Radcliffe Capital Management, L.P. Diversified Active

Location: Bala Cynwyd, PA

CIK: 0001218275 · Show all filings

Period: Q3 2015 (← Previous) (Next →)

Filing Date: Nov 16, 2015

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

Holdings (29)

— PROSPECT CAPITAL CORP 16.1%

Value $62.33M Shares 61,205,000 Share Price $1.02 Est. Cost/Share $1.04 Unrealized @ Report Date —

— Ares Capital Corporation 13.3%

Value $51.47M Shares 50,995,000 Share Price $1.01 Est. Cost/Share $1.05 Unrealized @ Report Date —

— Apollo Investment Corp 9.8%

Value $38.18M Shares 37,755,000 Share Price $1.01 Est. Cost/Share $1.03 Unrealized @ Report Date —

— Fifth Street Finance Corporation 7.4%

Value $28.53M Shares 28,120,000 Share Price $1.01 Est. Cost/Share $1.03 Unrealized @ Report Date —

— New Mountain Finance Corporation 7.2%

Value $27.92M Shares 28,300,000 Share Price $0.99 Est. Cost/Share $1.01 Unrealized @ Report Date —

— TCP Capital Corp 6.1%

Value $23.67M Shares 23,800,000 Share Price $0.99 Est. Cost/Share $0.99 Unrealized @ Report Date —

— Ares Capital Corporation 5.9%

Value $22.93M Shares 22,260,000 Share Price $1.03 Est. Cost/Share $1.02 Unrealized @ Report Date —

— PROSPECT CAPITAL CORP 5.9%

Value $22.73M Shares 23,434,000 Share Price $0.97 Est. Cost/Share $1.00 Unrealized @ Report Date —

— PROSPECT CAPITAL CORP 5.0%

Value $19.3M Shares 19,667,000 Share Price $0.98 Est. Cost/Share $1.00 Unrealized @ Report Date —

— PROSPECT CAPITAL CORP 4.3%

Value $16.52M Shares 16,488,000 Share Price $1.00 Est. Cost/Share $1.01 Unrealized @ Report Date —

— TPG Specialty Lending, Inc. 4.2%

Value $16.41M Shares 16,710,000 Share Price $0.98 Est. Cost/Share $1.01 Unrealized @ Report Date —

— Ares Capital Corporation 3.0%

Value $11.68M Shares 11,343,000 Share Price $1.03 Est. Cost/Share $1.03 Unrealized @ Report Date —

— PROSPECT CAPITAL CORP 2.7%

Value $10.68M Shares 11,740,000 Share Price $0.91 Est. Cost/Share $0.94 Unrealized @ Report Date —

— Ares Capital Corporation 2.5%

Value $9.898M Shares 9,622,000 Share Price $1.03 Est. Cost/Share $1.04 Unrealized @ Report Date —

— Ares Capital Corporation 2.2%

Value $8.716M Shares 8,604,000 Share Price $1.01 Est. Cost/Share $1.01 Unrealized @ Report Date —

— Iconix Brand Group, Inc. 1.8%

Value $7.107M Shares 7,500,000 Share Price $0.95 Est. Cost/Share $0.95 Unrealized @ Report Date —

— PROSPECT CAPITAL CORP 1.7%

Value $6.673M Shares 6,620,000 Share Price $1.01 Est. Cost/Share $1.05 Unrealized @ Report Date —

— Nuance Communications, Inc. 0.3%

Value $1.01M Shares 1,000,000 Share Price $1.01 Est. Cost/Share $0.98 Unrealized @ Report Date —

— American Capital Ltd. 0.1%

Value $420K Shares 34,500 Share Price $12.17 Est. Cost/Share $12.17 Unrealized @ Report Date —

SVVC Firsthand Technology Value Fund, Inc. 0.1%

Value $390K Shares 45,844 Share Price $8.51 * Est. Cost/Share $11.71 Unrealized @ Report Date -8.1%

— Iconix Brand Group, Inc. 0.1%

Value $293K Shares 21,700 Share Price $13.50 Est. Cost/Share $13.50 Unrealized @ Report Date —

— BlackRock Kelso Capital Corp 0.1%

Value $245K Shares 27,700 Share Price $8.84 Est. Cost/Share $8.84 Unrealized @ Report Date —

SLRC Solar Capital Ltd 0.1%

Value $236K Shares 14,900 Share Price $15.84 * Est. Cost/Share $6.66 Unrealized @ Report Date 0.0%

GBDC Golub Capital BDC Inc 0.1%

Value $198K Shares 12,400 Share Price $15.97 * Est. Cost/Share $6.39 Unrealized @ Report Date 0.0%

PSEC PROSPECT CAPITAL CORP 0.0%

Value $171K Shares 24,000 Share Price $7.13 * Est. Cost/Share $2.09 Unrealized @ Report Date 0.0%

— Fifth Street Finance Corporation 0.0%

Value $157K Shares 25,400 Share Price $6.18 Est. Cost/Share $6.18 Unrealized @ Report Date —

