Delphi Financial Group, Inc. Diversified Active

CIK: 0000859139 · Show all filings

Period: Q1 2014 (← Previous) (Next →)

Filing Date: Apr 15, 2014

Total Value ($000): $252,187 (100.0% shares, 0.0% debt)

Holdings (15)

— TWO HBRS INVT CORP 17.3%

Value ($000) $43,591 Shares 4,256,900 Est. Cost $10.25 Unrealized —

PMT PENNYMAC MTG INVT TR 16.4%

Value ($000) $41,253 Shares 1,726,802 Est. Cost $23.25 Unrealized —

— REGENCY ENERGY PARTNERS L P 13.8%

Value ($000) $34,706 Shares 1,275,023 Est. Cost $27.22 Unrealized —

— AMERICAN RLTY CAP PPTYS INC 12.7%

Value ($000) $32,013 Shares 2,285,000 Est. Cost $13.21 Unrealized —

PSEC PROSPECT CAPITAL CORPORATION 11.9%

Value ($000) $30,068 Shares 2,784,036 Est. Cost $2.45 Unrealized +4.5%

ARCC ARES CAP CORP 7.5%

Value ($000) $18,988 Shares 1,077,631 Est. Cost $5.71 Unrealized +0.4%

ACRE ARES COML REAL ESTATE CORP 5.9%

Value ($000) $14,906 Shares 1,113,250 Est. Cost $13.29 Unrealized —

— AMERICAN CAPITAL AGENCY CORP 4.6%

Value ($000) $11,499 Shares 535,104 Est. Cost $23.01 Unrealized —

— MARKWEST ENERGY PARTNERS L P 3.9%

Value ($000) $9,800 Shares 150,300 Est. Cost $66.85 Unrealized —

— CVR REFNG LP 1.9%

Value ($000) $4,866 Shares 209,000 Est. Cost $30.06 Unrealized —

— NORTHERN TIER ENERGY LP 1.8%

Value ($000) $4,552 Shares 177,000 Est. Cost $24.58 Unrealized —

— FIFTH STREET FINANCE CORP 1.5%

Value ($000) $3,784 Shares 400,000 Est. Cost $9.46 Unrealized —

HYG ISHARES 0.5%

Value ($000) $1,265 Shares 13,400 Est. Cost $92.84 Unrealized —

— DYNEX CAP INC 0.2%

Value ($000) $624 Shares 69,909 Est. Cost $10.18 Unrealized —

— BROOKFIELD TOTAL RETURN FD I 0.1%

Value ($000) $272 Shares 11,250 Est. Cost $24.00 Unrealized —

Ticker	Issuer	Shares	Value ($000)	%	Est. Cost	Unrealized	Class	CUSIP
—	TWO HBRS INVT CORP	4,256,900	$43,591	17.3%	$10.25	—	COM	90187B101
PMT	PENNYMAC MTG INVT TR	1,726,802	$41,253	16.4%	$23.25	—	COM	70931T103
—	REGENCY ENERGY PARTNERS L P	1,275,023	$34,706	13.8%	$27.22	—	COM UNITS L P	75885Y107
—	AMERICAN RLTY CAP PPTYS INC	2,285,000	$32,013	12.7%	$13.21	—	COM	02917T104
PSEC	PROSPECT CAPITAL CORPORATION	2,784,036	$30,068	11.9%	$2.45	+4.5%	COM	74348T102
ARCC	ARES CAP CORP	1,077,631	$18,988	7.5%	$5.71	+0.4%	COM	04010L103
ACRE	ARES COML REAL ESTATE CORP	1,113,250	$14,906	5.9%	$13.29	—	COM	04013V108
—	AMERICAN CAPITAL AGENCY CORP	535,104	$11,499	4.6%	$23.01	—	COM	02503X105
—	MARKWEST ENERGY PARTNERS L P	150,300	$9,800	3.9%	$66.85	—	UNIT LTD PARTN	570759100
—	CVR REFNG LP	209,000	$4,866	1.9%	$30.06	—	COMUNIT REP LT	12663P107
—	NORTHERN TIER ENERGY LP	177,000	$4,552	1.8%	$24.58	—	COM UN REPR PART	665826103
—	FIFTH STREET FINANCE CORP	400,000	$3,784	1.5%	$9.46	—	COM	31678A103
HYG	ISHARES	13,400	$1,265	0.5%	$92.84	—	IBOXX HI YD ETF	464288513
—	DYNEX CAP INC	69,909	$624	0.2%	$10.18	—	COM NEW	26817Q506
—	BROOKFIELD TOTAL RETURN FD I	11,250	$272	0.1%	$24.00	—	COM	11283U108