0000950123-20-001053.txt : 20200207 0000950123-20-001053.hdr.sgml : 20200207 20200207070011 ACCESSION NUMBER: 0000950123-20-001053 CONFORMED SUBMISSION TYPE: 13F-HR PUBLIC DOCUMENT COUNT: 2 CONFORMED PERIOD OF REPORT: 20191231 FILED AS OF DATE: 20200207 DATE AS OF CHANGE: 20200207 EFFECTIVENESS DATE: 20200207 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: 20584504 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 12-31-2019 12-31-2019 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 02-07-2020 1 23 340237 false 1 028-15442 Delphi Capital Management, Inc. INFORMATION TABLE 2 form13fInfoTable.xml INFORMATION TABLE FOR FORM 13F ARBOR REALTY REIT ORD COM 038923108 4912 342328 SH SOLE 1 342328 0 0 ARES CAPITAL ORD COM 04010L103 5049 270708 SH SOLE 1 270708 0 0 ARES COMMERCIAL REIT ORD COM 04013V108 23281 1469769 SH SOLE 1 1469769 0 0 BNY MELLON STRAT MUNI COM 05588W108 209 24502 SH SOLE 1 24502 0 0 BLACKROCK MUNIHDS QLY II COM 09254C107 777 61591 SH SOLE 1 61591 0 0 BLACKROCK MUNIHDS INV QL COM 09254P108 1177 88537 SH SOLE 1 88537 0 0 BLACKSTONE MORTGAGE CL A REIT ORD COM CL A 09257W100 31700 851705 SH SOLE 1 851705 0 0 BROOKFIELD REAL ASST INC SHS BEN INT 112830104 230 10780 SH SOLE 1 10780 0 0 DWS MUNICIPAL INCOME TR COM 233368109 730 64452 SH SOLE 1 64452 0 0 DYNEX CAPITAL REIT ORD COM 26817Q886 395 23303 SH SOLE 1 23303 0 0 ENERGY TRANSFER UNT COM UT LTD PTN 29273V100 80164 6248133 SH SOLE 1 6248133 0 0 GOLUB CAPITAL BDC ORD COM 38173M102 1031 55871 SH SOLE 1 55871 0 0 INVESCO TR INV GRD COM 46131M106 1659 129142 SH SOLE 1 129142 0 0 INVESCO VAL MUNI INC COM 46132P108 1640 107065 SH SOLE 1 107065 0 0 INVESCO SENIOR LOAN COM 46138G508 2971 130200 SH SOLE 1 130200 0 0 MPLX COM UNT COM UNIT REP LTD 55336V100 36535 1435000 SH SOLE 1 1435000 0 0 NEW YORK MORTGAGE REIT ORD COM 649604501 40327 6472963 SH SOLE 1 6472963 0 0 NUVEEN AMT-FR QLTY MUN I COM 670657105 5148 358000 SH SOLE 1 358000 0 0 NUVEEN QUALITY MUNI INC COM 67066V101 5730 392452 SH SOLE 1 392452 0 0 NUVEEN AMT FREE MNCPL CRDT INCM CF COM 67071L106 668 40100 SH SOLE 1 40100 0 0 OXFORD LANE CAPITAL ORD COM 691543102 979 120000 SH SOLE 1 120000 0 0 TPG SPECIALTY LENDING ORD COM 87265K102 32056 1493067 SH SOLE 1 1493067 0 0 TWO HARBORS INVESTMENT REIT ORD COM NEW 90187B408 62869 4300185 SH SOLE 1 4300185 0 0