0000950123-16-015937.txt : 20160422 0000950123-16-015937.hdr.sgml : 20160422 20160422081619 ACCESSION NUMBER: 0000950123-16-015937 CONFORMED SUBMISSION TYPE: 13F-HR PUBLIC DOCUMENT COUNT: 2 CONFORMED PERIOD OF REPORT: 20160331 FILED AS OF DATE: 20160422 DATE AS OF CHANGE: 20160422 EFFECTIVENESS DATE: 20160422 FILER: COMPANY DATA: COMPANY CONFORMED NAME: DELPHI FINANCIAL GROUP, INC. 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: 161585341 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: DELPHI FINANCIAL GROUP INC/DE DATE OF NAME CHANGE: 19930714 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 03-31-2016 03-31-2016 DELPHI FINANCIAL GROUP, INC.

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 04-22-2016 1 21 335220 false 1 028-15442 Delphi Capital Management, Inc. INFORMATION TABLE 2 form13fInfoTable.xml INFORMATION TABLE FOR FORM 13F AMERICAN CAPITAL AGENCY CORP COM 02503X105 32034 1721344 SH SOLE 1 1721344 0 0 ARES CAP CORP COM 04010L103 48018 3237876 SH SOLE 1 3237876 0 0 ARES COML REAL ESTATE CORP COM 04013V108 16094 1469769 SH SOLE 1 1469769 0 0 ARVINMERITOR INC FRNT 4.000% 2/1 043353AH4 234 250000 SH SOLE 1 250000 0 0 BROOKFIELD TOTAL RETURN FD I COM 11283U108 273 11250 SH SOLE 1 11250 0 0 DYNEX CAP INC COM 26817Q506 465 69909 SH SOLE 1 69909 0 0 ENERGY TRANSFER PRTNRS L P UNIT LTD PARTN 29273R109 39787 1230655 SH SOLE 1 1230655 0 0 EXIDE TECHNOLOGIES DEBT 7.000% 4/3 302051AU1 32 66799 SH SOLE 1 66799 0 0 FIFTH STREET FINANCE CORP COM 31678A103 19553 3894980 SH SOLE 1 3894980 0 0 FS INVT CORP COM 302635107 3698 404200 SH SOLE 1 404200 0 0 GOLUB CAP BDC INC COM 38173M102 3136 181390 SH SOLE 1 181390 0 0 HERCULES OFFSHORE INC COM 427093307 39 16595 SH SOLE 1 16595 0 0 NEW MEDIA INVT GROUP INC COM 64704V106 10963 660000 SH SOLE 1 660000 0 0 PENNANTPARK INVT CORP COM 708062104 10985 1821709 SH SOLE 1 1821709 0 0 PENNYMAC MTG INVT TR COM 70931T103 37168 2724959 SH SOLE 1 2724959 0 0 POWERSECURE INTL INC COM 73936N105 189 10109 SH SOLE 1 10109 0 0 TARGA RES CORP COM 87612G101 8769 293880 SH SOLE 1 293880 0 0 TPG SPECIALTY LENDING INC COM 87265K102 15384 954322 SH SOLE 1 954322 0 0 TRAVELPORT WORLDWIDE LTD SHS G9019D104 203 14881 SH SOLE 1 14881 0 0 TWO HBRS INVT CORP COM 90187B101 47217 5954200 SH SOLE 1 5954200 0 0 VEREIT INC COM 92339V100 40979 4625180 SH SOLE 1 4625180 0 0