Delphi Financial Group, Inc. Diversified Active

CIK: 0000859139 · Show all filings

Period: Q3 2016 (← Previous) (Next →)

Filing Date: Nov 14, 2016

Total Value ($000): $309,053 (100.0% shares, 0.0% debt)

Holdings (22)

ARCC ARES CAP CORP 17.6%

Value ($000) $54,285 Shares 3,502,247 Est. Cost $5.69 Unrealized +10.7%

— ENERGY TRANSFER PRTNRS L P 17.1%

Value ($000) $52,761 Shares 1,426,755 Est. Cost $43.32 Unrealized —

— TWO HBRS INVT CORP 16.4%

Value ($000) $50,789 Shares 5,954,200 Est. Cost $9.87 Unrealized —

PMT PENNYMAC MTG INVT TR 13.7%

Value ($000) $42,428 Shares 2,724,959 Est. Cost $22.27 Unrealized —

— TPG SPECIALTY LENDING INC 6.9%

Value ($000) $21,190 Shares 1,169,451 Est. Cost $16.92 Unrealized —

ACRE ARES COML REAL ESTATE CORP 6.0%

Value ($000) $18,490 Shares 1,469,769 Est. Cost $12.90 Unrealized —

— FIFTH STREET FINANCE CORP 5.6%

Value ($000) $17,387 Shares 2,992,663 Est. Cost $9.20 Unrealized —

— NEW MEDIA INVT GROUP INC 3.3%

Value ($000) $10,223 Shares 660,000 Est. Cost $15.77 Unrealized —

PNNT PENNANTPARK INVT CORP 3.3%

Value ($000) $10,052 Shares 1,336,672 Est. Cost $2.61 Unrealized -6.2%

— CLAYMORE EXCHANGE TRD FD TR 3.2%

Value ($000) $10,006 Shares 199,409 Est. Cost $50.18 Unrealized —

HYG ISHARES TR 3.0%

Value ($000) $9,144 Shares 104,800 Est. Cost $84.71 Unrealized —

— FS INVT CORP 1.8%

Value ($000) $5,627 Shares 594,200 Est. Cost $9.43 Unrealized —

GBDC GOLUB CAP BDC INC 1.1%

Value ($000) $3,429 Shares 184,768 Est. Cost $6.60 Unrealized +18.2%

— BARCLAYS PLC 0.4%

Value ($000) $1,248 Shares 1,250,000 Est. Cost $0.98 Unrealized —

— DYNEX CAP INC 0.2%

Value ($000) $518 Shares 69,909 Est. Cost $10.18 Unrealized —

— BROOKFIELD TOTAL RETURN FD I 0.1%

Value ($000) $252 Shares 11,250 Est. Cost $24.00 Unrealized —

— ARVINMERITOR INC 0.1%

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

— TRAVELPORT WORLDWIDE LTD 0.1%

Value ($000) $224 Shares 14,881 Est. Cost $18.01 Unrealized —

— ROYAL BK SCOTLAND GROUP PLC 0.1%

Value ($000) $197 Shares 200,000 Est. Cost $0.98 Unrealized —

— ROYAL BK OF SCOTLAND PLC 0.1%

Value ($000) $188 Shares 200,000 Est. Cost $0.94 Unrealized —

— ROYAL BK OF SCOTLAND PLC 0.1%

Value ($000) $184 Shares 200,000 Est. Cost $0.92 Unrealized —

— DENBURY RES INC 0.1%

Value ($000) $181 Shares 56,000 Est. Cost $3.23 Unrealized —

Ticker	Issuer	Shares	Value ($000)	%	Est. Cost	Unrealized	Class	CUSIP
ARCC	ARES CAP CORP	3,502,247	$54,285	17.6%	$5.69	+10.7%	COM	04010L103
—	ENERGY TRANSFER PRTNRS L P	1,426,755	$52,761	17.1%	$43.32	—	COM	29273R109
—	TWO HBRS INVT CORP	5,954,200	$50,789	16.4%	$9.87	—	COM	90187B101
PMT	PENNYMAC MTG INVT TR	2,724,959	$42,428	13.7%	$22.27	—	FRNT 4.000% 2/1	70931T103
—	TPG SPECIALTY LENDING INC	1,169,451	$21,190	6.9%	$16.92	—	NOTE 8.250%12/2	87265K102
ACRE	ARES COML REAL ESTATE CORP	1,469,769	$18,490	6.0%	$12.90	—	COM	04013V108
—	FIFTH STREET FINANCE CORP	2,992,663	$17,387	5.6%	$9.20	—	COM	31678A103
—	NEW MEDIA INVT GROUP INC	660,000	$10,223	3.3%	$15.77	—	UNIT LTD PARTN	64704V106
PNNT	PENNANTPARK INVT CORP	1,336,672	$10,052	3.3%	$2.61	-6.2%	DEBT 7.000% 4/3	708062104
—	CLAYMORE EXCHANGE TRD FD TR	199,409	$10,006	3.2%	$50.18	—	GUGG ENH SHT DUR	18383M654
HYG	ISHARES TR	104,800	$9,144	3.0%	$84.71	—	COM	464288513
—	FS INVT CORP	594,200	$5,627	1.8%	$9.43	—	COM	302635107
GBDC	GOLUB CAP BDC INC	184,768	$3,429	1.1%	$6.60	+18.2%	COM	38173M102
—	BARCLAYS PLC	1,250,000	$1,248	0.4%	$0.98	—	IBOXX HI YD ETF	06738EAA3
—	DYNEX CAP INC	69,909	$518	0.2%	$10.18	—	COM	26817Q506
—	BROOKFIELD TOTAL RETURN FD I	11,250	$252	0.1%	$24.00	—	COM	11283U108
—	ARVINMERITOR INC	250,000	$250	0.1%	$1.06	—	COM	043353AH4
—	TRAVELPORT WORLDWIDE LTD	14,881	$224	0.1%	$18.01	—	NOTE 8.000%12/3	G9019D104
—	ROYAL BK SCOTLAND GROUP PLC	200,000	$197	0.1%	$0.98	—	NOTE 8.625%12/3	780097BB6
—	ROYAL BK OF SCOTLAND PLC	200,000	$188	0.1%	$0.94	—	COM	780099CK1
—	ROYAL BK OF SCOTLAND PLC	200,000	$184	0.1%	$0.92	—	SHS	780099CJ4
—	DENBURY RES INC	56,000	$181	0.1%	$3.23	—	COM	247916208