Penn Mutual Asset Management Diversified Active

Location: Conshohocken, PA

CIK: 0000855702 · Show all filings

Period: Q3 2018 (Next →)

Filing Date: Nov 9, 2018

Total Value: $108M (100.0% shares, 0.0% debt)

Holdings (21)

AGNC AGNC INVESTMENT CORP 21.7%

Value $23.42M Shares 1,257,000 Share Price $18.63 Est. Cost/Share $18.63 Unrealized @ Report Date —

— ANNALY CAPITAL MANAGEMENT INC 16.3%

Value $17.55M Shares 1,715,800 Share Price $10.23 Est. Cost/Share $10.23 Unrealized @ Report Date —

— ABERDEEN ASIA-PACIFIC INCOME FUND INC 10.7%

Value $11.53M Shares 2,785,083 Share Price $4.14 Est. Cost/Share $4.14 Unrealized @ Report Date —

— MORGAN STANLEY EMERGING MARKETS DOMESTIC DEBT FUND INC 9.7%

Value $10.42M Shares 1,546,241 Share Price $6.74 Est. Cost/Share $6.74 Unrealized @ Report Date —

— WELLS FARGO & CO 7.2%

Value $7.745M Shares 6,000 Share Price $1290.83 Est. Cost/Share $1290.83 Unrealized @ Report Date —

— WESTERN ASSET EMERGING MARKETS DEBT FUND INC 5.6%

Value $6.083M Shares 453,300 Share Price $13.42 Est. Cost/Share $13.42 Unrealized @ Report Date —

— CHIMERA INVESTMENT CORP 5.5%

Value $5.883M Shares 324,499 Share Price $18.13 Est. Cost/Share $18.13 Unrealized @ Report Date —

RITM NEW RESIDENTIAL INVESTMENT CORP 3.9%

Value $4.247M Shares 238,304 Share Price $17.82 Est. Cost/Share $17.82 Unrealized @ Report Date —

— CAPSTEAD MORTGAGE CORP 3.5%

Value $3.743M Shares 473,165 Share Price $7.91 Est. Cost/Share $7.91 Unrealized @ Report Date —

T AT&T INC 2.8%

Value $3.056M Shares 91,000 Share Price $33.58 * Est. Cost/Share $14.48 Unrealized @ Report Date +3.7%

— PGIM GLOBAL SHORT DURATION HIGH YIELD FUND INC 2.1%

Value $2.293M Shares 165,301 Share Price $13.87 Est. Cost/Share $13.87 Unrealized @ Report Date —

— TWO HARBORS INVESTMENT CORP 2.1%

Value $2.24M Shares 150,000 Share Price $14.93 Est. Cost/Share $14.93 Unrealized @ Report Date —

— COLONY CAPITAL INC 2.0%

Value $2.149M Shares 352,939 Share Price $6.09 Est. Cost/Share $6.09 Unrealized @ Report Date —

— BLACKROCK RESOURCES & COMMODITIES STRATEGY TRUST 1.8%

Value $1.91M Shares 210,600 Share Price $9.07 Est. Cost/Share $9.07 Unrealized @ Report Date —

ECC EAGLE POINT CREDIT CO INC 1.2%

Value $1.315M Shares 73,445 Share Price $17.90 Est. Cost/Share $17.90 Unrealized @ Report Date —

— DOUBLELINE INCOME SOLUTIONS FUND 1.1%

Value $1.214M Shares 60,100 Share Price $20.20 Est. Cost/Share $20.20 Unrealized @ Report Date —

D DOMINION ENERGY INC 0.9%

Value $956K Shares 12,426 Share Price $76.94 * Est. Cost/Share $50.99 Unrealized @ Report Date +0.1%

ZS ZSCALER INC 0.5%

Value $552K Shares 13,524 Share Price $40.82 Est. Cost/Share $40.40 Unrealized @ Report Date +1.0%

SNAP SNAP INC 0.5%

Value $551K Shares 65,013 Share Price $8.48 Est. Cost/Share $11.61 Unrealized @ Report Date -27.0%

— ARMOUR RESIDENTIAL REIT INC 0.4%

Value $443K Shares 19,750 Share Price $22.43 Est. Cost/Share $22.43 Unrealized @ Report Date —

— BROOKFIELD REAL ASSETS INCOME FUND INC 0.4%

Value $398K Shares 17,256 Share Price $23.06 Est. Cost/Share $23.06 Unrealized @ Report Date —

Ticker	Issuer	Shares	Value	%	Share Price	Est. Cost/Share	Unrealized @ Report Date	Class	CUSIP
AGNC	AGNC INVESTMENT CORP	1,257,000	$23.42M	21.7%	$18.63	$18.63	—	COM	00123Q104
—	ANNALY CAPITAL MANAGEMENT INC	1,715,800	$17.55M	16.3%	$10.23	$10.23	—	COM	035710409
—	ABERDEEN ASIA-PACIFIC INCOME FUND INC	2,785,083	$11.53M	10.7%	$4.14	$4.14	—	COM	003009107
—	MORGAN STANLEY EMERGING MARKETS DOMESTIC DEBT FUND INC	1,546,241	$10.42M	9.7%	$6.74	$6.74	—	COM	617477104
—	WELLS FARGO & CO	6,000	$7.745M	7.2%	$1290.83	$1290.83	—	COM	949746804
—	WESTERN ASSET EMERGING MARKETS DEBT FUND INC	453,300	$6.083M	5.6%	$13.42	$13.42	—	COM	95766A101
—	CHIMERA INVESTMENT CORP	324,499	$5.883M	5.5%	$18.13	$18.13	—	COM	16934Q208
RITM	NEW RESIDENTIAL INVESTMENT CORP	238,304	$4.247M	3.9%	$17.82	$17.82	—	COM	64828T201
—	CAPSTEAD MORTGAGE CORP	473,165	$3.743M	3.5%	$7.91	$7.91	—	COM	14067E506
T	AT&T INC	91,000	$3.056M	2.8%	$33.58 *	$14.48	+3.7%	COM	00206R102
—	PGIM GLOBAL SHORT DURATION HIGH YIELD FUND INC	165,301	$2.293M	2.1%	$13.87	$13.87	—	COM	69346J106
—	TWO HARBORS INVESTMENT CORP	150,000	$2.24M	2.1%	$14.93	$14.93	—	COM	90187B408
—	COLONY CAPITAL INC	352,939	$2.149M	2.0%	$6.09	$6.09	—	COM	19626G108
—	BLACKROCK RESOURCES & COMMODITIES STRATEGY TRUST	210,600	$1.91M	1.8%	$9.07	$9.07	—	COM	09257A108
ECC	EAGLE POINT CREDIT CO INC	73,445	$1.315M	1.2%	$17.90	$17.90	—	COM	269808101
—	DOUBLELINE INCOME SOLUTIONS FUND	60,100	$1.214M	1.1%	$20.20	$20.20	—	COM	258622109
D	DOMINION ENERGY INC	12,426	$956K	0.9%	$76.94 *	$50.99	+0.1%	COM	25746U109
ZS	ZSCALER INC	13,524	$552K	0.5%	$40.82	$40.40	+1.0%	COM	98980G102
SNAP	SNAP INC	65,013	$551K	0.5%	$8.48	$11.61	-27.0%	COM	83304A106
—	ARMOUR RESIDENTIAL REIT INC	19,750	$443K	0.4%	$22.43	$22.43	—	COM	042315507
—	BROOKFIELD REAL ASSETS INCOME FUND INC	17,256	$398K	0.4%	$23.06	$23.06	—	COM	112830104