Radcliffe Capital Management, L.P. Diversified Active

CIK: 0001218275 · Show all filings

Period: Q1 2016 (← Previous) (Next →)

Filing Date: May 16, 2016

Total Value ($000): $544,674 (0.5% shares, 99.5% debt)

Holdings (32)

— PROSPECT CAPITAL CORP 13.3%

Value ($000) $72,322 Shares 71,817,000 Est. Cost $1.03 Unrealized —

— Iconix Brand Group, Inc. 12.0%

Value ($000) $65,352 Shares 65,988,000 Est. Cost $0.99 Unrealized —

— Fifth Street Finance Corporation 8.8%

Value ($000) $47,740 Shares 47,740,000 Est. Cost $1.02 Unrealized —

— PROSPECT CAPITAL CORP 7.5%

Value ($000) $40,864 Shares 43,688,000 Est. Cost $0.98 Unrealized —

— Ares Capital Corporation 7.3%

Value ($000) $39,655 Shares 39,439,000 Est. Cost $1.00 Unrealized —

— Ares Capital Corporation 7.0%

Value ($000) $38,186 Shares 37,685,000 Est. Cost $1.02 Unrealized —

— New Mountain Finance Corporation 6.2%

Value ($000) $33,737 Shares 34,734,000 Est. Cost $1.00 Unrealized —

— TCP Capital Corp 5.4%

Value ($000) $29,322 Shares 29,800,000 Est. Cost $0.99 Unrealized —

— Ares Capital Corporation 5.1%

Value ($000) $27,942 Shares 27,468,000 Est. Cost $1.02 Unrealized —

— PROSPECT CAPITAL CORP 5.1%

Value ($000) $27,623 Shares 28,311,000 Est. Cost $1.00 Unrealized —

— TICC Capital Corporation 4.6%

Value ($000) $24,857 Shares 25,098,000 Est. Cost $0.99 Unrealized —

— PROSPECT CAPITAL CORP 4.4%

Value ($000) $23,995 Shares 24,667,000 Est. Cost $1.00 Unrealized —

— BlackRock Capital Invesments 4.1%

Value ($000) $22,210 Shares 21,600,000 Est. Cost $1.03 Unrealized —

— TPG Specialty Lending, Inc. 3.0%

Value ($000) $16,482 Shares 16,710,000 Est. Cost $1.01 Unrealized —

— Ares Capital Corporation 2.7%

Value ($000) $14,881 Shares 14,622,000 Est. Cost $1.03 Unrealized —

— PROSPECT CAPITAL CORP 1.9%

Value ($000) $10,354 Shares 11,740,000 Est. Cost $0.94 Unrealized —

— Shutterfly, Inc. 0.4%

Value ($000) $2,127 Shares 2,130,000 Est. Cost $1.00 Unrealized —

— Toll Brothers 0.4%

Value ($000) $1,955 Shares 2,000,000 Est. Cost $0.98 Unrealized —

— Rovi Corporation 0.2%

Value ($000) $1,150 Shares 1,204,000 Est. Cost $0.96 Unrealized —

— iStar Financial Inc. 0.2%

Value ($000) $1,024 Shares 1,000,000 Est. Cost $1.02 Unrealized —

— American Capital Ltd. 0.1%

Value ($000) $526 Shares 34,500 Est. Cost $12.17 Unrealized —

— Crossroads Capital, Inc. 0.1%

Value ($000) $401 Shares 153,200 Est. Cost $2.62 Unrealized —

SVVC Firsthand Technology Value Fund, Inc. 0.1%

Value ($000) $344 Shares 45,844 Est. Cost $11.71 Unrealized -38.3%

— BlackRock Capital Invesments 0.0%

Value ($000) $261 Shares 27,700 Est. Cost $8.84 Unrealized —

SLRC Solar Capital Ltd 0.0%

Value ($000) $257 Shares 14,900 Est. Cost $6.66 Unrealized -0.5%

GBDC Golub Capital BDC Inc 0.0%

Value ($000) $215 Shares 12,400 Est. Cost $6.39 Unrealized +2.9%

— Iconix Brand Group, Inc. 0.0%

Value ($000) $175 Shares 21,700 Est. Cost $13.50 Unrealized —

