Radcliffe Capital Management, L.P. Diversified Active

Location: Bala Cynwyd, PA

CIK: 0001218275 · Show all filings

Period: Q2 2016 (← Previous) (Next →)

Filing Date: Aug 15, 2016

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

Holdings (30)

— PROSPECT CAPITAL CORP 18.5%

Value $76.16M Shares 75,817,000 Share Price $1.00 Est. Cost/Share $1.03 Unrealized @ Report Date —

— PROSPECT CAPITAL CORP 10.6%

Value $43.58M Shares 43,688,000 Share Price $1.00 Est. Cost/Share $0.98 Unrealized @ Report Date —

— Ares Capital Corporation 9.5%

Value $39.22M Shares 37,685,000 Share Price $1.04 Est. Cost/Share $1.02 Unrealized @ Report Date —

— New Mountain Finance Corporation 8.4%

Value $34.5M Shares 34,734,000 Share Price $0.99 Est. Cost/Share $1.00 Unrealized @ Report Date —

— TCP Capital Corp 7.5%

Value $30.72M Shares 29,800,000 Share Price $1.03 Est. Cost/Share $0.99 Unrealized @ Report Date —

— PROSPECT CAPITAL CORP 7.3%

Value $29.97M Shares 29,667,000 Share Price $1.01 Est. Cost/Share $1.00 Unrealized @ Report Date —

— PROSPECT CAPITAL CORP 7.0%

Value $28.79M Shares 28,311,000 Share Price $1.02 Est. Cost/Share $1.00 Unrealized @ Report Date —

— BlackRock Capital investment Corp 6.9%

Value $28.49M Shares 27,744,000 Share Price $1.03 Est. Cost/Share $1.03 Unrealized @ Report Date —

— TICC Capital Corporation 6.1%

Value $25.26M Shares 25,098,000 Share Price $1.01 Est. Cost/Share $0.99 Unrealized @ Report Date —

— TPG Specialty Lending, Inc. 4.1%

Value $16.93M Shares 16,710,000 Share Price $1.01 Est. Cost/Share $1.01 Unrealized @ Report Date —

— Ares Capital Corporation 3.9%

Value $16.08M Shares 15,468,000 Share Price $1.04 Est. Cost/Share $1.02 Unrealized @ Report Date —

— Ares Capital Corporation 3.6%

Value $14.98M Shares 14,622,000 Share Price $1.02 Est. Cost/Share $1.03 Unrealized @ Report Date —

— PROSPECT CAPITAL CORP 2.7%

Value $11.13M Shares 11,740,000 Share Price $0.95 Est. Cost/Share $0.94 Unrealized @ Report Date —

— Nuance Communications, Inc. 1.1%

Value $4.368M Shares 4,335,000 Share Price $1.01 Est. Cost/Share $1.01 Unrealized @ Report Date —

— Shutterfly, Inc. 0.5%

Value $2.117M Shares 2,130,000 Share Price $0.99 Est. Cost/Share $1.00 Unrealized @ Report Date —

— Meritage Homes Corporation 0.5%

Value $2M Shares 2,000,000 Share Price $1.00 Est. Cost/Share $1.00 Unrealized @ Report Date —

— Toll Brothers Finance Corp 0.5%

Value $1.959M Shares 2,000,000 Share Price $0.98 Est. Cost/Share $0.98 Unrealized @ Report Date —

— Rovi Corporation 0.3%

Value $1.142M Shares 1,204,000 Share Price $0.95 Est. Cost/Share $0.96 Unrealized @ Report Date —

— CIENA CORP 0.2%

Value $993K Shares 1,000,000 Share Price $0.99 Est. Cost/Share $0.99 Unrealized @ Report Date —

— American Capital Ltd. 0.1%

Value $546K Shares 34,500 Share Price $15.83 Est. Cost/Share $12.17 Unrealized @ Report Date —

— Crossroads Capital, Inc. 0.1%

Value $434K Shares 210,891 Share Price $2.06 Est. Cost/Share $2.46 Unrealized @ Report Date —

SVVC Firsthand Technology Value Fund, Inc. 0.1%

Value $341K Shares 45,844 Share Price $7.44 Est. Cost/Share $11.71 Unrealized @ Report Date -36.4%

SLRC Solar Capital Ltd 0.1%

Value $284K Shares 14,900 Share Price $19.06 * Est. Cost/Share $6.66 Unrealized @ Report Date +11.0%

— BlackRock Capital investment Corp 0.1%

Value $216K Shares 27,700 Share Price $7.80 Est. Cost/Share $8.84 Unrealized @ Report Date —

— Chart Industries, Inc. 0.0%

Value $198K Shares 212,000 Share Price $0.93 Est. Cost/Share $0.93 Unrealized @ Report Date —

PSEC PROSPECT CAPITAL CORP 0.0%

Value $188K Shares 24,000 Share Price $7.83 * Est. Cost/Share $2.09 Unrealized @ Report Date +12.3%

— Iconix Brand Group, Inc. 0.0%

Value $147K Shares 21,700 Share Price $6.77 Est. Cost/Share $13.50 Unrealized @ Report Date —

