DELPHI FINANCIAL GROUP, INC. Diversified Active

Location: Wilmington, DE

CIK: 0000859139 · Show all filings

Period: Q4 2015 (← Previous) (Next →)

Filing Date: Jan 21, 2016

Total Value: $356M (100.0% shares, 0.0% debt)

Holdings (19)

— TWO HBRS INVT CORP 17.9%

Value $63.94M Shares 7,884,200 Est. Cost $9.87 Unrealized —

— AMERICAN CAPITAL AGENCY CORP 13.9%

Value $49.62M Shares 2,861,344 Est. Cost $21.25 Unrealized —

ARCC ARES CAP CORP 11.8%

Value $41.96M Shares 2,942,806 Est. Cost $5.68 Unrealized +1.4%

PMT PENNYMAC MTG INVT TR 11.7%

Value $41.58M Shares 2,724,959 Est. Cost $22.27 Unrealized —

— VEREIT INC 11.4%

Value $40.63M Shares 5,130,180 Est. Cost $7.70 Unrealized —

— ENERGY TRANSFER PRTNRS L P 7.5%

Value $26.68M Shares 790,655 Est. Cost $50.81 Unrealized —

— FIFTH STREET FINANCE CORP 6.9%

Value $24.66M Shares 3,864,662 Est. Cost $9.20 Unrealized —

ACRE ARES COML REAL ESTATE CORP 4.7%

Value $16.8M Shares 1,469,769 Est. Cost $12.90 Unrealized —

— TPG SPECIALTY LENDING INC 3.9%

Value $13.99M Shares 862,980 Est. Cost $17.04 Unrealized —

— NEW MEDIA INVT GROUP INC 3.6%

Value $12.83M Shares 660,000 Est. Cost $15.77 Unrealized —

PNNT PENNANTPARK INVT CORP 3.1%

Value $11M Shares 1,787,914 Est. Cost $2.63 Unrealized -26.2%

— TARGA RESOURCES PARTNERS LP 2.2%

Value $7.835M Shares 474,000 Est. Cost $29.03 Unrealized —

— FS INVT CORP 1.0%

Value $3.634M Shares 404,200 Est. Cost $9.62 Unrealized —

— DYNEX CAP INC 0.1%

Value $444K Shares 69,909 Est. Cost $10.18 Unrealized —

— BROOKFIELD TOTAL RETURN FD I 0.1%

Value $247K Shares 11,250 Est. Cost $24.00 Unrealized —

— ARVINMERITOR INC 0.1%

Value $236K Shares 250,000 Est. Cost $1.06 Unrealized —

— TRAVELPORT WORLDWIDE LTD 0.1%

Value $192K Shares 14,881 Est. Cost $18.01 Unrealized —

— POWERSECURE INTL INC 0.0%

Value $152K Shares 10,109 Est. Cost $14.84 Unrealized —

— HERCULES OFFSHORE INC 0.0%

Value $36,000 Shares 16,700 Est. Cost $2.16 Unrealized —

Ticker	Issuer	Shares	Value	%	Est. Cost	Unrealized	Class	CUSIP
—	TWO HBRS INVT CORP	7,884,200	$63.94M	17.9%	$9.87	—	COM	90187B101
—	AMERICAN CAPITAL AGENCY CORP	2,861,344	$49.62M	13.9%	$21.25	—	COM	02503X105
ARCC	ARES CAP CORP	2,942,806	$41.96M	11.8%	$5.68	+1.4%	COM	04010L103
PMT	PENNYMAC MTG INVT TR	2,724,959	$41.58M	11.7%	$22.27	—	COM	70931T103
—	VEREIT INC	5,130,180	$40.63M	11.4%	$7.70	—	COM	92339V100
—	ENERGY TRANSFER PRTNRS L P	790,655	$26.68M	7.5%	$50.81	—	UNIT LTD PARTN	29273R109
—	FIFTH STREET FINANCE CORP	3,864,662	$24.66M	6.9%	$9.20	—	COM	31678A103
ACRE	ARES COML REAL ESTATE CORP	1,469,769	$16.8M	4.7%	$12.90	—	COM	04013V108
—	TPG SPECIALTY LENDING INC	862,980	$13.99M	3.9%	$17.04	—	COM	87265K102
—	NEW MEDIA INVT GROUP INC	660,000	$12.83M	3.6%	$15.77	—	COM	64704V106
PNNT	PENNANTPARK INVT CORP	1,787,914	$11M	3.1%	$2.63	-26.2%	COM	708062104
—	TARGA RESOURCES PARTNERS LP	474,000	$7.835M	2.2%	$29.03	—	COM UNIT	87611X105
—	FS INVT CORP	404,200	$3.634M	1.0%	$9.62	—	COM	302635107
—	DYNEX CAP INC	69,909	$444K	0.1%	$10.18	—	COM NEW	26817Q506
—	BROOKFIELD TOTAL RETURN FD I	11,250	$247K	0.1%	$24.00	—	COM	11283U108
—	ARVINMERITOR INC	250,000	$236K	0.1%	$1.06	—	FRNT 4.000% 2/1	043353AH4
—	TRAVELPORT WORLDWIDE LTD	14,881	$192K	0.1%	$18.01	—	SHS	G9019D104
—	POWERSECURE INTL INC	10,109	$152K	0.0%	$14.84	—	COM	73936N105
—	HERCULES OFFSHORE INC	16,700	$36,000	0.0%	$2.16	—	COM NEW	427093307