0000950123-17-000424.txt : 20170125 0000950123-17-000424.hdr.sgml : 20170125 20170125082628 ACCESSION NUMBER: 0000950123-17-000424 CONFORMED SUBMISSION TYPE: 13F-HR PUBLIC DOCUMENT COUNT: 2 CONFORMED PERIOD OF REPORT: 20161231 FILED AS OF DATE: 20170125 DATE AS OF CHANGE: 20170125 EFFECTIVENESS DATE: 20170125 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: 17545049 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 12-31-2016 12-31-2016 DELPHI FINANCIAL GROUP, INC.

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

13F COMBINATION 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 01-25-2017 1 21 308826 false 1 028-15442 Delphi Capital Management, Inc. INFORMATION TABLE 2 form13fInfoTable.xml INFORMATION TABLE FOR FORM 13F AGNC INVT CORP COM 00123Q104 24018 1324760 SH SOLE 1 1324760 0 0 ARES CAP CORP COM 04010L103 57787 3502247 SH SOLE 1 3502247 0 0 ARES COML REAL ESTATE CORP COM 04013V108 20180 1469769 SH SOLE 1 1469769 0 0 ARVINMERITOR INC FRNT 4.000% 2/1 043353AH4 255 250000 SH SOLE 1 250000 0 0 BARCLAYS PLC NOTE 8.250%12/3 06738EAA3 1300 1250000 SH SOLE 1 1250000 0 0 BROOKFIELD REAL ASSETS INCOM SHS BEN INT 112830104 240 10780 SH SOLE 1 10780 0 0 DENBURY RES INC COM NEW 247916208 196 53297 SH SOLE 1 53297 0 0 DYNEX CAP INC COM NEW 26817Q506 477 69909 SH SOLE 1 69909 0 0 ENERGY TRANSFER PRTNRS L P UNIT LTD PARTN 29273R109 51106 1426755 SH SOLE 1 1426755 0 0 FIFTH STREET FINANCE CORP COM 31678A103 16071 2992663 SH SOLE 1 2992663 0 0 FS INVT CORP COM 302635107 6091 594200 SH SOLE 1 594200 0 0 GOLUB CAP BDC INC COM 38173M102 3460 188138 SH SOLE 1 188138 0 0 NEW MEDIA INVT GROUP INC COM 64704V106 10553 660000 SH SOLE 1 660000 0 0 PENNANTPARK INVT CORP COM 708062104 10609 1385037 SH SOLE 1 1385037 0 0 PENNYMAC MTG INVT TR COM 70931T103 44608 2724959 SH SOLE 1 2724959 0 0 ROYAL BK OF SCOTLAND PLC NOTE 8.000%12/3 780099CK1 192 200000 SH SOLE 1 200000 0 0 ROYAL BK OF SCOTLAND PLC DEBT 7.500%12/3 780099CJ4 190 200000 SH SOLE 1 200000 0 0 ROYAL BK SCOTLAND GROUP PLC NOTE 8.625%12/3 780097BB6 204 200000 SH SOLE 1 200000 0 0 TPG SPECIALTY LENDING INC COM 87265K102 21834 1169451 SH SOLE 1 1169451 0 0 TRAVELPORT WORLDWIDE LTD SHS G9019D104 210 14881 SH SOLE 1 14881 0 0 TWO HBRS INVT CORP COM COM 90187B101 39247 4500812 SH SOLE 1 4500812 0 0