Delphi Financial Group, Inc. Diversified Active

CIK: 0000859139 · Show all filings

Period: Q2 2015 (← Previous) (Next →)

Filing Date: Jul 17, 2015

Total Value ($000): $428,376 (100.0% shares, 0.0% debt)

Holdings (19)

— TWO HBRS INVT CORP 15.4%

Value ($000) $66,078 Shares 6,777,200 Est. Cost $10.04 Unrealized —

— AMERICAN CAPITAL AGENCY CORP 11.7%

Value ($000) $50,083 Shares 2,726,344 Est. Cost $21.38 Unrealized —

ARCC ARES CAP CORP 11.0%

Value ($000) $46,986 Shares 2,852,806 Est. Cost $5.68 Unrealized +6.3%

PMT PENNYMAC MTG INVT TR 10.5%

Value ($000) $45,082 Shares 2,584,959 Est. Cost $22.64 Unrealized —

— AMERICAN RLTY CAP PPTYS INC 9.7%

Value ($000) $41,658 Shares 5,130,180 Est. Cost $11.71 Unrealized —

HYG ISHARES 9.5%

Value ($000) $40,533 Shares 456,500 Est. Cost $90.28 Unrealized —

— ENERGY TRANSFER PRTNRS L P 8.7%

Value ($000) $37,344 Shares 715,796 Est. Cost $52.17 Unrealized —

— FIFTH STREET FINANCE CORP 6.9%

Value ($000) $29,715 Shares 4,536,545 Est. Cost $9.20 Unrealized —

ACRE ARES COML REAL ESTATE CORP 3.9%

Value ($000) $16,741 Shares 1,469,769 Est. Cost $12.90 Unrealized —

— POWERSHARES ETF TRUST II 3.3%

Value ($000) $14,347 Shares 603,059 Est. Cost $23.79 Unrealized —

PNNT PENNANTPARK INVT CORP 3.2%

Value ($000) $13,572 Shares 1,545,761 Est. Cost $2.71 Unrealized -7.9%

— MARKWEST ENERGY PARTNERS L P 2.7%

Value ($000) $11,778 Shares 208,900 Est. Cost $69.65 Unrealized —

— TPG SPECIALTY LENDING INC 2.7%

Value ($000) $11,490 Shares 675,050 Est. Cost $17.22 Unrealized —

— FS INVT CORP 0.4%

Value ($000) $1,570 Shares 159,300 Est. Cost $10.14 Unrealized —

— DYNEX CAP INC 0.1%

Value ($000) $534 Shares 69,910 Est. Cost $10.18 Unrealized —

— ARVINMERITOR INC 0.1%

Value ($000) $258 Shares 250,000 Est. Cost $1.06 Unrealized —

— BROOKFIELD TOTAL RETURN FD I 0.1%

Value ($000) $251 Shares 11,250 Est. Cost $24.00 Unrealized —

— TRAVELPORT WORLDWIDE LTD 0.0%

Value ($000) $206 Shares 14,881 Est. Cost $18.01 Unrealized —

— POWERSECURE INTL INC 0.0%

Value ($000) $150 Shares 10,109 Est. Cost $14.84 Unrealized —

Ticker	Issuer	Shares	Value ($000)	%	Est. Cost	Unrealized	Class	CUSIP
—	TWO HBRS INVT CORP	6,777,200	$66,078	15.4%	$10.04	—	COM	90187B101
—	AMERICAN CAPITAL AGENCY CORP	2,726,344	$50,083	11.7%	$21.38	—	COM	02503X105
ARCC	ARES CAP CORP	2,852,806	$46,986	11.0%	$5.68	+6.3%	COM	04010L103
PMT	PENNYMAC MTG INVT TR	2,584,959	$45,082	10.5%	$22.64	—	COM	70931T103
—	AMERICAN RLTY CAP PPTYS INC	5,130,180	$41,658	9.7%	$11.71	—	COM	02917T104
HYG	ISHARES	456,500	$40,533	9.5%	$90.28	—	IBOXX HI YD ETF	464288513
—	ENERGY TRANSFER PRTNRS L P	715,796	$37,344	8.7%	$52.17	—	UNIT LTD PARTN	29273R109
—	FIFTH STREET FINANCE CORP	4,536,545	$29,715	6.9%	$9.20	—	COM	31678A103
ACRE	ARES COML REAL ESTATE CORP	1,469,769	$16,741	3.9%	$12.90	—	COM	04013V108
—	POWERSHARES ETF TRUST II	603,059	$14,347	3.3%	$23.79	—	SENIOR LN PORT	73936Q769
PNNT	PENNANTPARK INVT CORP	1,545,761	$13,572	3.2%	$2.71	-7.9%	COM	708062104
—	MARKWEST ENERGY PARTNERS L P	208,900	$11,778	2.7%	$69.65	—	UNIT LTD PARTN	570759100
—	TPG SPECIALTY LENDING INC	675,050	$11,490	2.7%	$17.22	—	COM	87265K102
—	FS INVT CORP	159,300	$1,570	0.4%	$10.14	—	COM	302635107
—	DYNEX CAP INC	69,910	$534	0.1%	$10.18	—	COM NEW	26817Q506
—	ARVINMERITOR INC	250,000	$258	0.1%	$1.06	—	FRNT 4.000% 2/1	043353AH4
—	BROOKFIELD TOTAL RETURN FD I	11,250	$251	0.1%	$24.00	—	COM	11283U108
—	TRAVELPORT WORLDWIDE LTD	14,881	$206	0.0%	$18.01	—	SHS	G9019D104
—	POWERSECURE INTL INC	10,109	$150	0.0%	$14.84	—	COM	73936N105