Passive mobs missing from fenced pen

Passive mobs including horses, cows, sheep, pigs and rabbits have been disappearing from my fenced pens. The pens are dug one block under ground level with a one block high fence (some are two blocks high). The pens also include a 2x2x1 pond of water. The animals tend to gather in one far corner with two or more occupying one block. The animals are either escaping, dying by suffocating in the dirt or fence, or despawning. This has happened multiple times with multiple animals in multiple fenced pens over and over again. I will go underground to mine and when I come back up all my horses or rabbits will be gone and the pen will be empty.