Q1 2024 · 13F-HR
DELPHI FINANCIAL GROUP, INC.holdings as filed
Filed 2024-05-03 · accession 0000950123-24-003762
$154.7M
Reported value
23
Positions
2024-03-31
Period end
Holdings as filed
| CUSIP | Ticker | Issuer | Value | % port. | Shares | Class | Voting |
|---|---|---|---|---|---|---|---|
| 29273V100 | ET | ENERGY TRANSFER L P | $49.8M | 32.2% | 3,166,026 | Common | SOLE |
| 46434V407 | SHYG | ISHARES 0-5 YEAR HIGH YIELD C | $22.6M | 14.6% | 530,590 | Common | SOLE |
| 47103U845 | JAAA | JANUS HENDERSON AAA CLO ETF | $20.2M | 13.1% | 397,990 | Common | SOLE |
| 55336V100 | MPLX | MPLX LP | $14.2M | 9.16% | 341,079 | Common | SOLE |
| 874039100 | TSM | TAIWAN SEMICONDUCTOR MFG LTD | $6.5M | 4.21% | 47,830 | Common | SOLE |
| 12653C108 | CNX | CNX RESOURCES CORP | $6.1M | 3.94% | 256,850 | Common | SOLE |
| 01609W102 | BABA | ALIBABA GROUP HOLDING LTD | $6.0M | 3.86% | 82,526 | Common | SOLE |
| 594918104 | MSFT | MICROSOFT CORP | $4.5M | 2.94% | 10,800 | Common | SOLE |
| 023135106 | AMZN | AMAZON.COM INC | $4.3M | 2.80% | 24,000 | Common | SOLE |
| 16411R208 | LNG | CHENIERE ENERGY INC | $4.1M | 2.63% | 25,220 | Common | SOLE |
| 165167735 | EXE | CHESAPEAKE ENERGY CORP | $3.3M | 2.11% | 36,720 | Common | SOLE |
| 09257WAE0 | BXMT 5.5 03/15/27 | BLACKSTONE MORTGAGE TR | $1.8M | 1.17% | 2,000,000 | Common | SOLE |
| 184692200 | — | CLEARBRIDGE MLP & MIDSTREAM F | $1.5M | 0.98% | 33,150 | Common | SOLE |
| 83012A109 | TSLX | SIXTH STREET SPECIALTY LENDI | $1.5M | 0.97% | 70,106 | Common | SOLE |
| 90187BAB7 | TWO 6.25 01/15/26 | TWO HARBORS INV CORP | $1.4M | 0.93% | 1,509,000 | Common | SOLE |
| 464288588 | MBB | ISHARES TR | $1.4M | 0.93% | 15,500 | Common | SOLE |
| 691543102 | — | OXFORD LANE CAP CORP | $1.4M | 0.90% | 274,974 | Common | SOLE |
| 18469Q207 | — | CLEARBRIDGE MLP & MIDSTREAM T | $1.1M | 0.69% | 25,700 | Common | SOLE |
| 72201R882 | ZROZ | PIMCO ETF TR | $870,165 | 0.56% | 10,980 | Common | SOLE |
| 55272X607 | MFA | MFA FINL INC | $684,600 | 0.44% | 60,000 | Common | SOLE |
| 00123Q104 | AGNC | AGNC INVT CORP | $544,500 | 0.35% | 55,000 | Common | SOLE |
| 46138W107 | FXY | INVESCO CURRENCYSHARES JAPAN | $489,840 | 0.32% | 8,000 | Common | SOLE |
| 816212104 | SELBUSD | CARTESIAN THERAPEUTICS INC | $429,554 | 0.28% | 660,852 | Common | SOLE |
Source: SEC EDGAR · raw 13F holdings as filed. The Class column shows the option type when reported (Put/Call) or Common when the issuer's equity is held directly. 13F discloses long positions only.