Radcliffe Capital Management, L.P. Diversified Active

CIK: 0001218275 · Show all filings

Period: Q2 2016 (← Previous) (Next →)

Filing Date: Aug 15, 2016

Total Value ($000): $411,132 (0.6% shares, 99.4% debt)

Holdings (30)

— PROSPECT CAPITAL CORP 18.5%

Value ($000) $76,155 Shares 75,817,000 Est. Cost $1.03 Unrealized —

— PROSPECT CAPITAL CORP 10.6%

Value ($000) $43,580 Shares 43,688,000 Est. Cost $0.98 Unrealized —

— Ares Capital Corporation 9.5%

Value ($000) $39,216 Shares 37,685,000 Est. Cost $1.02 Unrealized —

— New Mountain Finance Corporation 8.4%

Value ($000) $34,502 Shares 34,734,000 Est. Cost $1.00 Unrealized —

— TCP Capital Corp 7.5%

Value ($000) $30,718 Shares 29,800,000 Est. Cost $0.99 Unrealized —

— PROSPECT CAPITAL CORP 7.3%

Value ($000) $29,970 Shares 29,667,000 Est. Cost $1.00 Unrealized —

— PROSPECT CAPITAL CORP 7.0%

Value ($000) $28,791 Shares 28,311,000 Est. Cost $1.00 Unrealized —

— BlackRock Capital investment Corp 6.9%

Value ($000) $28,491 Shares 27,744,000 Est. Cost $1.03 Unrealized —

— TICC Capital Corporation 6.1%

Value ($000) $25,259 Shares 25,098,000 Est. Cost $0.99 Unrealized —

— TPG Specialty Lending, Inc. 4.1%

Value ($000) $16,934 Shares 16,710,000 Est. Cost $1.01 Unrealized —

— Ares Capital Corporation 3.9%

Value ($000) $16,084 Shares 15,468,000 Est. Cost $1.02 Unrealized —

— Ares Capital Corporation 3.6%

Value ($000) $14,979 Shares 14,622,000 Est. Cost $1.03 Unrealized —

— PROSPECT CAPITAL CORP 2.7%

Value ($000) $11,130 Shares 11,740,000 Est. Cost $0.94 Unrealized —

— Nuance Communications, Inc. 1.1%

Value ($000) $4,368 Shares 4,335,000 Est. Cost $1.01 Unrealized —

— Shutterfly, Inc. 0.5%

Value ($000) $2,117 Shares 2,130,000 Est. Cost $1.00 Unrealized —

— Meritage Homes Corporation 0.5%

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

— Toll Brothers Finance Corp 0.5%

Value ($000) $1,959 Shares 2,000,000 Est. Cost $0.98 Unrealized —

— Rovi Corporation 0.3%

Value ($000) $1,142 Shares 1,204,000 Est. Cost $0.96 Unrealized —

— CIENA CORP 0.2%

Value ($000) $993 Shares 1,000,000 Est. Cost $0.99 Unrealized —

— American Capital Ltd. 0.1%

Value ($000) $546 Shares 34,500 Est. Cost $12.17 Unrealized —

— Crossroads Capital, Inc. 0.1%

Value ($000) $434 Shares 210,891 Est. Cost $2.46 Unrealized —

SVVC Firsthand Technology Value Fund, Inc. 0.1%

Value ($000) $341 Shares 45,844 Est. Cost $11.71 Unrealized -36.4%

SLRC Solar Capital Ltd 0.1%

Value ($000) $284 Shares 14,900 Est. Cost $6.66 Unrealized +11.0%

— BlackRock Capital investment Corp 0.1%

Value ($000) $216 Shares 27,700 Est. Cost $8.84 Unrealized —

— Chart Industries, Inc. 0.0%

Value ($000) $198 Shares 212,000 Est. Cost $0.93 Unrealized —

PSEC PROSPECT CAPITAL CORP 0.0%

Value ($000) $188 Shares 24,000 Est. Cost $2.09 Unrealized +12.3%

