0000950123-17-007578.txt : 20170814 0000950123-17-007578.hdr.sgml : 20170814 20170814095639 ACCESSION NUMBER: 0000950123-17-007578 CONFORMED SUBMISSION TYPE: 13F-HR PUBLIC DOCUMENT COUNT: 2 CONFORMED PERIOD OF REPORT: 20170630 FILED AS OF DATE: 20170814 DATE AS OF CHANGE: 20170814 EFFECTIVENESS DATE: 20170814 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: 171027833 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 06-30-2017 06-30-2017 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 08-14-2017 1 23 277839 false 1 028-15442 Delphi Capital Management, Inc. INFORMATION TABLE 2 form13fInfoTable.xml INFORMATION TABLE FOR FORM 13F ARES CAP CORP COM 04010L103 57367 3502247 SH SOLE 1 3502247 0 0 ARES COML REAL ESTATE CORP COM 04013V108 19239 1469769 SH SOLE 1 1469769 0 0 ARVINMERITOR INC FRNT 4.000% 2/1 043353AH4 260 250000 SH SOLE 1 250000 0 0 BARCLAYS BK PLC NOTE 7.750% 4/1 06739FHK0 1040 1000000 SH SOLE 1 1000000 0 0 BARCLAYS PLC NOTE 8.250%12/3 06738EAA3 1326 1250000 SH SOLE 1 1250000 0 0 BROOKFIELD REAL ASSETS INCOM SHS BEN INT 112830104 250 10780 SH SOLE 1 10780 0 0 DENBURY RES INC COM 247916208 79 51638 SH SOLE 1 51638 0 0 DYNEX CAP INC COM 26817Q506 496 69909 SH SOLE 1 69909 0 0 ENERGY TRANSFER PARTNERS LP UNIT LTD PRT INT 29278N103 40781 2000029 SH SOLE 1 2000029 0 0 FIFTH STREET FINANCE CORP COM 31678A103 11115 2287082 SH SOLE 1 2287082 0 0 GOLUB CAP BDC INC COM 38173M102 3593 188138 SH SOLE 1 188138 0 0 ISHARES TR IBOXX HI YD ETF 464288513 6478 73300 SH SOLE 1 73300 0 0 NEW MEDIA INVT GROUP INC COM 64704V106 8890 660000 SH SOLE 1 660000 0 0 PENNANTPARK INVT CORP COM 708062104 6697 905037 SH SOLE 1 905037 0 0 PENNYMAC MTG INVT TR COM 70931T103 24224 1325145 SH SOLE 1 1325145 0 0 ROYAL BK OF SCOTLAND PLC NOTE 8.000%12/3 780099CK1 217 200000 SH SOLE 1 200000 0 0 ROYAL BK OF SCOTLAND PLC DEBT 7.500%12/3 780099CJ4 206 200000 SH SOLE 1 200000 0 0 ROYAL BK SCOTLAND GROUP PLC NOTE 8.625%12/3 780097BB6 218 200000 SH SOLE 1 200000 0 0 TPG SPECIALTY LENDING INC COM 87265K102 23915 1169451 SH SOLE 1 1169451 0 0 TRAVELPORT WORLDWIDE LTD SHS G9019D104 202 14680 SH SOLE 1 14680 0 0 TRIBUNE MEDIA CO CL A 896047503 284 6971 SH SOLE 1 6971 0 0 TWO HBRS INVT CORP COM 90187B101 70569 7113819 SH SOLE 1 7113819 0 0 VISTRA ENERGY CORP COM 92840M102 393 23432 SH SOLE 1 23432 0 0