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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 $146,619,000 across 22 holdings for the quarter ended 2017-09-30, in a 13F-HR filed 2017-11-14. Its ten largest share positions make up 80% of the portfolio.

Filed (acceptance time not in the bulk data set), ingested 13F-HR 0000950123-17-010584

Period
2017-09-30
Reported value
$147M
Holdings
22
Top 10 weight
80%
New
3
Sold out
3

Largest buys vs the previous quarter

SecurityShares changeApprox. value
MINTnew+298,000$30.4M
AGNCadded+239,000$5.17M
PSECnew+594,000$3.99M
ARCCadded+163,000$2.67M
SNAPnew+178,000$2.65M

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
ANNALY CAPITAL MANAGEMENTreduced-308,000-$3.75M
EDDreduced-461,000-$3.71M
BCXreduced-359,000-$3.19M
PIMCO DYNAMIC CR INCOME FDexited-120,000-$2.68M
INVESCO MORTGAGE CAPITAL INCexited-95,000-$1.58M

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 2017

Share positions as resolved from 13F-HR 0000950123-17-010584, largest first. % of portfolio is the value over $146,619,000, the sum of the share positions whose value is usable for ratios (method).

SecurityHistorySharesValue% of portfolioChangeLatest eventTimeline
MINTPIMCO ETF TRQuarterly shares; oldest to newest; scale is this security's eight-quarter maximum; 2015Q4: restricted; 2016Q1: restricted; 2016Q2: restricted; 2016Q3: not reported; 2016Q4: not reported; 2017Q1: not reported; 2017Q2: not reported; 2017Q3: 298,000 shares 298,000$30.4M20.72%newTimeline
AGNCAGNC INVT CORPQuarterly shares; oldest to newest; scale is this security's eight-quarter maximum; 2015Q4: restricted; 2016Q1: restricted; 2016Q2: restricted; 2016Q3: not reported; 2016Q4: not reported; 2017Q1: 507,000 shares; 2017Q2: 428,000 shares; 2017Q3: 667,000 shares 667,000$14.4M9.84%+239,000Timeline
ABERDEEN ASIA-PACIFIC INCOM…ABERDEEN ASIA-PACIFIC INCOME FQuarterly shares; oldest to newest; scale is this security's eight-quarter maximum; 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; 2017Q3: 2,785,000 shares 2,785,000$14.4M9.8%0
EDDMORGAN STANLEY EMERGING MKTSQuarterly shares; oldest to newest; scale is this security's eight-quarter maximum; 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; 2017Q3: 1,546,000 shares 1,546,000$12.4M8.48%-461,000Timeline
ARCCARES CAPITAL CORPQuarterly shares; oldest to newest; scale is this security's eight-quarter maximum; 2015Q4: restricted; 2016Q1: restricted; 2016Q2: restricted; 2016Q3: 509,000 shares; 2016Q4: 509,000 shares; 2017Q1: not reported; 2017Q2: 490,000 shares; 2017Q3: 653,000 shares 653,000$10.7M7.3%+163,000Timeline
RITMRITHM CAPITAL CORPQuarterly shares; oldest to newest; scale is this security's eight-quarter maximum; 2015Q4: restricted; 2016Q1: restricted; 2016Q2: restricted; 2016Q3: 116,000 shares; 2016Q4: 188,000 shares; 2017Q1: 380,000 shares; 2017Q2: 637,000 shares; 2017Q3: 632,000 shares 632,000$10.6M7.22%-5,000Timeline
CHIMERA INVESTMENT CORPCHIMERA INVESTMENT CORPQuarterly shares; oldest to newest; scale is this security's eight-quarter maximum; 2015Q4: restricted; 2016Q1: restricted; 2016Q2: restricted; 2016Q3: 411,000 shares; 2016Q4: 347,000 shares; 2017Q1: not reported; 2017Q2: 267,000 shares; 2017Q3: 379,000 shares 379,000$7.18M4.9%+112,000
XEMDXWESTERN ASSET EMERGING MKTSQuarterly shares; oldest to newest; scale is this security's eight-quarter maximum; 2015Q4: restricted; 2016Q1: restricted; 2016Q2: restricted; 2016Q3: 465,000 shares; 2016Q4: 401,000 shares; 2017Q1: 401,000 shares; 2017Q2: 401,000 shares; 2017Q3: 401,000 shares 401,000$6.32M4.31%0Timeline
ANNALY CAPITAL MANAGEMENTANNALY CAPITAL MANAGEMENTQuarterly shares; oldest to newest; scale is this security's eight-quarter maximum; 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; 2017Q3: 483,000 shares 483,000$5.88M4.01%-308,000
DSLDOUBLELINE INCOME SOLUTIONSQuarterly shares; oldest to newest; scale is this security's eight-quarter maximum; 2015Q4: restricted; 2016Q1: restricted; 2016Q2: restricted; 2016Q3: 281,000 shares; 2016Q4: 281,000 shares; 2017Q1: 281,000 shares; 2017Q2: 281,000 shares; 2017Q3: 236,000 shares 236,000$5.01M3.42%-45,000Timeline
