Delphi Financial Group, Inc. Diversified Active

CIK: 0000859139 · Show all filings

Period: Q1 2017 (← Previous) (Next →)

Filing Date: Apr 26, 2017

Total Value ($000): $299,951 (100.0% shares, 0.0% debt)

Holdings (20)

ARCC ARES CAP CORP 20.3%

Value ($000) $60,869 Shares 3,502,247 Est. Cost $5.69 Unrealized +30.7%

PMT PENNYMAC MTG INVT TR 16.1%

Value ($000) $48,341 Shares 2,724,959 Est. Cost $22.27 Unrealized —

— TWO HBRS INVT CORP 14.4%

Value ($000) $43,118 Shares 4,500,812 Est. Cost $9.87 Unrealized —

— ENERGY TRANSFER PRTNRS L P 13.4%

Value ($000) $40,278 Shares 1,104,106 Est. Cost $43.32 Unrealized —

AGNC AGNC INVT CORP 8.8%

Value ($000) $26,363 Shares 1,324,760 Est. Cost $18.13 Unrealized —

— TPG SPECIALTY LENDING INC 7.9%

Value ($000) $23,822 Shares 1,169,451 Est. Cost $16.92 Unrealized —

ACRE ARES COML REAL ESTATE CORP 6.5%

Value ($000) $19,592 Shares 1,469,769 Est. Cost $12.90 Unrealized —

— FIFTH STREET FINANCE CORP 4.6%

Value ($000) $13,796 Shares 2,992,663 Est. Cost $9.20 Unrealized —

— NEW MEDIA INVT GROUP INC 3.1%

Value ($000) $9,379 Shares 660,000 Est. Cost $15.77 Unrealized —

PNNT PENNANTPARK INVT CORP 2.5%

Value ($000) $7,349 Shares 905,037 Est. Cost $2.61 Unrealized +7.9%

GBDC GOLUB CAP BDC INC 1.2%

Value ($000) $3,736 Shares 188,138 Est. Cost $6.63 Unrealized +25.1%

— BARCLAYS PLC 0.4%

Value ($000) $1,313 Shares 1,250,000 Est. Cost $0.98 Unrealized —

— DYNEX CAP INC 0.2%

Value ($000) $495 Shares 69,909 Est. Cost $10.18 Unrealized —

— ARVINMERITOR INC 0.1%

Value ($000) $261 Shares 250,000 Est. Cost $1.06 Unrealized —

— BROOKFIELD REAL ASSETS INCOM 0.1%

Value ($000) $245 Shares 10,780 Est. Cost $22.26 Unrealized —

— DENBURY RES INC 0.1%

Value ($000) $217 Shares 84,297 Est. Cost $2.99 Unrealized —

— ROYAL BK SCOTLAND GROUP PLC 0.1%

Value ($000) $209 Shares 200,000 Est. Cost $0.98 Unrealized —

— ROYAL BK OF SCOTLAND PLC 0.1%

Value ($000) $199 Shares 200,000 Est. Cost $0.94 Unrealized —

— ROYAL BK OF SCOTLAND PLC 0.1%

Value ($000) $197 Shares 200,000 Est. Cost $0.92 Unrealized —

— TRAVELPORT WORLDWIDE LTD 0.1%

Value ($000) $172 Shares 14,680 Est. Cost $18.01 Unrealized —

Ticker	Issuer	Shares	Value ($000)	%	Est. Cost	Unrealized	Class	CUSIP
ARCC	ARES CAP CORP	3,502,247	$60,869	20.3%	$5.69	+30.7%	COM	04010L103
PMT	PENNYMAC MTG INVT TR	2,724,959	$48,341	16.1%	$22.27	—	COM	70931T103
—	TWO HBRS INVT CORP	4,500,812	$43,118	14.4%	$9.87	—	COM	90187B101
—	ENERGY TRANSFER PRTNRS L P	1,104,106	$40,278	13.4%	$43.32	—	UNIT LTD PARTN	29273R109
AGNC	AGNC INVT CORP	1,324,760	$26,363	8.8%	$18.13	—	COM	00123Q104
—	TPG SPECIALTY LENDING INC	1,169,451	$23,822	7.9%	$16.92	—	COM	87265K102
ACRE	ARES COML REAL ESTATE CORP	1,469,769	$19,592	6.5%	$12.90	—	COM	04013V108
—	FIFTH STREET FINANCE CORP	2,992,663	$13,796	4.6%	$9.20	—	COM	31678A103
—	NEW MEDIA INVT GROUP INC	660,000	$9,379	3.1%	$15.77	—	COM	64704V106
PNNT	PENNANTPARK INVT CORP	905,037	$7,349	2.5%	$2.61	+7.9%	COM	708062104
GBDC	GOLUB CAP BDC INC	188,138	$3,736	1.2%	$6.63	+25.1%	COM	38173M102
—	BARCLAYS PLC	1,250,000	$1,313	0.4%	$0.98	—	NOTE 8.250%12/3	06738EAA3
—	DYNEX CAP INC	69,909	$495	0.2%	$10.18	—	COM	26817Q506
—	ARVINMERITOR INC	250,000	$261	0.1%	$1.06	—	FRNT 4.000% 2/1	043353AH4
—	BROOKFIELD REAL ASSETS INCOM	10,780	$245	0.1%	$22.26	—	SHS BEN INT	112830104
—	DENBURY RES INC	84,297	$217	0.1%	$2.99	—	COM	247916208
—	ROYAL BK SCOTLAND GROUP PLC	200,000	$209	0.1%	$0.98	—	NOTE 8.625%12/3	780097BB6
—	ROYAL BK OF SCOTLAND PLC	200,000	$199	0.1%	$0.94	—	NOTE 8.000%12/3	780099CK1
—	ROYAL BK OF SCOTLAND PLC	200,000	$197	0.1%	$0.92	—	DEBT 7.500%12/3	780099CJ4
—	TRAVELPORT WORLDWIDE LTD	14,680	$172	0.1%	$18.01	—	SHS	G9019D104