Penn Mutual Asset Management Diversified Active

Location: Conshohocken, PA

CIK: 0000855702 · Show all filings

Period: Q3 2019 (← Previous) (Next →)

Filing Date: Nov 7, 2019

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

Holdings (23)

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

Value $24.19M Shares 733,100 Share Price $33.00 Est. Cost/Share $33.74 Unrealized @ Report Date -2.2%

AGNC AGNC INVESTMENT CORP 15.8%

Value $23.43M Shares 1,456,500 Share Price $16.09 Est. Cost/Share $13.27 Unrealized @ Report Date —

— ANNALY CAPITAL MANAGEMENT INC 14.1%

Value $20.93M Shares 2,377,800 Share Price $8.80 Est. Cost/Share $9.45 Unrealized @ Report Date —

RITM NEW RESIDENTIAL INVESTMENT CORP 9.6%

Value $14.22M Shares 907,000 Share Price $15.68 Est. Cost/Share $12.56 Unrealized @ Report Date —

— ABERDEEN ASIA-PACIFIC INCOME FUND INC 7.9%

Value $11.67M Shares 2,785,083 Share Price $4.19 Est. Cost/Share $4.15 Unrealized @ Report Date —

— MORGAN STANLEY EMERGING MARKETS DOMESTIC DEBT FUND INC 6.9%

Value $10.19M Shares 1,546,241 Share Price $6.59 Est. Cost/Share $6.69 Unrealized @ Report Date —

— WELLS FARGO & CO 6.2%

Value $9.135M Shares 6,000 Share Price $1522.50 Est. Cost/Share $1368.06 Unrealized @ Report Date —

— TWO HARBORS INVESTMENT CORP 3.9%

Value $5.738M Shares 437,000 Share Price $13.13 Est. Cost/Share $11.35 Unrealized @ Report Date —

— WESTERN ASSET EMERGING MARKETS DEBT FUND INC 3.3%

Value $4.849M Shares 349,101 Share Price $13.89 Est. Cost/Share $13.57 Unrealized @ Report Date —

SPG SIMON PROPERTY GROUP INC 3.3%

Value $4.825M Shares 31,000 Share Price $155.65 * Est. Cost/Share $119.57 Unrealized @ Report Date -8.2%

— CAPSTEAD MORTGAGE CORP 2.3%

Value $3.478M Shares 473,165 Share Price $7.35 Est. Cost/Share $7.74 Unrealized @ Report Date —

— BARRICK GOLD CORP COM 2.1%

Value $3.041M Shares 175,500 Share Price $17.33 Est. Cost/Share $17.33 Unrealized @ Report Date —

NEM NEWMONT GOLDCORP CORP 1.7%

Value $2.586M Shares 68,200 Share Price $37.92 * Est. Cost/Share $32.39 Unrealized @ Report Date -2.1%

— PGIM GLOBAL HIGH YIELD FUND INC 1.6%

Value $2.375M Shares 165,301 Share Price $14.37 Est. Cost/Share $14.01 Unrealized @ Report Date —

— COLONY CAPITAL INC 1.4%

Value $2.125M Shares 352,939 Share Price $6.02 Est. Cost/Share $6.07 Unrealized @ Report Date —

— BLACKROCK RESOURCES & COMMODITIES STRATEGY TRUST 0.8%

Value $1.126M Shares 150,600 Share Price $7.48 Est. Cost/Share $8.24 Unrealized @ Report Date —

D DOMINION ENERGY INC 0.7%

Value $1.007M Shares 12,426 Share Price $81.04 * Est. Cost/Share $50.99 Unrealized @ Report Date +21.0%

ET ENERGY TRANSFER LP 0.6%

Value $916K Shares 70,000 Share Price $13.09 Est. Cost/Share $13.09 Unrealized @ Report Date —

UPWK UPWORK INC 0.5%

Value $792K Shares 59,563 Share Price $13.30 Est. Cost/Share $15.25 Unrealized @ Report Date -12.7%

PAA PLAINS ALL AMERICAN PIPELINE LP 0.3%

Value $457K Shares 22,000 Share Price $20.77 Est. Cost/Share $20.77 Unrealized @ Report Date —

