Delphi Financial Group, Inc. Diversified Active

CIK: 0000859139 · Show all filings

Period: Q1 2020 (← Previous) (Next →)

Filing Date: May 6, 2020

Total Value ($000): $206,382 (100.0% shares, 0.0% debt)

Holdings (24)

ET ENERGY TRANSFER UNT 14.2%

Value ($000) $29,281 Shares 6,365,383 Est. Cost $15.40 Unrealized —

BKLN INVESCO SENIOR LOAN 12.2%

Value ($000) $25,170 Shares 1,230,200 Est. Cost $20.69 Unrealized —

— TWO HARBORS INVESTMENT REIT ORD 10.7%

Value ($000) $22,130 Shares 5,808,482 Est. Cost $12.08 Unrealized —

— TPG SPECIALTY LENDING ORD 10.6%

Value ($000) $21,778 Shares 1,564,544 Est. Cost $17.21 Unrealized —

BXMT BLACKSTONE MORTGAGE CL A REIT ORD 9.6%

Value ($000) $19,802 Shares 1,063,468 Est. Cost $28.98 Unrealized —

HYG ISHARES TR 9.4%

Value ($000) $19,499 Shares 253,000 Est. Cost $77.07 Unrealized —

MPLX MPLX COM UNT 8.1%

Value ($000) $16,675 Shares 1,435,000 Est. Cost $28.83 Unrealized —

— NEW YORK MORTGAGE REIT ORD 5.0%

Value ($000) $10,397 Shares 6,707,963 Est. Cost $6.07 Unrealized —

ACRE ARES COMMERCIAL REIT ORD 5.0%

Value ($000) $10,274 Shares 1,469,769 Est. Cost $12.90 Unrealized —

ARCC ARES CAPITAL ORD 4.0%

Value ($000) $8,308 Shares 770,708 Est. Cost $9.34 Unrealized +2.5%

— NUVEEN QUALITY MUNI INC 3.3%

Value ($000) $6,766 Shares 492,452 Est. Cost $13.54 Unrealized —

— NUVEEN AMT-FR QLTY MUN I 3.0%

Value ($000) $6,242 Shares 461,000 Est. Cost $13.19 Unrealized —

ABR ARBOR REALTY REIT ORD 0.8%

Value ($000) $1,677 Shares 342,328 Est. Cost $10.11 Unrealized —

— INVESCO TR INV GRD 0.8%

Value ($000) $1,561 Shares 129,142 Est. Cost $11.54 Unrealized —

— INVESCO VAL MUNI INC 0.7%

Value ($000) $1,514 Shares 107,065 Est. Cost $13.52 Unrealized —

— BLACKROCK MUNIHDS INV QL 0.6%

Value ($000) $1,158 Shares 88,537 Est. Cost $12.89 Unrealized —

— DWS MUNICIPAL INCOME TR 0.5%

Value ($000) $1,126 Shares 104,452 Est. Cost $10.46 Unrealized —

— BLACKROCK MUNIHDS QLY II 0.4%

Value ($000) $739 Shares 61,591 Est. Cost $11.78 Unrealized —

GBDC GOLUB CAPITAL BDC ORD 0.3%

Value ($000) $702 Shares 55,871 Est. Cost $9.11 Unrealized +0.6%

— NUVEEN AMT FREE MNCPL CRDT INCM CF 0.3%

Value ($000) $589 Shares 40,100 Est. Cost $13.96 Unrealized —

MAIN MAIN STREET CAPITAL ORD 0.2%

Value ($000) $410 Shares 20,000 Est. Cost $37.41 Unrealized 0.0%

DX DYNEX CAPITAL REIT ORD 0.1%

Value ($000) $243 Shares 23,303 Est. Cost $16.74 Unrealized —

— BNY MELLON STRAT MUNI 0.1%

Value ($000) $183 Shares 24,502 Est. Cost $8.17 Unrealized —

— BROOKFIELD REAL ASST INC 0.1%

Value ($000) $158 Shares 10,780 Est. Cost $22.26 Unrealized —

Ticker	Issuer	Shares	Value ($000)	%	Est. Cost	Unrealized	Class	CUSIP
ET	ENERGY TRANSFER UNT	6,365,383	$29,281	14.2%	$15.40	—	COM UT LTD PTN	29273V100
BKLN	INVESCO SENIOR LOAN	1,230,200	$25,170	12.2%	$20.69	—	SR LN ETF	46138G508
—	TWO HARBORS INVESTMENT REIT ORD	5,808,482	$22,130	10.7%	$12.08	—	COM NEW	90187B408
—	TPG SPECIALTY LENDING ORD	1,564,544	$21,778	10.6%	$17.21	—	COM	87265K102
BXMT	BLACKSTONE MORTGAGE CL A REIT ORD	1,063,468	$19,802	9.6%	$28.98	—	COM CL A	09257W100
HYG	ISHARES TR	253,000	$19,499	9.4%	$77.07	—	IBOXX HI YD ETF	464288513
MPLX	MPLX COM UNT	1,435,000	$16,675	8.1%	$28.83	—	COM UNIT REP LTD	55336V100
—	NEW YORK MORTGAGE REIT ORD	6,707,963	$10,397	5.0%	$6.07	—	COM PAR $.02	649604501
ACRE	ARES COMMERCIAL REIT ORD	1,469,769	$10,274	5.0%	$12.90	—	COM	04013V108
ARCC	ARES CAPITAL ORD	770,708	$8,308	4.0%	$9.34	+2.5%	COM	04010L103
—	NUVEEN QUALITY MUNI INC	492,452	$6,766	3.3%	$13.54	—	COM	67066V101
—	NUVEEN AMT-FR QLTY MUN I	461,000	$6,242	3.0%	$13.19	—	COM	670657105
ABR	ARBOR REALTY REIT ORD	342,328	$1,677	0.8%	$10.11	—	COM	038923108
—	INVESCO TR INV GRD	129,142	$1,561	0.8%	$11.54	—	COM	46131M106
—	INVESCO VAL MUNI INC	107,065	$1,514	0.7%	$13.52	—	COM	46132P108
—	BLACKROCK MUNIHDS INV QL	88,537	$1,158	0.6%	$12.89	—	COM	09254P108
—	DWS MUNICIPAL INCOME TR	104,452	$1,126	0.5%	$10.46	—	COM	233368109
—	BLACKROCK MUNIHDS QLY II	61,591	$739	0.4%	$11.78	—	COM	09254C107
GBDC	GOLUB CAPITAL BDC ORD	55,871	$702	0.3%	$9.11	+0.6%	COM	38173M102
—	NUVEEN AMT FREE MNCPL CRDT INCM CF	40,100	$589	0.3%	$13.96	—	COM	67071L106
MAIN	MAIN STREET CAPITAL ORD	20,000	$410	0.2%	$37.41	0.0%	COM	56035L104
DX	DYNEX CAPITAL REIT ORD	23,303	$243	0.1%	$16.74	—	COM	26817Q886
—	BNY MELLON STRAT MUNI	24,502	$183	0.1%	$8.17	—	COM	05588W108
—	BROOKFIELD REAL ASST INC	10,780	$158	0.1%	$22.26	—	SHS BEN INT	112830104