Penn Mutual Life Insurance Co

13F filer, CIK 77132, Horsham, PA

Penn Mutual Life Insurance Co reported $136,918,000 across 26 holdings for the quarter ended 2016-09-30, in a 13F-HR filed 2016-11-09. Its ten largest share positions make up 70.8% of the portfolio.

Filed 2016-11-09 (acceptance time not in the bulk data set), ingested 2026-10-07 19:11:14 UTC13F-HR 0000950123-16-021528

Period: 2016-09-30
Reported value: $137M
Holdings: 26
Top 10 weight: 70.8%
New: 3
Sold out: 3

Largest buys vs the previous quarter

Security	Shares change	Approx. value
EDDadded	+699,000	$5.61M
BCXnew	+363,000	$2.96M
ABERDEEN ASIA-PACIFIC INCOM…added	+380,000	$1.95M
CAPSTEAD MTG CORPadded	+190,000	$1.79M
GKOSnew	+22,000	$642K

Ranked by the share change valued at this quarter's implied price (value over shares in the 13F). A position sold out is valued at the previous quarter's price, its last report.

Largest sells vs the previous quarter

Security	Shares change	Approx. value
HATTERAS FINL CORPexited	-351,000	-$5.75M
AMERICAN CAPITAL AGENCY CORPreduced	-157,000	-$3.07M
ANNALY CAPITAL MANAGEMENTreduced	-279,000	-$2.93M
BBNexited	-109,000	-$2.65M
ARMOUR RESIDENTIAL REIT INreduced	-106,000	-$2.39M

Ranked by the share change valued at this quarter's implied price (value over shares in the 13F). A position sold out is valued at the previous quarter's price, its last report.

Holdings, Q3 2016

Share positions as resolved from 13F-HR 0000950123-16-021528, largest first. % of portfolio is the value over $136,918,000, the sum of the share positions whose value is usable for ratios (method).

Security	Shares	Value	% of portfolio	Change	Timeline
EDDMORGAN STANLEY EMERGING MKTS	1,929,000	$15.5M	11.31%	+699,000	Timeline
ABERDEEN ASIA-PACIFIC INCOM…ABERDEEN ASIA-PACIFIC INCOME F	2,785,000	$14.3M	10.41%	+380,000
ANNALY CAPITAL MANAGEMENTANNALY CAPITAL MANAGEMENT	1,077,000	$11.3M	8.26%	-279,000
AMERICAN CAPITAL AGENCY CORPAMERICAN CAPITAL AGENCY CORP	559,000	$10.9M	7.97%	-157,000
NORTHSTAR REIT.NORTHSTAR REIT.	643,000	$8.47M	6.18%	0
ARCCARES CAPITAL CORP	509,000	$7.9M	5.77%	0	Timeline
XEMDXWESTERN ASSET EMERGING MKTS	465,000	$7.57M	5.53%	0	Timeline
PIMCO DYNAMIC CR INCOME FDPIMCO DYNAMIC CR INCOME FD	357,000	$7.28M	5.32%	0
PDIPIMCO DYNAMIC INCOME FD	253,000	$7.2M	5.26%	0	Timeline
CHIMERA INVESTMENT CORPCHIMERA INVESTMENT CORP	411,000	$6.55M	4.78%	+32,000
DSLDOUBLELINE INCOME SOLUTIONS	281,000	$5.39M	3.94%	0	Timeline
STWDSTARWOOD PPTY TR INC	225,000	$5.07M	3.7%	+25,000	Timeline
ARMOUR RESIDENTIAL REIT INARMOUR RESIDENTIAL REIT IN	188,000	$4.24M	3.1%	-106,000
CAPSTEAD MTG CORPCAPSTEAD MTG CORP	415,000	$3.92M	2.86%	+190,000
INVESCO MORTGAGE CAPITAL INCINVESCO MORTGAGE CAPITAL INC	242,000	$3.68M	2.69%	0
BCXBLACKROCK RES & COMMODITIES	363,000	$2.96M	2.16%	new	Timeline
PRUDENTIAL GLB SHT DUR HG YLPRUDENTIAL GLB SHT DUR HG YL	165,000	$2.5M	1.82%	0
COLONY STARWOODCOLONY STARWOOD	97,000	$2.19M	1.6%	0
BXMTBLACKSTONE MORTGAGE TRUST IN	72,000	$2.12M	1.55%	0	Timeline
TEITEMPLETON EMERGING MKTS INCO	192,000	$2.11M	1.54%	0	Timeline
NORTHSTAR REALTY EUROPE CORPNORTHSTAR REALTY EUROPE CORP	159,000	$1.74M	1.27%	-191,000
RITMRITHM CAPITAL CORP	116,000	$1.6M	1.17%	-33,000	Timeline
RELYPSA INCRELYPSA INC	20,000	$809K	0.59%	0
GKOSGLAUKOS CORP	22,000	$642K	0.47%	new	Timeline
RRCRANGE RES CORP	16,000	$617K	0.45%	new	Timeline
BROOKFIELD MTG OPP INC FD INBROOKFIELD MTG OPP INC FD IN	26,000	$394K	0.29%	0

Sold out in Q3 2016

Positions in the previous quarter's report that this quarter's report no longer lists.

Security	Shares before	Value before	Type
HATTERAS FINL CORPHATTERAS FINL CORP	351,000	$5.75M	shares
BBNBLACKROCK TAX MUNICPAL BD TR	109,000	$2.65M	shares
COLONY CAP INCCOLONY CAP INC	102,000	$1.57M	shares

How Q3 2016 was built

Available 13F filings of this filer for the quarter and their roles: the base report is the latest original or restatement, NEW HOLDINGS amendments filed after it are added (method).

Filing	Role	Amendment	Filed	Accepted	Ingested
13F-HR 0000950123-16-021528	base		2016-11-09	acceptance time not in the bulk data set	2026-10-07 19:11:14 UTC