Penn Mutual Asset Management Diversified Active

Location: Conshohocken, PA

CIK: 0000855702 · Show all filings

Period: Q2 2019 (← Previous) (Next →)

Filing Date: Aug 14, 2019

Total Value: $101M (100.0% shares, 0.0% debt)

Holdings (22)

AGNC AGNC INVESTMENT CORP 21.0%

Value $21.29M Shares 1,265,800 Share Price $16.82 Est. Cost/Share $12.85 Unrealized @ Report Date —

— ANNALY CAPITAL MANAGEMENT INC 15.8%

Value $15.99M Shares 1,751,800 Share Price $9.13 Est. Cost/Share $9.68 Unrealized @ Report Date —

— ABERDEEN ASIA-PACIFIC INCOME FUND INC 9.0%

Value $9.109M Shares 2,179,083 Share Price $4.18 Est. Cost/Share $4.14 Unrealized @ Report Date —

T AT&T INC 7.4%

Value $7.506M Shares 224,000 Share Price $33.51 * Est. Cost/Share $14.56 Unrealized @ Report Date +9.5%

— MORGAN STANLEY EMERGING MARKETS DOMESTIC DEBT FUND INC 7.2%

Value $7.323M Shares 1,059,799 Share Price $6.91 Est. Cost/Share $6.74 Unrealized @ Report Date —

EMLC VANECK VECTORS J.P. MORGAN EM LOCAL CURRENCY BOND ETF 6.1%

Value $6.211M Shares 179,000 Share Price $34.70 Est. Cost/Share $33.40 Unrealized @ Report Date +3.9%

— WELLS FARGO & CO 5.4%

Value $5.457M Shares 4,000 Share Price $1364.25 Est. Cost/Share $1290.83 Unrealized @ Report Date —

RITM NEW RESIDENTIAL INVESTMENT CORP 4.9%

Value $4.956M Shares 322,000 Share Price $15.39 Est. Cost/Share $6.88 Unrealized @ Report Date —

SPG SIMON PROPERTY GROUP INC 4.2%

Value $4.282M Shares 26,800 Share Price $159.78 * Est. Cost/Share $121.24 Unrealized @ Report Date -8.3%

DOCU DOCUSIGN INC 3.5%

Value $3.596M Shares 72,331 Share Price $49.72 Est. Cost/Share $50.82 Unrealized @ Report Date -2.2%

— WESTERN ASSET EMERGING MARKETS DEBT FUND INC 3.3%

Value $3.347M Shares 233,701 Share Price $14.32 Est. Cost/Share $13.42 Unrealized @ Report Date —

— CAPSTEAD MORTGAGE CORP 2.7%

Value $2.768M Shares 331,528 Share Price $8.35 Est. Cost/Share $7.91 Unrealized @ Report Date —

— TWO HARBORS INVESTMENT CORP 2.0%

Value $2.027M Shares 160,000 Share Price $12.67 Est. Cost/Share $8.27 Unrealized @ Report Date —

— PGIM GLOBAL HIGH YIELD FUND INC 1.7%

Value $1.699M Shares 117,601 Share Price $14.45 Est. Cost/Share $13.87 Unrealized @ Report Date —

— COLONY CAPITAL INC 1.3%

Value $1.361M Shares 272,118 Share Price $5.00 Est. Cost/Share $6.09 Unrealized @ Report Date —

— DOUBLELINE INCOME SOLUTIONS FUND 1.2%

Value $1.2M Shares 60,100 Share Price $19.97 Est. Cost/Share $20.20 Unrealized @ Report Date —

D DOMINION ENERGY INC 0.9%

Value $961K Shares 12,426 Share Price $77.34 * Est. Cost/Share $50.99 Unrealized @ Report Date +14.1%

ECC EAGLE POINT CREDIT CO INC 0.9%

Value $902K Shares 50,401 Share Price $17.90 Est. Cost/Share $17.90 Unrealized @ Report Date —

