0000950123-16-018487.txt : 20160722 0000950123-16-018487.hdr.sgml : 20160722 20160722082842 ACCESSION NUMBER: 0000950123-16-018487 CONFORMED SUBMISSION TYPE: 13F-HR PUBLIC DOCUMENT COUNT: 2 CONFORMED PERIOD OF REPORT: 20160630 FILED AS OF DATE: 20160722 DATE AS OF CHANGE: 20160722 EFFECTIVENESS DATE: 20160722 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: 161778543 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 06-30-2016 06-30-2016 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 07-22-2016 1 23 387948 false 1 028-15442 Delphi Capital Management, Inc. INFORMATION TABLE 2 form13fInfoTable.xml INFORMATION TABLE FOR FORM 13F AMERICAN CAPITAL AGENCY CORP COM 02503X105 34100 1721344 SH SOLE 1 1721344 0 0 ARES CAP CORP COM 04010L103 47364 3337876 SH SOLE 1 3337876 0 0 ARES COML REAL ESTATE CORP COM 04013V108 18063 1469769 SH SOLE 1 1469769 0 0 ARVINMERITOR INC FRNT 4.000% 2/1 043353AH4 240 250000 SH SOLE 1 250000 0 0 BARCLAYS PLC NOTE 8.250%12/2 06738EAA3 1222 1250000 SH SOLE 1 1250000 0 0 BROOKFIELD TOTAL RETURN FD I COM 11283U108 254 11250 SH SOLE 1 11250 0 0 DYNEX CAP INC COM 26817Q506 484 69909 SH SOLE 1 69909 0 0 ENERGY TRANSFER PRTNRS L P UNIT LTD PARTN 29273R109 52230 1371955 SH SOLE 1 1371955 0 0 EXIDE TECHNOLOGIES DEBT 7.000% 4/3 302051AU1 31 69137 SH SOLE 1 69137 0 0 FIFTH STREET FINANCE CORP COM 31678A103 18985 3906378 SH SOLE 1 3906378 0 0 FS INVT CORP COM 302635107 5366 594200 SH SOLE 1 594200 0 0 GOLUB CAP BDC INC COM 38173M102 3276 181390 SH SOLE 1 181390 0 0 HERCULES OFFSHORE INC COM 427093307 23 16595 SH SOLE 1 16595 0 0 ISHARES TR IBOXX HI YD ETF 464288513 25413 300000 SH SOLE 1 300000 0 0 NEW MEDIA INVT GROUP INC COM 64704V106 11926 660000 SH SOLE 1 660000 0 0 PENNANTPARK INVT CORP COM 708062104 12532 1837526 SH SOLE 1 1837526 0 0 PENNYMAC MTG INVT TR COM 70931T103 44226 2724959 SH SOLE 1 2724959 0 0 ROYAL BK OF SCOTLAND PLC NOTE 8.000%12/3 780099CK1 187 200000 SH SOLE 1 200000 0 0 ROYAL BK OF SCOTLAND PLC DEBT 7.500%12/3 780099CJ4 183 200000 SH SOLE 1 200000 0 0 TPG SPECIALTY LENDING INC COM 87265K102 18946 1142719 SH SOLE 1 1142719 0 0 TRAVELPORT WORLDWIDE LTD SHS G9019D104 192 14881 SH SOLE 1 14881 0 0 TWO HBRS INVT CORP COM 90187B101 50968 5954200 SH SOLE 1 5954200 0 0 VEREIT INC COM 92339V100 41737 4120180 SH SOLE 1 4120180 0 0