0000950123-23-009346.txt : 20231103 0000950123-23-009346.hdr.sgml : 20231103 20231103061504 ACCESSION NUMBER: 0000950123-23-009346 CONFORMED SUBMISSION TYPE: 13F-HR PUBLIC DOCUMENT COUNT: 2 CONFORMED PERIOD OF REPORT: 20230930 FILED AS OF DATE: 20231103 DATE AS OF CHANGE: 20231103 EFFECTIVENESS DATE: 20231103 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: 231374409 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 X0202 13F-HR LIVE 0000859139 XXXXXXXX 09-30-2023 09-30-2023 false 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. 028-18312 Acorn Advisory Capital L.P. Y Delphi Financial Group, Inc. ("DFG') is the parent company of Delphi Capital Management, Inc. ("DCM') and Acorn Advisory Capital L.P. ("Acorn Advisory'), each of 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 and Acorn Advisory possess investment discretion, as well as Section 13(f) securities as to which other subsidiaries of DFG possess 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 11-03-2023 2 20 206755747 false 1 028-15442 Delphi Capital Management, Inc. 2 028-18312 Acorn Advisory Capital L.P. INFORMATION TABLE 2 27665.xml INFORMATION TABLE FOR FORM 13F 2U INC NOTE 2.250% 5/0 90214JAB7 BBG00TC5P0G6 1684137 2821000 PRN SOLE 1 2821000 0 0 ALIBABA GROUP HOLDING LTD SPONSORED ADS 01609W102 BBG006G2JVQ7 4086755 47115 SH SOLE 2 47115 0 0 AMAZON.COM INC COM 023135106 BBG000BVQ4Z3 3050880 24000 SH SOLE 2 24000 0 0 BLACKSTONE MORTGAGE TR NOTE 5.500% 3/1 09257WAE0 BBG016BZ9FJ2 1760292 2000000 PRN SOLE 2 2000000 0 0 CHENIERE ENERGY INC COM NEW 16411R208 BBG000C3HT52 4185511 25220 SH SOLE 2 25220 0 0 CHESAPEAKE ENERGY CORP COM 165167735 BBG00Z6DX5Q1 3166366 36720 SH SOLE 2 36720 0 0 CNX RESOURCES CORP COM 12653C108 BBG000CKVVL5 5799673 256850 SH SOLE 2 256850 0 0 DYNEX CAP INC COM 26817Q886 BBG000FBJSP9 278238 23303 SH SOLE 1 23303 0 0 ENERGY TRANSFER L P COM UT LTD PTN 29273V100 BBG000BM2JF8 56654010 4038062 SH SOLE 1,2 4038062 0 0 INVESCO CURRENCYSHARES JAPAN JAPANESE YEN 46138W107 BBG00K45H037 435330 7000 SH SOLE 1 7000 0 0 ISHARES 0-5 YEAR HIGH YIELD C 0-5YR HI YL CP 46434V407 BBG005DW06H1 32411023 790320 SH SOLE 2 790320 0 0 ISHARES TR MBS ETF 464288588 BBG000QN3K57 1474080 16600 SH SOLE 1 16600 0 0 ISHARES TR IBOXX HI YD ETF 464288513 BBG000R2T5T1 479180 6500 SH SOLE 1 6500 0 0 JANUS HENDERSON AAA CLO ETF HENDRSON AAA CL 47103U845 BBG00XX897P1 24998408 496690 SH SOLE 2 496690 0 0 MICROSOFT CORP COM 594918104 BBG000BPHFS9 3410100 10800 SH SOLE 2 10800 0 0 MPLX LP COM UNIT REP LTD 55336V100 BBG0035TJGZ0 56321147 1583389 SH SOLE 1,2 1583389 0 0 OXFORD LANE CAP CORP COM 691543102 BBG0019RL380 1782453 357205 SH SOLE 1 357205 0 0 PIMCO ETF TR 25YR+ ZERO U S 72201R882 BBG000PN8SV7 798575 10980 SH SOLE 1 10980 0 0 SELECTA BIOSCIENCES INC COM 816212104 BBG00CZPL782 700503 660852 SH SOLE 2 660852 0 0 SIXTH STREET SPECIALTY LENDI COM 83012A109 BBG001DFW799 3279087 160425 SH SOLE 1 160425 0 0