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Disclosery

Penn Mutual Life Insurance Co

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13F filer, CIK 77132, Horsham, PA

Penn Mutual Life Insurance Co reported $113,804,000 across 22 holdings for the quarter ended 2017-06-30, in a 13F-HR filed 2017-08-14. Its ten largest share positions make up 77.7% of the portfolio.

Filed (acceptance time not in the bulk data set), ingested 13F-HR 0000950123-17-007684

Period
2017-06-30
Reported value
$114M
Holdings
22
Top 10 weight
77.7%
New
4
Sold out
3

Largest buys vs the previous quarter

SecurityShares changeApprox. value
ARCCnew+490,000$8.03M
CHIMERA INVESTMENT CORPnew+267,000$4.97M
COLONY NORTHSTAR INCnew+353,000$4.97M
RITMadded+257,000$4M
TWO HARBORS INVESTMENT CORPnew+200,000$1.98M

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

SecurityShares changeApprox. value
NORTHSTAR REIT.exited-321,000-$5.18M
PDIreduced-126,000-$3.79M
ANNALY CAPITAL MANAGEMENTreduced-242,000-$2.92M
STWDreduced-100,000-$2.24M
TEIexited-192,000-$2.23M

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, Q2 2017

Share positions as resolved from 13F-HR 0000950123-17-007684, largest first. % of portfolio is the value over $113,804,000, the sum of the share positions whose value is usable for ratios (method).

