Delphi Financial Group, Inc. Diversified Active

CIK: 0000859139 · Show all filings

Period: Q4 2016 (← Previous) (Next →)

Filing Date: Jan 25, 2017

Total Value ($000): $308,828 (100.0% shares, 0.0% debt)

Holdings (21)

ARCC ARES CAP CORP 18.7%

Value ($000) $57,787 Shares 3,502,247 Est. Cost $5.69 Unrealized +16.3%

— ENERGY TRANSFER PRTNRS L P 16.5%

Value ($000) $51,106 Shares 1,426,755 Est. Cost $43.32 Unrealized —

PMT PENNYMAC MTG INVT TR 14.4%

Value ($000) $44,608 Shares 2,724,959 Est. Cost $22.27 Unrealized —

— TWO HBRS INVT CORP COM 12.7%

Value ($000) $39,247 Shares 4,500,812 Est. Cost $9.87 Unrealized —

AGNC AGNC INVT CORP 7.8%

Value ($000) $24,018 Shares 1,324,760 Est. Cost $18.13 Unrealized —

— TPG SPECIALTY LENDING INC 7.1%

Value ($000) $21,834 Shares 1,169,451 Est. Cost $16.92 Unrealized —

ACRE ARES COML REAL ESTATE CORP 6.5%

Value ($000) $20,180 Shares 1,469,769 Est. Cost $12.90 Unrealized —

— FIFTH STREET FINANCE CORP 5.2%

Value ($000) $16,071 Shares 2,992,663 Est. Cost $9.20 Unrealized —

PNNT PENNANTPARK INVT CORP 3.4%

Value ($000) $10,609 Shares 1,385,037 Est. Cost $2.61 Unrealized -1.9%

— NEW MEDIA INVT GROUP INC 3.4%

Value ($000) $10,553 Shares 660,000 Est. Cost $15.77 Unrealized —

— FS INVT CORP 2.0%

Value ($000) $6,091 Shares 594,200 Est. Cost $9.43 Unrealized —

GBDC GOLUB CAP BDC INC 1.1%

Value ($000) $3,460 Shares 188,138 Est. Cost $6.63 Unrealized +17.4%

— BARCLAYS PLC 0.4%

Value ($000) $1,300 Shares 1,250,000 Est. Cost $0.98 Unrealized —

— DYNEX CAP INC 0.2%

Value ($000) $477 Shares 69,909 Est. Cost $10.18 Unrealized —

— ARVINMERITOR INC 0.1%

Value ($000) $255 Shares 250,000 Est. Cost $1.06 Unrealized —

— BROOKFIELD REAL ASSETS INCOM 0.1%

Value ($000) $240 Shares 10,780 Est. Cost $22.26 Unrealized —

— TRAVELPORT WORLDWIDE LTD 0.1%

Value ($000) $210 Shares 14,881 Est. Cost $18.01 Unrealized —

— ROYAL BK SCOTLAND GROUP PLC 0.1%

Value ($000) $204 Shares 200,000 Est. Cost $0.98 Unrealized —

— DENBURY RES INC 0.1%

Value ($000) $196 Shares 53,297 Est. Cost $3.23 Unrealized —

— ROYAL BK OF SCOTLAND PLC 0.1%

Value ($000) $192 Shares 200,000 Est. Cost $0.94 Unrealized —

— ROYAL BK OF SCOTLAND PLC 0.1%

Value ($000) $190 Shares 200,000 Est. Cost $0.92 Unrealized —

Ticker	Issuer	Shares	Value ($000)	%	Est. Cost	Unrealized	Class	CUSIP
ARCC	ARES CAP CORP	3,502,247	$57,787	18.7%	$5.69	+16.3%	COM	04010L103
—	ENERGY TRANSFER PRTNRS L P	1,426,755	$51,106	16.5%	$43.32	—	UNIT LTD PARTN	29273R109
PMT	PENNYMAC MTG INVT TR	2,724,959	$44,608	14.4%	$22.27	—	COM	70931T103
—	TWO HBRS INVT CORP COM	4,500,812	$39,247	12.7%	$9.87	—	COM	90187B101
AGNC	AGNC INVT CORP	1,324,760	$24,018	7.8%	$18.13	—	COM	00123Q104
—	TPG SPECIALTY LENDING INC	1,169,451	$21,834	7.1%	$16.92	—	COM	87265K102
ACRE	ARES COML REAL ESTATE CORP	1,469,769	$20,180	6.5%	$12.90	—	COM	04013V108
—	FIFTH STREET FINANCE CORP	2,992,663	$16,071	5.2%	$9.20	—	COM	31678A103
PNNT	PENNANTPARK INVT CORP	1,385,037	$10,609	3.4%	$2.61	-1.9%	COM	708062104
—	NEW MEDIA INVT GROUP INC	660,000	$10,553	3.4%	$15.77	—	COM	64704V106
—	FS INVT CORP	594,200	$6,091	2.0%	$9.43	—	COM	302635107
GBDC	GOLUB CAP BDC INC	188,138	$3,460	1.1%	$6.63	+17.4%	COM	38173M102
—	BARCLAYS PLC	1,250,000	$1,300	0.4%	$0.98	—	NOTE 8.250%12/3	06738EAA3
—	DYNEX CAP INC	69,909	$477	0.2%	$10.18	—	COM NEW	26817Q506
—	ARVINMERITOR INC	250,000	$255	0.1%	$1.06	—	FRNT 4.000% 2/1	043353AH4
—	BROOKFIELD REAL ASSETS INCOM	10,780	$240	0.1%	$22.26	—	SHS BEN INT	112830104
—	TRAVELPORT WORLDWIDE LTD	14,881	$210	0.1%	$18.01	—	SHS	G9019D104
—	ROYAL BK SCOTLAND GROUP PLC	200,000	$204	0.1%	$0.98	—	NOTE 8.625%12/3	780097BB6
—	DENBURY RES INC	53,297	$196	0.1%	$3.23	—	COM NEW	247916208
—	ROYAL BK OF SCOTLAND PLC	200,000	$192	0.1%	$0.94	—	NOTE 8.000%12/3	780099CK1
—	ROYAL BK OF SCOTLAND PLC	200,000	$190	0.1%	$0.92	—	DEBT 7.500%12/3	780099CJ4