0000950123-15-001753.txt : 20150212 0000950123-15-001753.hdr.sgml : 20150212 20150212152558 ACCESSION NUMBER: 0000950123-15-001753 CONFORMED SUBMISSION TYPE: 13F-HR PUBLIC DOCUMENT COUNT: 2 CONFORMED PERIOD OF REPORT: 20141231 FILED AS OF DATE: 20150212 DATE AS OF CHANGE: 20150212 EFFECTIVENESS DATE: 20150212 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: 15605587 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 12-31-2014 12-31-2014 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 02-12-2015 1 18 379409 false 1 028-15442 Delphi Capital Management, Inc. INFORMATION TABLE 2 form13fInfoTable.xml INFORMATION TABLE FOR FORM 13F AMERICAN CAPITAL AGENCY CORP COM 02503X105 16998 778644 SH SOLE 1 778644 0 0 AMERICAN RLTY CAP PPTYS INC COM 02917T104 46428 5130180 SH SOLE 1 5130180 0 0 ANWORTH MORTGAGE ASSET CP COM 037347101 21228 4043400 SH SOLE 1 4043400 0 0 ARES CAP CORP COM 04010L103 39824 2552806 SH SOLE 1 2552806 0 0 ARES COML REAL ESTATE CORP COM 04013V108 16858 1469769 SH SOLE 1 1469769 0 0 ARVINMERITOR INC FRNT 4.000% 2/1 043353AH4 268 250000 SH SOLE 1 250000 0 0 BROOKFIELD TOTAL RETURN FD I COM 11283U108 274 11250 SH SOLE 1 11250 0 0 DYNEX CAP INC COM NEW 26817Q506 577 69909 SH SOLE 1 69909 0 0 FIFTH STREET FINANCE CORP COM 31678A103 36383 4536545 SH SOLE 1 4536545 0 0 ISHARES IBOXX HI YD ETF 464288513 7462 83300 SH SOLE 1 83300 0 0 MARKWEST ENERGY PARTNERS L P UNIT LTD PARTN 570759100 14032 208900 SH SOLE 1 208900 0 0 PENNANTPARK INVT CORP COM 708062104 12711 1333761 SH SOLE 1 1333761 0 0 PENNYMAC MTG INVT TR COM 70931T103 54517 2584959 SH SOLE 1 2584959 0 0 POWERSHARES ETF TRUST II SENIOR LN PORT 73936Q769 6543 272500 SH SOLE 1 272500 0 0 REGENCY ENERGY PARTNERS L P COM UNITS L P 75885Y107 41674 1735683 SH SOLE 1 1735683 0 0 TRAVELPORT WORLDWIDE LTD SHS G9019D104 268 14881 SH SOLE 1 14881 0 0 TRIBUNE MEDIA CO CL A 896047503 202 3386 SH SOLE 1 3386 0 0 TWO HBRS INVT CORP COM 90187B101 63161 6297200 SH SOLE 1 6297200 0 0