DELPHI FINANCIAL GROUP, INC. Diversified Active

Location: Wilmington, DE

CIK: 0000859139 · Show all filings

Period: Q4 2014 (← Previous) (Next →)

Filing Date: Feb 12, 2015

Total Value: $379M (100.0% shares, 0.0% debt)

Holdings (18)

— TWO HBRS INVT CORP 16.6%

Value $63.16M Shares 6,297,200 Est. Cost $10.07 Unrealized —

PMT PENNYMAC MTG INVT TR 14.4%

Value $54.52M Shares 2,584,959 Est. Cost $22.64 Unrealized —

— AMERICAN RLTY CAP PPTYS INC 12.2%

Value $46.43M Shares 5,130,180 Est. Cost $11.71 Unrealized —

— REGENCY ENERGY PARTNERS L P 11.0%

Value $41.67M Shares 1,735,683 Est. Cost $28.65 Unrealized —

ARCC ARES CAP CORP 10.5%

Value $39.82M Shares 2,552,806 Est. Cost $5.65 Unrealized -2.9%

— FIFTH STREET FINANCE CORP 9.6%

Value $36.38M Shares 4,536,545 Est. Cost $9.20 Unrealized —

— ANWORTH MORTGAGE ASSET CP 5.6%

Value $21.23M Shares 4,043,400 Est. Cost $5.04 Unrealized —

— AMERICAN CAPITAL AGENCY CORP 4.5%

Value $17M Shares 778,644 Est. Cost $22.46 Unrealized —

ACRE ARES COML REAL ESTATE CORP 4.4%

Value $16.86M Shares 1,469,769 Est. Cost $12.90 Unrealized —

— MARKWEST ENERGY PARTNERS L P 3.7%

Value $14.03M Shares 208,900 Est. Cost $69.65 Unrealized —

PNNT PENNANTPARK INVT CORP 3.4%

Value $12.71M Shares 1,333,761 Est. Cost $2.76 Unrealized -5.1%

HYG ISHARES 2.0%

Value $7.462M Shares 83,300 Est. Cost $91.77 Unrealized —

— POWERSHARES ETF TRUST II 1.7%

Value $6.543M Shares 272,500 Est. Cost $24.29 Unrealized —

— DYNEX CAP INC 0.2%

Value $577K Shares 69,909 Est. Cost $10.18 Unrealized —

— BROOKFIELD TOTAL RETURN FD I 0.1%

Value $274K Shares 11,250 Est. Cost $24.00 Unrealized —

— ARVINMERITOR INC 0.1%

Value $268K Shares 250,000 Est. Cost $1.06 Unrealized —

— TRAVELPORT WORLDWIDE LTD 0.1%

Value $268K Shares 14,881 Est. Cost $18.01 Unrealized —

— TRIBUNE MEDIA CO 0.1%

Value $202K Shares 3,386 Est. Cost $59.66 Unrealized —

Ticker	Issuer	Shares	Value	%	Est. Cost	Unrealized	Class	CUSIP
—	TWO HBRS INVT CORP	6,297,200	$63.16M	16.6%	$10.07	—	COM	90187B101
PMT	PENNYMAC MTG INVT TR	2,584,959	$54.52M	14.4%	$22.64	—	COM	70931T103
—	AMERICAN RLTY CAP PPTYS INC	5,130,180	$46.43M	12.2%	$11.71	—	COM	02917T104
—	REGENCY ENERGY PARTNERS L P	1,735,683	$41.67M	11.0%	$28.65	—	COM UNITS L P	75885Y107
ARCC	ARES CAP CORP	2,552,806	$39.82M	10.5%	$5.65	-2.9%	COM	04010L103
—	FIFTH STREET FINANCE CORP	4,536,545	$36.38M	9.6%	$9.20	—	COM	31678A103
—	ANWORTH MORTGAGE ASSET CP	4,043,400	$21.23M	5.6%	$5.04	—	COM	037347101
—	AMERICAN CAPITAL AGENCY CORP	778,644	$17M	4.5%	$22.46	—	COM	02503X105
ACRE	ARES COML REAL ESTATE CORP	1,469,769	$16.86M	4.4%	$12.90	—	COM	04013V108
—	MARKWEST ENERGY PARTNERS L P	208,900	$14.03M	3.7%	$69.65	—	UNIT LTD PARTN	570759100
PNNT	PENNANTPARK INVT CORP	1,333,761	$12.71M	3.4%	$2.76	-5.1%	COM	708062104
HYG	ISHARES	83,300	$7.462M	2.0%	$91.77	—	IBOXX HI YD ETF	464288513
—	POWERSHARES ETF TRUST II	272,500	$6.543M	1.7%	$24.29	—	SENIOR LN PORT	73936Q769
—	DYNEX CAP INC	69,909	$577K	0.2%	$10.18	—	COM NEW	26817Q506
—	BROOKFIELD TOTAL RETURN FD I	11,250	$274K	0.1%	$24.00	—	COM	11283U108
—	ARVINMERITOR INC	250,000	$268K	0.1%	$1.06	—	FRNT 4.000% 2/1	043353AH4
—	TRAVELPORT WORLDWIDE LTD	14,881	$268K	0.1%	$18.01	—	SHS	G9019D104
—	TRIBUNE MEDIA CO	3,386	$202K	0.1%	$59.66	—	CL A	896047503