Radcliffe Capital Management, L.P. Diversified Active

Location: Bala Cynwyd, PA

CIK: 0001218275 · Show all filings

Period: Q4 2019 (← Previous) (Next →)

Filing Date: Feb 14, 2020

Total Value: $451M (0.3% shares, 99.7% debt)

Holdings (30)

— PROSPECT CAPITAL CORP 18.0%

Value $81.36M Shares 79,366,000 Share Price $1.03 Est. Cost/Share $1.00 Unrealized @ Report Date —

— Ares Capital Corporation 9.9%

Value $44.61M Shares 42,053,000 Share Price $1.06 Est. Cost/Share $0.99 Unrealized @ Report Date —

— New Mountain Finance Corporation 9.5%

Value $43M Shares 41,000,000 Share Price $1.05 Est. Cost/Share $1.01 Unrealized @ Report Date —

— Cemex S.A. 9.4%

Value $42.39M Shares 42,267,000 Share Price $1.00 Est. Cost/Share $1.00 Unrealized @ Report Date —

— BlackRock Capital Investment Corp 8.8%

Value $39.53M Shares 39,530,000 Share Price $1.00 Est. Cost/Share $1.01 Unrealized @ Report Date —

— Cemex S.A. 7.6%

Value $34.12M Shares 34,017,000 Share Price $1.00 Est. Cost/Share $1.00 Unrealized @ Report Date —

— PROSPECT CAPITAL CORP 7.1%

Value $31.84M Shares 30,000,000 Share Price $1.06 Est. Cost/Share $0.98 Unrealized @ Report Date —

— Twitter, Inc. 5.8%

Value $26.16M Shares 26,901,000 Share Price $0.97 Est. Cost/Share $0.96 Unrealized @ Report Date —

— TPG Specialty Lending, Inc. 5.3%

Value $23.75M Shares 22,421,000 Share Price $1.06 Est. Cost/Share $1.02 Unrealized @ Report Date —

— Goldman Sachs BDC Inc. 5.0%

Value $22.67M Shares 22,028,000 Share Price $1.03 Est. Cost/Share $1.02 Unrealized @ Report Date —

— BlackRock TCP Capital Corp. 4.1%

Value $18.54M Shares 18,224,000 Share Price $1.02 Est. Cost/Share $1.04 Unrealized @ Report Date —

— Hercules Capital, Inc. 3.3%

Value $15.03M Shares 14,717,000 Share Price $1.02 Est. Cost/Share $0.98 Unrealized @ Report Date —

— Nuance Communications, Inc. 2.1%

Value $9.678M Shares 9,624,000 Share Price $1.01 Est. Cost/Share $0.90 Unrealized @ Report Date —

— Nuance Communications, Inc. 1.1%

Value $4.9M Shares 5,000,000 Share Price $0.98 Est. Cost/Share $0.98 Unrealized @ Report Date —

— ECHOSTAR COMMUNICATIONS 1.0%

Value $4.566M Shares 5,000,000 Share Price $0.91 Est. Cost/Share $0.88 Unrealized @ Report Date —

— PROSPECT CAPITAL CORP 1.0%

Value $4.541M Shares 4,529,000 Share Price $1.00 Est. Cost/Share $1.00 Unrealized @ Report Date —

— Ares Capital Corporation 0.4%

Value $1.721M Shares 1,660,000 Share Price $1.04 Est. Cost/Share $1.02 Unrealized @ Report Date —

— TiVo Corporation 0.2%

Value $941K Shares 950,000 Share Price $0.99 Est. Cost/Share $0.98 Unrealized @ Report Date —

— ARYA Sciences Acquisition 0.0%

Value $156K Shares 15,000 Share Price $10.40 Est. Cost/Share $10.00 Unrealized @ Report Date —

— Mudrick Capital Acquisition 0.0%

Value $155K Shares 15,000 Share Price $10.33 Est. Cost/Share $10.20 Unrealized @ Report Date —

— Graf Industrial Corp 0.0%

Value $153K Shares 15,000 Share Price $10.20 Est. Cost/Share $9.84 Unrealized @ Report Date —

— Forum Merger II Corp 0.0%

Value $153K Shares 15,000 Share Price $10.20 Est. Cost/Share $9.95 Unrealized @ Report Date —

— AMCI Acquisition Corp 0.0%

Value $150K Shares 14,803 Share Price $10.13 Est. Cost/Share $10.13 Unrealized @ Report Date —

— B. Riley Principal Merger Corp. 0.0%

Value $123K Shares 12,300 Share Price $10.00 Est. Cost/Share $10.00 Unrealized @ Report Date —

— Trident Acquisitions Corp. 0.0%

Value $111K Shares 10,491 Share Price $10.58 Est. Cost/Share $10.24 Unrealized @ Report Date —

— LF Capital Acquisition Corp. 0.0%

Value $104K Shares 10,000 Share Price $10.40 Est. Cost/Share $10.40 Unrealized @ Report Date —

