DELPHI FINANCIAL GROUP, INC. Diversified Active

Location: Wilmington, DE

CIK: 0000859139 · Show all filings

Period: Q1 2015 (← Previous) (Next →)

Filing Date: May 13, 2015

Total Value: $435M (100.0% shares, 0.0% debt)

Holdings (18)

— TWO HBRS INVT CORP 15.4%

Value $66.88M Shares 6,297,200 Est. Cost $10.07 Unrealized —

PMT PENNYMAC MTG INVT TR 12.6%

Value $55.01M Shares 2,584,959 Est. Cost $22.64 Unrealized —

— AMERICAN CAPITAL AGENCY CORP 12.1%

Value $52.82M Shares 2,476,344 Est. Cost $21.69 Unrealized —

— AMERICAN RLTY CAP PPTYS INC 11.6%

Value $50.48M Shares 5,130,180 Est. Cost $11.71 Unrealized —

ARCC ARES CAP CORP 11.3%

Value $48.98M Shares 2,852,806 Est. Cost $5.68 Unrealized +3.8%

— REGENCY ENERGY PARTNERS L P 9.1%

Value $39.63M Shares 1,735,683 Est. Cost $28.65 Unrealized —

— FIFTH STREET FINANCE CORP 7.6%

Value $33.12M Shares 4,536,545 Est. Cost $9.20 Unrealized —

HYG ISHARES 6.8%

Value $29.4M Shares 324,540 Est. Cost $90.89 Unrealized —

ACRE ARES COML REAL ESTATE CORP 3.7%

Value $16.21M Shares 1,469,769 Est. Cost $12.90 Unrealized —

PNNT PENNANTPARK INVT CORP 3.2%

Value $13.99M Shares 1,545,761 Est. Cost $2.71 Unrealized -12.4%

— MARKWEST ENERGY PARTNERS L P 3.2%

Value $13.81M Shares 208,900 Est. Cost $69.65 Unrealized —

— TPG SPECIALTY LENDING INC 2.7%

Value $11.62M Shares 675,050 Est. Cost $17.22 Unrealized —

— FS INVT CORP 0.4%

Value $1.615M Shares 159,300 Est. Cost $10.14 Unrealized —

— DYNEX CAP INC 0.1%

Value $591K Shares 69,909 Est. Cost $10.18 Unrealized —

— BROOKFIELD TOTAL RETURN FD I 0.1%

Value $273K Shares 11,250 Est. Cost $24.00 Unrealized —

— ARVINMERITOR INC 0.1%

Value $259K Shares 250,000 Est. Cost $1.06 Unrealized —

— TRAVELPORT WORLDWIDE LTD 0.1%

Value $249K Shares 14,881 Est. Cost $18.01 Unrealized —

— TRIBUNE MEDIA CO 0.0%

Value $206K Shares 3,386 Est. Cost $59.66 Unrealized —

Ticker	Issuer	Shares	Value	%	Est. Cost	Unrealized	Class	CUSIP
—	TWO HBRS INVT CORP	6,297,200	$66.88M	15.4%	$10.07	—	COM	90187B101
PMT	PENNYMAC MTG INVT TR	2,584,959	$55.01M	12.6%	$22.64	—	COM	70931T103
—	AMERICAN CAPITAL AGENCY CORP	2,476,344	$52.82M	12.1%	$21.69	—	COM	02503X105
—	AMERICAN RLTY CAP PPTYS INC	5,130,180	$50.48M	11.6%	$11.71	—	COM	02917T104
ARCC	ARES CAP CORP	2,852,806	$48.98M	11.3%	$5.68	+3.8%	COM	04010L103
—	REGENCY ENERGY PARTNERS L P	1,735,683	$39.63M	9.1%	$28.65	—	COM UNITS L P	75885Y107
—	FIFTH STREET FINANCE CORP	4,536,545	$33.12M	7.6%	$9.20	—	COM	31678A103
HYG	ISHARES	324,540	$29.4M	6.8%	$90.89	—	IBOXX HI YD ETF	464288513
ACRE	ARES COML REAL ESTATE CORP	1,469,769	$16.21M	3.7%	$12.90	—	COM	04013V108
PNNT	PENNANTPARK INVT CORP	1,545,761	$13.99M	3.2%	$2.71	-12.4%	COM	708062104
—	MARKWEST ENERGY PARTNERS L P	208,900	$13.81M	3.2%	$69.65	—	UNIT LTD PARTN	570759100
—	TPG SPECIALTY LENDING INC	675,050	$11.62M	2.7%	$17.22	—	COM	87265K102
—	FS INVT CORP	159,300	$1.615M	0.4%	$10.14	—	COM	302635107
—	DYNEX CAP INC	69,909	$591K	0.1%	$10.18	—	COM NEW	26817Q506
—	BROOKFIELD TOTAL RETURN FD I	11,250	$273K	0.1%	$24.00	—	COM	11283U108
—	ARVINMERITOR INC	250,000	$259K	0.1%	$1.06	—	FRNT 4.000% 2/1	043353AH4
—	TRAVELPORT WORLDWIDE LTD	14,881	$249K	0.1%	$18.01	—	SHS	G9019D104
—	TRIBUNE MEDIA CO	3,386	$206K	0.0%	$59.66	—	CL A	896047503