Radcliffe Capital Management, L.P. Diversified Active

Name: Radcliffe Capital Management, L.P. Q1 2015 13F Filing | 13F Explorer
Creator: Radcliffe Capital Management, L.P.
Published: 2015-05-15

Location: Bala Cynwyd, PA

CIK: 0001218275 · Show all filings

Period: Q1 2015 (← Previous) (Next →)

Filing Date: May 15, 2015

Total Value: $266M (2.6% shares, 97.4% debt)

Holdings (18)

— Prospect Capital Corp 23.4%

Value $62.3M Shares 60,595,000 Share Price $1.03 Est. Cost/Share $1.04 Unrealized @ Report Date —

— Ares Capital Corp 12.2%

Value $32.48M Shares 31,410,000 Share Price $1.03 Est. Cost/Share $1.07 Unrealized @ Report Date —

— Apollo Investment Corp 10.9%

Value $29.05M Shares 28,290,000 Share Price $1.03 Est. Cost/Share $1.03 Unrealized @ Report Date —

— Fifth Street Finance Corp 9.0%

Value $23.99M Shares 23,445,000 Share Price $1.02 Est. Cost/Share $1.03 Unrealized @ Report Date —

— Ares Capital Corp 8.7%

Value $23.19M Shares 22,260,000 Share Price $1.04 Est. Cost/Share $1.02 Unrealized @ Report Date —

— Prospect Capital Corp 6.4%

Value $17.02M Shares 16,726,000 Share Price $1.02 Est. Cost/Share $1.01 Unrealized @ Report Date —

— Prospect Capital Corp 6.3%

Value $16.79M Shares 16,488,000 Share Price $1.02 Est. Cost/Share $1.01 Unrealized @ Report Date —

— Prospect Capital Corp 6.1%

Value $16.29M Shares 15,929,000 Share Price $1.02 Est. Cost/Share $1.01 Unrealized @ Report Date —

— Prospect Capital Corp 5.7%

Value $15.16M Shares 14,710,000 Share Price $1.03 Est. Cost/Share $1.05 Unrealized @ Report Date —

— Ares Capital Corp 3.8%

Value $10.03M Shares 9,622,000 Share Price $1.04 Est. Cost/Share $1.04 Unrealized @ Report Date —

— Ares Capital Corp 3.0%

Value $7.976M Shares 7,667,000 Share Price $1.04 Est. Cost/Share $1.04 Unrealized @ Report Date —

SPY SPDR S&P 500 ETF Trust 1.6%

Value $4.129M Shares 20,000 Share Price $206.45 Est. Cost/Share — Unrealized @ Report Date —

— Ares Capital Corp 1.0%

Value $2.761M Shares 2,639,000 Share Price $1.05 Est. Cost/Share $1.04 Unrealized @ Report Date —

— Nuance Communications Inc 0.7%

Value $1.985M Shares 2,000,000 Share Price $0.99 Est. Cost/Share $0.98 Unrealized @ Report Date —

TLT iShares 20+ Year Treasury Bond 0.5%

Value $1.307M Shares 10,000 Share Price $130.70 Est. Cost/Share — Unrealized @ Report Date —

— PowerShares Senior Loan Portfo 0.5%

Value $1.205M Shares 50,000 Share Price $24.10 Est. Cost/Share — Unrealized @ Report Date —

ARCC Ares Capital Corp 0.1%

Value $197K Shares 11,500 Share Price $17.13 Est. Cost/Share — Unrealized @ Report Date —

— FS Investment Corp 0.0%

Value $101K Shares 10,000 Share Price $10.10 Est. Cost/Share — Unrealized @ Report Date —

Ticker	Issuer	Shares	Value	%	Share Price	Est. Cost/Share	Unrealized @ Report Date	Class	CUSIP
—	Prospect Capital Corp	60,595,000	$62.3M	23.4%	$1.03	$1.04	—	CONVRT BOND	74348TAD4
—	Ares Capital Corp	31,410,000	$32.48M	12.2%	$1.03	$1.07	—	CONVRT BOND	04010LAB9
—	Apollo Investment Corp	28,290,000	$29.05M	10.9%	$1.03	$1.03	—	CONVRT BOND	03761UAE6
—	Fifth Street Finance Corp	23,445,000	$23.99M	9.0%	$1.02	$1.03	—	CONVRT BOND	31679BAC4
—	Ares Capital Corp	22,260,000	$23.19M	8.7%	$1.04	$1.02	—	CONVRT BOND	04010LAM5
—	Prospect Capital Corp	16,726,000	$17.02M	6.4%	$1.02	$1.01	—	CONVRT BOND	74348TAM4
—	Prospect Capital Corp	16,488,000	$16.79M	6.3%	$1.02	$1.01	—	CONVRT BOND	74348TAK8
—	Prospect Capital Corp	15,929,000	$16.29M	6.1%	$1.02	$1.01	—	CONVRT BOND	74348TAL6
—	Prospect Capital Corp	14,710,000	$15.16M	5.7%	$1.03	$1.05	—	CONVRT BOND	74348TAC6
—	Ares Capital Corp	9,622,000	$10.03M	3.8%	$1.04	$1.04	—	CONVRT BOND	04010LAG8
—	Ares Capital Corp	7,667,000	$7.976M	3.0%	$1.04	$1.04	—	CONVRT BOND	04010LAD5
SPY	SPDR S&P 500 ETF Trust	20,000	$4.129M	1.6%	$206.45	—	—	Put	78462F103
—	Ares Capital Corp	2,639,000	$2.761M	1.0%	$1.05	$1.04	—	CONVRT BOND	04010LAJ2
—	Nuance Communications Inc	2,000,000	$1.985M	0.7%	$0.99	$0.98	—	CONVRT BOND	67020YAF7
TLT	iShares 20+ Year Treasury Bond	10,000	$1.307M	0.5%	$130.70	—	—	Put	464287432
—	PowerShares Senior Loan Portfo	50,000	$1.205M	0.5%	$24.10	—	—	Put	73936Q769
ARCC	Ares Capital Corp	11,500	$197K	0.1%	$17.13	—	—	Put	04010L103
—	FS Investment Corp	10,000	$101K	0.0%	$10.10	—	—	Put	302635107