Delphi Financial Group, Inc. Diversified Active

CIK: 0000859139 · Show all filings

Period: Q3 2020 (← Previous) (Next →)

Filing Date: Oct 22, 2020

Total Value ($000): $170,830 (100.0% shares, 0.0% debt)

Holdings (25)

TSLX SIXTH STREET SPECIAL 17.1%

Value ($000) $29,288 Shares 1,701,794 Est. Cost $16.66 Unrealized +2.8%

ET ENERGY TRANSFER UNT 15.8%

Value ($000) $27,059 Shares 4,992,483 Est. Cost $15.40 Unrealized —

MPLX MPLX COM UNT 13.2%

Value ($000) $22,587 Shares 1,435,000 Est. Cost $28.83 Unrealized —

— NEW YORK MORTGAGE REIT ORD 10.0%

Value ($000) $17,105 Shares 6,707,963 Est. Cost $6.07 Unrealized —

ACRE ARES COMMERCIAL REIT ORD 7.9%

Value ($000) $13,434 Shares 1,469,769 Est. Cost $12.90 Unrealized —

ARCC ARES CAPITAL ORD 6.3%

Value ($000) $10,751 Shares 770,708 Est. Cost $9.34 Unrealized -8.4%

BKLN INVESCO EXCHANGE-TRA 6.1%

Value ($000) $10,401 Shares 478,441 Est. Cost $20.69 Unrealized —

— NUVEEN QUALITY MUNCP 4.2%

Value ($000) $7,223 Shares 497,452 Est. Cost $13.55 Unrealized —

— NUVEEN AMT FREE QLTY 4.2%

Value ($000) $7,184 Shares 501,000 Est. Cost $13.25 Unrealized —

HYG ISHARES TR 3.9%

Value ($000) $6,670 Shares 79,500 Est. Cost $77.07 Unrealized —

ANGL VANECK VECTORS ETF T 2.6%

Value ($000) $4,494 Shares 151,100 Est. Cost $29.02 Unrealized —

ABR ARBOR REALTY REIT ORD 2.3%

Value ($000) $3,927 Shares 342,328 Est. Cost $10.11 Unrealized —

— INVESCO CALIF MUN IN 1.1%

Value ($000) $1,875 Shares 127,445 Est. Cost $13.67 Unrealized —

— INVESCO TR INVT GRAD 1.1%

Value ($000) $1,866 Shares 150,242 Est. Cost $11.61 Unrealized —

— DWS MUN INCOME TR 0.8%

Value ($000) $1,379 Shares 124,452 Est. Cost $10.54 Unrealized —

— BLACKROCK MUNIHDS INV QL 0.7%

Value ($000) $1,187 Shares 88,537 Est. Cost $12.89 Unrealized —

— NUVEEN AMT FREE MUN 0.6%

Value ($000) $1,015 Shares 64,787 Est. Cost $14.54 Unrealized —

— BLACKROCK MUNIHDS QLY II 0.5%

Value ($000) $842 Shares 66,127 Est. Cost $11.84 Unrealized —

GBDC GOLUB CAPITAL BDC ORD 0.5%

Value ($000) $778 Shares 58,746 Est. Cost $9.00 Unrealized -18.8%

MAIN MAIN STREET CAPITAL ORD 0.4%

Value ($000) $600 Shares 20,281 Est. Cost $37.28 Unrealized -17.8%

— INVESCO ADVANTAGE MU 0.2%

Value ($000) $377 Shares 34,896 Est. Cost $10.46 Unrealized —

DX DYNEX CAPITAL REIT ORD 0.2%

Value ($000) $354 Shares 23,303 Est. Cost $16.74 Unrealized —

— BNY MELLON STRAT MUNI 0.1%

Value ($000) $203 Shares 24,502 Est. Cost $8.17 Unrealized —

— BROOKFIELD REAL ASST INC 0.1%

Value ($000) $178 Shares 10,780 Est. Cost $22.26 Unrealized —

— OXFORD LANE CAP CORP 0.0%

Value ($000) $53 Shares 12,000 Est. Cost $4.10 Unrealized —

Ticker	Issuer	Shares	Value ($000)	%	Est. Cost	Unrealized	Class	CUSIP
TSLX	SIXTH STREET SPECIAL	1,701,794	$29,288	17.1%	$16.66	+2.8%	COM	83012A109
ET	ENERGY TRANSFER UNT	4,992,483	$27,059	15.8%	$15.40	—	COM UT LTD PTN	29273V100
MPLX	MPLX COM UNT	1,435,000	$22,587	13.2%	$28.83	—	COM UNIT REP LTD	55336V100
—	NEW YORK MORTGAGE REIT ORD	6,707,963	$17,105	10.0%	$6.07	—	COM PAR $.02	649604501
ACRE	ARES COMMERCIAL REIT ORD	1,469,769	$13,434	7.9%	$12.90	—	COM	04013V108
ARCC	ARES CAPITAL ORD	770,708	$10,751	6.3%	$9.34	-8.4%	COM	04010L103
BKLN	INVESCO EXCHANGE-TRA	478,441	$10,401	6.1%	$20.69	—	SR LN ETF	46138G508
—	NUVEEN QUALITY MUNCP	497,452	$7,223	4.2%	$13.55	—	COM	67066V101
—	NUVEEN AMT FREE QLTY	501,000	$7,184	4.2%	$13.25	—	COM	670657105
HYG	ISHARES TR	79,500	$6,670	3.9%	$77.07	—	IBOXX HI YD ETF	464288513
ANGL	VANECK VECTORS ETF T	151,100	$4,494	2.6%	$29.02	—	FALLEN ANGEL HG	92189F437
ABR	ARBOR REALTY REIT ORD	342,328	$3,927	2.3%	$10.11	—	COM	038923108
—	INVESCO CALIF MUN IN	127,445	$1,875	1.1%	$13.67	—	COM	46132P108
—	INVESCO TR INVT GRAD	150,242	$1,866	1.1%	$11.61	—	COM	46131M106
—	DWS MUN INCOME TR	124,452	$1,379	0.8%	$10.54	—	COM	233368109
—	BLACKROCK MUNIHDS INV QL	88,537	$1,187	0.7%	$12.89	—	COM	09254P108
—	NUVEEN AMT FREE MUN	64,787	$1,015	0.6%	$14.54	—	COM	67071L106
—	BLACKROCK MUNIHDS QLY II	66,127	$842	0.5%	$11.84	—	COM	09254C107
GBDC	GOLUB CAPITAL BDC ORD	58,746	$778	0.5%	$9.00	-18.8%	COM	38173M102
MAIN	MAIN STREET CAPITAL ORD	20,281	$600	0.4%	$37.28	-17.8%	COM	56035L104
—	INVESCO ADVANTAGE MU	34,896	$377	0.2%	$10.46	—	SH BEN INT	46132E103
DX	DYNEX CAPITAL REIT ORD	23,303	$354	0.2%	$16.74	—	COM	26817Q886
—	BNY MELLON STRAT MUNI	24,502	$203	0.1%	$8.17	—	COM	05588W108
—	BROOKFIELD REAL ASST INC	10,780	$178	0.1%	$22.26	—	SHS BEN INT	112830104
—	OXFORD LANE CAP CORP	12,000	$53	0.0%	$4.10	—	COM	691543102