Radcliffe Capital Management, L.P. Diversified Active

CIK: 0001218275 · Show all filings

Period: Q3 2015 (← Previous) (Next →)

Filing Date: Nov 16, 2015

Total Value ($000): $388,204 (0.0% shares, 100.0% debt)

Holdings (29)

— PROSPECT CAPITAL CORP 16.1%

Value ($000) $62,326 Shares 61,205,000 Est. Cost $1.04 Unrealized —

— Ares Capital Corporation 13.3%

Value ($000) $51,465 Shares 50,995,000 Est. Cost $1.05 Unrealized —

— Apollo Investment Corp 9.8%

Value ($000) $38,177 Shares 37,755,000 Est. Cost $1.03 Unrealized —

— Fifth Street Finance Corporation 7.4%

Value ($000) $28,534 Shares 28,120,000 Est. Cost $1.03 Unrealized —

— New Mountain Finance Corporation 7.2%

Value ($000) $27,923 Shares 28,300,000 Est. Cost $1.01 Unrealized —

— TCP Capital Corp 6.1%

Value ($000) $23,671 Shares 23,800,000 Est. Cost $0.99 Unrealized —

— Ares Capital Corporation 5.9%

Value ($000) $22,931 Shares 22,260,000 Est. Cost $1.02 Unrealized —

— PROSPECT CAPITAL CORP 5.9%

Value ($000) $22,733 Shares 23,434,000 Est. Cost $1.00 Unrealized —

— PROSPECT CAPITAL CORP 5.0%

Value ($000) $19,295 Shares 19,667,000 Est. Cost $1.00 Unrealized —

— PROSPECT CAPITAL CORP 4.3%

Value ($000) $16,516 Shares 16,488,000 Est. Cost $1.01 Unrealized —

— TPG Specialty Lending, Inc. 4.2%

Value ($000) $16,407 Shares 16,710,000 Est. Cost $1.01 Unrealized —

— Ares Capital Corporation 3.0%

Value ($000) $11,677 Shares 11,343,000 Est. Cost $1.03 Unrealized —

— PROSPECT CAPITAL CORP 2.7%

Value ($000) $10,675 Shares 11,740,000 Est. Cost $0.94 Unrealized —

— Ares Capital Corporation 2.5%

Value ($000) $9,898 Shares 9,622,000 Est. Cost $1.04 Unrealized —

— Ares Capital Corporation 2.2%

Value ($000) $8,716 Shares 8,604,000 Est. Cost $1.01 Unrealized —

— Iconix Brand Group, Inc. 1.8%

Value ($000) $7,107 Shares 7,500,000 Est. Cost $0.95 Unrealized —

— PROSPECT CAPITAL CORP 1.7%

Value ($000) $6,673 Shares 6,620,000 Est. Cost $1.05 Unrealized —

— Nuance Communications, Inc. 0.3%

Value ($000) $1,010 Shares 1,000,000 Est. Cost $0.98 Unrealized —

— American Capital Ltd. 0.1%

Value ($000) $420 Shares 34,500 Est. Cost $12.17 Unrealized —

SVVC Firsthand Technology Value Fund, Inc. 0.1%

Value ($000) $390 Shares 45,844 Est. Cost $11.71 Unrealized -8.1%

— Iconix Brand Group, Inc. 0.1%

Value ($000) $293 Shares 21,700 Est. Cost $13.50 Unrealized —

— BlackRock Kelso Capital Corp 0.1%

Value ($000) $245 Shares 27,700 Est. Cost $8.84 Unrealized —

SLRC Solar Capital Ltd 0.1%

Value ($000) $236 Shares 14,900 Est. Cost $6.66 Unrealized 0.0%

GBDC Golub Capital BDC Inc 0.1%

Value ($000) $198 Shares 12,400 Est. Cost $6.39 Unrealized 0.0%

PSEC PROSPECT CAPITAL CORP 0.0%

Value ($000) $171 Shares 24,000 Est. Cost $2.09 Unrealized 0.0%

