0000950123-24-003762.txt : 20240503 0000950123-24-003762.hdr.sgml : 20240503 20240503091754 ACCESSION NUMBER: 0000950123-24-003762 CONFORMED SUBMISSION TYPE: 13F-HR PUBLIC DOCUMENT COUNT: 2 CONFORMED PERIOD OF REPORT: 20240331 FILED AS OF DATE: 20240503 DATE AS OF CHANGE: 20240503 EFFECTIVENESS DATE: 20240503 FILER: COMPANY DATA: COMPANY CONFORMED NAME: DELPHI FINANCIAL GROUP, INC. CENTRAL INDEX KEY: 0000859139 STANDARD INDUSTRIAL CLASSIFICATION: LIFE INSURANCE [6311] ORGANIZATION NAME: 02 Finance 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: 24911028 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 03-31-2024 03-31-2024 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 05-03-2024 2 23 154702332 false 1 028-15442 Delphi Capital Management, Inc. 2 028-18312 Acorn Advisory Capital L.P. INFORMATION TABLE 2 32112.xml INFORMATION TABLE FOR FORM 13F AGNC INVT CORP COM 00123Q104 BBG000TJ93C7 544500 55000 SH SOLE 1 55000 0 0 ALIBABA GROUP HOLDING LTD SPONSORED ADS 01609W102 BBG006G2JVQ7 5971581 82526 SH SOLE 2 82526 0 0 AMAZON.COM INC COM 023135106 BBG000BVQ4Z3 4329120 24000 SH SOLE 2 24000 0 0 BLACKSTONE MORTGAGE TR NOTE 5.500% 3/1 09257WAE0 BBG016BZ9FJ2 1815914 2000000 PRN SOLE 2 2000000 0 0 CARTESIAN THERAPEUTICS INC COM 816212104 BBG00CZPL782 429554 660852 SH SOLE 2 660852 0 0 CHENIERE ENERGY INC COM NEW 16411R208 BBG000C3HV48 4064707 25220 SH SOLE 2 25220 0 0 CHESAPEAKE ENERGY CORP COM 165167735 BBG00Z6DX5Q1 3261838 36720 SH SOLE 2 36720 0 0 CLEARBRIDGE MLP & MIDSTREAM F COM 184692200 BBG000QQX4Q0 1517607 33150 SH SOLE 2 33150 0 0 CLEARBRIDGE MLP & MIDSTREAM T COM 18469Q207 BBG002WD8P98 1066036 25700 SH SOLE 2 25700 0 0 CNX RESOURCES CORP COM 12653C108 BBG000CKVVL5 6092482 256850 SH SOLE 2 256850 0 0 ENERGY TRANSFER L P COM UT LTD PTN 29273V100 BBG000BM2JF8 49801589 3166026 SH SOLE 1,2 3166026 0 0 INVESCO CURRENCYSHARES JAPAN JAPANESE YEN 46138W107 BBG00K4SH037 489840 8000 SH SOLE 1 8000 0 0 ISHARES 0-5 YEAR HIGH YIELD C 0-5YR HI YL CP 46434V407 BBG005DW06J9 22576605 530590 SH SOLE 2 530590 0 0 ISHARES TR MBS ETF 464288588 BBG000QN3K57 1432510 15500 SH SOLE 1 15500 0 0 JANUS HENDERSON AAA CLO ETF HENDRSON AAA CL 47103U845 BBG00XX897P1 20194013 397990 SH SOLE 2 397990 0 0 MFA FINL INC COM 55272X607 BBG000BL62Z1 684600 60000 SH SOLE 1 60000 0 0 MICROSOFT CORP COM 594918104 BBG000BPHFS9 4543776 10800 SH SOLE 2 10800 0 0 MPLX LP COM UNIT REP LTD 55336V100 BBG0035TJGZ0 14175243 341079 SH SOLE 2 341079 0 0 OXFORD LANE CAP CORP COM 691543102 BBG0019RL380 1396868 274974 SH SOLE 1 274974 0 0 PIMCO ETF TR 25YR+ ZERO U S 72201R882 BBG000PN8SV7 870165 10980 SH SOLE 1 10980 0 0 SIXTH STREET SPECIALTY LENDI COM 83012A109 BBG001DFW799 1502372 70106 SH SOLE 1 70106 0 0 TAIWAN SEMICONDUCTOR MFG LTD SPONSORED ADS 874039100 BBG000BD90Z0 6507272 47830 SH SOLE 2 47830 0 0 TWO HARBORS INV CORP NOTE 6.250% 1/1 90187BAB7 BBG00Z2ZF354 1434140 1509000 PRN SOLE 2 1509000 0 0