Delphi Financial Group, Inc. Diversified Active

CIK: 0000859139 · Show all filings

Period: Q2 2016 (← Previous) (Next →)

Filing Date: Jul 22, 2016

Total Value ($000): $387,948 (100.0% shares, 0.0% debt)

Holdings (23)

— ENERGY TRANSFER PRTNRS L P 13.5%

Value ($000) $52,230 Shares 1,371,955 Est. Cost $43.57 Unrealized —

— TWO HBRS INVT CORP 13.1%

Value ($000) $50,968 Shares 5,954,200 Est. Cost $9.87 Unrealized —

ARCC ARES CAP CORP 12.2%

Value ($000) $47,364 Shares 3,337,876 Est. Cost $5.66 Unrealized +4.9%

PMT PENNYMAC MTG INVT TR 11.4%

Value ($000) $44,226 Shares 2,724,959 Est. Cost $22.27 Unrealized —

— VEREIT INC 10.8%

Value ($000) $41,737 Shares 4,120,180 Est. Cost $7.70 Unrealized —

— AMERICAN CAPITAL AGENCY CORP 8.8%

Value ($000) $34,100 Shares 1,721,344 Est. Cost $21.25 Unrealized —

HYG ISHARES TR 6.6%

Value ($000) $25,413 Shares 300,000 Est. Cost $84.71 Unrealized —

— FIFTH STREET FINANCE CORP 4.9%

Value ($000) $18,985 Shares 3,906,378 Est. Cost $9.20 Unrealized —

— TPG SPECIALTY LENDING INC 4.9%

Value ($000) $18,946 Shares 1,142,719 Est. Cost $16.89 Unrealized —

ACRE ARES COML REAL ESTATE CORP 4.7%

Value ($000) $18,063 Shares 1,469,769 Est. Cost $12.90 Unrealized —

PNNT PENNANTPARK INVT CORP 3.2%

Value ($000) $12,532 Shares 1,837,526 Est. Cost $2.61 Unrealized -22.5%

— NEW MEDIA INVT GROUP INC 3.1%

Value ($000) $11,926 Shares 660,000 Est. Cost $15.77 Unrealized —

— FS INVT CORP 1.4%

Value ($000) $5,366 Shares 594,200 Est. Cost $9.43 Unrealized —

GBDC GOLUB CAP BDC INC 0.8%

Value ($000) $3,276 Shares 181,390 Est. Cost $6.58 Unrealized +7.9%

— BARCLAYS PLC 0.3%

Value ($000) $1,222 Shares 1,250,000 Est. Cost $0.98 Unrealized —

— DYNEX CAP INC 0.1%

Value ($000) $484 Shares 69,909 Est. Cost $10.18 Unrealized —

— BROOKFIELD TOTAL RETURN FD I 0.1%

Value ($000) $254 Shares 11,250 Est. Cost $24.00 Unrealized —

— ARVINMERITOR INC 0.1%

Value ($000) $240 Shares 250,000 Est. Cost $1.06 Unrealized —

— TRAVELPORT WORLDWIDE LTD 0.0%

Value ($000) $192 Shares 14,881 Est. Cost $18.01 Unrealized —

— ROYAL BK OF SCOTLAND PLC 0.0%

Value ($000) $187 Shares 200,000 Est. Cost $0.94 Unrealized —

— ROYAL BK OF SCOTLAND PLC 0.0%

Value ($000) $183 Shares 200,000 Est. Cost $0.92 Unrealized —

— EXIDE TECHNOLOGIES 0.0%

Value ($000) $31 Shares 69,137 Est. Cost $0.48 Unrealized —

— HERCULES OFFSHORE INC 0.0%

Value ($000) $23 Shares 16,595 Est. Cost $2.16 Unrealized —

Ticker	Issuer	Shares	Value ($000)	%	Est. Cost	Unrealized	Class	CUSIP
—	ENERGY TRANSFER PRTNRS L P	1,371,955	$52,230	13.5%	$43.57	—	UNIT LTD PARTN	29273R109
—	TWO HBRS INVT CORP	5,954,200	$50,968	13.1%	$9.87	—	COM	90187B101
ARCC	ARES CAP CORP	3,337,876	$47,364	12.2%	$5.66	+4.9%	COM	04010L103
PMT	PENNYMAC MTG INVT TR	2,724,959	$44,226	11.4%	$22.27	—	COM	70931T103
—	VEREIT INC	4,120,180	$41,737	10.8%	$7.70	—	COM	92339V100
—	AMERICAN CAPITAL AGENCY CORP	1,721,344	$34,100	8.8%	$21.25	—	COM	02503X105
HYG	ISHARES TR	300,000	$25,413	6.6%	$84.71	—	IBOXX HI YD ETF	464288513
—	FIFTH STREET FINANCE CORP	3,906,378	$18,985	4.9%	$9.20	—	COM	31678A103
—	TPG SPECIALTY LENDING INC	1,142,719	$18,946	4.9%	$16.89	—	COM	87265K102
ACRE	ARES COML REAL ESTATE CORP	1,469,769	$18,063	4.7%	$12.90	—	COM	04013V108
PNNT	PENNANTPARK INVT CORP	1,837,526	$12,532	3.2%	$2.61	-22.5%	COM	708062104
—	NEW MEDIA INVT GROUP INC	660,000	$11,926	3.1%	$15.77	—	COM	64704V106
—	FS INVT CORP	594,200	$5,366	1.4%	$9.43	—	COM	302635107
GBDC	GOLUB CAP BDC INC	181,390	$3,276	0.8%	$6.58	+7.9%	COM	38173M102
—	BARCLAYS PLC	1,250,000	$1,222	0.3%	$0.98	—	NOTE 8.250%12/2	06738EAA3
—	DYNEX CAP INC	69,909	$484	0.1%	$10.18	—	COM	26817Q506
—	BROOKFIELD TOTAL RETURN FD I	11,250	$254	0.1%	$24.00	—	COM	11283U108
—	ARVINMERITOR INC	250,000	$240	0.1%	$1.06	—	FRNT 4.000% 2/1	043353AH4
—	TRAVELPORT WORLDWIDE LTD	14,881	$192	0.0%	$18.01	—	SHS	G9019D104
—	ROYAL BK OF SCOTLAND PLC	200,000	$187	0.0%	$0.94	—	NOTE 8.000%12/3	780099CK1
—	ROYAL BK OF SCOTLAND PLC	200,000	$183	0.0%	$0.92	—	DEBT 7.500%12/3	780099CJ4
—	EXIDE TECHNOLOGIES	69,137	$31	0.0%	$0.48	—	DEBT 7.000% 4/3	302051AU1
—	HERCULES OFFSHORE INC	16,595	$23	0.0%	$2.16	—	COM	427093307