Delphi Financial Group, Inc. Diversified Active

CIK: 0000859139 · Show all filings

Period: Q4 2019 (← Previous) (Next →)

Filing Date: Feb 7, 2020

Total Value ($000): $340,237 (100.0% shares, 0.0% debt)

Holdings (23)

ET ENERGY TRANSFER UNT 23.6%

Value ($000) $80,164 Shares 6,248,133 Est. Cost $15.60 Unrealized —

— TWO HARBORS INVESTMENT REIT ORD 18.5%

Value ($000) $62,869 Shares 4,300,185 Est. Cost $14.98 Unrealized —

— NEW YORK MORTGAGE REIT ORD 11.9%

Value ($000) $40,327 Shares 6,472,963 Est. Cost $6.23 Unrealized —

MPLX MPLX COM UNT 10.7%

Value ($000) $36,535 Shares 1,435,000 Est. Cost $28.83 Unrealized —

— TPG SPECIALTY LENDING ORD 9.4%

Value ($000) $32,056 Shares 1,493,067 Est. Cost $17.37 Unrealized —

BXMT BLACKSTONE MORTGAGE CL A REIT ORD 9.3%

Value ($000) $31,700 Shares 851,705 Est. Cost $31.56 Unrealized —

ACRE ARES COMMERCIAL REIT ORD 6.8%

Value ($000) $23,281 Shares 1,469,769 Est. Cost $12.90 Unrealized —

— NUVEEN QUALITY MUNI INC 1.7%

Value ($000) $5,730 Shares 392,452 Est. Cost $13.48 Unrealized —

— NUVEEN AMT-FR QLTY MUN I 1.5%

Value ($000) $5,148 Shares 358,000 Est. Cost $13.10 Unrealized —

ARCC ARES CAPITAL ORD 1.5%

Value ($000) $5,049 Shares 270,708 Est. Cost $8.92 Unrealized +15.6%

ABR ARBOR REALTY REIT ORD 1.4%

Value ($000) $4,912 Shares 342,328 Est. Cost $10.11 Unrealized —

BKLN INVESCO SENIOR LOAN 0.9%

Value ($000) $2,971 Shares 130,200 Est. Cost $22.59 Unrealized —

— INVESCO TR INV GRD 0.5%

Value ($000) $1,659 Shares 129,142 Est. Cost $11.54 Unrealized —

— INVESCO VAL MUNI INC 0.5%

Value ($000) $1,640 Shares 107,065 Est. Cost $13.52 Unrealized —

— BLACKROCK MUNIHDS INV QL 0.3%

Value ($000) $1,177 Shares 88,537 Est. Cost $12.89 Unrealized —

GBDC GOLUB CAPITAL BDC ORD 0.3%

Value ($000) $1,031 Shares 55,871 Est. Cost $9.11 Unrealized +5.8%

— OXFORD LANE CAPITAL ORD 0.3%

Value ($000) $979 Shares 120,000 Est. Cost $8.16 Unrealized —

— BLACKROCK MUNIHDS QLY II 0.2%

Value ($000) $777 Shares 61,591 Est. Cost $11.78 Unrealized —

— DWS MUNICIPAL INCOME TR 0.2%

Value ($000) $730 Shares 64,452 Est. Cost $10.26 Unrealized —

— NUVEEN AMT FREE MNCPL CRDT INCM CF 0.2%

Value ($000) $668 Shares 40,100 Est. Cost $13.96 Unrealized —

DX DYNEX CAPITAL REIT ORD 0.1%

Value ($000) $395 Shares 23,303 Est. Cost $16.74 Unrealized —

— BROOKFIELD REAL ASST INC 0.1%

Value ($000) $230 Shares 10,780 Est. Cost $22.26 Unrealized —

— BNY MELLON STRAT MUNI 0.1%

Value ($000) $209 Shares 24,502 Est. Cost $8.17 Unrealized —

Ticker	Issuer	Shares	Value ($000)	%	Est. Cost	Unrealized	Class	CUSIP
ET	ENERGY TRANSFER UNT	6,248,133	$80,164	23.6%	$15.60	—	COM UT LTD PTN	29273V100
—	TWO HARBORS INVESTMENT REIT ORD	4,300,185	$62,869	18.5%	$14.98	—	COM NEW	90187B408
—	NEW YORK MORTGAGE REIT ORD	6,472,963	$40,327	11.9%	$6.23	—	COM	649604501
MPLX	MPLX COM UNT	1,435,000	$36,535	10.7%	$28.83	—	COM UNIT REP LTD	55336V100
—	TPG SPECIALTY LENDING ORD	1,493,067	$32,056	9.4%	$17.37	—	COM	87265K102
BXMT	BLACKSTONE MORTGAGE CL A REIT ORD	851,705	$31,700	9.3%	$31.56	—	COM CL A	09257W100
ACRE	ARES COMMERCIAL REIT ORD	1,469,769	$23,281	6.8%	$12.90	—	COM	04013V108
—	NUVEEN QUALITY MUNI INC	392,452	$5,730	1.7%	$13.48	—	COM	67066V101
—	NUVEEN AMT-FR QLTY MUN I	358,000	$5,148	1.5%	$13.10	—	COM	670657105
ARCC	ARES CAPITAL ORD	270,708	$5,049	1.5%	$8.92	+15.6%	COM	04010L103
ABR	ARBOR REALTY REIT ORD	342,328	$4,912	1.4%	$10.11	—	COM	038923108
BKLN	INVESCO SENIOR LOAN	130,200	$2,971	0.9%	$22.59	—	COM	46138G508
—	INVESCO TR INV GRD	129,142	$1,659	0.5%	$11.54	—	COM	46131M106
—	INVESCO VAL MUNI INC	107,065	$1,640	0.5%	$13.52	—	COM	46132P108
—	BLACKROCK MUNIHDS INV QL	88,537	$1,177	0.3%	$12.89	—	COM	09254P108
GBDC	GOLUB CAPITAL BDC ORD	55,871	$1,031	0.3%	$9.11	+5.8%	COM	38173M102
—	OXFORD LANE CAPITAL ORD	120,000	$979	0.3%	$8.16	—	COM	691543102
—	BLACKROCK MUNIHDS QLY II	61,591	$777	0.2%	$11.78	—	COM	09254C107
—	DWS MUNICIPAL INCOME TR	64,452	$730	0.2%	$10.26	—	COM	233368109
—	NUVEEN AMT FREE MNCPL CRDT INCM CF	40,100	$668	0.2%	$13.96	—	COM	67071L106
DX	DYNEX CAPITAL REIT ORD	23,303	$395	0.1%	$16.74	—	COM	26817Q886
—	BROOKFIELD REAL ASST INC	10,780	$230	0.1%	$22.26	—	SHS BEN INT	112830104
—	BNY MELLON STRAT MUNI	24,502	$209	0.1%	$8.17	—	COM	05588W108