Delphi Financial Group, Inc. Diversified Active

CIK: 0000859139 · Show all filings

Period: Q3 2017 (← Previous) (Next →)

Filing Date: Nov 9, 2017

Total Value ($000): $218,422 (100.0% shares, 0.0% debt)

Holdings (24)

— TWO HBRS INVT CORP 33.2%

Value ($000) $72,442 Shares 7,193,819 Est. Cost $9.89 Unrealized —

— ENERGY TRANSFER PARTNERS LP 22.1%

Value ($000) $48,365 Shares 2,640,029 Est. Cost $19.89 Unrealized —

— TPG SPECIALTY LENDING INC 9.8%

Value ($000) $21,303 Shares 1,016,857 Est. Cost $16.92 Unrealized —

ACRE ARES COML REAL ESTATE CORP 8.9%

Value ($000) $19,548 Shares 1,469,769 Est. Cost $12.90 Unrealized —

— BUCKEYE PARTNERS L P 6.0%

Value ($000) $13,210 Shares 231,868 Est. Cost $56.97 Unrealized —

— CLAYMORE EXCHANGE TRD FD TR 5.5%

Value ($000) $12,019 Shares 238,671 Est. Cost $50.36 Unrealized —

— NEW MEDIA INVT GROUP INC 4.5%

Value ($000) $9,761 Shares 660,000 Est. Cost $15.77 Unrealized —

PMT PENNYMAC MTG INVT TR 4.2%

Value ($000) $9,268 Shares 532,945 Est. Cost $22.27 Unrealized —

HYG ISHARES TR 1.3%

Value ($000) $2,831 Shares 31,900 Est. Cost $88.38 Unrealized —

GBDC GOLUB CAP BDC INC 1.0%

Value ($000) $2,194 Shares 116,618 Est. Cost $6.63 Unrealized +29.9%

— POWERSHARES ETF TRUST II 0.9%

Value ($000) $2,002 Shares 86,480 Est. Cost $23.15 Unrealized —

— BARCLAYS PLC 0.6%

Value ($000) $1,320 Shares 1,250,000 Est. Cost $0.98 Unrealized —

— BARCLAYS BK PLC 0.5%

Value ($000) $1,028 Shares 1,000,000 Est. Cost $1.04 Unrealized —

— DYNEX CAP INC 0.2%

Value ($000) $508 Shares 69,909 Est. Cost $10.18 Unrealized —

ARCC ARES CAP CORP 0.2%

Value ($000) $497 Shares 30,300 Est. Cost $5.69 Unrealized +27.9%

VST VISTRA ENERGY CORP 0.2%

Value ($000) $438 Shares 23,432 Est. Cost $13.44 Unrealized +9.7%

— ARVINMERITOR INC 0.1%

Value ($000) $292 Shares 250,000 Est. Cost $1.06 Unrealized —

— TRIBUNE MEDIA CO 0.1%

Value ($000) $285 Shares 6,971 Est. Cost $40.74 Unrealized —

— BROOKFIELD REAL ASSETS INCOM 0.1%

Value ($000) $256 Shares 10,780 Est. Cost $22.26 Unrealized —

— ROYAL BK SCOTLAND GROUP PLC 0.1%

Value ($000) $222 Shares 200,000 Est. Cost $0.98 Unrealized —

— ROYAL BK OF SCOTLAND PLC 0.1%

Value ($000) $222 Shares 200,000 Est. Cost $0.94 Unrealized —

— ROYAL BK OF SCOTLAND PLC 0.1%

Value ($000) $209 Shares 200,000 Est. Cost $0.92 Unrealized —

— TRAVELPORT WORLDWIDE LTD 0.1%

Value ($000) $159 Shares 10,152 Est. Cost $18.01 Unrealized —

— DENBURY RES INC 0.0%

Value ($000) $43 Shares 32,605 Est. Cost $2.99 Unrealized —

Ticker	Issuer	Shares	Value ($000)	%	Est. Cost	Unrealized	Class	CUSIP
—	TWO HBRS INVT CORP	7,193,819	$72,442	33.2%	$9.89	—	COM	90187B101
—	ENERGY TRANSFER PARTNERS LP	2,640,029	$48,365	22.1%	$19.89	—	UNIT LTD PRT INT	29278N103
—	TPG SPECIALTY LENDING INC	1,016,857	$21,303	9.8%	$16.92	—	COM	87265K102
ACRE	ARES COML REAL ESTATE CORP	1,469,769	$19,548	8.9%	$12.90	—	COM	04013V108
—	BUCKEYE PARTNERS L P	231,868	$13,210	6.0%	$56.97	—	UNIT LTD PARTN	118230101
—	CLAYMORE EXCHANGE TRD FD TR	238,671	$12,019	5.5%	$50.36	—	GUGG ULTR SH DUR	18383M654
—	NEW MEDIA INVT GROUP INC	660,000	$9,761	4.5%	$15.77	—	COM	64704V106
PMT	PENNYMAC MTG INVT TR	532,945	$9,268	4.2%	$22.27	—	COM	70931T103
HYG	ISHARES TR	31,900	$2,831	1.3%	$88.38	—	IBOXX HI YD ETF	464288513
GBDC	GOLUB CAP BDC INC	116,618	$2,194	1.0%	$6.63	+29.9%	COM	38173M102
—	POWERSHARES ETF TRUST II	86,480	$2,002	0.9%	$23.15	—	SENIOR LN PORT	73936Q769
—	BARCLAYS PLC	1,250,000	$1,320	0.6%	$0.98	—	NOTE 8.250%12/3	06738EAA3
—	BARCLAYS BK PLC	1,000,000	$1,028	0.5%	$1.04	—	NOTE 7.750% 4/1	06739FHK0
—	DYNEX CAP INC	69,909	$508	0.2%	$10.18	—	COM	26817Q506
ARCC	ARES CAP CORP	30,300	$497	0.2%	$5.69	+27.9%	COM	04010L103
VST	VISTRA ENERGY CORP	23,432	$438	0.2%	$13.44	+9.7%	COM	92840M102
—	ARVINMERITOR INC	250,000	$292	0.1%	$1.06	—	FRNT 4.000% 2/1	043353AH4
—	TRIBUNE MEDIA CO	6,971	$285	0.1%	$40.74	—	CL A	896047503
—	BROOKFIELD REAL ASSETS INCOM	10,780	$256	0.1%	$22.26	—	SHS BEN INT	112830104
—	ROYAL BK SCOTLAND GROUP PLC	200,000	$222	0.1%	$0.98	—	NOTE 8.625%12/3	780097BB6
—	ROYAL BK OF SCOTLAND PLC	200,000	$222	0.1%	$0.94	—	NOTE 8.000%12/3	780099CK1
—	ROYAL BK OF SCOTLAND PLC	200,000	$209	0.1%	$0.92	—	DEBT 7.500%12/3	780099CJ4
—	TRAVELPORT WORLDWIDE LTD	10,152	$159	0.1%	$18.01	—	SHS	G9019D104
—	DENBURY RES INC	32,605	$43	0.0%	$2.99	—	COM	247916208