Senior Vice President, General Counsel and Secretary

0000950123-23-003802.txt : 20230505 0000950123-23-003802.hdr.sgml : 20230505 20230505061510 ACCESSION NUMBER: 0000950123-23-003802 CONFORMED SUBMISSION TYPE: 13F-HR PUBLIC DOCUMENT COUNT: 2 CONFORMED PERIOD OF REPORT: 20230331 FILED AS OF DATE: 20230505 DATE AS OF CHANGE: 20230505 EFFECTIVENESS DATE: 20230505 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: 23891101 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 03-31-2023 03-31-2023 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 Senior Vice President, General Counsel and Secretary (302) 478-5142 /s/ Chad W. Coulter Philadelphia PA 05-05-2023 2 34 202818199 false 1 028-15442 Delphi Capital Management, Inc. 2 028-18312 Acorn Advisory Capital L.P. INFORMATION TABLE 2 22655.xml INFORMATION TABLE FOR FORM 13F 2U INC NOTE 2.250% 5/0 90214JAB7 BBG00TC5P0G6 2204612 2821000 PRN SOLE 1 2821000 0 0 ALIBABA GROUP HOLDING LTD SPONSORED ADS 01609W102 BBG006G2JVQ7 4814211 47115 SH SOLE 2 47115 0 0 AMAZON.COM INC COM 023135106 BBG000BVQ4Z3 2478960 24000 SH SOLE 2 24000 0 0 ARBOR REALTY TRUST INC COM 038923108 BBG000KMVGS8 2154042 187471 SH SOLE 1 187471 0 0 ARES CAPITAL CORP COM 04010L103 BBG000PD89X9 3510865 192113 SH SOLE 1 192113 0 0 BLACKROCK MUNICIPAL INCOME COM 09253X102 BBG000PRK107 356392 30513 SH SOLE 1 30513 0 0 BLACKSTONE MORTGAGE TR NOTE 5.500% 3/1 09257WAE0 BBG016BZ9FJ2 1592822 2000000 SH SOLE 1 2000000 0 0 CHESAPEAKE ENERGY CORP COM 165167735 BBG00Z6DX5Q1 1878188 24700 SH SOLE 2 24700 0 0 CNX RESOURCES CORP COM 12653C108 BBG000CKVVL5 3060621 191050 SH SOLE 2 191050 0 0 DWS MUN INCOME TR COM 233368109 BBG000C0PG20 929623 104452 SH SOLE 1 104452 0 0 DYNEX CAP INC COM 26817Q886 BBG000FBJSP9 282432 23303 SH SOLE 1 23303 0 0 ENERGY TRANSFER LP COM UT LTD PTN 29273V100 BBG000BM2JF8 50354633 4038062 SH SOLE 1,2 4038062 0 0 GITLAB INC CLASS A COM 37637K108 BBG012TGZFY8 633542 18476 SH SOLE 2 18476 0 0 GOLUB CAP BDC INC COM 38173M102 BBG000PXNVF9 349401 25767 SH SOLE 1 25767 0 0 INVESCO CURRENCYSHARES JAPAN JAPANESE YEN 46138W107 BBG00K45H037 392753 5600 SH SOLE 1 5600 0 0 INVESCO TR INVT GRADE MUNS COM 46131M106 BBG000CQLP27 1492411 150142 SH SOLE 1 150142 0 0 INVESCO VALUE MUN INCOME TR COM 46132P108 BBG000BWHDM5 475946 39012 SH SOLE 1 39012 0 0 ISHARES 0-5 YEAR HIGH YIELD C 0-5YR HI YL CP 46434V407 BBG005DW06H1 25339356 607950 SH SOLE 2 607950 0 0 ISHARES TR MBS ETF 464288588 BBG000QN3K57 947300 10000 SH SOLE 1 10000 0 0 MARQETA INC CLASS A COM 57142B104 BBG0112Z87Y5 284702 62298 SH SOLE 2 62298 0 0 MFA FINL INC COM 55272X607 BBG000BL62Z1 6250185 630059 SH SOLE 1 630059 0 0 MICROSOFT CORP COM 594918104 BBG000BPHFS9 3113640 10800 SH SOLE 2 10800 0 0 MPLX LP COM UNIT REP LTD 55336V100 BBG0035TJGZ0 54547751 1583389 SH SOLE 1,2 1583389 0 0 NEW YORK MORTGAGE TRUST INC COM 649604840 BBG000GZ9G90 2893380 290500 SH SOLE 2 290500 0 0 NUVEEN AMT FREE QLTY MUN INC COM 670657105 BBG000PC4KM2 3349822 301243 SH SOLE 1 301243 0 0 NUVEEN QUALITY MUNCP INCOME COM 67066V101 BBG000BWLPB5 3392679 294248 SH SOLE 1 294248 0 0 OXFORD LANE CAP CORP COM 691543102 BBG0019RL380 615456 117678 SH SOLE 1 117678 0 0 PIMCO ETF TR 25YR+ ZERO U S 72201R882 BBG000PN8SV7 689616 7200 SH SOLE 1 7200 0 0 RITHM CAPITAL CORP COM NEW 64828T201 BBG004HQLTC5 10358448 1294806 SH SOLE 1,2 1294806 0 0 SELECTA BIOSCIENCES INC COM 816212104 BBG00CZPL782 918584 660852 SH SOLE 2 660852 0 0 SIXTH STREET SPECIALTY LENDI COM 83012A109 BBG001DFW799 2935778 160425 SH SOLE 1 160425 0 0 SNOWFLAKE INC CL A 833445109 BBG00WXXS1W2 401308 2601 SH SOLE 2 2601 0 0 SPDR S&P CHINA ETF S&P CHINA ETF 78463X400 BBG000Q8RB54 3850406 46785 SH SOLE 2 46785 0 0 XTRACKERS HARVEST CSI 300 CHI XTRACK HRVST CSI 233051879 BBG005HJL978 5968334 202385 SH SOLE 2 202385 0 0