Radcliffe Capital Management

Radcliffe Capital Management as of Sept. 30, 2011

Portfolio Holdings for Radcliffe Capital Management

Radcliffe Capital Management holds 32 positions in its portfolio as reported in the September 2011 quarterly 13F filing

Company (Ticker) Portfolio Weight Valued At Change in Shares Share Count Share Price
Advanced Micro Devices Inc note 5.750% 8/1 11.3 $68M 67M 1.01
Level 3 Communications Inc note 3.500% 6/1 11.2 $67M 68M 0.99
Lucent Technologies Inc dbcv 2.875% 6/1 10.8 $65M 70M 0.93
Capitalsource Inc note 7.250% 7/1 10.3 $62M 61M 1.02
Sunpower Corp dbcv 1.250% 2/1 9.6 $58M 59M 0.99
Sandisk Corp note 1.000% 5/1 9.6 $58M 59M 0.97
Cal Dive Intl Inc note 3.250%12/1 8.8 $53M 53M 0.99
Conceptus Inc note 2.250% 2/1 3.3 $20M 20M 0.99
Pantry Inc note 3.000%11/1 3.1 $18M 19M 0.98
Euronet Worldwide Inc note 3.500%10/1 3.0 $18M 18M 1.00
Kemet Corp convrt bond 2.7 $16M 16M 1.00
Gencorp Inc sdcv 2.250%11/1 2.6 $16M 16M 1.00
Affymetrix Inc note 3.500% 1/1 2.4 $15M 15M 1.00
Standard Pac Corp note 6.000%10/0 2.1 $12M 12M 1.02
Greenbrier Cos Inc note 2.375% 5/1 2.0 $12M 13M 0.94
Lecroy Corp note 4.000%10/1 1.1 $6.5M 6.5M 1.00
School Specialty Inc sdcv 3.750%11/3 0.9 $5.2M 5.2M 1.00
Transocean Inc note 1.500%12/1 0.8 $5.1M 5.1M 1.00
Lucent Technologies Inc dbcv 2.750% 6/1 0.8 $5.1M 6.0M 0.85
PHARMACEUTICALS INC Jazz Technologies note 8.000%12/3 0.8 $4.6M 4.6M 1.00
Charming Shoppes Inc note 1.125% 5/0 0.6 $3.4M 4.0M 0.86
Goodrich Pete Corp note 3.250%12/0 0.5 $2.8M 2.8M 1.00
Spartan Stores Inc note 3.375% 5/1 0.3 $1.7M 1.8M 0.94
Mf Global Hldgs Ltd note 3.375% 8/0 0.3 $1.6M 2.0M 0.79
Iconix Brand Group Inc note 1.875% 6/3 0.2 $1.5M 1.5M 0.99
Avatar Hldgs Inc note 7.500% 2/1 0.2 $1.4M 1.5M 0.96
Nash Finch Co frnt 1.631% 3/1 0.2 $1.3M 2.9M 0.44
Powerwave Technologies Inc note 3.875%10/0 0.2 $988k 1.2M 0.83
Mf Global Ltd note 9.000% 6/2 0.2 $959k 905k 1.06
Thq Inc note 5.000% 8/1 0.1 $860k 1.0M 0.86
Energy Conversion Devices In note 3.000% 6/1 0.1 $575k 1.3M 0.46
Identive 0.0 $117k 59k 1.99