corp 0.0%

Value ($000) $150 Shares 14,803 Est. Cost $10.13 Unrealized —

— B. Riley Principal Merger Corp. 0.0%

Value ($000) $123 Shares 12,300 Est. Cost $10.00 Unrealized —

— Trident Acquisitions Corp. 0.0%

Value ($000) $111 Shares 10,491 Est. Cost $10.24 Unrealized —

— LF Capital Acquisition Corp. 0.0%

Value ($000) $104 Shares 10,000 Est. Cost $10.40 Unrealized —

— Megalith Financial Acquisition Corp. 0.0%

Value ($000) $103 Shares 10,000 Est. Cost $10.30 Unrealized —

— Hennessy Capital Acquisition 0.0%

Value ($000) $102 Shares 10,000 Est. Cost $10.20 Unrealized —

NFIN Netfin Acquisition Corp 0.0%

Value ($000) $100 Shares 10,000 Est. Cost $10.00 Unrealized —

— Galileo Acquisition Corp. 0.0%

Value ($000) $98 Shares 10,000 Est. Cost $9.80 Unrealized —

Ticker	Issuer	Shares	Value ($000)	%	Est. Cost	Unrealized	Class	CUSIP
—	PROSPECT CAPITAL CORP	79,366,000	$81,356	18.0%	$1.00	—	CONVRT BOND	74348TAR3
—	Ares Capital Corporation	42,053,000	$44,606	9.9%	$0.99	—	CONVRT BOND	04010LAW3
—	New Mountain Finance Corporation	41,000,000	$42,996	9.5%	$1.01	—	CONVRT BOND	647551AC4
—	Cemex S.A.	42,267,000	$42,389	9.4%	$1.00	—	CONVRT BOND	151290BR3
—	BlackRock Capital Investment Corp	39,530,000	$39,530	8.8%	$1.01	—	CONVRT BOND	092533AC2
—	Cemex S.A.	34,017,000	$34,115	7.6%	$1.00	—	CONVRT BOND	151290BT9
—	PROSPECT CAPITAL CORP	30,000,000	$31,843	7.1%	$0.98	—	CONVRT BOND	74348TAT9
—	Twitter, Inc.	26,901,000	$26,161	5.8%	$0.96	—	CONVRT BOND	90184LAD4
—	TPG Specialty Lending, Inc.	22,421,000	$23,747	5.3%	$1.02	—	CONVRT BOND	87265KAD4
—	Goldman Sachs BDC Inc.	22,028,000	$22,666	5.0%	$1.02	—	CONVRT BOND	38147UAB3
—	BlackRock TCP Capital Corp.	18,224,000	$18,543	4.1%	$1.04	—	CONVRT BOND	87238QAD5
—	Hercules Capital, Inc.	14,717,000	$15,031	3.3%	$0.98	—	CONVRT BOND	427096AF9
—	Nuance Communications, Inc.	9,624,000	$9,678	2.1%	$0.90	—	CONVRT BOND	67020YAK6
—	Nuance Communications, Inc.	5,000,000	$4,900	1.1%	$0.98	—	CONVRT BOND	67020YAF7
—	ECHOSTAR COMMUNICATIONS	5,000,000	$4,566	1.0%	$0.88	—	CONVRT BOND	25470MAD1
—	PROSPECT CAPITAL CORP	4,529,000	$4,541	1.0%	$1.00	—	CONVRT BOND	74348TAQ5
—	Ares Capital Corporation	1,660,000	$1,721	0.4%	$1.02	—	CONVRT BOND	04010LAT0
—	TiVo Corporation	950,000	$941	0.2%	$0.98	—	CONVRT BOND	779376AD4
—	ARYA Sciences Acquisition	15,000	$156	0.0%	$10.00	—	COMMON	G3165V109
—	Mudrick Capital Acquisition	15,000	$155	0.0%	$10.20	—	COMMON	624745105
—	Graf Industrial Corp	15,000	$153	0.0%	$9.84	—	COMMON	384278107
—	Forum Merger II Corp	15,000	$153	0.0%	$9.95	—	COMMON	34986F103
—	AMCI Acquisition Corp	14,803	$150	0.0%	$10.13	—	COMMON	00165R200
—	B. Riley Principal Merger Corp.	12,300	$123	0.0%	$10.00	—	COMMON	05586Y106
—	Trident Acquisitions Corp.	10,491	$111	0.0%	$10.24	—	COMMON	89615T106
—	LF Capital Acquisition Corp.	10,000	$104	0.0%	$10.40	—	COMMON	50200K207
—	Megalith Financial Acquisition Corp.	10,000	$103	0.0%	$10.30	—	COMMON	58518F208
—	Hennessy Capital Acquisition	10,000	$102	0.0%	$10.20	—	COMMON	42589C203
NFIN	Netfin Acquisition Corp	10,000	$100	0.0%	$10.00	—	COMMON	G6455A107
—	Galileo Acquisition Corp.	10,000	$98	0.0%	$9.80	—	COMMON	G3770A102