Radcliffe Capital Management, L.P. Diversified Active

Location: Bala Cynwyd, PA

CIK: 0001218275 · Show all filings

Period: Q4 2016 (← Previous) (Next →)

Filing Date: Feb 14, 2017

Total Value: $458M (0.5% shares, 99.5% debt)

Holdings (27)

— PROSPECT CAPITAL CORP 10.3%

Value $47.27M Shares 46,188,000 Share Price $1.02 Est. Cost/Share $0.98 Unrealized @ Report Date —

— New Mountain Finance Corporation 10.1%

Value $46.24M Shares 44,734,000 Share Price $1.03 Est. Cost/Share $1.01 Unrealized @ Report Date —

— PROSPECT CAPITAL CORP 9.8%

Value $44.68M Shares 43,541,000 Share Price $1.03 Est. Cost/Share $1.01 Unrealized @ Report Date —

— Ares Capital Corporation 7.4%

Value $33.91M Shares 32,685,000 Share Price $1.04 Est. Cost/Share $1.02 Unrealized @ Report Date —

— Chart Industries, Inc. 7.4%

Value $33.73M Shares 34,347,000 Share Price $0.98 Est. Cost/Share $0.98 Unrealized @ Report Date —

— TICC Capital Corporation 7.2%

Value $33.17M Shares 32,598,000 Share Price $1.02 Est. Cost/Share $1.00 Unrealized @ Report Date —

— BlackRock Capital Investment Corp 6.9%

Value $31.79M Shares 30,943,000 Share Price $1.03 Est. Cost/Share $1.03 Unrealized @ Report Date —

— TCP Capital Corp 6.8%

Value $31.07M Shares 29,800,000 Share Price $1.04 Est. Cost/Share $0.99 Unrealized @ Report Date —

— Web.com Group Inc 6.7%

Value $30.54M Shares 31,591,000 Share Price $0.97 Est. Cost/Share $0.95 Unrealized @ Report Date —

— PROSPECT CAPITAL CORP 6.2%

Value $28.53M Shares 27,934,000 Share Price $1.02 Est. Cost/Share $1.00 Unrealized @ Report Date —

— TPG Specialty Lending, Inc. 4.2%

Value $19.15M Shares 18,710,000 Share Price $1.02 Est. Cost/Share $1.01 Unrealized @ Report Date —

— Ares Capital Corporation 4.1%

Value $18.58M Shares 18,101,000 Share Price $1.03 Est. Cost/Share $1.02 Unrealized @ Report Date —

— PROSPECT CAPITAL CORP 3.6%

Value $16.38M Shares 16,740,000 Share Price $0.98 Est. Cost/Share $0.95 Unrealized @ Report Date —

— Meritage Homes Corporation 3.2%

Value $14.46M Shares 14,534,000 Share Price $1.00 Est. Cost/Share $1.00 Unrealized @ Report Date —

— Ares Capital Corporation 2.7%

Value $12.51M Shares 12,432,000 Share Price $1.01 Est. Cost/Share $1.03 Unrealized @ Report Date —

— Toll Brothers 1.5%

Value $7.029M Shares 7,142,000 Share Price $0.98 Est. Cost/Share $0.98 Unrealized @ Report Date —

— Nuance Communications, Inc. 1.0%

Value $4.363M Shares 4,335,000 Share Price $1.01 Est. Cost/Share $1.01 Unrealized @ Report Date —

— TiVo Corporation 0.3%

Value $1.22M Shares 1,204,000 Share Price $1.01 Est. Cost/Share $0.96 Unrealized @ Report Date —

— CIENA CORP 0.2%

Value $998K Shares 1,000,000 Share Price $1.00 Est. Cost/Share $0.99 Unrealized @ Report Date —

— American Capital Ltd. 0.1%

Value $618K Shares 34,500 Share Price $17.91 Est. Cost/Share $12.17 Unrealized @ Report Date —

— Crossroads Capital, Inc. 0.1%

Value $489K Shares 229,641 Share Price $2.13 Est. Cost/Share $2.44 Unrealized @ Report Date —

SVVC Firsthand Technology Value Fund, Inc. 0.1%

Value $352K Shares 45,844 Share Price $7.68 * Est. Cost/Share $11.71 Unrealized @ Report Date -31.8%

— Iconix Brand Group, Inc. 0.0%

Value $203K Shares 21,700 Share Price $9.35 Est. Cost/Share $13.50 Unrealized @ Report Date —