HTGC Hercules Technology Growth Capital, Inc. 0.0%

Value $135K Shares 13,400 Share Price $10.07 * Est. Cost/Share $11.34 Unrealized @ Report Date 0.0%

— Alcentra Capital Corp 0.0%

Value $122K Shares 10,500 Share Price $11.62 Est. Cost/Share $11.62 Unrealized @ Report Date —

HRZN Horizon Technology Finance 0.0%

Value $103K Shares 11,400 Share Price $9.04 * Est. Cost/Share $3.24 Unrealized @ Report Date 0.0%

Ticker	Issuer	Shares	Value	%	Share Price	Est. Cost/Share	Unrealized @ Report Date	Class	CUSIP
—	PROSPECT CAPITAL CORP	61,205,000	$62.33M	16.1%	$1.02	$1.04	—	CONVRT BOND	74348TAD4
—	Ares Capital Corporation	50,995,000	$51.47M	13.3%	$1.01	$1.05	—	CONVRT BOND	04010LAB9
—	Apollo Investment Corp	37,755,000	$38.18M	9.8%	$1.01	$1.03	—	CONVRT BOND	03761UAE6
—	Fifth Street Finance Corporation	28,120,000	$28.53M	7.4%	$1.01	$1.03	—	CONVRT BOND	31679BAC4
—	New Mountain Finance Corporation	28,300,000	$27.92M	7.2%	$0.99	$1.01	—	CONVRT BOND	647551AB6
—	TCP Capital Corp	23,800,000	$23.67M	6.1%	$0.99	$0.99	—	CONVRT BOND	87238QAB9
—	Ares Capital Corporation	22,260,000	$22.93M	5.9%	$1.03	$1.02	—	CONVRT BOND	04010LAM5
—	PROSPECT CAPITAL CORP	23,434,000	$22.73M	5.9%	$0.97	$1.00	—	CONVRT BOND	74348TAM4
—	PROSPECT CAPITAL CORP	19,667,000	$19.3M	5.0%	$0.98	$1.00	—	CONVRT BOND	74348TAL6
—	PROSPECT CAPITAL CORP	16,488,000	$16.52M	4.3%	$1.00	$1.01	—	CONVRT BOND	74348TAK8
—	TPG Specialty Lending, Inc.	16,710,000	$16.41M	4.2%	$0.98	$1.01	—	CONVRT BOND	87265KAB8
—	Ares Capital Corporation	11,343,000	$11.68M	3.0%	$1.03	$1.03	—	CONVRT BOND	04010LAJ2
—	PROSPECT CAPITAL CORP	11,740,000	$10.68M	2.7%	$0.91	$0.94	—	CONVRT BOND	74348TAQ5
—	Ares Capital Corporation	9,622,000	$9.898M	2.5%	$1.03	$1.04	—	CONVRT BOND	04010LAG8
—	Ares Capital Corporation	8,604,000	$8.716M	2.2%	$1.01	$1.01	—	CONVRT BOND	04010LAD5
—	Iconix Brand Group, Inc.	7,500,000	$7.107M	1.8%	$0.95	$0.95	—	CONVRT BOND	451055AE7
—	PROSPECT CAPITAL CORP	6,620,000	$6.673M	1.7%	$1.01	$1.05	—	CONVRT BOND	74348TAC6
—	Nuance Communications, Inc.	1,000,000	$1.01M	0.3%	$1.01	$0.98	—	CONVRT BOND	67020YAF7
—	American Capital Ltd.	34,500	$420K	0.1%	$12.17	$12.17	—	COMMON	02503Y103
SVVC	Firsthand Technology Value Fund, Inc.	45,844	$390K	0.1%	$8.51 *	$11.71	-8.1%	COMMON	33766Y100
—	Iconix Brand Group, Inc.	21,700	$293K	0.1%	$13.50	$13.50	—	COMMON	451055107
—	BlackRock Kelso Capital Corp	27,700	$245K	0.1%	$8.84	$8.84	—	COMMON	092533108
SLRC	Solar Capital Ltd	14,900	$236K	0.1%	$15.84 *	$6.66	0.0%	COMMON	83413U100
GBDC	Golub Capital BDC Inc	12,400	$198K	0.1%	$15.97 *	$6.39	0.0%	COMMON	38173M102
PSEC	PROSPECT CAPITAL CORP	24,000	$171K	0.0%	$7.13 *	$2.09	0.0%	COMMON	74348T102
—	Fifth Street Finance Corporation	25,400	$157K	0.0%	$6.18	$6.18	—	COMMON	31678A103
HTGC	Hercules Technology Growth Capital, Inc.	13,400	$135K	0.0%	$10.07 *	$11.34	0.0%	COMMON	427096508
—	Alcentra Capital Corp	10,500	$122K	0.0%	$11.62	$11.62	—	COMMON	01374T102
HRZN	Horizon Technology Finance	11,400	$103K	0.0%	$9.04 *	$3.24	0.0%	COMMON	44045A102