Delphi Financial Group, Inc. Diversified Active

CIK: 0000859139 · Show all filings

Period: Q1 2024 (← Previous) (Next →)

Filing Date: May 3, 2024

Total Value ($000): $154,702 (97.9% shares, 2.1% debt)

Holdings (23)

ET ENERGY TRANSFER L P 32.2%

Value ($000) $49,802 Shares 3,166,026 Est. Cost $13.52 Unrealized —

SHYG ISHARES 0-5 YEAR HIGH YIELD C 14.6%

Value ($000) $22,577 Shares 530,590 Est. Cost $41.22 Unrealized —

JAAA JANUS HENDERSON AAA CLO ETF 13.1%

Value ($000) $20,194 Shares 397,990 Est. Cost $50.33 Unrealized —

MPLX MPLX LP 9.2%

Value ($000) $14,175 Shares 341,079 Est. Cost $26.82 Unrealized —

TSM TAIWAN SEMICONDUCTOR MFG LTD 4.2%

Value ($000) $6,507 Shares 47,830 Est. Cost $104.00 Unrealized —

CNX CNX RESOURCES CORP 3.9%

Value ($000) $6,092 Shares 256,850 Est. Cost $15.96 Unrealized +30.1%

BABA ALIBABA GROUP HOLDING LTD 3.9%

Value ($000) $5,972 Shares 82,526 Est. Cost $91.59 Unrealized —

MSFT MICROSOFT CORP 2.9%

Value ($000) $4,544 Shares 10,800 Est. Cost $206.04 Unrealized +93.8%

AMZN AMAZON.COM INC 2.8%

Value ($000) $4,329 Shares 24,000 Est. Cost $126.86 Unrealized +31.6%

LNG CHENIERE ENERGY INC 2.6%

Value ($000) $4,065 Shares 25,220 Est. Cost $161.33 Unrealized -0.3%

EXE CHESAPEAKE ENERGY CORP 2.1%

Value ($000) $3,262 Shares 36,720 Est. Cost $76.01 Unrealized -0.3%

— BLACKSTONE MORTGAGE TR 1.2%

Value ($000) $1,816 Shares 2,000,000 Est. Cost $0.80 Unrealized —

— CLEARBRIDGE MLP & MIDSTREAM F 1.0%

Value ($000) $1,518 Shares 33,150 Est. Cost $40.09 Unrealized —

TSLX SIXTH STREET SPECIALTY LENDI 1.0%

Value ($000) $1,502 Shares 70,106 Est. Cost $16.94 Unrealized +26.8%

— TWO HARBORS INV CORP 0.9%

Value ($000) $1,434 Shares 1,509,000 Est. Cost $0.95 Unrealized —

MBB ISHARES TR 0.9%

Value ($000) $1,433 Shares 15,500 Est. Cost $92.70 Unrealized —

— OXFORD LANE CAP CORP 0.9%

Value ($000) $1,397 Shares 274,974 Est. Cost $5.10 Unrealized —

— CLEARBRIDGE MLP & MIDSTREAM T 0.7%

Value ($000) $1,066 Shares 25,700 Est. Cost $36.23 Unrealized —

ZROZ PIMCO ETF TR 0.6%

Value ($000) $870 Shares 10,980 Est. Cost $94.49 Unrealized —

MFA MFA FINL INC 0.4%

Value ($000) $685 Shares 60,000 Est. Cost $11.41 Unrealized —

AGNC AGNC INVT CORP 0.4%

Value ($000) $545 Shares 55,000 Est. Cost $9.90 Unrealized —

FXY INVESCO CURRENCYSHARES JAPAN 0.3%

Value ($000) $490 Shares 8,000 Est. Cost $62.00 Unrealized —

— CARTESIAN THERAPEUTICS INC 0.3%

Value ($000) $430 Shares 660,852 Est. Cost $1.13 Unrealized —

Ticker	Issuer	Shares	Value ($000)	%	Est. Cost	Unrealized	Class	CUSIP
ET	ENERGY TRANSFER L P	3,166,026	$49,802	32.2%	$13.52	—	COM UT LTD PTN	29273V100
SHYG	ISHARES 0-5 YEAR HIGH YIELD C	530,590	$22,577	14.6%	$41.22	—	0-5YR HI YL CP	46434V407
JAAA	JANUS HENDERSON AAA CLO ETF	397,990	$20,194	13.1%	$50.33	—	HENDRSON AAA CL	47103U845
MPLX	MPLX LP	341,079	$14,175	9.2%	$26.82	—	COM UNIT REP LTD	55336V100
TSM	TAIWAN SEMICONDUCTOR MFG LTD	47,830	$6,507	4.2%	$104.00	—	SPONSORED ADS	874039100
CNX	CNX RESOURCES CORP	256,850	$6,092	3.9%	$15.96	+30.1%	COM	12653C108
BABA	ALIBABA GROUP HOLDING LTD	82,526	$5,972	3.9%	$91.59	—	SPONSORED ADS	01609W102
MSFT	MICROSOFT CORP	10,800	$4,544	2.9%	$206.04	+93.8%	COM	594918104
AMZN	AMAZON.COM INC	24,000	$4,329	2.8%	$126.86	+31.6%	COM	023135106
LNG	CHENIERE ENERGY INC	25,220	$4,065	2.6%	$161.33	-0.3%	COM NEW	16411R208
EXE	CHESAPEAKE ENERGY CORP	36,720	$3,262	2.1%	$76.01	-0.3%	COM	165167735
—	BLACKSTONE MORTGAGE TR	2,000,000	$1,816	1.2%	$0.80	—	NOTE 5.500% 3/1	09257WAE0
—	CLEARBRIDGE MLP & MIDSTREAM F	33,150	$1,518	1.0%	$40.09	—	COM	184692200
TSLX	SIXTH STREET SPECIALTY LENDI	70,106	$1,502	1.0%	$16.94	+26.8%	COM	83012A109
—	TWO HARBORS INV CORP	1,509,000	$1,434	0.9%	$0.95	—	NOTE 6.250% 1/1	90187BAB7
MBB	ISHARES TR	15,500	$1,433	0.9%	$92.70	—	MBS ETF	464288588
—	OXFORD LANE CAP CORP	274,974	$1,397	0.9%	$5.10	—	COM	691543102
—	CLEARBRIDGE MLP & MIDSTREAM T	25,700	$1,066	0.7%	$36.23	—	COM	18469Q207
ZROZ	PIMCO ETF TR	10,980	$870	0.6%	$94.49	—	25YR+ ZERO U S	72201R882
MFA	MFA FINL INC	60,000	$685	0.4%	$11.41	—	COM	55272X607
AGNC	AGNC INVT CORP	55,000	$545	0.4%	$9.90	—	COM	00123Q104
FXY	INVESCO CURRENCYSHARES JAPAN	8,000	$490	0.3%	$62.00	—	JAPANESE YEN	46138W107
—	CARTESIAN THERAPEUTICS INC	660,852	$430	0.3%	$1.13	—	COM	816212104