DELPHI FINANCIAL GROUP, INC. Diversified Active

Location: Wilmington, DE

CIK: 0000859139 · Show all filings

Period: Q2 2014 (← Previous) (Next →)

Filing Date: Jul 16, 2014

Total Value: $272M (100.0% shares, 0.0% debt)

Holdings (16)

— TWO HBRS INVT CORP 16.4%

Value $44.57M Shares 4,256,900 Est. Cost $10.25 Unrealized —

— REGENCY ENERGY PARTNERS L P 15.1%

Value $41.04M Shares 1,275,023 Est. Cost $27.22 Unrealized —

PMT PENNYMAC MTG INVT TR 13.9%

Value $37.87M Shares 1,726,802 Est. Cost $23.25 Unrealized —

— AMERICAN RLTY CAP PPTYS INC 12.2%

Value $33.24M Shares 2,655,000 Est. Cost $13.11 Unrealized —

— FIFTH STREET FINANCE CORP 7.9%

Value $21.48M Shares 2,187,225 Est. Cost $9.75 Unrealized —

ARCC ARES CAP CORP 7.3%

Value $19.74M Shares 1,106,631 Est. Cost $5.71 Unrealized -1.0%

— ANWORTH MORTGAGE ASSET CP 5.3%

Value $14.47M Shares 2,809,700 Est. Cost $5.15 Unrealized —

ACRE ARES COML REAL ESTATE CORP 5.1%

Value $13.8M Shares 1,113,250 Est. Cost $13.29 Unrealized —

— AMERICAN CAPITAL AGENCY CORP 4.6%

Value $12.52M Shares 535,104 Est. Cost $23.01 Unrealized —

PSEC PROSPECT CAPITAL CORPORATION 4.1%

Value $11.1M Shares 1,045,366 Est. Cost $2.45 Unrealized +1.3%

— MARKWEST ENERGY PARTNERS L P 4.0%

Value $10.75M Shares 150,300 Est. Cost $66.85 Unrealized —

— NORTHSTAR RLTY FIN CORP 2.0%

Value $5.528M Shares 318,269 Est. Cost $17.37 Unrealized —

— SELECT INCOME REIT 1.8%

Value $4.872M Shares 164,486 Est. Cost $29.62 Unrealized —

— DYNEX CAP INC 0.2%

Value $619K Shares 69,909 Est. Cost $10.18 Unrealized —

— BROOKFIELD TOTAL RETURN FD I 0.1%

Value $283K Shares 11,250 Est. Cost $24.00 Unrealized —

— ARVINMERITOR INC 0.1%

Value $266K Shares 250,000 Est. Cost $1.06 Unrealized —

Ticker	Issuer	Shares	Value	%	Est. Cost	Unrealized	Class	CUSIP
—	TWO HBRS INVT CORP	4,256,900	$44.57M	16.4%	$10.25	—	COM	90187B101
—	REGENCY ENERGY PARTNERS L P	1,275,023	$41.04M	15.1%	$27.22	—	COM UNITS L P	75885Y107
PMT	PENNYMAC MTG INVT TR	1,726,802	$37.87M	13.9%	$23.25	—	COM	70931T103
—	AMERICAN RLTY CAP PPTYS INC	2,655,000	$33.24M	12.2%	$13.11	—	COM	02917T104
—	FIFTH STREET FINANCE CORP	2,187,225	$21.48M	7.9%	$9.75	—	COM	31678A103
ARCC	ARES CAP CORP	1,106,631	$19.74M	7.3%	$5.71	-1.0%	COM	04010L103
—	ANWORTH MORTGAGE ASSET CP	2,809,700	$14.47M	5.3%	$5.15	—	COM	037347101
ACRE	ARES COML REAL ESTATE CORP	1,113,250	$13.8M	5.1%	$13.29	—	COM	04013V108
—	AMERICAN CAPITAL AGENCY CORP	535,104	$12.52M	4.6%	$23.01	—	COM	02503X105
PSEC	PROSPECT CAPITAL CORPORATION	1,045,366	$11.1M	4.1%	$2.45	+1.3%	COM	74348T102
—	MARKWEST ENERGY PARTNERS L P	150,300	$10.75M	4.0%	$66.85	—	UNIT LTD PARTN	570759100
—	NORTHSTAR RLTY FIN CORP	318,269	$5.528M	2.0%	$17.37	—	COM	66704R100
—	SELECT INCOME REIT	164,486	$4.872M	1.8%	$29.62	—	COM SH BEN INT	81618T100
—	DYNEX CAP INC	69,909	$619K	0.2%	$10.18	—	COM NEW	26817Q506
—	BROOKFIELD TOTAL RETURN FD I	11,250	$283K	0.1%	$24.00	—	COM	11283U108
—	ARVINMERITOR INC	250,000	$266K	0.1%	$1.06	—	FRNT 4.000% 2/1	043353AH4