Radcliffe Capital Management

Radcliffe Capital Management as of March 31, 2015

Portfolio Holdings for Radcliffe Capital Management

Radcliffe Capital Management holds 18 positions in its portfolio as reported in the March 2015 quarterly 13F filing

Company (Ticker) Portfolio Weight Valued At Change in Shares Share Count Share Price
Prospect Capital Corp Convrt Bond (Principal) 23.4 $62M 61M 1.03
Ares Capital Corp Convrt Bond (Principal) 12.2 $33M 31M 1.03
Apollo Investment Corp Convrt Bond (Principal) 10.9 $29M 28M 1.03
Fifth Street Finance Corp Convrt Bond (Principal) 9.0 $24M 23M 1.02
Ares Capital Corp Convrt Bond (Principal) 8.7 $23M 22M 1.04
Prospect Capital Corp Convrt Bond (Principal) 6.4 $17M 17M 1.02
Prospect Capital Corp Convrt Bond (Principal) 6.3 $17M 17M 1.02
Prospect Capital Corp Convrt Bond (Principal) 6.1 $16M 16M 1.02
Prospect Capital Corp Convrt Bond (Principal) 5.7 $15M 15M 1.03
Ares Capital Corp Convrt Bond (Principal) 3.8 $10M 9.6M 1.04
Ares Capital Corp Convrt Bond (Principal) 3.0 $8.0M 7.7M 1.04
SPDR S&P 500 ETF Trust Common Put Option (SPY) 1.6 $4.1M 20k 206.45
Ares Capital Corp Convrt Bond (Principal) 1.0 $2.8M 2.6M 1.05
Nuance Communications Convrt Bond (Principal) 0.7 $2.0M 2.0M 0.99
iShares 20+ Year Treasury Bond Common Put Option (TLT) 0.5 $1.3M 10k 130.70
PowerShares Senior Loan Portfo Common Put Option 0.5 $1.2M 50k 24.10
Ares Capital Corp Common Put Option (ARCC) 0.1 $197k 12k 17.13
FS Investment Corp Common Put Option 0.0 $101k 10k 10.10