Radcliffe Capital Management, L.P. Diversified Active

CIK: 0001218275 · Show all filings

Period: Q4 2014 (← Previous) (Next →)

Filing Date: Feb 17, 2015

Total Value ($000): $262,065 (2.1% shares, 97.9% debt)

Holdings (20)

— Prospect Capital Corp 19.8%

Value ($000) $51,865 Shares 51,345,000 Est. Cost $1.04 Unrealized —

— Ares Capital Corp 12.3%

Value ($000) $32,358 Shares 31,410,000 Est. Cost $1.07 Unrealized —

— Fifth Street Finance Corp 8.2%

Value ($000) $21,567 Shares 20,945,000 Est. Cost $1.03 Unrealized —

— Chiquita Brands International 6.7%

Value ($000) $17,673 Shares 17,657,000 Est. Cost $1.00 Unrealized —

— Ares Capital Corp 6.2%

Value ($000) $16,178 Shares 15,702,000 Est. Cost $1.04 Unrealized —

— Rovi Corp 5.8%

Value ($000) $15,324 Shares 15,270,000 Est. Cost $1.02 Unrealized —

— Headwaters Inc 5.7%

Value ($000) $15,048 Shares 14,400,000 Est. Cost $1.08 Unrealized —

— Prospect Capital Corp 5.5%

Value ($000) $14,410 Shares 14,110,000 Est. Cost $1.06 Unrealized —

— Ares Capital Corp 5.4%

Value ($000) $14,278 Shares 14,130,000 Est. Cost $1.01 Unrealized —

— Prospect Capital Corp 4.7%

Value ($000) $12,269 Shares 12,261,000 Est. Cost $1.00 Unrealized —

— Prospect Capital Corp 4.1%

Value ($000) $10,725 Shares 10,750,000 Est. Cost $1.00 Unrealized —

— Prospect Capital Corp 4.0%

Value ($000) $10,395 Shares 10,414,000 Est. Cost $1.00 Unrealized —

— Apollo Investment Corp 3.9%

Value ($000) $10,336 Shares 10,000,000 Est. Cost $1.03 Unrealized —

— Ares Capital Corp 2.8%

Value ($000) $7,237 Shares 7,000,000 Est. Cost $1.04 Unrealized —

TLT iShares 20+ Year Treasury Bond 1.1%

Value ($000) $2,808 Shares 22,300 Est. Cost — Unrealized —

— Ares Capital Corp 1.0%

Value ($000) $2,734 Shares 2,639,000 Est. Cost $1.04 Unrealized —

— Digital River Inc 0.8%

Value ($000) $2,176 Shares 2,171,000 Est. Cost $0.99 Unrealized —

— PowerShares Senior Loan Portfo 0.8%

Value ($000) $1,997 Shares 83,100 Est. Cost — Unrealized —

— Nuance Communications Inc 0.8%

Value ($000) $1,996 Shares 2,000,000 Est. Cost $0.98 Unrealized —

ARCC Ares Capital Corp 0.3%

Value ($000) $691 Shares 44,300 Est. Cost — Unrealized —

Ticker	Issuer	Shares	Value ($000)	%	Est. Cost	Unrealized	Class	CUSIP
—	Prospect Capital Corp	51,345,000	$51,865	19.8%	$1.04	—	CONVRT BOND	74348TAD4
—	Ares Capital Corp	31,410,000	$32,358	12.3%	$1.07	—	CONVRT BOND	04010LAB9
—	Fifth Street Finance Corp	20,945,000	$21,567	8.2%	$1.03	—	CONVRT BOND	31679BAC4
—	Chiquita Brands International	17,657,000	$17,673	6.7%	$1.00	—	CONVRT BOND	170032AT3
—	Ares Capital Corp	15,702,000	$16,178	6.2%	$1.04	—	CONVRT BOND	04010LAD5
—	Rovi Corp	15,270,000	$15,324	5.8%	$1.02	—	CONVRT BOND	779376AB8
—	Headwaters Inc	14,400,000	$15,048	5.7%	$1.08	—	CONVRT BOND	42210PAR3
—	Prospect Capital Corp	14,110,000	$14,410	5.5%	$1.06	—	CONVRT BOND	74348TAC6
—	Ares Capital Corp	14,130,000	$14,278	5.4%	$1.01	—	CONVRT BOND	04010LAM5
—	Prospect Capital Corp	12,261,000	$12,269	4.7%	$1.00	—	CONVRT BOND	74348TAM4
—	Prospect Capital Corp	10,750,000	$10,725	4.1%	$1.00	—	CONVRT BOND	74348TAL6
—	Prospect Capital Corp	10,414,000	$10,395	4.0%	$1.00	—	CONVRT BOND	74348TAK8
—	Apollo Investment Corp	10,000,000	$10,336	3.9%	$1.03	—	CONVRT BOND	03761UAE6
—	Ares Capital Corp	7,000,000	$7,237	2.8%	$1.04	—	CONVRT BOND	04010LAG8
TLT	iShares 20+ Year Treasury Bond	22,300	$2,808	1.1%	—	—	Put	464287432
—	Ares Capital Corp	2,639,000	$2,734	1.0%	$1.04	—	CONVRT BOND	04010LAJ2
—	Digital River Inc	2,171,000	$2,176	0.8%	$0.99	—	CONVRT BOND	25388BAD6
—	PowerShares Senior Loan Portfo	83,100	$1,997	0.8%	—	—	Put	73936Q769
—	Nuance Communications Inc	2,000,000	$1,996	0.8%	$0.98	—	CONVRT BOND	67020YAF7
ARCC	Ares Capital Corp	44,300	$691	0.3%	—	—	Put	04010L103