Penn Mutual Life Insurance Co — 2016-09-30 13F Holdings

Name: Penn Mutual Life Insurance Co — 13F Holdings, 2016-09-30
Creator: AlphaSMO
License: https://www.sec.gov/forms

CIK: 0000077132

Total reported value

$125.2M

Full holdings list this quarter

#	Ticker	Issuer	Asset Subclass	Weight	Weight Change	Shares Change
1	EDD	Morgan Stanley Emrg Mrk Dom	Stock-Other	11.31%	-0.41%	+56.83%
2	SGOL	abrdn Physical Gold Shares ETF	ETF-Commodities	10.41%	+0.13%	+15.80%
3	NLYEUR	Annaly Capital Management In	Stock-Other	8.26%	+1.11%	-20.58%
4	✓		Stock-Other	7.97%	—	-21.93%
5	✓	Northstar Realty Finance	Stock-Other	6.18%	—	—
6	ARCC	Ares Capital CORP	Stock-Financials	5.77%	-0.34%	—
7	XEMDX	Western Asset Emrg Mrkt Dbt	Stock-Other	5.53%	+0.06%	—
8	1JFD	Pimco Dynamic Credit And Mor	Stock-Other	5.32%	—	—
9	PDI	Pimco Dynamic Income Fund	Stock-Financials	5.26%	-1.88%	EXIT
10	CIM	Chimera Investment Corporation	Stock-Other	4.78%	+0.79%	+8.44%
11	DSL	Doubleline Income Solutions	Stock-Other	3.94%	-2.44%	—
12	STWD	Starwood Property Trust INC	Stock-Real Estate	3.70%	+0.20%	+12.50%
13	✓	Armour Residential	Stock-Other	3.10%	—	-36.05%
14	CMO	Capstead Mortgage CORP	Stock-Other	2.86%	+0.44%	+84.44%
15	IVREUR	Invesco Mortgage Capital	Stock-Other	2.69%	—	—
16	BCX	Blackrock Resources & Commod	Stock-Other	2.16%	+0.22%	—
17	PRU	Prudential Financial, Inc.	Stock-Financials	1.82%	-1.65%	EXIT
18	CBAN	Colony Bankcorp, Inc.	Stock-Other	1.60%	—	—
19	BXMT	Blackstone Mortgage Tru-cl A	Stock-Real Estate	1.55%	—	—
20	TEI	Templeton Emrg Mkts INC	Stock-Other	1.54%	—	—
21	NRE	Northstar Realty Europe CORP	Stock-Other	1.27%	—	-54.57%
22	RITM	Rithm Capital CORP	Stock-Real Estate	1.17%	-1.41%	-22.15%
23	✓	Relypsa INC	Stock-Other	0.59%	—	—
24	GKOS	Glaukos CORP	Stock-Healthcare	0.47%	—	—
25	RRC	Range Resources CORP	Stock-Energy	0.45%	—	—
26	✓	Brookfield Mtg Opp INC Fd In	Stock-Other	0.29%	—	—

Position changes disclosed by Penn Mutual Life Insurance Co for the quarter ending 2016-09-30, including ticker, issuer, weight change, shares change, and action
#	Ticker	Issuer	Weight Change	Shares Change	Action
1	EDD	Morgan Stanley Emrg Mrk Dom	+4.5%	+56.83%	Add
2	SGOL	abrdn Physical Gold Shares ETF	+1.7%	+15.80%	Add
3	CMO	Capstead Mortgage CORP	+1.3%	+84.44%	Add
4	✓	Northstar Realty Finance	+0.9%	—	Unchanged
5	STWD	Starwood Property Trust INC	+0.7%	+12.50%	Add
6	ARCC	Ares Capital CORP	+0.5%	—	Unchanged
7	CIM	Chimera Investment Corporation	+0.5%	+8.44%	Add
8	1JFD	Pimco Dynamic Credit And Mor	+0.4%	—	Unchanged
9	XEMDX	Western Asset Emrg Mrkt Dbt	+0.4%	—	Unchanged
10	✓	Relypsa INC	+0.3%	—	Unchanged
11	IVREUR	Invesco Mortgage Capital	+0.3%	—	Unchanged
12	PDI	Pimco Dynamic Income Fund	+0.2%	—	Unchanged
13	DSL	Doubleline Income Solutions	+0.2%	—	Unchanged
14	BXMT	Blackstone Mortgage Tru-cl A	+0.1%	—	Unchanged
15	TEI	Templeton Emrg Mkts INC	+0.1%	—	Unchanged
16	PRU	Prudential Financial, Inc.	0%	—	Unchanged
17	✓	Brookfield Mtg Opp INC Fd In	0%	—	Unchanged
18	RITM	Rithm Capital CORP	-0.3%	-22.15%	Trim
19	CBAN	Colony Bankcorp, Inc.	-0.5%	—	Unchanged
20	NRE	Northstar Realty Europe CORP	-1.1%	-54.57%	Trim
21	✓	Armour Residential	-1.2%	-36.05%	Trim
22	✓		-2.3%	-21.93%	Trim
23	NLYEUR	Annaly Capital Management In	-2.6%	-20.58%	Trim
24	✓	Hatteras Finl CORP	—	EXIT	Sold out
25	BCX	Blackrock Resources & Commod	—	NEW	New buy
26	BBN	Blackrock Taxable Muni Bnd	—	EXIT	Sold out
27	CBAN	Colony Bankcorp, Inc.	—	EXIT	Sold out
28	GKOS	Glaukos CORP	—	NEW	New buy
29	RRC	Range Resources CORP	—	NEW	New buy