HRZN Horizon Technology Finance 0.0%

Value $139K Shares 11,400 Share Price $12.19 * Est. Cost/Share $3.24 Unrealized @ Report Date +20.0%

— Alcentra Capital Corp 0.0%

Value $128K Shares 10,500 Share Price $12.19 Est. Cost/Share $11.62 Unrealized @ Report Date —

— Fifth Street Finance Corporation 0.0%

Value $123K Shares 25,400 Share Price $4.84 Est. Cost/Share $6.18 Unrealized @ Report Date —

Ticker	Issuer	Shares	Value	%	Share Price	Est. Cost/Share	Unrealized @ Report Date	Class	CUSIP
—	PROSPECT CAPITAL CORP	75,817,000	$76.16M	18.5%	$1.00	$1.03	—	CONVRT BOND	74348TAD4
—	PROSPECT CAPITAL CORP	43,688,000	$43.58M	10.6%	$1.00	$0.98	—	CONVRT BOND	74348TAM4
—	Ares Capital Corporation	37,685,000	$39.22M	9.5%	$1.04	$1.02	—	CONVRT BOND	04010LAM5
—	New Mountain Finance Corporation	34,734,000	$34.5M	8.4%	$0.99	$1.00	—	CONVRT BOND	647551AB6
—	TCP Capital Corp	29,800,000	$30.72M	7.5%	$1.03	$0.99	—	CONVRT BOND	87238QAB9
—	PROSPECT CAPITAL CORP	29,667,000	$29.97M	7.3%	$1.01	$1.00	—	CONVRT BOND	74348TAL6
—	PROSPECT CAPITAL CORP	28,311,000	$28.79M	7.0%	$1.02	$1.00	—	CONVRT BOND	74348TAK8
—	BlackRock Capital investment Corp	27,744,000	$28.49M	6.9%	$1.03	$1.03	—	CONVRT BOND	092533AB4
—	TICC Capital Corporation	25,098,000	$25.26M	6.1%	$1.01	$0.99	—	CONVRT BOND	87244TAB5
—	TPG Specialty Lending, Inc.	16,710,000	$16.93M	4.1%	$1.01	$1.01	—	CONVRT BOND	87265KAB8
—	Ares Capital Corporation	15,468,000	$16.08M	3.9%	$1.04	$1.02	—	CONVRT BOND	04010LAJ2
—	Ares Capital Corporation	14,622,000	$14.98M	3.6%	$1.02	$1.03	—	CONVRT BOND	04010LAG8
—	PROSPECT CAPITAL CORP	11,740,000	$11.13M	2.7%	$0.95	$0.94	—	CONVRT BOND	74348TAQ5
—	Nuance Communications, Inc.	4,335,000	$4.368M	1.1%	$1.01	$1.01	—	CONVRT BOND	67020YAF7
—	Shutterfly, Inc.	2,130,000	$2.117M	0.5%	$0.99	$1.00	—	CONVRT BOND	82568PAB2
—	Meritage Homes Corporation	2,000,000	$2M	0.5%	$1.00	$1.00	—	CONVRT BOND	59001AAR3
—	Toll Brothers Finance Corp	2,000,000	$1.959M	0.5%	$0.98	$0.98	—	CONVRT BOND	88947EAM2
—	Rovi Corporation	1,204,000	$1.142M	0.3%	$0.95	$0.96	—	CONVRT BOND	779376AD4
—	CIENA CORP	1,000,000	$993K	0.2%	$0.99	$0.99	—	CONVRT BOND	171779AE1
—	American Capital Ltd.	34,500	$546K	0.1%	$15.83	$12.17	—	COMMON	02503Y103
—	Crossroads Capital, Inc.	210,891	$434K	0.1%	$2.06	$2.46	—	COMMON	227656105
SVVC	Firsthand Technology Value Fund, Inc.	45,844	$341K	0.1%	$7.44	$11.71	-36.4%	COMMON	33766Y100
SLRC	Solar Capital Ltd	14,900	$284K	0.1%	$19.06 *	$6.66	+11.0%	COMMON	83413U100
—	BlackRock Capital investment Corp	27,700	$216K	0.1%	$7.80	$8.84	—	COMMON	092533108
—	Chart Industries, Inc.	212,000	$198K	0.0%	$0.93	$0.93	—	CONVRT BOND	16115QAC4
PSEC	PROSPECT CAPITAL CORP	24,000	$188K	0.0%	$7.83 *	$2.09	+12.3%	COMMON	74348T102
—	Iconix Brand Group, Inc.	21,700	$147K	0.0%	$6.77	$13.50	—	COMMON	451055107
HRZN	Horizon Technology Finance	11,400	$139K	0.0%	$12.19 *	$3.24	+20.0%	COMMON	44045A102
—	Alcentra Capital Corp	10,500	$128K	0.0%	$12.19	$11.62	—	COMMON	01374T102
—	Fifth Street Finance Corporation	25,400	$123K	0.0%	$4.84	$6.18	—	COMMON	31678A103