0000950123-15-007493.txt : 20150717 0000950123-15-007493.hdr.sgml : 20150717 20150717104934 ACCESSION NUMBER: 0000950123-15-007493 CONFORMED SUBMISSION TYPE: 13F-HR PUBLIC DOCUMENT COUNT: 2 CONFORMED PERIOD OF REPORT: 20150630 FILED AS OF DATE: 20150717 DATE AS OF CHANGE: 20150717 EFFECTIVENESS DATE: 20150717 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: 15992987 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 06-30-2015 06-30-2015 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 07-17-2015 1 19 428367 false 1 028-15442 Delphi Capital Management, Inc. INFORMATION TABLE 2 form13fInfoTable.xml INFORMATION TABLE FOR FORM 13F AMERICAN CAPITAL AGENCY CORP COM 02503X105 50083 2726344 SH SOLE 1 2726344 0 0 AMERICAN RLTY CAP PPTYS INC COM 02917T104 41658 5130180 SH SOLE 1 5130180 0 0 ARES CAP CORP COM 04010L103 46986 2852806 SH SOLE 1 2852806 0 0 ARES COML REAL ESTATE CORP COM 04013V108 16741 1469769 SH SOLE 1 1469769 0 0 ARVINMERITOR INC FRNT 4.000% 2/1 043353AH4 258 250000 SH SOLE 1 250000 0 0 BROOKFIELD TOTAL RETURN FD I COM 11283U108 251 11250 SH SOLE 1 11250 0 0 DYNEX CAP INC COM NEW 26817Q506 534 69910 SH SOLE 1 69910 0 0 ENERGY TRANSFER PRTNRS L P UNIT LTD PARTN 29273R109 37344 715796 SH SOLE 1 715796 0 0 FIFTH STREET FINANCE CORP COM 31678A103 29715 4536545 SH SOLE 1 4536545 0 0 FS INVT CORP COM 302635107 1570 159300 SH SOLE 1 159300 0 0 ISHARES IBOXX HI YD ETF 464288513 40533 456500 SH SOLE 1 456500 0 0 MARKWEST ENERGY PARTNERS L P UNIT LTD PARTN 570759100 11778 208900 SH SOLE 1 208900 0 0 PENNANTPARK INVT CORP COM 708062104 13572 1545761 SH SOLE 1 1545761 0 0 PENNYMAC MTG INVT TR COM 70931T103 45082 2584959 SH SOLE 1 2584959 0 0 POWERSECURE INTL INC COM 73936N105 150 10109 SH SOLE 1 10109 0 0 POWERSHARES ETF TRUST II SENIOR LN PORT 73936Q769 14347 603059 SH SOLE 1 603059 0 0 TPG SPECIALTY LENDING INC COM 87265K102 11490 675050 SH SOLE 1 675050 0 0 TRAVELPORT WORLDWIDE LTD SHS G9019D104 206 14881 SH SOLE 1 14881 0 0 TWO HBRS INVT CORP COM 90187B101 66078 6777200 SH SOLE 1 6777200 0 0