Radcliffe Capital Management, L.P. Diversified Active

CIK: 0001218275 · Show all filings

Period: Q4 2016 (← Previous) (Next →)

Filing Date: Feb 14, 2017

Total Value ($000): $457,961 (0.5% shares, 99.5% debt)

Holdings (27)

— PROSPECT CAPITAL CORP 10.3%

Value ($000) $47,273 Shares 46,188,000 Est. Cost $0.98 Unrealized —

— New Mountain Finance Corporation 10.1%

Value ($000) $46,244 Shares 44,734,000 Est. Cost $1.01 Unrealized —

— PROSPECT CAPITAL CORP 9.8%

Value ($000) $44,684 Shares 43,541,000 Est. Cost $1.01 Unrealized —

— Ares Capital Corporation 7.4%

Value ($000) $33,911 Shares 32,685,000 Est. Cost $1.02 Unrealized —

— Chart Industries, Inc. 7.4%

Value ($000) $33,727 Shares 34,347,000 Est. Cost $0.98 Unrealized —

— TICC Capital Corporation 7.2%

Value ($000) $33,168 Shares 32,598,000 Est. Cost $1.00 Unrealized —

— BlackRock Capital Investment Corp 6.9%

Value ($000) $31,794 Shares 30,943,000 Est. Cost $1.03 Unrealized —

— TCP Capital Corp 6.8%

Value ($000) $31,067 Shares 29,800,000 Est. Cost $0.99 Unrealized —

— Web.com Group Inc 6.7%

Value ($000) $30,538 Shares 31,591,000 Est. Cost $0.95 Unrealized —

— PROSPECT CAPITAL CORP 6.2%

Value ($000) $28,528 Shares 27,934,000 Est. Cost $1.00 Unrealized —

— TPG Specialty Lending, Inc. 4.2%

Value ($000) $19,154 Shares 18,710,000 Est. Cost $1.01 Unrealized —

— Ares Capital Corporation 4.1%

Value ($000) $18,576 Shares 18,101,000 Est. Cost $1.02 Unrealized —

— PROSPECT CAPITAL CORP 3.6%

Value ($000) $16,384 Shares 16,740,000 Est. Cost $0.95 Unrealized —

— Meritage Homes Corporation 3.2%

Value ($000) $14,465 Shares 14,534,000 Est. Cost $1.00 Unrealized —

— Ares Capital Corporation 2.7%

Value ($000) $12,510 Shares 12,432,000 Est. Cost $1.03 Unrealized —

— Toll Brothers 1.5%

Value ($000) $7,029 Shares 7,142,000 Est. Cost $0.98 Unrealized —

— Nuance Communications, Inc. 1.0%

Value ($000) $4,363 Shares 4,335,000 Est. Cost $1.01 Unrealized —

— TiVo Corporation 0.3%

Value ($000) $1,220 Shares 1,204,000 Est. Cost $0.96 Unrealized —

— CIENA CORP 0.2%

Value ($000) $998 Shares 1,000,000 Est. Cost $0.99 Unrealized —

— American Capital Ltd. 0.1%

Value ($000) $618 Shares 34,500 Est. Cost $12.17 Unrealized —

— Crossroads Capital, Inc. 0.1%

Value ($000) $489 Shares 229,641 Est. Cost $2.44 Unrealized —

SVVC Firsthand Technology Value Fund, Inc. 0.1%

Value ($000) $352 Shares 45,844 Est. Cost $11.71 Unrealized -31.8%

— Iconix Brand Group, Inc. 0.0%

Value ($000) $203 Shares 21,700 Est. Cost $13.50 Unrealized —

PSEC PROSPECT CAPITAL CORP 0.0%