PSEC PROSPECT CAPITAL CORP 0.0%

Value $200K Shares 24,000 Share Price $8.33 * Est. Cost/Share $2.09 Unrealized @ Report Date +27.3%

— BlackRock Capital Investment Corp 0.0%

Value $193K Shares 27,700 Share Price $6.97 Est. Cost/Share $8.84 Unrealized @ Report Date —

MFIN Medallion Financial Corp 0.0%

Value $137K Shares 45,430 Share Price $3.02 Est. Cost/Share $4.72 Unrealized @ Report Date -36.4%

— Fifth Street Finance Corporation 0.0%

Value $136K Shares 25,400 Share Price $5.35 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	46,188,000	$47.27M	10.3%	$1.02	$0.98	—	CONVRT BOND	74348TAM4
—	New Mountain Finance Corporation	44,734,000	$46.24M	10.1%	$1.03	$1.01	—	CONVRT BOND	647551AB6
—	PROSPECT CAPITAL CORP	43,541,000	$44.68M	9.8%	$1.03	$1.01	—	CONVRT BOND	74348TAL6
—	Ares Capital Corporation	32,685,000	$33.91M	7.4%	$1.04	$1.02	—	CONVRT BOND	04010LAM5
—	Chart Industries, Inc.	34,347,000	$33.73M	7.4%	$0.98	$0.98	—	CONVRT BOND	16115QAC4
—	TICC Capital Corporation	32,598,000	$33.17M	7.2%	$1.02	$1.00	—	CONVRT BOND	87244TAB5
—	BlackRock Capital Investment Corp	30,943,000	$31.79M	6.9%	$1.03	$1.03	—	CONVRT BOND	092533AB4
—	TCP Capital Corp	29,800,000	$31.07M	6.8%	$1.04	$0.99	—	CONVRT BOND	87238QAB9
—	Web.com Group Inc	31,591,000	$30.54M	6.7%	$0.97	$0.95	—	CONVRT BOND	94733AAA2
—	PROSPECT CAPITAL CORP	27,934,000	$28.53M	6.2%	$1.02	$1.00	—	CONVRT BOND	74348TAK8
—	TPG Specialty Lending, Inc.	18,710,000	$19.15M	4.2%	$1.02	$1.01	—	CONVRT BOND	87265KAB8
—	Ares Capital Corporation	18,101,000	$18.58M	4.1%	$1.03	$1.02	—	CONVRT BOND	04010LAJ2
—	PROSPECT CAPITAL CORP	16,740,000	$16.38M	3.6%	$0.98	$0.95	—	CONVRT BOND	74348TAQ5
—	Meritage Homes Corporation	14,534,000	$14.46M	3.2%	$1.00	$1.00	—	CONVRT BOND	59001AAR3
—	Ares Capital Corporation	12,432,000	$12.51M	2.7%	$1.01	$1.03	—	CONVRT BOND	04010LAG8
—	Toll Brothers	7,142,000	$7.029M	1.5%	$0.98	$0.98	—	CONVRT BOND	88947EAM2
—	Nuance Communications, Inc.	4,335,000	$4.363M	1.0%	$1.01	$1.01	—	CONVRT BOND	67020YAF7
—	TiVo Corporation	1,204,000	$1.22M	0.3%	$1.01	$0.96	—	CONVRT BOND	779376AD4
—	CIENA CORP	1,000,000	$998K	0.2%	$1.00	$0.99	—	CONVRT BOND	171779AE1
—	American Capital Ltd.	34,500	$618K	0.1%	$17.91	$12.17	—	COMMON	02503Y103
—	Crossroads Capital, Inc.	229,641	$489K	0.1%	$2.13	$2.44	—	COMMON	227656105
SVVC	Firsthand Technology Value Fund, Inc.	45,844	$352K	0.1%	$7.68 *	$11.71	-31.8%	COMMON	33766Y100
—	Iconix Brand Group, Inc.	21,700	$203K	0.0%	$9.35	$13.50	—	COMMON	451055107
PSEC	PROSPECT CAPITAL CORP	24,000	$200K	0.0%	$8.33 *	$2.09	+27.3%	COMMON	74348T102
—	BlackRock Capital Investment Corp	27,700	$193K	0.0%	$6.97	$8.84	—	COMMON	092533108
MFIN	Medallion Financial Corp	45,430	$137K	0.0%	$3.02	$4.72	-36.4%	COMMON	583928106
—	Fifth Street Finance Corporation	25,400	$136K	0.0%	$5.35	$6.18	—	COMMON	31678A103