Radcliffe Capital Management, L.P. Diversified Active

CIK: 0001218275 · Show all filings

Period: Q1 2015 (← Previous) (Next →)

Filing Date: May 15, 2015

Total Value ($000): $265,947 (2.6% shares, 97.4% debt)

Holdings (18)

— Prospect Capital Corp 23.4%

Value ($000) $62,296 Shares 60,595,000 Est. Cost $1.04 Unrealized —

— Ares Capital Corp 12.2%

Value ($000) $32,476 Shares 31,410,000 Est. Cost $1.07 Unrealized —

— Apollo Investment Corp 10.9%

Value ($000) $29,051 Shares 28,290,000 Est. Cost $1.03 Unrealized —

— Fifth Street Finance Corp 9.0%

Value ($000) $23,987 Shares 23,445,000 Est. Cost $1.03 Unrealized —

— Ares Capital Corp 8.7%

Value ($000) $23,186 Shares 22,260,000 Est. Cost $1.02 Unrealized —

— Prospect Capital Corp 6.4%

Value ($000) $17,018 Shares 16,726,000 Est. Cost $1.01 Unrealized —

— Prospect Capital Corp 6.3%

Value ($000) $16,787 Shares 16,488,000 Est. Cost $1.01 Unrealized —

— Prospect Capital Corp 6.1%

Value ($000) $16,292 Shares 15,929,000 Est. Cost $1.01 Unrealized —

— Prospect Capital Corp 5.7%

Value ($000) $15,164 Shares 14,710,000 Est. Cost $1.05 Unrealized —

— Ares Capital Corp 3.8%

Value ($000) $10,029 Shares 9,622,000 Est. Cost $1.04 Unrealized —

— Ares Capital Corp 3.0%

Value ($000) $7,976 Shares 7,667,000 Est. Cost $1.04 Unrealized —

SPY SPDR S&P 500 ETF Trust 1.6%

Value ($000) $4,129 Shares 20,000 Est. Cost — Unrealized —

— Ares Capital Corp 1.0%

Value ($000) $2,761 Shares 2,639,000 Est. Cost $1.04 Unrealized —

— Nuance Communications Inc 0.7%

Value ($000) $1,985 Shares 2,000,000 Est. Cost $0.98 Unrealized —

TLT iShares 20+ Year Treasury Bond 0.5%

Value ($000) $1,307 Shares 10,000 Est. Cost — Unrealized —

— PowerShares Senior Loan Portfo 0.5%

Value ($000) $1,205 Shares 50,000 Est. Cost — Unrealized —

ARCC Ares Capital Corp 0.1%

Value ($000) $197 Shares 11,500 Est. Cost — Unrealized —

— FS Investment Corp 0.0%

Value ($000) $101 Shares 10,000 Est. Cost — Unrealized —

Ticker	Issuer	Shares	Value ($000)	%	Est. Cost	Unrealized	Class	CUSIP
—	Prospect Capital Corp	60,595,000	$62,296	23.4%	$1.04	—	CONVRT BOND	74348TAD4
—	Ares Capital Corp	31,410,000	$32,476	12.2%	$1.07	—	CONVRT BOND	04010LAB9
—	Apollo Investment Corp	28,290,000	$29,051	10.9%	$1.03	—	CONVRT BOND	03761UAE6
—	Fifth Street Finance Corp	23,445,000	$23,987	9.0%	$1.03	—	CONVRT BOND	31679BAC4
—	Ares Capital Corp	22,260,000	$23,186	8.7%	$1.02	—	CONVRT BOND	04010LAM5
—	Prospect Capital Corp	16,726,000	$17,018	6.4%	$1.01	—	CONVRT BOND	74348TAM4
—	Prospect Capital Corp	16,488,000	$16,787	6.3%	$1.01	—	CONVRT BOND	74348TAK8
—	Prospect Capital Corp	15,929,000	$16,292	6.1%	$1.01	—	CONVRT BOND	74348TAL6
—	Prospect Capital Corp	14,710,000	$15,164	5.7%	$1.05	—	CONVRT BOND	74348TAC6
—	Ares Capital Corp	9,622,000	$10,029	3.8%	$1.04	—	CONVRT BOND	04010LAG8
—	Ares Capital Corp	7,667,000	$7,976	3.0%	$1.04	—	CONVRT BOND	04010LAD5
SPY	SPDR S&P 500 ETF Trust	20,000	$4,129	1.6%	—	—	Put	78462F103
—	Ares Capital Corp	2,639,000	$2,761	1.0%	$1.04	—	CONVRT BOND	04010LAJ2
—	Nuance Communications Inc	2,000,000	$1,985	0.7%	$0.98	—	CONVRT BOND	67020YAF7
TLT	iShares 20+ Year Treasury Bond	10,000	$1,307	0.5%	—	—	Put	464287432
—	PowerShares Senior Loan Portfo	50,000	$1,205	0.5%	—	—	Put	73936Q769
ARCC	Ares Capital Corp	11,500	$197	0.1%	—	—	Put	04010L103
—	FS Investment Corp	10,000	$101	0.0%	—	—	Put	302635107