Radcliffe Capital Management, L.P. Diversified Active

CIK: 0001218275 · Show all filings

Period: Q4 2015 (← Previous) (Next →)

Filing Date: Feb 16, 2016

Total Value ($000): $567,261 (0.4% shares, 99.6% debt)

Holdings (29)

— Ares Capital Corporation 14.1%

Value ($000) $79,777 Shares 79,758,000 Est. Cost $1.03 Unrealized —

— PROSPECT CAPITAL CORP 12.5%

Value ($000) $70,833 Shares 70,317,000 Est. Cost $1.03 Unrealized —

— Apollo Investment Corp 10.3%

Value ($000) $58,405 Shares 58,394,000 Est. Cost $1.02 Unrealized —

— Ares Capital Corporation 7.4%

Value ($000) $41,787 Shares 41,704,000 Est. Cost $1.00 Unrealized —

— Fifth Street Finance Corporation 7.3%

Value ($000) $41,477 Shares 41,390,000 Est. Cost $1.02 Unrealized —

— Cemex S.A.B. De C.V. 6.0%

Value ($000) $33,826 Shares 33,941,000 Est. Cost $1.00 Unrealized —

— New Mountain Finance Corporation 5.5%

Value ($000) $31,308 Shares 32,040,000 Est. Cost $1.00 Unrealized —

— PROSPECT CAPITAL CORP 5.2%

Value ($000) $29,384 Shares 30,688,000 Est. Cost $0.99 Unrealized —

— TCP Capital Corp 4.9%

Value ($000) $27,999 Shares 28,300,000 Est. Cost $0.99 Unrealized —

— PROSPECT CAPITAL CORP 4.3%

Value ($000) $24,159 Shares 24,667,000 Est. Cost $1.00 Unrealized —

— Ares Capital Corporation 3.9%

Value ($000) $22,334 Shares 22,435,000 Est. Cost $1.02 Unrealized —

— PROSPECT CAPITAL CORP 3.8%

Value ($000) $21,306 Shares 21,488,000 Est. Cost $1.00 Unrealized —

— BlackRock Kelso Capital Corp 3.7%

Value ($000) $21,236 Shares 20,600,000 Est. Cost $1.03 Unrealized —

— Ares Capital Corporation 3.1%

Value ($000) $17,821 Shares 17,793,000 Est. Cost $1.02 Unrealized —

— TPG Specialty Lending, Inc. 2.9%

Value ($000) $16,532 Shares 16,710,000 Est. Cost $1.01 Unrealized —

— PROSPECT CAPITAL CORP 1.8%

Value ($000) $10,253 Shares 11,740,000 Est. Cost $0.94 Unrealized —

— Ares Capital Corporation 1.7%

Value ($000) $9,707 Shares 9,622,000 Est. Cost $1.04 Unrealized —

— Iconix Brand Group, Inc. 1.2%

Value ($000) $6,658 Shares 7,500,000 Est. Cost $0.95 Unrealized —

— American Capital Ltd. 0.1%

Value ($000) $476 Shares 34,500 Est. Cost $12.17 Unrealized —

SVVC Firsthand Technology Value Fund, Inc. 0.1%

Value ($000) $375 Shares 45,844 Est. Cost $11.71 Unrealized -31.9%

— BlackRock Kelso Capital Corp 0.0%

Value ($000) $260 Shares 27,700 Est. Cost $8.84 Unrealized —

SLRC Solar Capital Ltd 0.0%

Value ($000) $245 Shares 14,900 Est. Cost $6.66 Unrealized +0.3%

GBDC Golub Capital BDC Inc 0.0%

Value ($000) $206 Shares 12,400 Est. Cost $6.39 Unrealized +3.5%

PSEC PROSPECT CAPITAL CORP 0.0%

Value ($000) $168 Shares 24,000 Est. Cost $2.09 Unrealized +0.8%

HTGC Hercules Technology Growth Capital, Inc. 0.0%

Value ($000) $163 Shares 13,400 Est. Cost $11.34 Unrealized -0.7%

