Radcliffe Capital Management, L.P. Diversified Active

Location: Bala Cynwyd, PA

CIK: 0001218275 · Show all filings

Period: Q3 2016 (← Previous) (Next →)

Filing Date: Nov 14, 2016

Total Value: $413M (0.5% shares, 99.5% debt)

Holdings (27)

— New Mountain Finance Corporation 11.1%

Value $45.98M Shares 44,734,000 Share Price $1.03 Est. Cost/Share $1.01 Unrealized @ Report Date —

— PROSPECT CAPITAL CORP 10.9%

Value $44.85M Shares 43,688,000 Share Price $1.03 Est. Cost/Share $0.98 Unrealized @ Report Date —

— PROSPECT CAPITAL CORP 10.9%

Value $44.8M Shares 43,541,000 Share Price $1.03 Est. Cost/Share $1.01 Unrealized @ Report Date —

— Ares Capital Corporation 8.3%

Value $34.19M Shares 32,685,000 Share Price $1.05 Est. Cost/Share $1.02 Unrealized @ Report Date —

— TICC Capital Corporation 8.1%

Value $33.27M Shares 32,598,000 Share Price $1.02 Est. Cost/Share $1.00 Unrealized @ Report Date —

— TCP Capital Corp 7.5%

Value $31.13M Shares 29,800,000 Share Price $1.04 Est. Cost/Share $0.99 Unrealized @ Report Date —

— BlackRock Capital Investment Corp 7.0%

Value $28.72M Shares 27,744,000 Share Price $1.04 Est. Cost/Share $1.03 Unrealized @ Report Date —

— PROSPECT CAPITAL CORP 6.7%

Value $27.64M Shares 26,934,000 Share Price $1.03 Est. Cost/Share $1.00 Unrealized @ Report Date —

— Web.com Group Inc 5.0%

Value $20.46M Shares 21,591,000 Share Price $0.95 Est. Cost/Share $0.95 Unrealized @ Report Date —

— Ares Capital Corporation 4.5%

Value $18.75M Shares 18,101,000 Share Price $1.04 Est. Cost/Share $1.02 Unrealized @ Report Date —

— Chart Industries, Inc. 4.2%

Value $17.49M Shares 17,788,000 Share Price $0.98 Est. Cost/Share $0.98 Unrealized @ Report Date —

— TPG Specialty Lending, Inc. 4.2%

Value $17.16M Shares 16,710,000 Share Price $1.03 Est. Cost/Share $1.01 Unrealized @ Report Date —

— PROSPECT CAPITAL CORP 4.0%

Value $16.54M Shares 16,740,000 Share Price $0.99 Est. Cost/Share $0.95 Unrealized @ Report Date —

— Ares Capital Corporation 3.6%

Value $14.84M Shares 14,622,000 Share Price $1.01 Est. Cost/Share $1.03 Unrealized @ Report Date —

— Toll Brothers Fin Corp 1.2%

Value $4.915M Shares 5,000,000 Share Price $0.98 Est. Cost/Share $0.98 Unrealized @ Report Date —

— Nuance Communications, Inc. 1.1%

Value $4.365M Shares 4,335,000 Share Price $1.01 Est. Cost/Share $1.01 Unrealized @ Report Date —

— Meritage Homes Corporation 0.8%

Value $3.102M Shares 3,105,000 Share Price $1.00 Est. Cost/Share $1.00 Unrealized @ Report Date —

— Rovi Corporation 0.3%

Value $1.205M Shares 1,204,000 Share Price $1.00 Est. Cost/Share $0.96 Unrealized @ Report Date —

— CIENA CORP 0.2%

Value $997K Shares 1,000,000 Share Price $1.00 Est. Cost/Share $0.99 Unrealized @ Report Date —

— American Capital Ltd. 0.1%

Value $583K Shares 34,500 Share Price $16.90 Est. Cost/Share $12.17 Unrealized @ Report Date —

— Crossroads Capital, Inc. 0.1%

Value $385K Shares 212,691 Share Price $1.81 Est. Cost/Share $2.46 Unrealized @ Report Date —

SVVC Firsthand Technology Value Fund, Inc. 0.1%

Value $360K Shares 45,844 Share Price $7.85 * Est. Cost/Share $11.71 Unrealized @ Report Date -38.2%

— BlackRock Capital Investment Corp 0.1%

Value $229K Shares 27,700 Share Price $8.27 Est. Cost/Share $8.84 Unrealized @ Report Date —

PSEC PROSPECT CAPITAL CORP 0.0%

Value $194K Shares 24,000 Share Price $8.08 * Est. Cost/Share $2.09 Unrealized @ Report Date +27.0%

