Delphi Financial Group, Inc. Diversified Active

CIK: 0000859139 · Show all filings

Period: Q3 2014 (← Previous) (Next →)

Filing Date: Nov 14, 2014

Total Value ($000): $396,383 (100.0% shares, 0.0% debt)

Holdings (16)

— TWO HBRS INVT CORP 15.0%

Value ($000) $59,363 Shares 6,145,200 Est. Cost $10.07 Unrealized —

— REGENCY ENERGY PARTNERS L P 14.3%

Value ($000) $56,601 Shares 1,735,683 Est. Cost $28.65 Unrealized —

PMT PENNYMAC MTG INVT TR 13.7%

Value ($000) $54,219 Shares 2,530,059 Est. Cost $22.68 Unrealized —

— AMERICAN RLTY CAP PPTYS INC 11.0%

Value ($000) $43,430 Shares 3,601,180 Est. Cost $12.83 Unrealized —

ARCC ARES CAP CORP 8.2%

Value ($000) $32,567 Shares 2,015,268 Est. Cost $5.70 Unrealized -0.2%

— FIFTH STREET FINANCE CORP 8.2%

Value ($000) $32,473 Shares 3,537,311 Est. Cost $9.54 Unrealized —

— POWERSHARES ETF TRUST II 7.2%

Value ($000) $28,699 Shares 1,181,500 Est. Cost $24.29 Unrealized —

— ANWORTH MORTGAGE ASSET CP COM 4.9%

Value ($000) $19,368 Shares 4,043,400 Est. Cost $5.04 Unrealized —

ACRE ARES COML REAL ESTATE CORP 4.3%

Value ($000) $17,182 Shares 1,469,769 Est. Cost $12.90 Unrealized —

— AMERICAN CAPITAL AGENCY CORP 4.2%

Value ($000) $16,554 Shares 778,644 Est. Cost $22.46 Unrealized —

— MARKWEST ENERGY PARTNERS L P 4.0%

Value ($000) $16,048 Shares 208,900 Est. Cost $69.65 Unrealized —

PNNT PENNANTPARK INVT CORP 2.9%

Value ($000) $11,590 Shares 1,062,337 Est. Cost $2.80 Unrealized 0.0%

HYG ISHARES 1.8%

Value ($000) $7,188 Shares 78,200 Est. Cost $91.92 Unrealized —

— DYNEX CAP INC 0.1%

Value ($000) $563 Shares 69,909 Est. Cost $10.18 Unrealized —

— BROOKFIELD TOTAL RETURN FD I 0.1%

Value ($000) $281 Shares 11,250 Est. Cost $24.00 Unrealized —

— ARVINMERITOR INC 0.1%

Value ($000) $257 Shares 250,000 Est. Cost $1.06 Unrealized —

Ticker	Issuer	Shares	Value ($000)	%	Est. Cost	Unrealized	Class	CUSIP
—	TWO HBRS INVT CORP	6,145,200	$59,363	15.0%	$10.07	—	COM	90187B101
—	REGENCY ENERGY PARTNERS L P	1,735,683	$56,601	14.3%	$28.65	—	COM UNITS L P	75885Y107
PMT	PENNYMAC MTG INVT TR	2,530,059	$54,219	13.7%	$22.68	—	COM	70931T103
—	AMERICAN RLTY CAP PPTYS INC	3,601,180	$43,430	11.0%	$12.83	—	COM	02917T104
ARCC	ARES CAP CORP	2,015,268	$32,567	8.2%	$5.70	-0.2%	COM	04010L103
—	FIFTH STREET FINANCE CORP	3,537,311	$32,473	8.2%	$9.54	—	COM	31678A103
—	POWERSHARES ETF TRUST II	1,181,500	$28,699	7.2%	$24.29	—	SENIOR LN PORT	73936Q769
—	ANWORTH MORTGAGE ASSET CP COM	4,043,400	$19,368	4.9%	$5.04	—	COM	037347101
ACRE	ARES COML REAL ESTATE CORP	1,469,769	$17,182	4.3%	$12.90	—	COM	04013V108
—	AMERICAN CAPITAL AGENCY CORP	778,644	$16,554	4.2%	$22.46	—	COM	02503X105
—	MARKWEST ENERGY PARTNERS L P	208,900	$16,048	4.0%	$69.65	—	UNIT LTD PARTN	570759100
PNNT	PENNANTPARK INVT CORP	1,062,337	$11,590	2.9%	$2.80	0.0%	COM	708062104
HYG	ISHARES	78,200	$7,188	1.8%	$91.92	—	IBOXX HI YD ETF	464288513
—	DYNEX CAP INC	69,909	$563	0.1%	$10.18	—	COM NEW	26817Q506
—	BROOKFIELD TOTAL RETURN FD I	11,250	$281	0.1%	$24.00	—	COM	11283U108
—	ARVINMERITOR INC	250,000	$257	0.1%	$1.06	—	FRNT 4.000% 2/1	043353AH4