DELPHI FINANCIAL GROUP, INC. Diversified Active

Location: Wilmington, DE

CIK: 0000859139 · Show all filings

Period: Q3 2023 (← Previous) (Next →)

Filing Date: Nov 3, 2023

Total Value: $207M (98.3% shares, 1.7% debt)

Holdings (20)

ET ENERGY TRANSFER L P 27.4%

Value $56.65M Shares 4,038,062 Est. Cost $13.52 Unrealized —

MPLX MPLX LP 27.2%

Value $56.32M Shares 1,583,389 Est. Cost $26.82 Unrealized —

SHYG ISHARES 0-5 YEAR HIGH YIELD C 15.7%

Value $32.41M Shares 790,320 Est. Cost $41.22 Unrealized —

JAAA JANUS HENDERSON AAA CLO ETF 12.1%

Value $25M Shares 496,690 Est. Cost $50.33 Unrealized —

CNX CNX RESOURCES CORP 2.8%

Value $5.8M Shares 256,850 Est. Cost $15.96 Unrealized +29.9%

LNG CHENIERE ENERGY INC 2.0%

Value $4.186M Shares 25,220 Est. Cost $161.33 Unrealized 0.0%

BABA ALIBABA GROUP HOLDING LTD 2.0%

Value $4.087M Shares 47,115 Est. Cost $102.18 Unrealized —

MSFT MICROSOFT CORP 1.6%

Value $3.41M Shares 10,800 Est. Cost $206.04 Unrealized +57.5%

TSLX SIXTH STREET SPECIALTY LENDI 1.6%

Value $3.279M Shares 160,425 Est. Cost $16.94 Unrealized +17.8%

EXE CHESAPEAKE ENERGY CORP 1.5%

Value $3.166M Shares 36,720 Est. Cost $76.01 Unrealized +4.1%

AMZN AMAZON.COM INC 1.5%

Value $3.051M Shares 24,000 Est. Cost $126.86 Unrealized +5.6%

— OXFORD LANE CAP CORP 0.9%

Value $1.782M Shares 357,205 Est. Cost $5.10 Unrealized —

— BLACKSTONE MORTGAGE TR 0.9%

Value $1.76M Shares 2,000,000 Est. Cost $0.80 Unrealized —

— 2U INC 0.8%

Value $1.684M Shares 2,821,000 Est. Cost $0.84 Unrealized —

MBB ISHARES TR 0.7%

Value $1.474M Shares 16,600 Est. Cost $92.37 Unrealized —

ZROZ PIMCO ETF TR 0.4%

Value $799K Shares 10,980 Est. Cost $94.49 Unrealized —

— SELECTA BIOSCIENCES INC 0.3%

Value $701K Shares 660,852 Est. Cost $1.13 Unrealized —

HYG ISHARES TR 0.2%

Value $479K Shares 6,500 Est. Cost $73.72 Unrealized —

FXY INVESCO CURRENCYSHARES JAPAN 0.2%

Value $435K Shares 7,000 Est. Cost $62.19 Unrealized —

DX DYNEX CAP INC 0.1%

Value $278K Shares 23,303 Est. Cost $16.74 Unrealized —

Ticker	Issuer	Shares	Value	%	Est. Cost	Unrealized	Class	CUSIP
ET	ENERGY TRANSFER L P	4,038,062	$56.65M	27.4%	$13.52	—	COM UT LTD PTN	29273V100
MPLX	MPLX LP	1,583,389	$56.32M	27.2%	$26.82	—	COM UNIT REP LTD	55336V100
SHYG	ISHARES 0-5 YEAR HIGH YIELD C	790,320	$32.41M	15.7%	$41.22	—	0-5YR HI YL CP	46434V407
JAAA	JANUS HENDERSON AAA CLO ETF	496,690	$25M	12.1%	$50.33	—	HENDRSON AAA CL	47103U845
CNX	CNX RESOURCES CORP	256,850	$5.8M	2.8%	$15.96	+29.9%	COM	12653C108
LNG	CHENIERE ENERGY INC	25,220	$4.186M	2.0%	$161.33	0.0%	COM NEW	16411R208
BABA	ALIBABA GROUP HOLDING LTD	47,115	$4.087M	2.0%	$102.18	—	SPONSORED ADS	01609W102
MSFT	MICROSOFT CORP	10,800	$3.41M	1.6%	$206.04	+57.5%	COM	594918104
TSLX	SIXTH STREET SPECIALTY LENDI	160,425	$3.279M	1.6%	$16.94	+17.8%	COM	83012A109
EXE	CHESAPEAKE ENERGY CORP	36,720	$3.166M	1.5%	$76.01	+4.1%	COM	165167735
AMZN	AMAZON.COM INC	24,000	$3.051M	1.5%	$126.86	+5.6%	COM	023135106
—	OXFORD LANE CAP CORP	357,205	$1.782M	0.9%	$5.10	—	COM	691543102
—	BLACKSTONE MORTGAGE TR	2,000,000	$1.76M	0.9%	$0.80	—	NOTE 5.500% 3/1	09257WAE0
—	2U INC	2,821,000	$1.684M	0.8%	$0.84	—	NOTE 2.250% 5/0	90214JAB7
MBB	ISHARES TR	16,600	$1.474M	0.7%	$92.37	—	MBS ETF	464288588
ZROZ	PIMCO ETF TR	10,980	$799K	0.4%	$94.49	—	25YR+ ZERO U S	72201R882
—	SELECTA BIOSCIENCES INC	660,852	$701K	0.3%	$1.13	—	COM	816212104
HYG	ISHARES TR	6,500	$479K	0.2%	$73.72	—	IBOXX HI YD ETF	464288513
FXY	INVESCO CURRENCYSHARES JAPAN	7,000	$435K	0.2%	$62.19	—	JAPANESE YEN	46138W107
DX	DYNEX CAP INC	23,303	$278K	0.1%	$16.74	—	COM	26817Q886