0000950123-14-012336.txt : 20141114 0000950123-14-012336.hdr.sgml : 20141114 20141114183117 ACCESSION NUMBER: 0000950123-14-012336 CONFORMED SUBMISSION TYPE: 13F-HR PUBLIC DOCUMENT COUNT: 2 CONFORMED PERIOD OF REPORT: 20140930 FILED AS OF DATE: 20141114 DATE AS OF CHANGE: 20141114 EFFECTIVENESS DATE: 20141114 FILER: COMPANY DATA: COMPANY CONFORMED NAME: DELPHI FINANCIAL GROUP INC/DE CENTRAL INDEX KEY: 0000859139 STANDARD INDUSTRIAL CLASSIFICATION: LIFE INSURANCE [6311] IRS NUMBER: 133427277 STATE OF INCORPORATION: DE FISCAL YEAR END: 1231 FILING VALUES: FORM TYPE: 13F-HR SEC ACT: 1934 Act SEC FILE NUMBER: 028-15443 FILM NUMBER: 141225946 BUSINESS ADDRESS: STREET 1: 1105 NORTH MARKET STREET STREET 2: SUITE 1230 CITY: WILMINGTON STATE: DE ZIP: 19801 BUSINESS PHONE: 302-478-5142 MAIL ADDRESS: STREET 1: P.O. BOX 8985 STREET 2: 1105 NORTH MARKET STREET CITY: WILMINGTON STATE: DE ZIP: 19899 FORMER COMPANY: FORMER CONFORMED NAME: RSL HOLDING CO INC DATE OF NAME CHANGE: 19600201 13F-HR 1 primary_doc.xml 13F-HR LIVE false true false 0000859139 XXXXXXXX 09-30-2014 09-30-2014 Delphi Financial Group Inc/DE

P.O. Box 8985 1105 North Market Street Wilmington DE 19899

13F HOLDINGS REPORT 028-15443 028-15442 Delphi Capital Management, Inc. Y Delphi Financial Group, Inc. ("DFG") is the parent company of Delphi Capital Management, Inc. ("DCM"), which is an institutional investment manager for purposes of the reporting requirements under Section 13(f) of the Securities Exchange Act of 1934, as amended, and therefore may be deemed to have investment discretion with respect to Section 13(f) securities as to which DCM possesses investment discretion. DFG is a direct wholly-owned subsidiary of Tokio Marine & Nichido Fire Insurance Co., Ltd. and an indirect wholly-owned subsidiary of Tokio Marine Holdings, Inc. Chad W. Coulter (302) 478-5142 /s/ Chad W. Coulter Philadelphia PA 11-14-2014 1 16 396383 false 1 028-15442 Delphi Capital Management, Inc. INFORMATION TABLE 2 form13fInfoTable.xml INFORMATION TABLE FOR FORM 13F AMERICAN CAPITAL AGENCY CORP COM 02503X105 16554 778644 SH SOLE 1 778644 0 0 AMERICAN RLTY CAP PPTYS INC COM 02917T104 43430 3601180 SH SOLE 1 3601180 0 0 ANWORTH MORTGAGE ASSET CP COM COM 037347101 19368 4043400 SH SOLE 1 4043400 0 0 ARES CAP CORP COM 04010L103 32567 2015268 SH SOLE 1 2015268 0 0 ARES COML REAL ESTATE CORP COM 04013V108 17182 1469769 SH SOLE 1 1469769 0 0 ARVINMERITOR INC FRNT 4.000% 2/1 043353AH4 257 250000 SH SOLE 1 250000 0 0 BROOKFIELD TOTAL RETURN FD I COM 11283U108 281 11250 SH SOLE 1 11250 0 0 DYNEX CAP INC COM NEW 26817Q506 563 69909 SH SOLE 1 69909 0 0 FIFTH STREET FINANCE CORP COM 31678A103 32473 3537311 SH SOLE 1 3537311 0 0 ISHARES IBOXX HI YD ETF 464288513 7188 78200 SH SOLE 1 78200 0 0 MARKWEST ENERGY PARTNERS L P UNIT LTD PARTN 570759100 16048 208900 SH SOLE 1 208900 0 0 PENNANTPARK INVT CORP COM 708062104 11590 1062337 SH SOLE 1 1062337 0 0 PENNYMAC MTG INVT TR COM 70931T103 54219 2530059 SH SOLE 1 2530059 0 0 POWERSHARES ETF TRUST II SENIOR LN PORT 73936Q769 28699 1181500 SH SOLE 1 1181500 0 0 REGENCY ENERGY PARTNERS L P COM UNITS L P 75885Y107 56601 1735683 SH SOLE 1 1735683 0 0 TWO HBRS INVT CORP COM 90187B101 59363 6145200 SH SOLE 1 6145200 0 0