— Fifth Street Finance Corporation 0.0%

Value ($000) $162 Shares 25,400 Est. Cost $6.18 Unrealized —

— Iconix Brand Group, Inc. 0.0%

Value ($000) $148 Shares 21,700 Est. Cost $13.50 Unrealized —

HRZN Horizon Technology Finance 0.0%

Value ($000) $134 Shares 11,400 Est. Cost $3.24 Unrealized +5.4%

— Alcentra Capital Corp 0.0%

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

Ticker	Issuer	Shares	Value ($000)	%	Est. Cost	Unrealized	Class	CUSIP
—	Ares Capital Corporation	79,758,000	$79,777	14.1%	$1.03	—	CONVRT BOND	04010LAB9
—	PROSPECT CAPITAL CORP	70,317,000	$70,833	12.5%	$1.03	—	CONVRT BOND	74348TAD4
—	Apollo Investment Corp	58,394,000	$58,405	10.3%	$1.02	—	CONVRT BOND	03761UAE6
—	Ares Capital Corporation	41,704,000	$41,787	7.4%	$1.00	—	CONVRT BOND	04010LAD5
—	Fifth Street Finance Corporation	41,390,000	$41,477	7.3%	$1.02	—	CONVRT BOND	31679BAC4
—	Cemex S.A.B. De C.V.	33,941,000	$33,826	6.0%	$1.00	—	CONVRT BOND	151290BB8
—	New Mountain Finance Corporation	32,040,000	$31,308	5.5%	$1.00	—	CONVRT BOND	647551AB6
—	PROSPECT CAPITAL CORP	30,688,000	$29,384	5.2%	$0.99	—	CONVRT BOND	74348TAM4
—	TCP Capital Corp	28,300,000	$27,999	4.9%	$0.99	—	CONVRT BOND	87238QAB9
—	PROSPECT CAPITAL CORP	24,667,000	$24,159	4.3%	$1.00	—	CONVRT BOND	74348TAL6
—	Ares Capital Corporation	22,435,000	$22,334	3.9%	$1.02	—	CONVRT BOND	04010LAM5
—	PROSPECT CAPITAL CORP	21,488,000	$21,306	3.8%	$1.00	—	CONVRT BOND	74348TAK8
—	BlackRock Kelso Capital Corp	20,600,000	$21,236	3.7%	$1.03	—	CONVRT BOND	092533AB4
—	Ares Capital Corporation	17,793,000	$17,821	3.1%	$1.02	—	CONVRT BOND	04010LAJ2
—	TPG Specialty Lending, Inc.	16,710,000	$16,532	2.9%	$1.01	—	CONVRT BOND	87265KAB8
—	PROSPECT CAPITAL CORP	11,740,000	$10,253	1.8%	$0.94	—	CONVRT BOND	74348TAQ5
—	Ares Capital Corporation	9,622,000	$9,707	1.7%	$1.04	—	CONVRT BOND	04010LAG8
—	Iconix Brand Group, Inc.	7,500,000	$6,658	1.2%	$0.95	—	CONVRT BOND	451055AE7
—	American Capital Ltd.	34,500	$476	0.1%	$12.17	—	COMMON	02503Y103
SVVC	Firsthand Technology Value Fund, Inc.	45,844	$375	0.1%	$11.71	-31.9%	COMMON	33766Y100
—	BlackRock Kelso Capital Corp	27,700	$260	0.0%	$8.84	—	COMMON	092533108
SLRC	Solar Capital Ltd	14,900	$245	0.0%	$6.66	+0.3%	COMMON	83413U100
GBDC	Golub Capital BDC Inc	12,400	$206	0.0%	$6.39	+3.5%	COMMON	38173M102
PSEC	PROSPECT CAPITAL CORP	24,000	$168	0.0%	$2.09	+0.8%	COMMON	74348T102
HTGC	Hercules Technology Growth Capital, Inc.	13,400	$163	0.0%	$11.34	-0.7%	COMMON	427096508
—	Fifth Street Finance Corporation	25,400	$162	0.0%	$6.18	—	COMMON	31678A103
—	Iconix Brand Group, Inc.	21,700	$148	0.0%	$13.50	—	COMMON	451055107
HRZN	Horizon Technology Finance	11,400	$134	0.0%	$3.24	+5.4%	COMMON	44045A102
—	Alcentra Capital Corp	10,500	$122	0.0%	$11.62	—	COMMON	01374T102