SecurityHistorySharesValue% of portfolioChangeLatest eventTimeline
EDDMORGAN STANLEY EMERGING MKTSQuarterly shares; oldest to newest; scale is this security's eight-quarter maximum; 2015Q3: restricted; 2015Q4: restricted; 2016Q1: restricted; 2016Q2: restricted; 2016Q3: 1,929,000 shares; 2016Q4: 1,929,000 shares; 2017Q1: 2,049,000 shares; 2017Q2: 2,007,000 shares 2,007,000$15.9M13.98%-42,000Timeline
ABERDEEN ASIA-PACIFIC INCOM…ABERDEEN ASIA-PACIFIC INCOME FQuarterly shares; oldest to newest; scale is this security's eight-quarter maximum; 2015Q3: restricted; 2015Q4: restricted; 2016Q1: restricted; 2016Q2: restricted; 2016Q3: 2,785,000 shares; 2016Q4: 2,785,000 shares; 2017Q1: 2,785,000 shares; 2017Q2: 2,785,000 shares 2,785,000$13.9M12.24%0
RITMRITHM CAPITAL CORPQuarterly shares; oldest to newest; scale is this security's eight-quarter maximum; 2015Q3: restricted; 2015Q4: restricted; 2016Q1: restricted; 2016Q2: restricted; 2016Q3: 116,000 shares; 2016Q4: 188,000 shares; 2017Q1: 380,000 shares; 2017Q2: 637,000 shares 637,000$9.91M8.71%+257,000Timeline
ANNALY CAPITAL MANAGEMENTANNALY CAPITAL MANAGEMENTQuarterly shares; oldest to newest; scale is this security's eight-quarter maximum; 2015Q3: restricted; 2015Q4: restricted; 2016Q1: restricted; 2016Q2: restricted; 2016Q3: 1,077,000 shares; 2016Q4: 1,077,000 shares; 2017Q1: 1,033,000 shares; 2017Q2: 791,000 shares 791,000$9.54M8.38%-242,000
AGNCAGNC INVT CORPQuarterly shares; oldest to newest; scale is this security's eight-quarter maximum; 2015Q3: restricted; 2015Q4: restricted; 2016Q1: restricted; 2016Q2: restricted; 2016Q3: not reported; 2016Q4: not reported; 2017Q1: 507,000 shares; 2017Q2: 428,000 shares 428,000$9.11M8%-79,000Timeline
ARCCARES CAPITAL CORPQuarterly shares; oldest to newest; scale is this security's eight-quarter maximum; 2015Q3: restricted; 2015Q4: restricted; 2016Q1: restricted; 2016Q2: restricted; 2016Q3: 509,000 shares; 2016Q4: 509,000 shares; 2017Q1: not reported; 2017Q2: 490,000 shares 490,000$8.03M7.05%newTimeline
XEMDXWESTERN ASSET EMERGING MKTSQuarterly shares; oldest to newest; scale is this security's eight-quarter maximum; 2015Q3: restricted; 2015Q4: restricted; 2016Q1: restricted; 2016Q2: restricted; 2016Q3: 465,000 shares; 2016Q4: 401,000 shares; 2017Q1: 401,000 shares; 2017Q2: 401,000 shares 401,000$6.25M5.49%0Timeline
DSLDOUBLELINE INCOME SOLUTIONSQuarterly shares; oldest to newest; scale is this security's eight-quarter maximum; 2015Q3: restricted; 2015Q4: restricted; 2016Q1: restricted; 2016Q2: restricted; 2016Q3: 281,000 shares; 2016Q4: 281,000 shares; 2017Q1: 281,000 shares; 2017Q2: 281,000 shares 281,000$5.81M5.11%0Timeline
CHIMERA INVESTMENT CORPCHIMERA INVESTMENT CORPQuarterly shares; oldest to newest; scale is this security's eight-quarter maximum; 2015Q3: restricted; 2015Q4: restricted; 2016Q1: restricted; 2016Q2: restricted; 2016Q3: 411,000 shares; 2016Q4: 347,000 shares; 2017Q1: not reported; 2017Q2: 267,000 shares 267,000$4.97M4.37%new
COLONY NORTHSTAR INCCOLONY NORTHSTAR INCQuarterly shares; oldest to newest; scale is this security's eight-quarter maximum; 2015Q3: restricted; 2015Q4: restricted; 2016Q1: restricted; 2016Q2: restricted; 2016Q3: not reported; 2016Q4: not reported; 2017Q1: not reported; 2017Q2: 353,000 shares 353,000$4.97M4.37%new
BCXBLACKROCK RES & COMMODITIESQuarterly shares; oldest to newest; scale is this security's eight-quarter maximum; 2015Q3: restricted; 2015Q4: restricted; 2016Q1: restricted; 2016Q2: restricted; 2016Q3: 363,000 shares; 2016Q4: 526,000 shares; 2017Q1: 616,000 shares; 2017Q2: 616,000 shares 616,000$4.93M4.33%0Timeline
CAPSTEAD MTG CORPCAPSTEAD MTG CORPQuarterly shares; oldest to newest; scale is this security's eight-quarter maximum; 2015Q3: restricted; 2015Q4: restricted; 2016Q1: restricted; 2016Q2: restricted; 2016Q3: 415,000 shares; 2016Q4: 415,000 shares; 2017Q1: 415,000 shares; 2017Q2: 415,000 shares 415,000$4.33M3.81%0
