$122 Million is the total value of PENN MUTUAL LIFE INSURANCE CO's 24 reported holdings in Q4 2016. The portfolio turnover from Q3 2016 to Q4 2016 was 15.4% .
| Value | Shares | ↓ Weighting | ||||||
|---|---|---|---|---|---|---|---|---|
| EDD | MORGAN STANLEY EMERGING MARK | $13,832,000 | -10.7% | 1,929,000 | 0.0% | 11.32% | +0.0% | |
| FAX | ABERDEEN ASIA PAC INCOME FUND | $12,895,000 | -9.6% | 2,785,000 | 0.0% | 10.55% | +1.3% | |
| AGNC | Buy | AMERICAN CAPITAL AGENCY | $12,359,000 | +13.2% | 682,000 | +22.0% | 10.11% | +26.8% |
| NLY | ANNALY CAPITAL MANAGEMENT INC | $10,733,000 | -5.1% | 1,077,000 | 0.0% | 8.78% | +6.4% | |
| ARCC | ARES CAPITAL CORP | $8,400,000 | +6.4% | 509,000 | 0.0% | 6.87% | +19.2% | |
| PCI | Sell | PIMCO DYNAMIC CREDIT INCOME | $6,220,000 | -14.5% | 308,000 | -13.7% | 5.09% | -4.3% |
| EMD | Sell | WESTERN ASSET EMERGING MARKET | $5,905,000 | -22.0% | 401,000 | -13.8% | 4.83% | -12.6% |
| CIM | Sell | CHIMERA INVESTMENT CORP | $5,901,000 | -9.9% | 347,000 | -15.6% | 4.83% | +0.9% |
| PDI | Sell | PIMCO DYNAMIC INCOME FUND | $5,856,000 | -18.7% | 211,000 | -16.6% | 4.79% | -8.9% |
| DSL | DOUBLELINE INCOME SOLUTIONS FUND | $5,344,000 | -0.8% | 281,000 | 0.0% | 4.37% | +11.1% | |
| STWD | STARWOOD PROPERTY TRUST | $4,939,000 | -2.5% | 225,000 | 0.0% | 4.04% | +9.2% | |
| NRF | Sell | NORTHSTAR REALTY FINANCE COMMON STK | $4,863,000 | -42.6% | 321,000 | -50.1% | 3.98% | -35.6% |
| BCX | Buy | BLACKROCK RESOURCE & CO | $4,347,000 | +46.9% | 526,000 | +44.9% | 3.56% | +64.6% |
| CMO | CAPSTEAD MORTGAGE CORP | $4,234,000 | +8.1% | 415,000 | 0.0% | 3.46% | +21.0% | |
| IVR | Sell | INVESCO MORTGAGE CAPITAL | $3,032,000 | -17.6% | 208,000 | -14.0% | 2.48% | -7.7% |
| NRZ | Buy | NEW RESIDENTAL INVESTMENT | $2,955,000 | +84.5% | 188,000 | +62.1% | 2.42% | +106.7% |
| GHY | PRUDENTIAL GL SH DUR HI YLD | $2,461,000 | -1.5% | 165,000 | 0.0% | 2.01% | +10.4% | |
| BXMT | BLACKSTONE MORTGAGE TRU CL-A | $2,165,000 | +2.1% | 72,000 | 0.0% | 1.77% | +14.5% | |
| TEI | TEMPLETON EMERGING MARKETS INC | $2,095,000 | -0.8% | 192,000 | 0.0% | 1.71% | +11.1% | |
| ARR | Sell | ARMOUR RESIDENTIAL REIT | $1,134,000 | -73.3% | 52,000 | -72.3% | 0.93% | -70.1% |
| AIMT | New | AIMMUNE THERAPEUTICS INC | $797,000 | – | 39,000 | +100.0% | 0.65% | – |
| SFR | Sell | COLONY STARWOOD HOMES | $770,000 | -64.9% | 27,000 | -72.2% | 0.63% | -60.6% |
| RRC | RANGE RESOURCES CORP | $540,000 | -12.5% | 16,000 | 0.0% | 0.44% | -2.0% | |
| BOI | Sell | BROOKFIELD MORTGAGE | $434,000 | +10.2% | 17,000 | -34.6% | 0.36% | +23.3% |
| GKOS | Exit | GLAUKOS CORPORATION | $0 | – | -22,000 | -100.0% | -0.47% | – |
| RLYP | Exit | RELYPSA INC | $0 | – | -20,000 | -100.0% | -0.59% | – |
| NRE | Exit | NORTHSTAR REALTY EUROPE | $0 | – | -159,000 | -100.0% | -1.27% | – |
Original filings
The following EDGAR filing(s) were analyzed to create this report:
- View 13F-HR filed 2017-02-09
Signatures
The EDGAR filing(s) were signed by:
Top long-term holdings
| Name | Quarters owned | Latest quarter owned | Max weighting |
|---|---|---|---|
| ANNALY CAPITAL MANAGEMENT, INC. | 21 | Q2 2018 | 44.5% |
| AMERICAN CAPITAL AGENCY | 15 | Q4 2016 | 42.6% |
| ABERDEEN ASIA PAC INCOME FUND | 15 | Q2 2018 | 13.8% |
| MORGAN STANLEY EMERGING MARK | 15 | Q2 2018 | 14.5% |
| WESTERN ASSET EMERGING MARKET | 15 | Q2 2018 | 6.6% |
| ARMOUR RESIDENTIAL REIT | 15 | Q4 2016 | 7.3% |
| DOUBLELINE INCOME SOLUTIONS FUND | 15 | Q2 2018 | 5.6% |
| CAPSTEAD MORTGAGE CORP | 15 | Q2 2018 | 4.1% |
| ARES CAPITAL CORP | 14 | Q2 2018 | 9.9% |
| PIMCO DYNAMIC INCOME FUND | 14 | Q1 2018 | 7.1% |
View PENN MUTUAL LIFE INSURANCE CO's complete holdings history.
Latest filings
| Type | Filed |
|---|---|
| 13F-HR | 2018-08-09 |
| 13F-HR | 2018-05-15 |
| 13F-HR | 2018-02-12 |
| 13F-HR | 2017-11-14 |
| 13F-HR | 2017-08-14 |
| 13F-HR | 2017-05-10 |
| 13F-HR | 2017-02-09 |
| 13F-HR | 2016-11-09 |
| 13F-HR | 2016-08-15 |
| 13F-HR | 2016-05-09 |
View PENN MUTUAL LIFE INSURANCE CO's complete filings history.
All filings
- Holdings (13F-HR)
- Significant ownership (13-D/G)
- Insider transactions (4, 5, 6)
- Events (8-K)
- Shareholder votes (proxy)
View complete filings history.