Delphi Financial Group, Inc. Diversified Active

CIK: 0000859139 · Show all filings

Period: Q3 2015 (← Previous) (Next →)

Filing Date: Oct 29, 2015

Total Value ($000): $379,376 (100.0% shares, 0.0% debt)

Holdings (19)

— TWO HBRS INVT CORP 18.3%

Value ($000) $69,460 Shares 7,884,200 Est. Cost $9.87 Unrealized —

— AMERICAN CAPITAL AGENCY CORP 14.1%

Value ($000) $53,450 Shares 2,861,344 Est. Cost $21.25 Unrealized —

PMT PENNYMAC MTG INVT TR 11.1%

Value ($000) $42,101 Shares 2,724,959 Est. Cost $22.27 Unrealized —

ARCC ARES CAP CORP 10.7%

Value ($000) $40,585 Shares 2,802,806 Est. Cost $5.68 Unrealized +2.3%

— VEREIT INC 10.4%

Value ($000) $39,502 Shares 5,130,180 Est. Cost $7.70 Unrealized —

— ENERGY TRANSFER PRTNRS L P 8.2%

Value ($000) $31,092 Shares 757,795 Est. Cost $51.55 Unrealized —

— FIFTH STREET FINANCE CORP 6.3%

Value ($000) $23,772 Shares 3,846,545 Est. Cost $9.20 Unrealized —

ACRE ARES COML REAL ESTATE CORP 4.6%

Value ($000) $17,578 Shares 1,469,769 Est. Cost $12.90 Unrealized —

— TARGA RESOURCES PARTNERS LP 3.6%

Value ($000) $13,760 Shares 474,000 Est. Cost $29.03 Unrealized —

— G SPECIALTY LENDING INC 3.5%

Value ($000) $13,302 Shares 808,635 Est. Cost $17.09 Unrealized —

PNNT PENNANTPARK INVT CORP 3.0%

Value ($000) $11,399 Shares 1,759,061 Est. Cost $2.64 Unrealized -20.1%

— NEW MEDIA INVT GROUP INC 2.5%

Value ($000) $9,415 Shares 609,000 Est. Cost $15.46 Unrealized —

— MARKWEST ENERGY PARTNERS L P 2.4%

Value ($000) $8,953 Shares 208,900 Est. Cost $69.65 Unrealized —

— FS INVT CORP 1.0%

Value ($000) $3,751 Shares 404,200 Est. Cost $9.62 Unrealized —

— DYNEX CAP INC 0.1%

Value ($000) $458 Shares 69,909 Est. Cost $10.18 Unrealized —

— VINMERITOR INC 0.1%

Value ($000) $247 Shares 250,000 Est. Cost $1.06 Unrealized —

— BROOKFIELD TOTAL RETURN FD I 0.1%

Value ($000) $239 Shares 11,250 Est. Cost $24.00 Unrealized —

— TRAVELPORT WORLDWIDE LTD 0.1%

Value ($000) $196 Shares 14,881 Est. Cost $18.01 Unrealized —

— POWERSECURE INTL INC 0.0%

Value ($000) $116 Shares 10,109 Est. Cost $14.84 Unrealized —

Ticker	Issuer	Shares	Value ($000)	%	Est. Cost	Unrealized	Class	CUSIP
—	TWO HBRS INVT CORP	7,884,200	$69,460	18.3%	$9.87	—	COM	90187B101
—	AMERICAN CAPITAL AGENCY CORP	2,861,344	$53,450	14.1%	$21.25	—	COM	02503X105
PMT	PENNYMAC MTG INVT TR	2,724,959	$42,101	11.1%	$22.27	—	COM	70931T103
ARCC	ARES CAP CORP	2,802,806	$40,585	10.7%	$5.68	+2.3%	COM	04010L103
—	VEREIT INC	5,130,180	$39,502	10.4%	$7.70	—	COM	92339V100
—	ENERGY TRANSFER PRTNRS L P	757,795	$31,092	8.2%	$51.55	—	UNIT LTD PARTN	29273R109
—	FIFTH STREET FINANCE CORP	3,846,545	$23,772	6.3%	$9.20	—	COM	31678A103
ACRE	ARES COML REAL ESTATE CORP	1,469,769	$17,578	4.6%	$12.90	—	COM	04013V108
—	TARGA RESOURCES PARTNERS LP	474,000	$13,760	3.6%	$29.03	—	COM UNIT	87611X105
—	G SPECIALTY LENDING INC	808,635	$13,302	3.5%	$17.09	—	COM	87265K102
PNNT	PENNANTPARK INVT CORP	1,759,061	$11,399	3.0%	$2.64	-20.1%	COM	708062104
—	NEW MEDIA INVT GROUP INC	609,000	$9,415	2.5%	$15.46	—	COM	64704V106
—	MARKWEST ENERGY PARTNERS L P	208,900	$8,953	2.4%	$69.65	—	UNIT LTD PARTN	570759100
—	FS INVT CORP	404,200	$3,751	1.0%	$9.62	—	COM	302635107
—	DYNEX CAP INC	69,909	$458	0.1%	$10.18	—	COM NEW	26817Q506
—	VINMERITOR INC	250,000	$247	0.1%	$1.06	—	FRNT 4.000% 2/1	043353AH4
—	BROOKFIELD TOTAL RETURN FD I	11,250	$239	0.1%	$24.00	—	COM	11283U108
—	TRAVELPORT WORLDWIDE LTD	14,881	$196	0.1%	$18.01	—	SHS	G9019D104
—	POWERSECURE INTL INC	10,109	$116	0.0%	$14.84	—	COM	73936N105