PSEC PROSPECT CAPITAL CORP 0.0%

Value ($000) $174 Shares 24,000 Est. Cost $2.09 Unrealized -4.2%

HTGC Hercules Capital, Inc. 0.0%

Value ($000) $161 Shares 13,400 Est. Cost $11.34 Unrealized -1.9%

HRZN Horizon Technology Finance 0.0%

Value ($000) $132 Shares 11,400 Est. Cost $3.24 Unrealized +6.3%

— Fifth Street Finance Corporation 0.0%

Value ($000) $128 Shares 25,400 Est. Cost $6.18 Unrealized —

— 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
—	PROSPECT CAPITAL CORP	71,817,000	$72,322	13.3%	$1.03	—	CONVRT BOND	74348TAD4
—	Iconix Brand Group, Inc.	65,988,000	$65,352	12.0%	$0.99	—	CONVRT BOND	451055AE7
—	Fifth Street Finance Corporation	47,740,000	$47,740	8.8%	$1.02	—	CONVRT BOND	31679BAC4
—	PROSPECT CAPITAL CORP	43,688,000	$40,864	7.5%	$0.98	—	CONVRT BOND	74348TAM4
—	Ares Capital Corporation	39,439,000	$39,655	7.3%	$1.00	—	CONVRT BOND	04010LAD5
—	Ares Capital Corporation	37,685,000	$38,186	7.0%	$1.02	—	CONVRT BOND	04010LAM5
—	New Mountain Finance Corporation	34,734,000	$33,737	6.2%	$1.00	—	CONVRT BOND	647551AB6
—	TCP Capital Corp	29,800,000	$29,322	5.4%	$0.99	—	CONVRT BOND	87238QAB9
—	Ares Capital Corporation	27,468,000	$27,942	5.1%	$1.02	—	CONVRT BOND	04010LAJ2
—	PROSPECT CAPITAL CORP	28,311,000	$27,623	5.1%	$1.00	—	CONVRT BOND	74348TAK8
—	TICC Capital Corporation	25,098,000	$24,857	4.6%	$0.99	—	CONVRT BOND	87244TAB5
—	PROSPECT CAPITAL CORP	24,667,000	$23,995	4.4%	$1.00	—	CONVRT BOND	74348TAL6
—	BlackRock Capital Invesments	21,600,000	$22,210	4.1%	$1.03	—	CONVRT BOND	092533AB4
—	TPG Specialty Lending, Inc.	16,710,000	$16,482	3.0%	$1.01	—	CONVRT BOND	87265KAB8
—	Ares Capital Corporation	14,622,000	$14,881	2.7%	$1.03	—	CONVRT BOND	04010LAG8
—	PROSPECT CAPITAL CORP	11,740,000	$10,354	1.9%	$0.94	—	CONVRT BOND	74348TAQ5
—	Shutterfly, Inc.	2,130,000	$2,127	0.4%	$1.00	—	CONVRT BOND	82568PAB2
—	Toll Brothers	2,000,000	$1,955	0.4%	$0.98	—	CONVRT BOND	88947EAM2
—	Rovi Corporation	1,204,000	$1,150	0.2%	$0.96	—	CONVRT BOND	779376AD4
—	iStar Financial Inc.	1,000,000	$1,024	0.2%	$1.02	—	CONVRT BOND	45031UBR1
—	American Capital Ltd.	34,500	$526	0.1%	$12.17	—	COMMON	02503Y103
—	Crossroads Capital, Inc.	153,200	$401	0.1%	$2.62	—	COMMON	227656105
SVVC	Firsthand Technology Value Fund, Inc.	45,844	$344	0.1%	$11.71	-38.3%	COMMON	33766Y100
—	BlackRock Capital Invesments	27,700	$261	0.0%	$8.84	—	COMMON	092533108
SLRC	Solar Capital Ltd	14,900	$257	0.0%	$6.66	-0.5%	COMMON	83413U100
GBDC	Golub Capital BDC Inc	12,400	$215	0.0%	$6.39	+2.9%	COMMON	38173M102
—	Iconix Brand Group, Inc.	21,700	$175	0.0%	$13.50	—	COMMON	451055107
PSEC	PROSPECT CAPITAL CORP	24,000	$174	0.0%	$2.09	-4.2%	COMMON	74348T102
HTGC	Hercules Capital, Inc.	13,400	$161	0.0%	$11.34	-1.9%	COMMON	427096508
HRZN	Horizon Technology Finance	11,400	$132	0.0%	$3.24	+6.3%	COMMON	44045A102
—	Fifth Street Finance Corporation	25,400	$128	0.0%	$6.18	—	COMMON	31678A103
—	Alcentra Capital Corp	10,500	$122	0.0%	$11.62	—	COMMON	01374T102