Radcliffe Capital Management, L.P. Diversified Active

CIK: 0001218275 · Show all filings

Period: Q3 2016 (← Previous) (Next →)

Filing Date: Nov 14, 2016

Total Value ($000): $412,656 (0.5% shares, 99.5% debt)

Holdings (27)

— New Mountain Finance Corporation 11.1%

Value ($000) $45,975 Shares 44,734,000 Est. Cost $1.01 Unrealized —

— PROSPECT CAPITAL CORP 10.9%

Value ($000) $44,850 Shares 43,688,000 Est. Cost $0.98 Unrealized —

— PROSPECT CAPITAL CORP 10.9%

Value ($000) $44,805 Shares 43,541,000 Est. Cost $1.01 Unrealized —

— Ares Capital Corporation 8.3%

Value ($000) $34,188 Shares 32,685,000 Est. Cost $1.02 Unrealized —

— TICC Capital Corporation 8.1%

Value ($000) $33,270 Shares 32,598,000 Est. Cost $1.00 Unrealized —

— TCP Capital Corp 7.5%

Value ($000) $31,127 Shares 29,800,000 Est. Cost $0.99 Unrealized —

— BlackRock Capital Investment Corp 7.0%

Value ($000) $28,720 Shares 27,744,000 Est. Cost $1.03 Unrealized —

— PROSPECT CAPITAL CORP 6.7%

Value ($000) $27,637 Shares 26,934,000 Est. Cost $1.00 Unrealized —

— Web.com Group Inc 5.0%

Value ($000) $20,456 Shares 21,591,000 Est. Cost $0.95 Unrealized —

— Ares Capital Corporation 4.5%

Value ($000) $18,755 Shares 18,101,000 Est. Cost $1.02 Unrealized —

— Chart Industries, Inc. 4.2%

Value ($000) $17,489 Shares 17,788,000 Est. Cost $0.98 Unrealized —

— TPG Specialty Lending, Inc. 4.2%

Value ($000) $17,159 Shares 16,710,000 Est. Cost $1.01 Unrealized —

— PROSPECT CAPITAL CORP 4.0%

Value ($000) $16,536 Shares 16,740,000 Est. Cost $0.95 Unrealized —

— Ares Capital Corporation 3.6%

Value ($000) $14,838 Shares 14,622,000 Est. Cost $1.03 Unrealized —

— Toll Brothers Fin Corp 1.2%

Value ($000) $4,915 Shares 5,000,000 Est. Cost $0.98 Unrealized —

— Nuance Communications, Inc. 1.1%

Value ($000) $4,365 Shares 4,335,000 Est. Cost $1.01 Unrealized —

— Meritage Homes Corporation 0.8%

Value ($000) $3,102 Shares 3,105,000 Est. Cost $1.00 Unrealized —

— Rovi Corporation 0.3%

Value ($000) $1,205 Shares 1,204,000 Est. Cost $0.96 Unrealized —

— CIENA CORP 0.2%

Value ($000) $997 Shares 1,000,000 Est. Cost $0.99 Unrealized —

— American Capital Ltd. 0.1%

Value ($000) $583 Shares 34,500 Est. Cost $12.17 Unrealized —

— Crossroads Capital, Inc. 0.1%

Value ($000) $385 Shares 212,691 Est. Cost $2.46 Unrealized —

SVVC Firsthand Technology Value Fund, Inc. 0.1%

Value ($000) $360 Shares 45,844 Est. Cost $11.71 Unrealized -38.2%

— BlackRock Capital Investment Corp 0.1%

Value ($000) $229 Shares 27,700 Est. Cost $8.84 Unrealized —

