0000950123-23-000695.txt : 20230203 0000950123-23-000695.hdr.sgml : 20230203 20230203061505 ACCESSION NUMBER: 0000950123-23-000695 CONFORMED SUBMISSION TYPE: 13F-HR PUBLIC DOCUMENT COUNT: 2 CONFORMED PERIOD OF REPORT: 20221231 FILED AS OF DATE: 20230203 DATE AS OF CHANGE: 20230203 EFFECTIVENESS DATE: 20230203 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: 23583660 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 12-31-2022 12-31-2022 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 02-03-2023 2 29 198744767 false 1 028-15442 Delphi Capital Management, Inc. 2 028-18312 Acorn Advisory Capital L.P. INFORMATION TABLE 2 20318.xml INFORMATION TABLE FOR FORM 13F 2U INC NOTE 2.250% 5/0 90214JAB7 BBG00TC5P0G6 1823777 2821000 PRN SOLE 1 2821000 0 0 ALPHABET INC CAP STK CL C 02079K107 BBG009S4MVF2 2360218 26600 SH SOLE 2 26600 0 0 AMAZON.COM INC COM 023135106 BBG000BVQ4Z3 2016000 24000 SH SOLE 2 24000 0 0 ARBOR REALTY TRUST INC COM 038923108 BBG000KMVGS8 2472743 187471 SH SOLE 1 187471 0 0 ARES CAPITAL CORP COM 04010L103 BBG000PD89X9 3548327 192113 SH SOLE 1 192113 0 0 BLACKROCK MUNICIPAL INCOME COM 09253X102 BBG000PRK107 941670 83113 SH SOLE 1 83113 0 0 BLACKSTONE MTG TR INC COM CL A 09257W100 BBG000BGKLN7 1202223 56789 SH SOLE 1 56789 0 0 DWS MUN INCOME TR COM 233368109 BBG000C0PG20 899332 104452 SH SOLE 1 104452 0 0 DYNEX CAP INC COM 26817Q886 BBG000FBJSP9 296414 23303 SH SOLE 1 23303 0 0 ENERGY TRANSFER LP COM UT LTD PTN 29273V100 BBG000BM2JF8 47931796 4038062 SH SOLE 1,2 4038062 0 0 GOLUB CAP BDC INC COM 38173M102 BBG000PXNVF9 339094 25767 SH SOLE 1 25767 0 0 INVESCO TR INVT GRADE MUNS COM 46131M106 BBG000CQLP27 1509932 150242 SH SOLE 1 150242 0 0 INVESCO VALUE MUN INCOME TR COM 46132P108 BBG000BWHDM5 538972 44728 SH SOLE 1 44728 0 0 ISHARES 0-5 YEAR HIGH YIELD C 0-5YR HI YL CP 46434V407 BBG005DW06H1 12611515 308350 SH SOLE 2 308350 0 0 MARQETA INC CLASS A COM 57142B104 BBG0112Z87Y5 380641 62298 SH SOLE 2 62298 0 0 MFA FINL INC COM 55272X607 BBG000BL62Z1 6206081 630059 SH SOLE 1 630059 0 0 MICROSOFT CORP COM 594918104 BBG000BPHFS9 2590056 10800 SH SOLE 2 10800 0 0 MPLX LP COM UNIT REP LTD 55336V100 BBG0035TJGZ0 51998494 1583389 SH SOLE 1,2 1583389 0 0 NEW YORK MTG TR INC COM PAR $.02 649604501 BBG000GZ9G90 3083307 1204417 SH SOLE 1,2 1204417 0 0 NUVEEN AMT FREE QLTY MUN INC COM 670657105 BBG000PC4KM2 4559370 401000 SH SOLE 1 401000 0 0 NUVEEN QUALITY MUNCP INCOME COM 67066V101 BBG000BWLPB5 4666334 395452 SH SOLE 1 395452 0 0 OXFORD LANE CAP CORP COM 691543102 BBG0019RL380 1908470 376424 SH SOLE 1 376424 0 0 RITHM CAPITAL CORP COM NEW 64828T201 BBG004HQLTC5 10578565 1294806 SH SOLE 1,2 1294806 0 0 SELECTA BIOSCIENCES INC COM 816212104 BBG00CZPL782 746763 660852 SH SOLE 2 660852 0 0 SILVERGATE CAPITAL CORP CL A 82837P408 BBG00MMM95X1 3713943 213445 SH SOLE 2 213445 0 0 SIXTH STREET SPECIALTY LENDI COM 83012A109 BBG001DFW799 2855565 160425 SH SOLE 1 160425 0 0 SNOWFLAKE INC CL A 833445109 BBG00WXXS1W2 1658174 11552 SH SOLE 2 11552 0 0 SPDR S&P CHINA ETF S&P CHINA ETF 78463X400 BBG000Q8RB54 2653270 33860 SH SOLE 2 33860 0 0 VANGUARD TOTAL STOCK MARKET E TOTAL STK MKT 922908769 BBG000HRBDF4 22653721 118488 SH SOLE 2 118488 0 0