DELPHI FINANCIAL GROUP, INC. Diversified Active

Location: Wilmington, DE

CIK: 0000859139 · Show all filings

Period: Q1 2023 (← Previous) (Next →)

Filing Date: May 5, 2023

Total Value: $203M (98.9% shares, 1.1% debt)

Holdings (34)

MPLX MPLX LP 26.9%

Value $54.55M Shares 1,583,389 Est. Cost $26.82 Unrealized —

ET ENERGY TRANSFER LP 24.8%

Value $50.35M Shares 4,038,062 Est. Cost $13.52 Unrealized —

SHYG ISHARES 0-5 YEAR HIGH YIELD C 12.5%

Value $25.34M Shares 607,950 Est. Cost $41.28 Unrealized —

RITM RITHM CAPITAL CORP 5.1%

Value $10.36M Shares 1,294,806 Est. Cost $8.25 Unrealized —

MFA MFA FINL INC 3.1%

Value $6.25M Shares 630,059 Est. Cost $9.03 Unrealized —

ASHR XTRACKERS HARVEST CSI 300 CHI 2.9%

Value $5.968M Shares 202,385 Est. Cost $29.49 Unrealized —

BABA ALIBABA GROUP HOLDING LTD 2.4%

Value $4.814M Shares 47,115 Est. Cost $102.18 Unrealized —

GXC SPDR S&P CHINA ETF 1.9%

Value $3.85M Shares 46,785 Est. Cost $79.45 Unrealized —

ARCC ARES CAPITAL CORP 1.7%

Value $3.511M Shares 192,113 Est. Cost $9.55 Unrealized +50.1%

— NUVEEN QUALITY MUNCP INCOME 1.7%

Value $3.393M Shares 294,248 Est. Cost $13.55 Unrealized —

— NUVEEN AMT FREE QLTY MUN INC 1.7%

Value $3.35M Shares 301,243 Est. Cost $13.25 Unrealized —

MSFT MICROSOFT CORP 1.5%

Value $3.114M Shares 10,800 Est. Cost $206.04 Unrealized +21.1%

CNX CNX RESOURCES CORP 1.5%

Value $3.061M Shares 191,050 Est. Cost $15.89 Unrealized 0.0%

TSLX SIXTH STREET SPECIALTY LENDI 1.4%

Value $2.936M Shares 160,425 Est. Cost $16.94 Unrealized +9.5%

ADAM NEW YORK MORTGAGE TRUST INC 1.4%

Value $2.893M Shares 290,500 Est. Cost $9.96 Unrealized —

AMZN AMAZON.COM INC 1.2%

Value $2.479M Shares 24,000 Est. Cost $126.86 Unrealized -23.8%

— 2U INC 1.1%

Value $2.205M Shares 2,821,000 Est. Cost $0.84 Unrealized —

ABR ARBOR REALTY TRUST INC 1.1%

Value $2.154M Shares 187,471 Est. Cost $11.37 Unrealized —

EXE CHESAPEAKE ENERGY CORP 0.9%

Value $1.878M Shares 24,700 Est. Cost $74.50 Unrealized 0.0%

— BLACKSTONE MORTGAGE TR 0.8%

Value $1.593M Shares 2,000,000 Est. Cost $0.80 Unrealized —

— INVESCO TR INVT GRADE MUNS 0.7%

Value $1.492M Shares 150,142 Est. Cost $11.61 Unrealized —

MBB ISHARES TR 0.5%

Value $947K Shares 10,000 Est. Cost $94.73 Unrealized —

— DWS MUN INCOME TR 0.5%

Value $930K Shares 104,452 Est. Cost $10.54 Unrealized —

— SELECTA BIOSCIENCES INC 0.5%

Value $919K Shares 660,852 Est. Cost $1.13 Unrealized —

ZROZ PIMCO ETF TR 0.3%

Value $690K Shares 7,200 Est. Cost $95.78 Unrealized —

GTLB GITLAB INC 0.3%

Value $634K Shares 18,476 Est. Cost $43.93 Unrealized 0.0%

— OXFORD LANE CAP CORP 0.3%

Value $615K Shares 117,678 Est. Cost $5.95 Unrealized —

— INVESCO VALUE MUN INCOME TR 0.2%

Value $476K Shares 39,012 Est. Cost $13.67 Unrealized —

SNOW SNOWFLAKE INC 0.2%

Value $401K Shares 2,601 Est. Cost $158.42 Unrealized -7.5%

FXY INVESCO CURRENCYSHARES JAPAN 0.2%