MFIN Medallion Financial Corp 0.0%

Value $192K Shares 45,430 Share Price $4.23 * Est. Cost/Share $4.72 Unrealized @ Report Date 0.0%

— Iconix Brand Group, Inc. 0.0%

Value $176K Shares 21,700 Share Price $8.11 Est. Cost/Share $13.50 Unrealized @ Report Date —

— Fifth Street Finance Corporation 0.0%

Value $148K Shares 25,400 Share Price $5.83 Est. Cost/Share $6.18 Unrealized @ Report Date —

Ticker	Issuer	Shares	Value	%	Share Price	Est. Cost/Share	Unrealized @ Report Date	Class	CUSIP
—	New Mountain Finance Corporation	44,734,000	$45.98M	11.1%	$1.03	$1.01	—	CONVRT BOND	647551AB6
—	PROSPECT CAPITAL CORP	43,688,000	$44.85M	10.9%	$1.03	$0.98	—	CONVRT BOND	74348TAM4
—	PROSPECT CAPITAL CORP	43,541,000	$44.8M	10.9%	$1.03	$1.01	—	CONVRT BOND	74348TAL6
—	Ares Capital Corporation	32,685,000	$34.19M	8.3%	$1.05	$1.02	—	CONVRT BOND	04010LAM5
—	TICC Capital Corporation	32,598,000	$33.27M	8.1%	$1.02	$1.00	—	CONVRT BOND	87244TAB5
—	TCP Capital Corp	29,800,000	$31.13M	7.5%	$1.04	$0.99	—	CONVRT BOND	87238QAB9
—	BlackRock Capital Investment Corp	27,744,000	$28.72M	7.0%	$1.04	$1.03	—	CONVRT BOND	092533AB4
—	PROSPECT CAPITAL CORP	26,934,000	$27.64M	6.7%	$1.03	$1.00	—	CONVRT BOND	74348TAK8
—	Web.com Group Inc	21,591,000	$20.46M	5.0%	$0.95	$0.95	—	CONVRT BOND	94733AAA2
—	Ares Capital Corporation	18,101,000	$18.75M	4.5%	$1.04	$1.02	—	CONVRT BOND	04010LAJ2
—	Chart Industries, Inc.	17,788,000	$17.49M	4.2%	$0.98	$0.98	—	CONVRT BOND	16115QAC4
—	TPG Specialty Lending, Inc.	16,710,000	$17.16M	4.2%	$1.03	$1.01	—	CONVRT BOND	87265KAB8
—	PROSPECT CAPITAL CORP	16,740,000	$16.54M	4.0%	$0.99	$0.95	—	CONVRT BOND	74348TAQ5
—	Ares Capital Corporation	14,622,000	$14.84M	3.6%	$1.01	$1.03	—	CONVRT BOND	04010LAG8
—	Toll Brothers Fin Corp	5,000,000	$4.915M	1.2%	$0.98	$0.98	—	CONVRT BOND	88947EAM2
—	Nuance Communications, Inc.	4,335,000	$4.365M	1.1%	$1.01	$1.01	—	CONVRT BOND	67020YAF7
—	Meritage Homes Corporation	3,105,000	$3.102M	0.8%	$1.00	$1.00	—	CONVRT BOND	59001AAR3
—	Rovi Corporation	1,204,000	$1.205M	0.3%	$1.00	$0.96	—	CONVRT BOND	779376AD4
—	CIENA CORP	1,000,000	$997K	0.2%	$1.00	$0.99	—	CONVRT BOND	171779AE1
—	American Capital Ltd.	34,500	$583K	0.1%	$16.90	$12.17	—	COMMON	02503Y103
—	Crossroads Capital, Inc.	212,691	$385K	0.1%	$1.81	$2.46	—	COMMON	227656105
SVVC	Firsthand Technology Value Fund, Inc.	45,844	$360K	0.1%	$7.85 *	$11.71	-38.2%	COMMON	33766Y100
—	BlackRock Capital Investment Corp	27,700	$229K	0.1%	$8.27	$8.84	—	COMMON	092533108
PSEC	PROSPECT CAPITAL CORP	24,000	$194K	0.0%	$8.08 *	$2.09	+27.0%	COMMON	74348T102
MFIN	Medallion Financial Corp	45,430	$192K	0.0%	$4.23 *	$4.72	0.0%	COMMON	583928106
—	Iconix Brand Group, Inc.	21,700	$176K	0.0%	$8.11	$13.50	—	COMMON	451055107
—	Fifth Street Finance Corporation	25,400	$148K	0.0%	$5.83	$6.18	—	COMMON	31678A103