DELPHI FINANCIAL GROUP, INC. Diversified Active

Location: Wilmington, DE

CIK: 0000859139 · Show all filings

Period: Q2 2017 (← Previous) (Next →)

Filing Date: Aug 14, 2017

Total Value: $278M (100.0% shares, 0.0% debt)

Holdings (23)

— TWO HBRS INVT CORP 25.4%

Value $70.57M Shares 7,113,819 Est. Cost $9.89 Unrealized —

ARCC ARES CAP CORP 20.6%

Value $57.37M Shares 3,502,247 Est. Cost $5.69 Unrealized +30.2%

— ENERGY TRANSFER PARTNERS LP 14.7%

Value $40.78M Shares 2,000,029 Est. Cost $20.39 Unrealized —

PMT PENNYMAC MTG INVT TR 8.7%

Value $24.22M Shares 1,325,145 Est. Cost $22.27 Unrealized —

— TPG SPECIALTY LENDING INC 8.6%

Value $23.91M Shares 1,169,451 Est. Cost $16.92 Unrealized —

ACRE ARES COML REAL ESTATE CORP 6.9%

Value $19.24M Shares 1,469,769 Est. Cost $12.90 Unrealized —

— FIFTH STREET FINANCE CORP 4.0%

Value $11.12M Shares 2,287,082 Est. Cost $9.20 Unrealized —

— NEW MEDIA INVT GROUP INC 3.2%

Value $8.89M Shares 660,000 Est. Cost $15.77 Unrealized —

PNNT PENNANTPARK INVT CORP 2.4%

Value $6.697M Shares 905,037 Est. Cost $2.61 Unrealized +5.6%

HYG ISHARES TR 2.3%

Value $6.478M Shares 73,300 Est. Cost $88.38 Unrealized —

GBDC GOLUB CAP BDC INC 1.3%

Value $3.593M Shares 188,138 Est. Cost $6.63 Unrealized +33.6%

— BARCLAYS PLC 0.5%

Value $1.326M Shares 1,250,000 Est. Cost $0.98 Unrealized —

— BARCLAYS BK PLC 0.4%

Value $1.04M Shares 1,000,000 Est. Cost $1.04 Unrealized —

— DYNEX CAP INC 0.2%

Value $496K Shares 69,909 Est. Cost $10.18 Unrealized —

VST VISTRA ENERGY CORP 0.1%

Value $393K Shares 23,432 Est. Cost $13.44 Unrealized 0.0%

— TRIBUNE MEDIA CO 0.1%

Value $284K Shares 6,971 Est. Cost $40.74 Unrealized —

— ARVINMERITOR INC 0.1%

Value $260K Shares 250,000 Est. Cost $1.06 Unrealized —

— BROOKFIELD REAL ASSETS INCOM 0.1%

Value $250K Shares 10,780 Est. Cost $22.26 Unrealized —

— ROYAL BK SCOTLAND GROUP PLC 0.1%

Value $218K Shares 200,000 Est. Cost $0.98 Unrealized —

— ROYAL BK OF SCOTLAND PLC 0.1%

Value $217K Shares 200,000 Est. Cost $0.94 Unrealized —

— ROYAL BK OF SCOTLAND PLC 0.1%

Value $206K Shares 200,000 Est. Cost $0.92 Unrealized —

— TRAVELPORT WORLDWIDE LTD 0.1%

Value $202K Shares 14,680 Est. Cost $18.01 Unrealized —

— DENBURY RES INC 0.0%

Value $79,000 Shares 51,638 Est. Cost $2.99 Unrealized —

Ticker	Issuer	Shares	Value	%	Est. Cost	Unrealized	Class	CUSIP
—	TWO HBRS INVT CORP	7,113,819	$70.57M	25.4%	$9.89	—	COM	90187B101
ARCC	ARES CAP CORP	3,502,247	$57.37M	20.6%	$5.69	+30.2%	COM	04010L103
—	ENERGY TRANSFER PARTNERS LP	2,000,029	$40.78M	14.7%	$20.39	—	UNIT LTD PRT INT	29278N103
PMT	PENNYMAC MTG INVT TR	1,325,145	$24.22M	8.7%	$22.27	—	COM	70931T103
—	TPG SPECIALTY LENDING INC	1,169,451	$23.91M	8.6%	$16.92	—	COM	87265K102
ACRE	ARES COML REAL ESTATE CORP	1,469,769	$19.24M	6.9%	$12.90	—	COM	04013V108
—	FIFTH STREET FINANCE CORP	2,287,082	$11.12M	4.0%	$9.20	—	COM	31678A103
—	NEW MEDIA INVT GROUP INC	660,000	$8.89M	3.2%	$15.77	—	COM	64704V106
PNNT	PENNANTPARK INVT CORP	905,037	$6.697M	2.4%	$2.61	+5.6%	COM	708062104
HYG	ISHARES TR	73,300	$6.478M	2.3%	$88.38	—	IBOXX HI YD ETF	464288513
GBDC	GOLUB CAP BDC INC	188,138	$3.593M	1.3%	$6.63	+33.6%	COM	38173M102
—	BARCLAYS PLC	1,250,000	$1.326M	0.5%	$0.98	—	NOTE 8.250%12/3	06738EAA3
—	BARCLAYS BK PLC	1,000,000	$1.04M	0.4%	$1.04	—	NOTE 7.750% 4/1	06739FHK0
—	DYNEX CAP INC	69,909	$496K	0.2%	$10.18	—	COM	26817Q506
VST	VISTRA ENERGY CORP	23,432	$393K	0.1%	$13.44	0.0%	COM	92840M102
—	TRIBUNE MEDIA CO	6,971	$284K	0.1%	$40.74	—	CL A	896047503
—	ARVINMERITOR INC	250,000	$260K	0.1%	$1.06	—	FRNT 4.000% 2/1	043353AH4
—	BROOKFIELD REAL ASSETS INCOM	10,780	$250K	0.1%	$22.26	—	SHS BEN INT	112830104
—	ROYAL BK SCOTLAND GROUP PLC	200,000	$218K	0.1%	$0.98	—	NOTE 8.625%12/3	780097BB6
—	ROYAL BK OF SCOTLAND PLC	200,000	$217K	0.1%	$0.94	—	NOTE 8.000%12/3	780099CK1
—	ROYAL BK OF SCOTLAND PLC	200,000	$206K	0.1%	$0.92	—	DEBT 7.500%12/3	780099CJ4
—	TRAVELPORT WORLDWIDE LTD	14,680	$202K	0.1%	$18.01	—	SHS	G9019D104
—	DENBURY RES INC	51,638	$79,000	0.0%	$2.99	—	COM	247916208