Value ($000) $200 Shares 24,000 Est. Cost $2.09 Unrealized +27.3%

— BlackRock Capital Investment Corp 0.0%

Value ($000) $193 Shares 27,700 Est. Cost $8.84 Unrealized —

MFIN Medallion Financial Corp 0.0%

Value ($000) $137 Shares 45,430 Est. Cost $4.72 Unrealized -36.4%

— Fifth Street Finance Corporation 0.0%

Value ($000) $136 Shares 25,400 Est. Cost $6.18 Unrealized —

Ticker	Issuer	Shares	Value ($000)	%	Est. Cost	Unrealized	Class	CUSIP
—	PROSPECT CAPITAL CORP	46,188,000	$47,273	10.3%	$0.98	—	CONVRT BOND	74348TAM4
—	New Mountain Finance Corporation	44,734,000	$46,244	10.1%	$1.01	—	CONVRT BOND	647551AB6
—	PROSPECT CAPITAL CORP	43,541,000	$44,684	9.8%	$1.01	—	CONVRT BOND	74348TAL6
—	Ares Capital Corporation	32,685,000	$33,911	7.4%	$1.02	—	CONVRT BOND	04010LAM5
—	Chart Industries, Inc.	34,347,000	$33,727	7.4%	$0.98	—	CONVRT BOND	16115QAC4
—	TICC Capital Corporation	32,598,000	$33,168	7.2%	$1.00	—	CONVRT BOND	87244TAB5
—	BlackRock Capital Investment Corp	30,943,000	$31,794	6.9%	$1.03	—	CONVRT BOND	092533AB4
—	TCP Capital Corp	29,800,000	$31,067	6.8%	$0.99	—	CONVRT BOND	87238QAB9
—	Web.com Group Inc	31,591,000	$30,538	6.7%	$0.95	—	CONVRT BOND	94733AAA2
—	PROSPECT CAPITAL CORP	27,934,000	$28,528	6.2%	$1.00	—	CONVRT BOND	74348TAK8
—	TPG Specialty Lending, Inc.	18,710,000	$19,154	4.2%	$1.01	—	CONVRT BOND	87265KAB8
—	Ares Capital Corporation	18,101,000	$18,576	4.1%	$1.02	—	CONVRT BOND	04010LAJ2
—	PROSPECT CAPITAL CORP	16,740,000	$16,384	3.6%	$0.95	—	CONVRT BOND	74348TAQ5
—	Meritage Homes Corporation	14,534,000	$14,465	3.2%	$1.00	—	CONVRT BOND	59001AAR3
—	Ares Capital Corporation	12,432,000	$12,510	2.7%	$1.03	—	CONVRT BOND	04010LAG8
—	Toll Brothers	7,142,000	$7,029	1.5%	$0.98	—	CONVRT BOND	88947EAM2
—	Nuance Communications, Inc.	4,335,000	$4,363	1.0%	$1.01	—	CONVRT BOND	67020YAF7
—	TiVo Corporation	1,204,000	$1,220	0.3%	$0.96	—	CONVRT BOND	779376AD4
—	CIENA CORP	1,000,000	$998	0.2%	$0.99	—	CONVRT BOND	171779AE1
—	American Capital Ltd.	34,500	$618	0.1%	$12.17	—	COMMON	02503Y103
—	Crossroads Capital, Inc.	229,641	$489	0.1%	$2.44	—	COMMON	227656105
SVVC	Firsthand Technology Value Fund, Inc.	45,844	$352	0.1%	$11.71	-31.8%	COMMON	33766Y100
—	Iconix Brand Group, Inc.	21,700	$203	0.0%	$13.50	—	COMMON	451055107
PSEC	PROSPECT CAPITAL CORP	24,000	$200	0.0%	$2.09	+27.3%	COMMON	74348T102
—	BlackRock Capital Investment Corp	27,700	$193	0.0%	$8.84	—	COMMON	092533108
MFIN	Medallion Financial Corp	45,430	$137	0.0%	$4.72	-36.4%	COMMON	583928106
—	Fifth Street Finance Corporation	25,400	$136	0.0%	$6.18	—	COMMON	31678A103