PSEC PROSPECT CAPITAL CORP 0.0%

Value ($000) $194 Shares 24,000 Est. Cost $2.09 Unrealized +27.0%

MFIN Medallion Financial Corp 0.0%

Value ($000) $192 Shares 45,430 Est. Cost $4.72 Unrealized 0.0%

— Iconix Brand Group, Inc. 0.0%

Value ($000) $176 Shares 21,700 Est. Cost $13.50 Unrealized —

— Fifth Street Finance Corporation 0.0%

Value ($000) $148 Shares 25,400 Est. Cost $6.18 Unrealized —

Ticker	Issuer	Shares	Value ($000)	%	Est. Cost	Unrealized	Class	CUSIP
—	New Mountain Finance Corporation	44,734,000	$45,975	11.1%	$1.01	—	CONVRT BOND	647551AB6
—	PROSPECT CAPITAL CORP	43,688,000	$44,850	10.9%	$0.98	—	CONVRT BOND	74348TAM4
—	PROSPECT CAPITAL CORP	43,541,000	$44,805	10.9%	$1.01	—	CONVRT BOND	74348TAL6
—	Ares Capital Corporation	32,685,000	$34,188	8.3%	$1.02	—	CONVRT BOND	04010LAM5
—	TICC Capital Corporation	32,598,000	$33,270	8.1%	$1.00	—	CONVRT BOND	87244TAB5
—	TCP Capital Corp	29,800,000	$31,127	7.5%	$0.99	—	CONVRT BOND	87238QAB9
—	BlackRock Capital Investment Corp	27,744,000	$28,720	7.0%	$1.03	—	CONVRT BOND	092533AB4
—	PROSPECT CAPITAL CORP	26,934,000	$27,637	6.7%	$1.00	—	CONVRT BOND	74348TAK8
—	Web.com Group Inc	21,591,000	$20,456	5.0%	$0.95	—	CONVRT BOND	94733AAA2
—	Ares Capital Corporation	18,101,000	$18,755	4.5%	$1.02	—	CONVRT BOND	04010LAJ2
—	Chart Industries, Inc.	17,788,000	$17,489	4.2%	$0.98	—	CONVRT BOND	16115QAC4
—	TPG Specialty Lending, Inc.	16,710,000	$17,159	4.2%	$1.01	—	CONVRT BOND	87265KAB8
—	PROSPECT CAPITAL CORP	16,740,000	$16,536	4.0%	$0.95	—	CONVRT BOND	74348TAQ5
—	Ares Capital Corporation	14,622,000	$14,838	3.6%	$1.03	—	CONVRT BOND	04010LAG8
—	Toll Brothers Fin Corp	5,000,000	$4,915	1.2%	$0.98	—	CONVRT BOND	88947EAM2
—	Nuance Communications, Inc.	4,335,000	$4,365	1.1%	$1.01	—	CONVRT BOND	67020YAF7
—	Meritage Homes Corporation	3,105,000	$3,102	0.8%	$1.00	—	CONVRT BOND	59001AAR3
—	Rovi Corporation	1,204,000	$1,205	0.3%	$0.96	—	CONVRT BOND	779376AD4
—	CIENA CORP	1,000,000	$997	0.2%	$0.99	—	CONVRT BOND	171779AE1
—	American Capital Ltd.	34,500	$583	0.1%	$12.17	—	COMMON	02503Y103
—	Crossroads Capital, Inc.	212,691	$385	0.1%	$2.46	—	COMMON	227656105
SVVC	Firsthand Technology Value Fund, Inc.	45,844	$360	0.1%	$11.71	-38.2%	COMMON	33766Y100
—	BlackRock Capital Investment Corp	27,700	$229	0.1%	$8.84	—	COMMON	092533108
PSEC	PROSPECT CAPITAL CORP	24,000	$194	0.0%	$2.09	+27.0%	COMMON	74348T102
MFIN	Medallion Financial Corp	45,430	$192	0.0%	$4.72	0.0%	COMMON	583928106
—	Iconix Brand Group, Inc.	21,700	$176	0.0%	$13.50	—	COMMON	451055107
—	Fifth Street Finance Corporation	25,400	$148	0.0%	$6.18	—	COMMON	31678A103