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I actually used to work for one of their subsidiary companies about 6 years or so ago as an investment reporting type role supporting the portfolio managers that sit at Delphi. Delphi manages money for all Delphi subsidiaries, which when I was there was maybe around 13 billion or so in assets. Delphi was acquired by Tokio Marine before I joined and right around the time I was leaving, Delphi then started managing money for other subsidiaries of Tokio Marine that was previously being managed by outside firms. 

Delphi had internal asset managers who were experts in all types of fixed income assets (IG corporates, Munis, RMBS, CMBS, private placements in real estate and leveraged loans). And they also have third parties manage a chunk of their assets (e.g. alternative funds, BDC separately managed accounts, real estate firms investing in construction loans, bridge loans and permanent financing). They really looked everywhere for yield and barely had any plain vanilla treasuries that i can recall. 

When I was there, I want to say the investment team at Delphi was ~10 people or so at least that I interacted with and I am sure it has grown since then as they started to manage money for their parent co. The Delphi team was all based in new york. I have no idea on comp though for you. 

 

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