Radcliffe Capital Management, L.P. Diversified Active

Name: Radcliffe Capital Management, L.P. Q4 2014 13F Filing | 13F Explorer
Creator: Radcliffe Capital Management, L.P.
Published: 2015-02-17

Location: Bala Cynwyd, PA

CIK: 0001218275 · Show all filings

Period: Q4 2014 (← Previous) (Next →)

Filing Date: Feb 17, 2015

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

Holdings (20)

— Prospect Capital Corp 19.8%

Value $51.87M Shares 51,345,000 Share Price $1.01 Est. Cost/Share $1.04 Unrealized @ Report Date —

— Ares Capital Corp 12.3%

Value $32.36M Shares 31,410,000 Share Price $1.03 Est. Cost/Share $1.07 Unrealized @ Report Date —

— Fifth Street Finance Corp 8.2%

Value $21.57M Shares 20,945,000 Share Price $1.03 Est. Cost/Share $1.03 Unrealized @ Report Date —

— Chiquita Brands International 6.7%

Value $17.67M Shares 17,657,000 Share Price $1.00 Est. Cost/Share $1.00 Unrealized @ Report Date —

— Ares Capital Corp 6.2%

Value $16.18M Shares 15,702,000 Share Price $1.03 Est. Cost/Share $1.04 Unrealized @ Report Date —

— Rovi Corp 5.8%

Value $15.32M Shares 15,270,000 Share Price $1.00 Est. Cost/Share $1.02 Unrealized @ Report Date —

— Headwaters Inc 5.7%

Value $15.05M Shares 14,400,000 Share Price $1.04 Est. Cost/Share $1.08 Unrealized @ Report Date —

— Prospect Capital Corp 5.5%

Value $14.41M Shares 14,110,000 Share Price $1.02 Est. Cost/Share $1.06 Unrealized @ Report Date —

— Ares Capital Corp 5.4%

Value $14.28M Shares 14,130,000 Share Price $1.01 Est. Cost/Share $1.01 Unrealized @ Report Date —

— Prospect Capital Corp 4.7%

Value $12.27M Shares 12,261,000 Share Price $1.00 Est. Cost/Share $1.00 Unrealized @ Report Date —

— Prospect Capital Corp 4.1%

Value $10.72M Shares 10,750,000 Share Price $1.00 Est. Cost/Share $1.00 Unrealized @ Report Date —

— Prospect Capital Corp 4.0%

Value $10.39M Shares 10,414,000 Share Price $1.00 Est. Cost/Share $1.00 Unrealized @ Report Date —

— Apollo Investment Corp 3.9%

Value $10.34M Shares 10,000,000 Share Price $1.03 Est. Cost/Share $1.03 Unrealized @ Report Date —

— Ares Capital Corp 2.8%

Value $7.237M Shares 7,000,000 Share Price $1.03 Est. Cost/Share $1.04 Unrealized @ Report Date —

TLT iShares 20+ Year Treasury Bond 1.1%

Value $2.808M Shares 22,300 Share Price $125.92 Est. Cost/Share — Unrealized @ Report Date —

— Ares Capital Corp 1.0%

Value $2.734M Shares 2,639,000 Share Price $1.04 Est. Cost/Share $1.04 Unrealized @ Report Date —

— Digital River Inc 0.8%

Value $2.176M Shares 2,171,000 Share Price $1.00 Est. Cost/Share $0.99 Unrealized @ Report Date —

— PowerShares Senior Loan Portfo 0.8%

Value $1.997M Shares 83,100 Share Price $24.03 Est. Cost/Share — Unrealized @ Report Date —

— Nuance Communications Inc 0.8%

Value $1.996M Shares 2,000,000 Share Price $1.00 Est. Cost/Share $0.98 Unrealized @ Report Date —

ARCC Ares Capital Corp 0.3%

Value $691K Shares 44,300 Share Price $15.60 Est. Cost/Share — Unrealized @ Report Date —

Ticker	Issuer	Shares	Value	%	Share Price	Est. Cost/Share	Unrealized @ Report Date	Class	CUSIP
—	Prospect Capital Corp	51,345,000	$51.87M	19.8%	$1.01	$1.04	—	CONVRT BOND	74348TAD4
—	Ares Capital Corp	31,410,000	$32.36M	12.3%	$1.03	$1.07	—	CONVRT BOND	04010LAB9
—	Fifth Street Finance Corp	20,945,000	$21.57M	8.2%	$1.03	$1.03	—	CONVRT BOND	31679BAC4
—	Chiquita Brands International	17,657,000	$17.67M	6.7%	$1.00	$1.00	—	CONVRT BOND	170032AT3
—	Ares Capital Corp	15,702,000	$16.18M	6.2%	$1.03	$1.04	—	CONVRT BOND	04010LAD5
—	Rovi Corp	15,270,000	$15.32M	5.8%	$1.00	$1.02	—	CONVRT BOND	779376AB8
—	Headwaters Inc	14,400,000	$15.05M	5.7%	$1.04	$1.08	—	CONVRT BOND	42210PAR3
—	Prospect Capital Corp	14,110,000	$14.41M	5.5%	$1.02	$1.06	—	CONVRT BOND	74348TAC6
—	Ares Capital Corp	14,130,000	$14.28M	5.4%	$1.01	$1.01	—	CONVRT BOND	04010LAM5
—	Prospect Capital Corp	12,261,000	$12.27M	4.7%	$1.00	$1.00	—	CONVRT BOND	74348TAM4
—	Prospect Capital Corp	10,750,000	$10.72M	4.1%	$1.00	$1.00	—	CONVRT BOND	74348TAL6
—	Prospect Capital Corp	10,414,000	$10.39M	4.0%	$1.00	$1.00	—	CONVRT BOND	74348TAK8
—	Apollo Investment Corp	10,000,000	$10.34M	3.9%	$1.03	$1.03	—	CONVRT BOND	03761UAE6
—	Ares Capital Corp	7,000,000	$7.237M	2.8%	$1.03	$1.04	—	CONVRT BOND	04010LAG8
TLT	iShares 20+ Year Treasury Bond	22,300	$2.808M	1.1%	$125.92	—	—	Put	464287432
—	Ares Capital Corp	2,639,000	$2.734M	1.0%	$1.04	$1.04	—	CONVRT BOND	04010LAJ2
—	Digital River Inc	2,171,000	$2.176M	0.8%	$1.00	$0.99	—	CONVRT BOND	25388BAD6
—	PowerShares Senior Loan Portfo	83,100	$1.997M	0.8%	$24.03	—	—	Put	73936Q769
—	Nuance Communications Inc	2,000,000	$1.996M	0.8%	$1.00	$0.98	—	CONVRT BOND	67020YAF7
ARCC	Ares Capital Corp	44,300	$691K	0.3%	$15.60	—	—	Put	04010L103