— Fifth Street Finance Corporation 0.0%

Value ($000) $157 Shares 25,400 Est. Cost $6.18 Unrealized —

HTGC Hercules Technology Growth Capital, Inc. 0.0%

Value ($000) $135 Shares 13,400 Est. Cost $11.34 Unrealized 0.0%

— Alcentra Capital Corp 0.0%

Value ($000) $122 Shares 10,500 Est. Cost $11.62 Unrealized —

HRZN Horizon Technology Finance 0.0%

Value ($000) $103 Shares 11,400 Est. Cost $3.24 Unrealized 0.0%

Ticker	Issuer	Shares	Value ($000)	%	Est. Cost	Unrealized	Class	CUSIP
—	PROSPECT CAPITAL CORP	61,205,000	$62,326	16.1%	$1.04	—	CONVRT BOND	74348TAD4
—	Ares Capital Corporation	50,995,000	$51,465	13.3%	$1.05	—	CONVRT BOND	04010LAB9
—	Apollo Investment Corp	37,755,000	$38,177	9.8%	$1.03	—	CONVRT BOND	03761UAE6
—	Fifth Street Finance Corporation	28,120,000	$28,534	7.4%	$1.03	—	CONVRT BOND	31679BAC4
—	New Mountain Finance Corporation	28,300,000	$27,923	7.2%	$1.01	—	CONVRT BOND	647551AB6
—	TCP Capital Corp	23,800,000	$23,671	6.1%	$0.99	—	CONVRT BOND	87238QAB9
—	Ares Capital Corporation	22,260,000	$22,931	5.9%	$1.02	—	CONVRT BOND	04010LAM5
—	PROSPECT CAPITAL CORP	23,434,000	$22,733	5.9%	$1.00	—	CONVRT BOND	74348TAM4
—	PROSPECT CAPITAL CORP	19,667,000	$19,295	5.0%	$1.00	—	CONVRT BOND	74348TAL6
—	PROSPECT CAPITAL CORP	16,488,000	$16,516	4.3%	$1.01	—	CONVRT BOND	74348TAK8
—	TPG Specialty Lending, Inc.	16,710,000	$16,407	4.2%	$1.01	—	CONVRT BOND	87265KAB8
—	Ares Capital Corporation	11,343,000	$11,677	3.0%	$1.03	—	CONVRT BOND	04010LAJ2
—	PROSPECT CAPITAL CORP	11,740,000	$10,675	2.7%	$0.94	—	CONVRT BOND	74348TAQ5
—	Ares Capital Corporation	9,622,000	$9,898	2.5%	$1.04	—	CONVRT BOND	04010LAG8
—	Ares Capital Corporation	8,604,000	$8,716	2.2%	$1.01	—	CONVRT BOND	04010LAD5
—	Iconix Brand Group, Inc.	7,500,000	$7,107	1.8%	$0.95	—	CONVRT BOND	451055AE7
—	PROSPECT CAPITAL CORP	6,620,000	$6,673	1.7%	$1.05	—	CONVRT BOND	74348TAC6
—	Nuance Communications, Inc.	1,000,000	$1,010	0.3%	$0.98	—	CONVRT BOND	67020YAF7
—	American Capital Ltd.	34,500	$420	0.1%	$12.17	—	COMMON	02503Y103
SVVC	Firsthand Technology Value Fund, Inc.	45,844	$390	0.1%	$11.71	-8.1%	COMMON	33766Y100
—	Iconix Brand Group, Inc.	21,700	$293	0.1%	$13.50	—	COMMON	451055107
—	BlackRock Kelso Capital Corp	27,700	$245	0.1%	$8.84	—	COMMON	092533108
SLRC	Solar Capital Ltd	14,900	$236	0.1%	$6.66	0.0%	COMMON	83413U100
GBDC	Golub Capital BDC Inc	12,400	$198	0.1%	$6.39	0.0%	COMMON	38173M102
PSEC	PROSPECT CAPITAL CORP	24,000	$171	0.0%	$2.09	0.0%	COMMON	74348T102
—	Fifth Street Finance Corporation	25,400	$157	0.0%	$6.18	—	COMMON	31678A103
HTGC	Hercules Technology Growth Capital, Inc.	13,400	$135	0.0%	$11.34	0.0%	COMMON	427096508
—	Alcentra Capital Corp	10,500	$122	0.0%	$11.62	—	COMMON	01374T102
HRZN	Horizon Technology Finance	11,400	$103	0.0%	$3.24	0.0%	COMMON	44045A102