Penn Mutual Asset Management, LLC Diversified Active

CIK: 0000855702 · Show all filings

Period: Q3 2019 (← Previous) (Next →)

Filing Date: Nov 7, 2019

Total Value ($000): $148,250 (100.0% shares, 0.0% debt)

Holdings (23)

EMLC VANECK VECTORS J.P. MORGAN EM LOCAL CURRENCY BOND ETF 16.3%

Value ($000) $24,192 Shares 733,100 Est. Cost $33.41 Unrealized —

AGNC AGNC INVESTMENT CORP 15.8%

Value ($000) $23,435 Shares 1,456,500 Est. Cost $13.27 Unrealized —

— ANNALY CAPITAL MANAGEMENT INC 14.1%

Value ($000) $20,925 Shares 2,377,800 Est. Cost $9.45 Unrealized —

RITM NEW RESIDENTIAL INVESTMENT CORP 9.6%

Value ($000) $14,222 Shares 907,000 Est. Cost $12.56 Unrealized —

— ABERDEEN ASIA-PACIFIC INCOME FUND INC 7.9%

Value ($000) $11,669 Shares 2,785,083 Est. Cost $4.15 Unrealized —

— MORGAN STANLEY EMERGING MARKETS DOMESTIC DEBT FUND INC 6.9%

Value ($000) $10,190 Shares 1,546,241 Est. Cost $6.69 Unrealized —

— WELLS FARGO & CO 6.2%

Value ($000) $9,135 Shares 6,000 Est. Cost $1368.06 Unrealized —

— TWO HARBORS INVESTMENT CORP 3.9%

Value ($000) $5,738 Shares 437,000 Est. Cost $11.35 Unrealized —

— WESTERN ASSET EMERGING MARKETS DEBT FUND INC 3.3%

Value ($000) $4,849 Shares 349,101 Est. Cost $13.57 Unrealized —

SPG SIMON PROPERTY GROUP INC 3.3%

Value ($000) $4,825 Shares 31,000 Est. Cost $119.57 Unrealized -8.9%

— CAPSTEAD MORTGAGE CORP 2.3%

Value ($000) $3,478 Shares 473,165 Est. Cost $7.74 Unrealized —

— BARRICK GOLD CORP COM 2.1%

Value ($000) $3,041 Shares 175,500 Est. Cost $17.33 Unrealized —

NEM NEWMONT GOLDCORP CORP 1.7%

Value ($000) $2,586 Shares 68,200 Est. Cost $32.39 Unrealized 0.0%

— PGIM GLOBAL HIGH YIELD FUND INC 1.6%

Value ($000) $2,375 Shares 165,301 Est. Cost $14.01 Unrealized —

— COLONY CAPITAL INC 1.4%

Value ($000) $2,125 Shares 352,939 Est. Cost $6.07 Unrealized —

— BLACKROCK RESOURCES & COMMODITIES STRATEGY TRUST 0.8%

Value ($000) $1,126 Shares 150,600 Est. Cost $8.24 Unrealized —

D DOMINION ENERGY INC 0.7%

Value ($000) $1,007 Shares 12,426 Est. Cost $50.99 Unrealized +14.5%

ET ENERGY TRANSFER LP 0.6%

Value ($000) $916 Shares 70,000 Est. Cost $13.09 Unrealized —

UPWK UPWORK INC 0.5%

Value ($000) $792 Shares 59,563 Est. Cost $15.25 Unrealized 0.0%

PAA PLAINS ALL AMERICAN PIPELINE LP 0.3%

Value ($000) $457 Shares 22,000 Est. Cost $20.77 Unrealized —

ECC EAGLE POINT CREDIT CO INC 0.3%

Value ($000) $444 Shares 28,145 Est. Cost $17.90 Unrealized —

— BROOKFIELD REAL ASSETS INCOME FUND INC 0.3%

Value ($000) $390 Shares 17,256 Est. Cost $23.06 Unrealized —

VALE VALE SA 0.2%

Value ($000) $333 Shares 28,953 Est. Cost $13.19 Unrealized —

Ticker	Issuer	Shares	Value ($000)	%	Est. Cost	Unrealized	Class	CUSIP
EMLC	VANECK VECTORS J.P. MORGAN EM LOCAL CURRENCY BOND ETF	733,100	$24,192	16.3%	$33.41	—	COM	92189H300
AGNC	AGNC INVESTMENT CORP	1,456,500	$23,435	15.8%	$13.27	—	COM	00123Q104
—	ANNALY CAPITAL MANAGEMENT INC	2,377,800	$20,925	14.1%	$9.45	—	COM	035710409
RITM	NEW RESIDENTIAL INVESTMENT CORP	907,000	$14,222	9.6%	$12.56	—	COM	64828T201
—	ABERDEEN ASIA-PACIFIC INCOME FUND INC	2,785,083	$11,669	7.9%	$4.15	—	COM	003009107
—	MORGAN STANLEY EMERGING MARKETS DOMESTIC DEBT FUND INC	1,546,241	$10,190	6.9%	$6.69	—	COM	617477104
—	WELLS FARGO & CO	6,000	$9,135	6.2%	$1368.06	—	COM	949746804
—	TWO HARBORS INVESTMENT CORP	437,000	$5,738	3.9%	$11.35	—	COM	90187B408
—	WESTERN ASSET EMERGING MARKETS DEBT FUND INC	349,101	$4,849	3.3%	$13.57	—	COM	95766A101
SPG	SIMON PROPERTY GROUP INC	31,000	$4,825	3.3%	$119.57	-8.9%	COM	828806109
—	CAPSTEAD MORTGAGE CORP	473,165	$3,478	2.3%	$7.74	—	COM	14067E506
—	BARRICK GOLD CORP COM	175,500	$3,041	2.1%	$17.33	—	COM	067901108
NEM	NEWMONT GOLDCORP CORP	68,200	$2,586	1.7%	$32.39	0.0%	COM	651639106
—	PGIM GLOBAL HIGH YIELD FUND INC	165,301	$2,375	1.6%	$14.01	—	COM	69346J106
—	COLONY CAPITAL INC	352,939	$2,125	1.4%	$6.07	—	COM	19626G108
—	BLACKROCK RESOURCES & COMMODITIES STRATEGY TRUST	150,600	$1,126	0.8%	$8.24	—	COM	09257A108
D	DOMINION ENERGY INC	12,426	$1,007	0.7%	$50.99	+14.5%	COM	25746U109
ET	ENERGY TRANSFER LP	70,000	$916	0.6%	$13.09	—	COM	29273V100
UPWK	UPWORK INC	59,563	$792	0.5%	$15.25	0.0%	COM	91688F104
PAA	PLAINS ALL AMERICAN PIPELINE LP	22,000	$457	0.3%	$20.77	—	COM	726503105
ECC	EAGLE POINT CREDIT CO INC	28,145	$444	0.3%	$17.90	—	COM	269808101
—	BROOKFIELD REAL ASSETS INCOME FUND INC	17,256	$390	0.3%	$23.06	—	COM	112830104
VALE	VALE SA	28,953	$333	0.2%	$13.19	—	COM	91912E105