— BLACKROCK RESOURCES & COMMODITIES STRATEGY TRUST 0.6%

Value $594K Shares 72,600 Share Price $8.18 Est. Cost/Share $9.07 Unrealized @ Report Date —

VALE VALE SA 0.4%

Value $389K Shares 28,953 Share Price $13.44 Est. Cost/Share $14.29 Unrealized @ Report Date -6.0%

— BROOKFIELD REAL ASSETS INCOME FUND INC 0.4%

Value $374K Shares 17,256 Share Price $21.67 Est. Cost/Share $23.06 Unrealized @ Report Date —

— AVALARA INC 0.0%

Value $31,000 Shares 426 Share Price $72.77 Est. Cost/Share $72.77 Unrealized @ Report Date —

Ticker	Issuer	Shares	Value	%	Share Price	Est. Cost/Share	Unrealized @ Report Date	Class	CUSIP
AGNC	AGNC INVESTMENT CORP	1,265,800	$21.29M	21.0%	$16.82	$12.85	—	COM	00123Q104
—	ANNALY CAPITAL MANAGEMENT INC	1,751,800	$15.99M	15.8%	$9.13	$9.68	—	COM	035710409
—	ABERDEEN ASIA-PACIFIC INCOME FUND INC	2,179,083	$9.109M	9.0%	$4.18	$4.14	—	COM	003009107
T	AT&T INC	224,000	$7.506M	7.4%	$33.51 *	$14.56	+9.5%	COM	00206R102
—	MORGAN STANLEY EMERGING MARKETS DOMESTIC DEBT FUND INC	1,059,799	$7.323M	7.2%	$6.91	$6.74	—	COM	617477104
EMLC	VANECK VECTORS J.P. MORGAN EM LOCAL CURRENCY BOND ETF	179,000	$6.211M	6.1%	$34.70	$33.40	+3.9%	COM	92189H300
—	WELLS FARGO & CO	4,000	$5.457M	5.4%	$1364.25	$1290.83	—	COM	949746804
RITM	NEW RESIDENTIAL INVESTMENT CORP	322,000	$4.956M	4.9%	$15.39	$6.88	—	COM	64828T201
SPG	SIMON PROPERTY GROUP INC	26,800	$4.282M	4.2%	$159.78 *	$121.24	-8.3%	COM	828806109
DOCU	DOCUSIGN INC	72,331	$3.596M	3.5%	$49.72	$50.82	-2.2%	COM	256163106
—	WESTERN ASSET EMERGING MARKETS DEBT FUND INC	233,701	$3.347M	3.3%	$14.32	$13.42	—	COM	95766A101
—	CAPSTEAD MORTGAGE CORP	331,528	$2.768M	2.7%	$8.35	$7.91	—	COM	14067E506
—	TWO HARBORS INVESTMENT CORP	160,000	$2.027M	2.0%	$12.67	$8.27	—	COM	90187B408
—	PGIM GLOBAL HIGH YIELD FUND INC	117,601	$1.699M	1.7%	$14.45	$13.87	—	COM	69346J106
—	COLONY CAPITAL INC	272,118	$1.361M	1.3%	$5.00	$6.09	—	COM	19626G108
—	DOUBLELINE INCOME SOLUTIONS FUND	60,100	$1.2M	1.2%	$19.97	$20.20	—	COM	258622109
D	DOMINION ENERGY INC	12,426	$961K	0.9%	$77.34 *	$50.99	+14.1%	COM	25746U109
ECC	EAGLE POINT CREDIT CO INC	50,401	$902K	0.9%	$17.90	$17.90	—	COM	269808101
—	BLACKROCK RESOURCES & COMMODITIES STRATEGY TRUST	72,600	$594K	0.6%	$8.18	$9.07	—	COM	09257A108
VALE	VALE SA	28,953	$389K	0.4%	$13.44	$14.29	-6.0%	COM	91912E105
—	BROOKFIELD REAL ASSETS INCOME FUND INC	17,256	$374K	0.4%	$21.67	$23.06	—	COM	112830104
—	AVALARA INC	426	$31,000	0.0%	$72.77	$72.77	—	COM	05338G106