CAPSTEAD MTG CORPCAPSTEAD MTG CORPQuarterly shares; oldest to newest; scale is this security's eight-quarter maximum; 2015Q4: restricted; 2016Q1: restricted; 2016Q2: restricted; 2016Q3: 415,000 shares; 2016Q4: 415,000 shares; 2017Q1: 415,000 shares; 2017Q2: 415,000 shares; 2017Q3: 473,000 shares 473,000$4.57M3.11%+58,000
COLONY NORTHSTAR INCCOLONY NORTHSTAR INCQuarterly shares; oldest to newest; scale is this security's eight-quarter maximum; 2015Q4: restricted; 2016Q1: restricted; 2016Q2: restricted; 2016Q3: not reported; 2016Q4: not reported; 2017Q1: not reported; 2017Q2: 353,000 shares; 2017Q3: 353,000 shares 353,000$4.43M3.02%0
PSECPROSPECT CAP CORPQuarterly shares; oldest to newest; scale is this security's eight-quarter maximum; 2015Q4: restricted; 2016Q1: restricted; 2016Q2: restricted; 2016Q3: not reported; 2016Q4: not reported; 2017Q1: not reported; 2017Q2: not reported; 2017Q3: 594,000 shares 594,000$3.99M2.72%newTimeline
TWO HARBORS INVESTMENT CORPTWO HARBORS INVESTMENT CORPQuarterly shares; oldest to newest; scale is this security's eight-quarter maximum; 2015Q4: restricted; 2016Q1: restricted; 2016Q2: restricted; 2016Q3: not reported; 2016Q4: not reported; 2017Q1: not reported; 2017Q2: 200,000 shares; 2017Q3: 300,000 shares 300,000$3.02M2.06%+100,000
SNAPSNAP INCQuarterly shares; oldest to newest; scale is this security's eight-quarter maximum; 2015Q4: restricted; 2016Q1: restricted; 2016Q2: restricted; 2016Q3: not reported; 2016Q4: not reported; 2017Q1: not reported; 2017Q2: not reported; 2017Q3: 178,000 shares 178,000$2.65M1.8%newTimeline
PDIPIMCO DYNAMIC INCOME FDQuarterly shares; oldest to newest; scale is this security's eight-quarter maximum; 2015Q4: restricted; 2016Q1: restricted; 2016Q2: restricted; 2016Q3: 253,000 shares; 2016Q4: 211,000 shares; 2017Q1: 211,000 shares; 2017Q2: 85,000 shares; 2017Q3: 85,000 shares 85,000$2.61M1.78%0Timeline
PRUDENTIAL GLB SHT DUR HG YLPRUDENTIAL GLB SHT DUR HG YLQuarterly shares; oldest to newest; scale is this security's eight-quarter maximum; 2015Q4: restricted; 2016Q1: restricted; 2016Q2: restricted; 2016Q3: 165,000 shares; 2016Q4: 165,000 shares; 2017Q1: 165,000 shares; 2017Q2: 165,000 shares; 2017Q3: 165,000 shares 165,000$2.47M1.68%0
BCXBLACKROCK RES & COMMODITIESQuarterly shares; oldest to newest; scale is this security's eight-quarter maximum; 2015Q4: restricted; 2016Q1: restricted; 2016Q2: restricted; 2016Q3: 363,000 shares; 2016Q4: 526,000 shares; 2017Q1: 616,000 shares; 2017Q2: 616,000 shares; 2017Q3: 257,000 shares 257,000$2.29M1.56%-359,000Timeline
STWDSTARWOOD PPTY TR INCQuarterly shares; oldest to newest; scale is this security's eight-quarter maximum; 2015Q4: restricted; 2016Q1: restricted; 2016Q2: restricted; 2016Q3: 225,000 shares; 2016Q4: 225,000 shares; 2017Q1: 225,000 shares; 2017Q2: 125,000 shares; 2017Q3: 90,000 shares 90,000$1.96M1.33%-35,000Timeline
ARMOUR RESIDENTIAL REIT INCARMOUR RESIDENTIAL REIT INCQuarterly shares; oldest to newest; scale is this security's eight-quarter maximum; 2015Q4: restricted; 2016Q1: restricted; 2016Q2: restricted; 2016Q3: not reported; 2016Q4: not reported; 2017Q1: 52,000 shares; 2017Q2: 20,000 shares; 2017Q3: 20,000 shares 20,000$531K0.36%0
RABROOKFIELD REAL ASSETS INCOMQuarterly shares; oldest to newest; scale is this security's eight-quarter maximum; 2015Q4: restricted; 2016Q1: restricted; 2016Q2: restricted; 2016Q3: not reported; 2016Q4: not reported; 2017Q1: 17,000 shares; 2017Q2: 17,000 shares; 2017Q3: 17,000 shares 17,000$411K0.28%0Timeline
AIMMUNE THERAPEUTICS INC.AIMMUNE THERAPEUTICS INC.Quarterly shares; oldest to newest; scale is this security's eight-quarter maximum; 2015Q4: restricted; 2016Q1: restricted; 2016Q2: restricted; 2016Q3: not reported; 2016Q4: 39,000 shares; 2017Q1: 39,000 shares; 2017Q2: 39,000 shares; 2017Q3: 19,000 shares 19,000$401K0.27%-20,000

Sold out in Q3 2017

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

SecurityShares beforeValue beforeType
PIMCO DYNAMIC CR INCOME FDPIMCO DYNAMIC CR INCOME FD120,000$2.68Mshares
INVESCO MORTGAGE CAPITAL INCINVESCO MORTGAGE CAPITAL INC95,000$1.58Mshares
RRCRANGE RES CORP16,000$364Kshares

How Q3 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 0000950123-17-010584 base2017-11-14acceptance time not in the bulk data set