0000950123-16-021528.txt : 20161109 0000950123-16-021528.hdr.sgml : 20161109 20161109164652 ACCESSION NUMBER: 0000950123-16-021528 CONFORMED SUBMISSION TYPE: 13F-HR PUBLIC DOCUMENT COUNT: 2 CONFORMED PERIOD OF REPORT: 20160930 FILED AS OF DATE: 20161109 DATE AS OF CHANGE: 20161109 EFFECTIVENESS DATE: 20161109 FILER: COMPANY DATA: COMPANY CONFORMED NAME: PENN MUTUAL LIFE INSURANCE CO CENTRAL INDEX KEY: 0000077132 IRS NUMBER: 230952300 STATE OF INCORPORATION: PA FISCAL YEAR END: 1231 FILING VALUES: FORM TYPE: 13F-HR SEC ACT: 1934 Act SEC FILE NUMBER: 028-00598 FILM NUMBER: 161984862 BUSINESS ADDRESS: STREET 1: 600 DRESHER RD CITY: HORSHAM STATE: PA ZIP: 19044 BUSINESS PHONE: 2159568129 MAIL ADDRESS: STREET 1: 600 DRESHER RD CITY: HORSHAM STATE: PA ZIP: 19044 13F-HR 1 primary_doc.xml 13F-HR LIVE false true false 0000077132 XXXXXXXX 09-30-2016 09-30-2016 PENN MUTUAL LIFE INSURANCE CO

600 Dresher RD Horsham PA 19044

13F COMBINATION REPORT 028-00598 028-15405 Janney Capital Management LLC N Susan T. Deakins 215-956-8155 Susan T. Deakins Horsham PA 11-09-2016 0 26 136918 false INFORMATION TABLE 2 form13fInfoTable.xml INFORMATION TABLE FOR FORM 13F ABERDEEN ASIA PAC INCOME FUND COM 003009107 14260 2785000 SH SOLE 2785000 0 0 AMERICAN CAPITAL AGENCY COM 02503X105 10917 559000 SH SOLE 559000 0 0 ANNALY CAPITAL MANAGEMENT INC COM 035710409 11304 1077000 SH SOLE 1077000 0 0 ARES CAPITAL CORP COM 04010L103 7896 509000 SH SOLE 509000 0 0 ARMOUR RESIDENTIAL REIT COM 042315101 4244 188000 SH SOLE 188000 0 0 BLACKROCK RESOURCE & CO COM 09257A108 2959 363000 SH SOLE 363000 0 0 BLACKSTONE MORTGAGE TRU CL-A COM 09257W100 2120 72000 SH SOLE 72000 0 0 BROOKFIELD MORTGAGE COM 112792106 394 26000 SH SOLE 26000 0 0 CAPSTEAD MORTGAGE CORP COM 14067E506 3918 415000 SH SOLE 415000 0 0 CHIMERA INVESTMENT CORP COM 16934Q208 6551 411000 SH SOLE 411000 0 0 COLONY STARWOOD HOMES COM 19625X102 2191 97000 SH SOLE 97000 0 0 DOUBLELINE INCOME SOLUTIONS FUND COM 258622109 5389 281000 SH SOLE 281000 0 0 GLAUKOS CORPORATION COM 377322102 642 22000 SH SOLE 22000 0 0 INVESCO MORTGAGE CAPITAL COM 46131B100 3681 242000 SH SOLE 242000 0 0 MORGAN STANLEY EMERGING MARK COM 617477104 15492 1929000 SH SOLE 1929000 0 0 NEW RESIDENTAL INVESTMENT COM 64828T201 1602 116000 SH SOLE 116000 0 0 NORTHSTAR REALTY FINANCE COMMON STK COM 66704R803 8466 643000 SH SOLE 643000 0 0 NORTHSTAR REALTY EUROPE COM 66706L101 1743 159000 SH SOLE 159000 0 0 PIMCO DYNAMIC INCOME FUND COM 72201Y101 7200 253000 SH SOLE 253000 0 0 PIMCO DYNAMIC CREDIT INCOME COM 72202D106 7279 357000 SH SOLE 357000 0 0 PRUDENTIAL GL SH DUR HI YLD COM 74433A109 2498 165000 SH SOLE 165000 0 0 RANGE RESOURCES CORP COM 75281A109 617 16000 SH SOLE 16000 0 0 RELYPSA INC COM 759531106 809 20000 SH SOLE 20000 0 0 STARWOOD PROPERTY TRUST COM 85571B105 5067 225000 SH SOLE 225000 0 0 TEMPLETON EMERGING MARKETS INC COM 880192109 2112 192000 SH SOLE 192000 0 0 WESTERN ASSET EMERGING MARKET COM 95766A101 7567 465000 SH SOLE 465000 0 0