STWDSTARWOOD PPTY TR INCQuarterly shares; oldest to newest; scale is this security's eight-quarter maximum; 2015Q3: restricted; 2015Q4: restricted; 2016Q1: restricted; 2016Q2: restricted; 2016Q3: 225,000 shares; 2016Q4: 225,000 shares; 2017Q1: 225,000 shares; 2017Q2: 125,000 shares 125,000$2.8M2.46%-100,000Timeline
PIMCO DYNAMIC CR INCOME FDPIMCO DYNAMIC CR INCOME FDQuarterly shares; oldest to newest; scale is this security's eight-quarter maximum; 2015Q3: restricted; 2015Q4: restricted; 2016Q1: restricted; 2016Q2: restricted; 2016Q3: 357,000 shares; 2016Q4: 308,000 shares; 2017Q1: 120,000 shares; 2017Q2: 120,000 shares 120,000$2.68M2.36%0
PDIPIMCO DYNAMIC INCOME FDQuarterly shares; oldest to newest; scale is this security's eight-quarter maximum; 2015Q3: restricted; 2015Q4: restricted; 2016Q1: restricted; 2016Q2: restricted; 2016Q3: 253,000 shares; 2016Q4: 211,000 shares; 2017Q1: 211,000 shares; 2017Q2: 85,000 shares 85,000$2.56M2.25%-126,000Timeline
PRUDENTIAL GLB SHT DUR HG YLPRUDENTIAL GLB SHT DUR HG YLQuarterly shares; oldest to newest; scale is this security's eight-quarter maximum; 2015Q3: restricted; 2015Q4: restricted; 2016Q1: restricted; 2016Q2: restricted; 2016Q3: 165,000 shares; 2016Q4: 165,000 shares; 2017Q1: 165,000 shares; 2017Q2: 165,000 shares 165,000$2.46M2.16%0
TWO HARBORS INVESTMENT CORPTWO HARBORS INVESTMENT CORPQuarterly shares; oldest to newest; scale is this security's eight-quarter maximum; 2015Q3: restricted; 2015Q4: restricted; 2016Q1: restricted; 2016Q2: restricted; 2016Q3: not reported; 2016Q4: not reported; 2017Q1: not reported; 2017Q2: 200,000 shares 200,000$1.98M1.74%new
INVESCO MORTGAGE CAPITAL INCINVESCO MORTGAGE CAPITAL INCQuarterly shares; oldest to newest; scale is this security's eight-quarter maximum; 2015Q3: restricted; 2015Q4: restricted; 2016Q1: restricted; 2016Q2: restricted; 2016Q3: 242,000 shares; 2016Q4: 208,000 shares; 2017Q1: 132,000 shares; 2017Q2: 95,000 shares 95,000$1.58M1.39%-37,000
AIMMUNE THERAPEUTICS INC.AIMMUNE THERAPEUTICS INC.Quarterly shares; oldest to newest; scale is this security's eight-quarter maximum; 2015Q3: restricted; 2015Q4: restricted; 2016Q1: restricted; 2016Q2: restricted; 2016Q3: not reported; 2016Q4: 39,000 shares; 2017Q1: 39,000 shares; 2017Q2: 39,000 shares 39,000$801K0.7%0
ARMOUR RESIDENTIAL REIT INCARMOUR RESIDENTIAL REIT INCQuarterly shares; oldest to newest; scale is this security's eight-quarter maximum; 2015Q3: restricted; 2015Q4: restricted; 2016Q1: restricted; 2016Q2: restricted; 2016Q3: not reported; 2016Q4: not reported; 2017Q1: 52,000 shares; 2017Q2: 20,000 shares 20,000$494K0.43%-32,000
RABROOKFIELD REAL ASSETS INCOMQuarterly shares; oldest to newest; scale is this security's eight-quarter maximum; 2015Q3: restricted; 2015Q4: restricted; 2016Q1: restricted; 2016Q2: restricted; 2016Q3: not reported; 2016Q4: not reported; 2017Q1: 17,000 shares; 2017Q2: 17,000 shares 17,000$400K0.35%0Timeline
RRCRANGE RES CORPQuarterly shares; oldest to newest; scale is this security's eight-quarter maximum; 2015Q3: restricted; 2015Q4: restricted; 2016Q1: restricted; 2016Q2: restricted; 2016Q3: 16,000 shares; 2016Q4: 16,000 shares; 2017Q1: 16,000 shares; 2017Q2: 16,000 shares 16,000$364K0.32%0Timeline

Sold out in Q2 2017

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

SecurityShares beforeValue beforeType
NORTHSTAR REIT.NORTHSTAR REIT.321,000$5.18Mshares
TEITEMPLETON EMERGING MKTS INCO192,000$2.23Mshares
BXMTBLACKSTONE MORTGAGE TRUST IN72,000$2.21Mshares

How Q2 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).

FilingRoleAmendmentFiledAcceptedIngested
13F-HR 0000950123-17-007684 base2017-08-14acceptance time not in the bulk data set