DELPHI FINANCIAL GROUP, INC. Diversified Active

Location: Wilmington, DE

CIK: 0000859139 · Show all filings

Period: Q1 2016 (← Previous) (Next →)

Filing Date: Apr 22, 2016

Total Value: $335M (100.0% shares, 0.0% debt)

Holdings (21)

ARCC ARES CAP CORP 14.3%

Value $48.02M Shares 3,237,876 Est. Cost $5.65 Unrealized -5.1%

— TWO HBRS INVT CORP 14.1%

Value $47.22M Shares 5,954,200 Est. Cost $9.87 Unrealized —

— VEREIT INC 12.2%

Value $40.98M Shares 4,625,180 Est. Cost $7.70 Unrealized —

— ENERGY TRANSFER PRTNRS L P 11.9%

Value $39.79M Shares 1,230,655 Est. Cost $44.21 Unrealized —

PMT PENNYMAC MTG INVT TR 11.1%

Value $37.17M Shares 2,724,959 Est. Cost $22.27 Unrealized —

— AMERICAN CAPITAL AGENCY CORP 9.6%

Value $32.03M Shares 1,721,344 Est. Cost $21.25 Unrealized —

— FIFTH STREET FINANCE CORP 5.8%

Value $19.55M Shares 3,894,980 Est. Cost $9.20 Unrealized —

ACRE ARES COML REAL ESTATE CORP 4.8%

Value $16.09M Shares 1,469,769 Est. Cost $12.90 Unrealized —

— TPG SPECIALTY LENDING INC 4.6%

Value $15.38M Shares 954,322 Est. Cost $16.95 Unrealized —

PNNT PENNANTPARK INVT CORP 3.3%

Value $10.98M Shares 1,821,709 Est. Cost $2.61 Unrealized -34.6%

— NEW MEDIA INVT GROUP INC 3.3%

Value $10.96M Shares 660,000 Est. Cost $15.77 Unrealized —

TRGP TARGA RES CORP 2.6%

Value $8.769M Shares 293,880 Est. Cost $15.07 Unrealized 0.0%

— FS INVT CORP 1.1%

Value $3.698M Shares 404,200 Est. Cost $9.62 Unrealized —

GBDC GOLUB CAP BDC INC 0.9%

Value $3.136M Shares 181,390 Est. Cost $6.58 Unrealized 0.0%

— DYNEX CAP INC 0.1%

Value $465K 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 $234K Shares 250,000 Est. Cost $1.06 Unrealized —

— TRAVELPORT WORLDWIDE LTD 0.1%

Value $203K Shares 14,881 Est. Cost $18.01 Unrealized —

— POWERSECURE INTL INC 0.1%

Value $189K Shares 10,109 Est. Cost $14.84 Unrealized —

— HERCULES OFFSHORE INC 0.0%

Value $39,000 Shares 16,595 Est. Cost $2.16 Unrealized —

— EXIDE TECHNOLOGIES 0.0%

Value $32,000 Shares 66,799 Est. Cost $0.48 Unrealized —

Ticker	Issuer	Shares	Value	%	Est. Cost	Unrealized	Class	CUSIP
ARCC	ARES CAP CORP	3,237,876	$48.02M	14.3%	$5.65	-5.1%	COM	04010L103
—	TWO HBRS INVT CORP	5,954,200	$47.22M	14.1%	$9.87	—	COM	90187B101
—	VEREIT INC	4,625,180	$40.98M	12.2%	$7.70	—	COM	92339V100
—	ENERGY TRANSFER PRTNRS L P	1,230,655	$39.79M	11.9%	$44.21	—	UNIT LTD PARTN	29273R109
PMT	PENNYMAC MTG INVT TR	2,724,959	$37.17M	11.1%	$22.27	—	COM	70931T103
—	AMERICAN CAPITAL AGENCY CORP	1,721,344	$32.03M	9.6%	$21.25	—	COM	02503X105
—	FIFTH STREET FINANCE CORP	3,894,980	$19.55M	5.8%	$9.20	—	COM	31678A103
ACRE	ARES COML REAL ESTATE CORP	1,469,769	$16.09M	4.8%	$12.90	—	COM	04013V108
—	TPG SPECIALTY LENDING INC	954,322	$15.38M	4.6%	$16.95	—	COM	87265K102
PNNT	PENNANTPARK INVT CORP	1,821,709	$10.98M	3.3%	$2.61	-34.6%	COM	708062104
—	NEW MEDIA INVT GROUP INC	660,000	$10.96M	3.3%	$15.77	—	COM	64704V106
TRGP	TARGA RES CORP	293,880	$8.769M	2.6%	$15.07	0.0%	COM	87612G101
—	FS INVT CORP	404,200	$3.698M	1.1%	$9.62	—	COM	302635107
GBDC	GOLUB CAP BDC INC	181,390	$3.136M	0.9%	$6.58	0.0%	COM	38173M102
—	DYNEX CAP INC	69,909	$465K	0.1%	$10.18	—	COM	26817Q506
—	BROOKFIELD TOTAL RETURN FD I	11,250	$273K	0.1%	$24.00	—	COM	11283U108
—	ARVINMERITOR INC	250,000	$234K	0.1%	$1.06	—	FRNT 4.000% 2/1	043353AH4
—	TRAVELPORT WORLDWIDE LTD	14,881	$203K	0.1%	$18.01	—	SHS	G9019D104
—	POWERSECURE INTL INC	10,109	$189K	0.1%	$14.84	—	COM	73936N105
—	HERCULES OFFSHORE INC	16,595	$39,000	0.0%	$2.16	—	COM	427093307
—	EXIDE TECHNOLOGIES	66,799	$32,000	0.0%	$0.48	—	DEBT 7.000% 4/3	302051AU1