Delphi Financial

Delphi Financial as of Sept. 30, 2016

Portfolio Holdings for Delphi Financial

Delphi Financial holds 22 positions in its portfolio as reported in the September 2016 quarterly 13F filing

Company (Ticker) Portfolio Weight Valued At Change in Shares Share Count Share Price
Ares Capital Corporation (ARCC) 17.6 $54M 3.5M 15.50
Energy Transfer Partners 17.1 $53M 1.4M 36.98
Two Harbors Investment 16.4 $51M 6.0M 8.53
PennyMac Mortgage Investment Trust (PMT) 13.7 $42M 2.7M 15.57
Tpg Specialty Lnding Inc equity 6.9 $21M 1.2M 18.12
Ares Coml Real Estate (ACRE) 6.0 $19M 1.5M 12.58
Fifth Street Finance 5.6 $17M 3.0M 5.81
New Media Inv Grp 3.3 $10M 660k 15.49
PennantPark Investment (PNNT) 3.2 $10M 1.3M 7.52
Clyme US Cptl Mkts Mco Trm Fxd Idx 3.2 $10M 199k 50.18
iShares iBoxx $ High Yid Corp Bond (HYG) 3.0 $9.1M 105k 87.25
Fs Investment Corporation 1.8 $5.6M 594k 9.47
Golub Capital BDC (GBDC) 1.1 $3.4M 185k 18.56
Barclays Plc note 8.250%12/2 0.4 $1.3M 1.3M 1.00
Dynex Capital 0.2 $518k 70k 7.41
Arvinmeritor Inc frnt 4.000% 2/1 0.1 $250k 250k 1.00
Brookfield Total Return Fd I 0.1 $252k 11k 22.40
Travelport Worldwide 0.1 $224k 15k 15.05
Denbury Resources 0.1 $181k 56k 3.23
Royal Bk Of Scotland Plc note 8.000%12/3 0.1 $188k 200k 0.94
Royal Bk Of Scotland Plc debt 7.500%12/3 0.1 $184k 200k 0.92
Royal Bk Scotland Group Plc note 8.625%12/3 0.1 $196k 200k 0.98