Value $393K Shares 5,600 Est. Cost $70.13 Unrealized —

XMUIX BLACKROCK MUNICIPAL INCOME 0.2%

Value $356K Shares 30,513 Est. Cost $11.91 Unrealized —

GBDC GOLUB CAP BDC INC 0.2%

Value $349K Shares 25,767 Est. Cost $9.00 Unrealized +7.9%

MQ MARQETA INC 0.1%

Value $285K Shares 62,298 Est. Cost $11.61 Unrealized -51.9%

DX DYNEX CAP INC 0.1%

Value $282K Shares 23,303 Est. Cost $16.74 Unrealized —

Ticker	Issuer	Shares	Value	%	Est. Cost	Unrealized	Class	CUSIP
MPLX	MPLX LP	1,583,389	$54.55M	26.9%	$26.82	—	COM UNIT REP LTD	55336V100
ET	ENERGY TRANSFER LP	4,038,062	$50.35M	24.8%	$13.52	—	COM UT LTD PTN	29273V100
SHYG	ISHARES 0-5 YEAR HIGH YIELD C	607,950	$25.34M	12.5%	$41.28	—	0-5YR HI YL CP	46434V407
RITM	RITHM CAPITAL CORP	1,294,806	$10.36M	5.1%	$8.25	—	COM NEW	64828T201
MFA	MFA FINL INC	630,059	$6.25M	3.1%	$9.03	—	COM	55272X607
ASHR	XTRACKERS HARVEST CSI 300 CHI	202,385	$5.968M	2.9%	$29.49	—	XTRACK HRVST CSI	233051879
BABA	ALIBABA GROUP HOLDING LTD	47,115	$4.814M	2.4%	$102.18	—	SPONSORED ADS	01609W102
GXC	SPDR S&P CHINA ETF	46,785	$3.85M	1.9%	$79.45	—	S&P CHINA ETF	78463X400
ARCC	ARES CAPITAL CORP	192,113	$3.511M	1.7%	$9.55	+50.1%	COM	04010L103
—	NUVEEN QUALITY MUNCP INCOME	294,248	$3.393M	1.7%	$13.55	—	COM	67066V101
—	NUVEEN AMT FREE QLTY MUN INC	301,243	$3.35M	1.7%	$13.25	—	COM	670657105
MSFT	MICROSOFT CORP	10,800	$3.114M	1.5%	$206.04	+21.1%	COM	594918104
CNX	CNX RESOURCES CORP	191,050	$3.061M	1.5%	$15.89	0.0%	COM	12653C108
TSLX	SIXTH STREET SPECIALTY LENDI	160,425	$2.936M	1.4%	$16.94	+9.5%	COM	83012A109
ADAM	NEW YORK MORTGAGE TRUST INC	290,500	$2.893M	1.4%	$9.96	—	COM	649604840
AMZN	AMAZON.COM INC	24,000	$2.479M	1.2%	$126.86	-23.8%	COM	023135106
—	2U INC	2,821,000	$2.205M	1.1%	$0.84	—	NOTE 2.250% 5/0	90214JAB7
ABR	ARBOR REALTY TRUST INC	187,471	$2.154M	1.1%	$11.37	—	COM	038923108
EXE	CHESAPEAKE ENERGY CORP	24,700	$1.878M	0.9%	$74.50	0.0%	COM	165167735
—	BLACKSTONE MORTGAGE TR	2,000,000	$1.593M	0.8%	$0.80	—	NOTE 5.500% 3/1	09257WAE0
—	INVESCO TR INVT GRADE MUNS	150,142	$1.492M	0.7%	$11.61	—	COM	46131M106
MBB	ISHARES TR	10,000	$947K	0.5%	$94.73	—	MBS ETF	464288588
—	DWS MUN INCOME TR	104,452	$930K	0.5%	$10.54	—	COM	233368109
—	SELECTA BIOSCIENCES INC	660,852	$919K	0.5%	$1.13	—	COM	816212104
ZROZ	PIMCO ETF TR	7,200	$690K	0.3%	$95.78	—	25YR+ ZERO U S	72201R882
GTLB	GITLAB INC	18,476	$634K	0.3%	$43.93	0.0%	CLASS A COM	37637K108
—	OXFORD LANE CAP CORP	117,678	$615K	0.3%	$5.95	—	COM	691543102
—	INVESCO VALUE MUN INCOME TR	39,012	$476K	0.2%	$13.67	—	COM	46132P108
SNOW	SNOWFLAKE INC	2,601	$401K	0.2%	$158.42	-7.5%	CL A	833445109
FXY	INVESCO CURRENCYSHARES JAPAN	5,600	$393K	0.2%	$70.13	—	JAPANESE YEN	46138W107
XMUIX	BLACKROCK MUNICIPAL INCOME	30,513	$356K	0.2%	$11.91	—	COM	09253X102
GBDC	GOLUB CAP BDC INC	25,767	$349K	0.2%	$9.00	+7.9%	COM	38173M102
MQ	MARQETA INC	62,298	$285K	0.1%	$11.61	-51.9%	CLASS A COM	57142B104
DX	DYNEX CAP INC	23,303	$282K	0.1%	$16.74	—	COM	26817Q886