— Iconix Brand Group, Inc. 0.0%

Value ($000) $147 Shares 21,700 Est. Cost $13.50 Unrealized —

HRZN Horizon Technology Finance 0.0%

Value ($000) $139 Shares 11,400 Est. Cost $3.24 Unrealized +20.0%

— Alcentra Capital Corp 0.0%

Value ($000) $128 Shares 10,500 Est. Cost $11.62 Unrealized —

— Fifth Street Finance Corporation 0.0%

Value ($000) $123 Shares 25,400 Est. Cost $6.18 Unrealized —

Ticker	Issuer	Shares	Value ($000)	%	Est. Cost	Unrealized	Class	CUSIP
—	PROSPECT CAPITAL CORP	75,817,000	$76,155	18.5%	$1.03	—	CONVRT BOND	74348TAD4
—	PROSPECT CAPITAL CORP	43,688,000	$43,580	10.6%	$0.98	—	CONVRT BOND	74348TAM4
—	Ares Capital Corporation	37,685,000	$39,216	9.5%	$1.02	—	CONVRT BOND	04010LAM5
—	New Mountain Finance Corporation	34,734,000	$34,502	8.4%	$1.00	—	CONVRT BOND	647551AB6
—	TCP Capital Corp	29,800,000	$30,718	7.5%	$0.99	—	CONVRT BOND	87238QAB9
—	PROSPECT CAPITAL CORP	29,667,000	$29,970	7.3%	$1.00	—	CONVRT BOND	74348TAL6
—	PROSPECT CAPITAL CORP	28,311,000	$28,791	7.0%	$1.00	—	CONVRT BOND	74348TAK8
—	BlackRock Capital investment Corp	27,744,000	$28,491	6.9%	$1.03	—	CONVRT BOND	092533AB4
—	TICC Capital Corporation	25,098,000	$25,259	6.1%	$0.99	—	CONVRT BOND	87244TAB5
—	TPG Specialty Lending, Inc.	16,710,000	$16,934	4.1%	$1.01	—	CONVRT BOND	87265KAB8
—	Ares Capital Corporation	15,468,000	$16,084	3.9%	$1.02	—	CONVRT BOND	04010LAJ2
—	Ares Capital Corporation	14,622,000	$14,979	3.6%	$1.03	—	CONVRT BOND	04010LAG8
—	PROSPECT CAPITAL CORP	11,740,000	$11,130	2.7%	$0.94	—	CONVRT BOND	74348TAQ5
—	Nuance Communications, Inc.	4,335,000	$4,368	1.1%	$1.01	—	CONVRT BOND	67020YAF7
—	Shutterfly, Inc.	2,130,000	$2,117	0.5%	$1.00	—	CONVRT BOND	82568PAB2
—	Meritage Homes Corporation	2,000,000	$2,000	0.5%	$1.00	—	CONVRT BOND	59001AAR3
—	Toll Brothers Finance Corp	2,000,000	$1,959	0.5%	$0.98	—	CONVRT BOND	88947EAM2
—	Rovi Corporation	1,204,000	$1,142	0.3%	$0.96	—	CONVRT BOND	779376AD4
—	CIENA CORP	1,000,000	$993	0.2%	$0.99	—	CONVRT BOND	171779AE1
—	American Capital Ltd.	34,500	$546	0.1%	$12.17	—	COMMON	02503Y103
—	Crossroads Capital, Inc.	210,891	$434	0.1%	$2.46	—	COMMON	227656105
SVVC	Firsthand Technology Value Fund, Inc.	45,844	$341	0.1%	$11.71	-36.4%	COMMON	33766Y100
SLRC	Solar Capital Ltd	14,900	$284	0.1%	$6.66	+11.0%	COMMON	83413U100
—	BlackRock Capital investment Corp	27,700	$216	0.1%	$8.84	—	COMMON	092533108
—	Chart Industries, Inc.	212,000	$198	0.0%	$0.93	—	CONVRT BOND	16115QAC4
PSEC	PROSPECT CAPITAL CORP	24,000	$188	0.0%	$2.09	+12.3%	COMMON	74348T102
—	Iconix Brand Group, Inc.	21,700	$147	0.0%	$13.50	—	COMMON	451055107
HRZN	Horizon Technology Finance	11,400	$139	0.0%	$3.24	+20.0%	COMMON	44045A102
—	Alcentra Capital Corp	10,500	$128	0.0%	$11.62	—	COMMON	01374T102
—	Fifth Street Finance Corporation	25,400	$123	0.0%	$6.18	—	COMMON	31678A103