Penn Mutual Life Insurance Co
Follow13F filer, CIK 77132, Horsham, PA
Penn Mutual Life Insurance Co reported $109,244,000 across 21 holdings for the quarter ended 2017-03-31, in a 13F-HR filed 2017-05-10. Its ten largest share positions make up 78.09% of the portfolio.
Filed (acceptance time not in the bulk data set), ingested 13F-HR 0000950123-17-004240
- Period
- 2017-03-31
- Reported value
- $109M
- Holdings
- 21
- Top 10 weight
- 78.09%
- New
- 3
- Sold out
- 6
Largest buys vs the previous quarter
| Security | Shares change | Approx. value |
|---|---|---|
| AGNCnew | +507,000 | $9.88M |
| RITMadded | +192,000 | $3.2M |
| ARMOUR RESIDENTIAL REIT INCnew | +52,000 | $1.15M |
| EDDadded | +120,000 | $925K |
| BCXadded | +90,000 | $784K |
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 |
|---|---|---|
| AMERICAN CAPITAL AGENCY CORPexited | -682,000 | -$12.4M |
| ARCCexited | -509,000 | -$8.4M |
| CHIMERA INVESTMENT CORPexited | -347,000 | -$5.9M |
| PIMCO DYNAMIC CR INCOME FDreduced | -188,000 | -$3.91M |
| INVESCO MORTGAGE CAPITAL INCreduced | -76,000 | -$1.17M |
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, Q1 2017
Share positions as resolved from 13F-HR 0000950123-17-004240, largest first. % of portfolio is the value over $109,244,000, the sum of the share positions whose value is usable for ratios (method).
| Security | History | Shares | Value | % of portfolio | Change | Latest event | Timeline |
|---|---|---|---|---|---|---|---|
| EDDMORGAN STANLEY EMERGING MKTS | 2,049,000 | $15.8M | 14.46% | +120,000 | Timeline | ||
| ABERDEEN ASIA-PACIFIC INCOM…ABERDEEN ASIA-PACIFIC INCOME F | 2,785,000 | $13.7M | 12.52% | 0 | |||
| ANNALY CAPITAL MANAGEMENTANNALY CAPITAL MANAGEMENT | 1,033,000 | $11.3M | 10.3% | -44,000 | |||
| AGNCAGNC INVT CORP | 507,000 | $9.88M | 9.04% | new | Timeline | ||
| RITMRITHM CAPITAL CORP | 380,000 | $6.33M | 5.8% | +192,000 | Timeline | ||
| XEMDXWESTERN ASSET EMERGING MKTS | 401,000 | $6.17M | 5.65% | 0 | Timeline | ||
| PDIPIMCO DYNAMIC INCOME FD | 211,000 | $5.97M | 5.46% | 0 | Timeline | ||
| DSLDOUBLELINE INCOME SOLUTIONS | 281,000 | $5.68M | 5.2% | 0 | Timeline | ||
| BCXBLACKROCK RES & COMMODITIES | 616,000 | $5.37M | 4.91% | +90,000 | Timeline | ||
| NORTHSTAR REIT.NORTHSTAR REIT. | 321,000 | $5.18M | 4.74% | 0 | |||
| STWDSTARWOOD PPTY TR INC | 225,000 | $5.15M | 4.71% | 0 | Timeline | ||
| CAPSTEAD MTG CORPCAPSTEAD MTG CORP | 415,000 | $4.35M | 3.98% | 0 | |||
| PIMCO DYNAMIC CR INCOME FDPIMCO DYNAMIC CR INCOME FD | 120,000 | $2.49M | 2.28% | -188,000 | |||
| PRUDENTIAL GLB SHT DUR HG YLPRUDENTIAL GLB SHT DUR HG YL | 165,000 | $2.48M | 2.27% | 0 | |||
| TEITEMPLETON EMERGING MKTS INCO | 192,000 | $2.23M | 2.04% | 0 | Timeline | ||
| BXMTBLACKSTONE MORTGAGE TRUST IN | 72,000 | $2.21M | 2.02% | 0 | Timeline | ||
| INVESCO MORTGAGE CAPITAL INCINVESCO MORTGAGE CAPITAL INC | 132,000 | $2.04M | 1.87% | -76,000 | |||
| ARMOUR RESIDENTIAL REIT INCARMOUR RESIDENTIAL REIT INC | 52,000 | $1.15M | 1.05% | new | |||
| AIMMUNE THERAPEUTICS INC.AIMMUNE THERAPEUTICS INC. | 39,000 | $934K | 0.85% | 0 | |||
| RRCRANGE RES CORP | 16,000 | $470K | 0.43% | 0 | Timeline | ||
| RABROOKFIELD REAL ASSETS INCOM | 17,000 | $440K | 0.4% | new | Timeline |
Sold out in Q1 2017
Positions in the previous quarter's report that this quarter's report no longer lists.
| Security | Shares before | Value before | Type |
|---|---|---|---|
| AMERICAN CAPITAL AGENCY CORPAMERICAN CAPITAL AGENCY CORP | 682,000 | $12.4M | shares |
| ARCCARES CAPITAL CORP | 509,000 | $8.4M | shares |
| CHIMERA INVESTMENT CORPCHIMERA INVESTMENT CORP | 347,000 | $5.9M | shares |
| ARMOUR RESIDENTIAL REIT INARMOUR RESIDENTIAL REIT IN | 52,000 | $1.13M | shares |
| COLONY STARWOODCOLONY STARWOOD | 27,000 | $770K | shares |
| BROOKFIELD MTG OPP INC FD INBROOKFIELD MTG OPP INC FD IN | 17,000 | $434K | shares |
How Q1 2017 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 0000950123-17-004240 | base | 2017-05-10 | acceptance time not in the bulk data set |