$109 Million is the total value of PENN MUTUAL LIFE INSURANCE CO's 21 reported holdings in Q1 2017. The portfolio turnover from Q4 2016 to Q1 2017 was 37.5% .
| Value | Shares | ↓ Weighting | ||||||
|---|---|---|---|---|---|---|---|---|
| EDD | Buy | MORGAN STANLEY EMERGING MARK | $15,799,000 | +14.2% | 2,049,000 | +6.2% | 14.46% | +27.8% |
| FAX | ABERDEEN ASIA PAC INCOME FUND | $13,675,000 | +6.0% | 2,785,000 | 0.0% | 12.52% | +18.6% | |
| NLY | Sell | ANNALY CAPITAL MANAGEMENT INC | $11,255,000 | +4.9% | 1,033,000 | -4.1% | 10.30% | +17.3% |
| AGNC | New | AMERICAN CAPITAL AGENCY | $9,881,000 | – | 507,000 | +100.0% | 9.04% | – |
| NRZ | Buy | NEW RESIDENTAL INVESTMENT | $6,335,000 | +114.4% | 380,000 | +102.1% | 5.80% | +139.8% |
| EMD | WESTERN ASSET EMERGING MARKET | $6,170,000 | +4.5% | 401,000 | 0.0% | 5.65% | +16.9% | |
| PDI | PIMCO DYNAMIC INCOME FUND | $5,966,000 | +1.9% | 211,000 | 0.0% | 5.46% | +14.0% | |
| DSL | DOUBLELINE INCOME SOLUTIONS FUND | $5,681,000 | +6.3% | 281,000 | 0.0% | 5.20% | +18.9% | |
| BCX | Buy | BLACKROCK RESOURCE & CO | $5,368,000 | +23.5% | 616,000 | +17.1% | 4.91% | +38.2% |
| NRF | NORTHSTAR REALTY FINANCE COMMON STK | $5,177,000 | +6.5% | 321,000 | 0.0% | 4.74% | +19.1% | |
| STWD | STARWOOD PROPERTY TRUST | $5,146,000 | +4.2% | 225,000 | 0.0% | 4.71% | +16.6% | |
| CMO | CAPSTEAD MORTGAGE CORP | $4,346,000 | +2.6% | 415,000 | 0.0% | 3.98% | +14.8% | |
| PCI | Sell | PIMCO DYNAMIC CREDIT INCOME | $2,493,000 | -59.9% | 120,000 | -61.0% | 2.28% | -55.2% |
| GHY | PRUDENTIAL GL SH DUR HI YLD | $2,484,000 | +0.9% | 165,000 | 0.0% | 2.27% | +12.9% | |
| TEI | TEMPLETON EMERGING MARKETS INC | $2,231,000 | +6.5% | 192,000 | 0.0% | 2.04% | +19.1% | |
| BXMT | BLACKSTONE MORTGAGE TRU CL-A | $2,205,000 | +1.8% | 72,000 | 0.0% | 2.02% | +13.9% | |
| IVR | Sell | INVESCO MORTGAGE CAPITAL | $2,040,000 | -32.7% | 132,000 | -36.5% | 1.87% | -24.7% |
| ARR | New | ARMOUR RESIDENTIAL REIT | $1,148,000 | – | 52,000 | +100.0% | 1.05% | – |
| AIMT | AIMMUNE THERAPEUTICS INC | $934,000 | +17.2% | 39,000 | 0.0% | 0.86% | +31.1% | |
| RRC | RANGE RESOURCES CORP | $470,000 | -13.0% | 16,000 | 0.0% | 0.43% | -2.7% | |
| RA | New | BROOKFIELD REAL ASSETS INCOME | $440,000 | – | 17,000 | +100.0% | 0.40% | – |
| BOI | Exit | BROOKFIELD MORTGAGE | $0 | – | -17,000 | -100.0% | -0.36% | – |
| SFR | Exit | COLONY STARWOOD HOMES | $0 | – | -27,000 | -100.0% | -0.63% | – |
| ARR | Exit | ARMOUR RESIDENTIAL REIT | $0 | – | -52,000 | -100.0% | -0.93% | – |
| CIM | Exit | CHIMERA INVESTMENT CORP | $0 | – | -347,000 | -100.0% | -4.83% | – |
| ARCC | Exit | ARES CAPITAL CORP | $0 | – | -509,000 | -100.0% | -6.87% | – |
| AGNC | Exit | AMERICAN CAPITAL AGENCY | $0 | – | -682,000 | -100.0% | -10.11% | – |
Original filings
The following EDGAR filing(s) were analyzed to create this report:
- View 13F-HR filed 2017-05-10
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.