— Megalith Financial Acquisition Corp. 0.0%

Value $103K Shares 10,000 Share Price $10.30 Est. Cost/Share $10.30 Unrealized @ Report Date —

— Hennessy Capital Acquisition 0.0%

Value $102K Shares 10,000 Share Price $10.20 Est. Cost/Share $10.20 Unrealized @ Report Date —

NFIN Netfin Acquisition Corp 0.0%

Value $100K Shares 10,000 Share Price $10.00 Est. Cost/Share $10.00 Unrealized @ Report Date —

— Galileo Acquisition Corp. 0.0%

Value $98,000 Shares 10,000 Share Price $9.80 Est. Cost/Share $9.80 Unrealized @ Report Date —

Ticker	Issuer	Shares	Value	%	Share Price	Est. Cost/Share	Unrealized @ Report Date	Class	CUSIP
—	PROSPECT CAPITAL CORP	79,366,000	$81.36M	18.0%	$1.03	$1.00	—	CONVRT BOND	74348TAR3
—	Ares Capital Corporation	42,053,000	$44.61M	9.9%	$1.06	$0.99	—	CONVRT BOND	04010LAW3
—	New Mountain Finance Corporation	41,000,000	$43M	9.5%	$1.05	$1.01	—	CONVRT BOND	647551AC4
—	Cemex S.A.	42,267,000	$42.39M	9.4%	$1.00	$1.00	—	CONVRT BOND	151290BR3
—	BlackRock Capital Investment Corp	39,530,000	$39.53M	8.8%	$1.00	$1.01	—	CONVRT BOND	092533AC2
—	Cemex S.A.	34,017,000	$34.12M	7.6%	$1.00	$1.00	—	CONVRT BOND	151290BT9
—	PROSPECT CAPITAL CORP	30,000,000	$31.84M	7.1%	$1.06	$0.98	—	CONVRT BOND	74348TAT9
—	Twitter, Inc.	26,901,000	$26.16M	5.8%	$0.97	$0.96	—	CONVRT BOND	90184LAD4
—	TPG Specialty Lending, Inc.	22,421,000	$23.75M	5.3%	$1.06	$1.02	—	CONVRT BOND	87265KAD4
—	Goldman Sachs BDC Inc.	22,028,000	$22.67M	5.0%	$1.03	$1.02	—	CONVRT BOND	38147UAB3
—	BlackRock TCP Capital Corp.	18,224,000	$18.54M	4.1%	$1.02	$1.04	—	CONVRT BOND	87238QAD5
—	Hercules Capital, Inc.	14,717,000	$15.03M	3.3%	$1.02	$0.98	—	CONVRT BOND	427096AF9
—	Nuance Communications, Inc.	9,624,000	$9.678M	2.1%	$1.01	$0.90	—	CONVRT BOND	67020YAK6
—	Nuance Communications, Inc.	5,000,000	$4.9M	1.1%	$0.98	$0.98	—	CONVRT BOND	67020YAF7
—	ECHOSTAR COMMUNICATIONS	5,000,000	$4.566M	1.0%	$0.91	$0.88	—	CONVRT BOND	25470MAD1
—	PROSPECT CAPITAL CORP	4,529,000	$4.541M	1.0%	$1.00	$1.00	—	CONVRT BOND	74348TAQ5
—	Ares Capital Corporation	1,660,000	$1.721M	0.4%	$1.04	$1.02	—	CONVRT BOND	04010LAT0
—	TiVo Corporation	950,000	$941K	0.2%	$0.99	$0.98	—	CONVRT BOND	779376AD4
—	ARYA Sciences Acquisition	15,000	$156K	0.0%	$10.40	$10.00	—	COMMON	G3165V109
—	Mudrick Capital Acquisition	15,000	$155K	0.0%	$10.33	$10.20	—	COMMON	624745105
—	Graf Industrial Corp	15,000	$153K	0.0%	$10.20	$9.84	—	COMMON	384278107
—	Forum Merger II Corp	15,000	$153K	0.0%	$10.20	$9.95	—	COMMON	34986F103
—	AMCI Acquisition Corp	14,803	$150K	0.0%	$10.13	$10.13	—	COMMON	00165R200
—	B. Riley Principal Merger Corp.	12,300	$123K	0.0%	$10.00	$10.00	—	COMMON	05586Y106
—	Trident Acquisitions Corp.	10,491	$111K	0.0%	$10.58	$10.24	—	COMMON	89615T106
—	LF Capital Acquisition Corp.	10,000	$104K	0.0%	$10.40	$10.40	—	COMMON	50200K207
—	Megalith Financial Acquisition Corp.	10,000	$103K	0.0%	$10.30	$10.30	—	COMMON	58518F208
—	Hennessy Capital Acquisition	10,000	$102K	0.0%	$10.20	$10.20	—	COMMON	42589C203
NFIN	Netfin Acquisition Corp	10,000	$100K	0.0%	$10.00	$10.00	—	COMMON	G6455A107
—	Galileo Acquisition Corp.	10,000	$98,000	0.0%	$9.80	$9.80	—	COMMON	G3770A102