ECC EAGLE POINT CREDIT CO INC 0.3%

Value $444K Shares 28,145 Share Price $15.78 Est. Cost/Share $17.90 Unrealized @ Report Date —

— BROOKFIELD REAL ASSETS INCOME FUND INC 0.3%

Value $390K Shares 17,256 Share Price $22.60 Est. Cost/Share $23.06 Unrealized @ Report Date —

VALE VALE SA 0.2%

Value $333K Shares 28,953 Share Price $11.50 Est. Cost/Share $14.29 Unrealized @ Report Date -19.5%

Ticker	Issuer	Shares	Value	%	Share Price	Est. Cost/Share	Unrealized @ Report Date	Class	CUSIP
EMLC	VANECK VECTORS J.P. MORGAN EM LOCAL CURRENCY BOND ETF	733,100	$24.19M	16.3%	$33.00	$33.74	-2.2%	COM	92189H300
AGNC	AGNC INVESTMENT CORP	1,456,500	$23.43M	15.8%	$16.09	$13.27	—	COM	00123Q104
—	ANNALY CAPITAL MANAGEMENT INC	2,377,800	$20.93M	14.1%	$8.80	$9.45	—	COM	035710409
RITM	NEW RESIDENTIAL INVESTMENT CORP	907,000	$14.22M	9.6%	$15.68	$12.56	—	COM	64828T201
—	ABERDEEN ASIA-PACIFIC INCOME FUND INC	2,785,083	$11.67M	7.9%	$4.19	$4.15	—	COM	003009107
—	MORGAN STANLEY EMERGING MARKETS DOMESTIC DEBT FUND INC	1,546,241	$10.19M	6.9%	$6.59	$6.69	—	COM	617477104
—	WELLS FARGO & CO	6,000	$9.135M	6.2%	$1522.50	$1368.06	—	COM	949746804
—	TWO HARBORS INVESTMENT CORP	437,000	$5.738M	3.9%	$13.13	$11.35	—	COM	90187B408
—	WESTERN ASSET EMERGING MARKETS DEBT FUND INC	349,101	$4.849M	3.3%	$13.89	$13.57	—	COM	95766A101
SPG	SIMON PROPERTY GROUP INC	31,000	$4.825M	3.3%	$155.65 *	$119.57	-8.2%	COM	828806109
—	CAPSTEAD MORTGAGE CORP	473,165	$3.478M	2.3%	$7.35	$7.74	—	COM	14067E506
—	BARRICK GOLD CORP COM	175,500	$3.041M	2.1%	$17.33	$17.33	—	COM	067901108
NEM	NEWMONT GOLDCORP CORP	68,200	$2.586M	1.7%	$37.92 *	$32.39	-2.1%	COM	651639106
—	PGIM GLOBAL HIGH YIELD FUND INC	165,301	$2.375M	1.6%	$14.37	$14.01	—	COM	69346J106
—	COLONY CAPITAL INC	352,939	$2.125M	1.4%	$6.02	$6.07	—	COM	19626G108
—	BLACKROCK RESOURCES & COMMODITIES STRATEGY TRUST	150,600	$1.126M	0.8%	$7.48	$8.24	—	COM	09257A108
D	DOMINION ENERGY INC	12,426	$1.007M	0.7%	$81.04 *	$50.99	+21.0%	COM	25746U109
ET	ENERGY TRANSFER LP	70,000	$916K	0.6%	$13.09	$13.09	—	COM	29273V100
UPWK	UPWORK INC	59,563	$792K	0.5%	$13.30	$15.25	-12.7%	COM	91688F104
PAA	PLAINS ALL AMERICAN PIPELINE LP	22,000	$457K	0.3%	$20.77	$20.77	—	COM	726503105
ECC	EAGLE POINT CREDIT CO INC	28,145	$444K	0.3%	$15.78	$17.90	—	COM	269808101
—	BROOKFIELD REAL ASSETS INCOME FUND INC	17,256	$390K	0.3%	$22.60	$23.06	—	COM	112830104
VALE	VALE SA	28,953	$333K	0.2%	$11.50	$14.29	-19.5%	COM	91912E105