Delphi Financial Group, Inc. Diversified Active

CIK: 0000859139 · Show all filings

Period: Q2 2020 (← Previous) (Next →)

Filing Date: Jul 23, 2020

Total Value ($000): $175,588 (100.0% shares, 0.0% debt)

Holdings (25)

ET ENERGY TRANSFER UNT 20.2%

Value ($000) $35,546 Shares 4,992,483 Est. Cost $15.40 Unrealized —

TSLX SIXTH STREET SPECIAL 14.7%

Value ($000) $25,886 Shares 1,569,794 Est. Cost $16.62 Unrealized 0.0%

MPLX MPLX COM UNT 14.1%

Value ($000) $24,797 Shares 1,435,000 Est. Cost $28.83 Unrealized —

— NEW YORK MORTGAGE REIT ORD 10.0%

Value ($000) $17,508 Shares 6,707,963 Est. Cost $6.07 Unrealized —

ACRE ARES COMMERCIAL REIT ORD 7.6%

Value ($000) $13,404 Shares 1,469,769 Est. Cost $12.90 Unrealized —

ARCC ARES CAPITAL ORD 6.3%

Value ($000) $11,137 Shares 770,708 Est. Cost $9.34 Unrealized -15.5%

BKLN INVESCO EXCHANGE-TRA 5.8%

Value ($000) $10,215 Shares 478,441 Est. Cost $20.69 Unrealized —

HYG ISHARES TR 4.0%

Value ($000) $6,979 Shares 85,500 Est. Cost $77.07 Unrealized —

— NUVEEN AMT FREE QLTY 4.0%

Value ($000) $6,964 Shares 501,000 Est. Cost $13.25 Unrealized —

— NUVEEN QUALITY MUNCP 3.9%

Value ($000) $6,904 Shares 492,452 Est. Cost $13.54 Unrealized —

ABR ARBOR REALTY REIT ORD 1.8%

Value ($000) $3,163 Shares 342,328 Est. Cost $10.11 Unrealized —

ANGL VANECK VECTORS ETF T 1.7%

Value ($000) $3,014 Shares 105,000 Est. Cost $28.70 Unrealized —

— INVESCO CALIF MUN IN 1.0%

Value ($000) $1,842 Shares 127,445 Est. Cost $13.67 Unrealized —

— INVESCO TR INVT GRAD 1.0%

Value ($000) $1,809 Shares 150,242 Est. Cost $11.61 Unrealized —

— DWS MUN INCOME TR 0.7%

Value ($000) $1,214 Shares 112,452 Est. Cost $10.48 Unrealized —

— BLACKROCK MUNIHDS INV QL 0.7%

Value ($000) $1,145 Shares 88,537 Est. Cost $12.89 Unrealized —

— NUVEEN AMT FREE MUN 0.5%

Value ($000) $802 Shares 52,501 Est. Cost $14.27 Unrealized —

— BLACKROCK MUNIHDS QLY II 0.4%

Value ($000) $763 Shares 61,591 Est. Cost $11.78 Unrealized —

GBDC GOLUB CAPITAL BDC ORD 0.4%

Value ($000) $668 Shares 57,349 Est. Cost $9.04 Unrealized -28.8%

MAIN MAIN STREET CAPITAL ORD 0.4%

Value ($000) $631 Shares 20,281 Est. Cost $37.28 Unrealized -24.4%

— INVESCO ADVANTAGE MU 0.2%

Value ($000) $365 Shares 34,896 Est. Cost $10.46 Unrealized —

DX DYNEX CAPITAL REIT ORD 0.2%

Value ($000) $333 Shares 23,303 Est. Cost $16.74 Unrealized —

— BNY MELLON STRAT MUNI 0.1%

Value ($000) $190 Shares 24,502 Est. Cost $8.17 Unrealized —

— BROOKFIELD REAL ASST INC 0.1%

Value ($000) $180 Shares 10,780 Est. Cost $22.26 Unrealized —

— OXFORD LANE CAP CORP 0.1%

Value ($000) $129 Shares 31,500 Est. Cost $4.10 Unrealized —

Ticker	Issuer	Shares	Value ($000)	%	Est. Cost	Unrealized	Class	CUSIP
ET	ENERGY TRANSFER UNT	4,992,483	$35,546	20.2%	$15.40	—	COM UT LTD PTN	29273V100
TSLX	SIXTH STREET SPECIAL	1,569,794	$25,886	14.7%	$16.62	0.0%	COM	83012A109
MPLX	MPLX COM UNT	1,435,000	$24,797	14.1%	$28.83	—	COM UNIT REP LTD	55336V100
—	NEW YORK MORTGAGE REIT ORD	6,707,963	$17,508	10.0%	$6.07	—	COM PAR $.02	649604501
ACRE	ARES COMMERCIAL REIT ORD	1,469,769	$13,404	7.6%	$12.90	—	COM	04013V108
ARCC	ARES CAPITAL ORD	770,708	$11,137	6.3%	$9.34	-15.5%	COM	04010L103
BKLN	INVESCO EXCHANGE-TRA	478,441	$10,215	5.8%	$20.69	—	SR LN ETF	46138G508
HYG	ISHARES TR	85,500	$6,979	4.0%	$77.07	—	IBOXX HI YD ETF	464288513
—	NUVEEN AMT FREE QLTY	501,000	$6,964	4.0%	$13.25	—	COM	670657105
—	NUVEEN QUALITY MUNCP	492,452	$6,904	3.9%	$13.54	—	COM	67066V101
ABR	ARBOR REALTY REIT ORD	342,328	$3,163	1.8%	$10.11	—	COM	038923108
ANGL	VANECK VECTORS ETF T	105,000	$3,014	1.7%	$28.70	—	FALLEN ANGEL HG	92189F437
—	INVESCO CALIF MUN IN	127,445	$1,842	1.0%	$13.67	—	COM	46132P108
—	INVESCO TR INVT GRAD	150,242	$1,809	1.0%	$11.61	—	COM	46131M106
—	DWS MUN INCOME TR	112,452	$1,214	0.7%	$10.48	—	COM	233368109
—	BLACKROCK MUNIHDS INV QL	88,537	$1,145	0.7%	$12.89	—	COM	09254P108
—	NUVEEN AMT FREE MUN	52,501	$802	0.5%	$14.27	—	COM	67071L106
—	BLACKROCK MUNIHDS QLY II	61,591	$763	0.4%	$11.78	—	COM	09254C107
GBDC	GOLUB CAPITAL BDC ORD	57,349	$668	0.4%	$9.04	-28.8%	COM	38173M102
MAIN	MAIN STREET CAPITAL ORD	20,281	$631	0.4%	$37.28	-24.4%	COM	56035L104
—	INVESCO ADVANTAGE MU	34,896	$365	0.2%	$10.46	—	SH BEN INT	46132E103
DX	DYNEX CAPITAL REIT ORD	23,303	$333	0.2%	$16.74	—	COM	26817Q886
—	BNY MELLON STRAT MUNI	24,502	$190	0.1%	$8.17	—	COM	05588W108
—	BROOKFIELD REAL ASST INC	10,780	$180	0.1%	$22.26	—	SHS BEN INT	112830104
—	OXFORD LANE CAP CORP	31,500	$129	0.1%	$4.10	—	COM	691543102