Penn Mutual Asset Management Diversified Active

Location: Conshohocken, PA

CIK: 0000855702 · Show all filings

Period: Q4 2019 (← Previous) (Next →)

Filing Date: Feb 13, 2020

Total Value: $124M (100.0% shares, 0.0% debt)

Holdings (30)

EMLC VANECK VECTORS J.P. MORGAN EM LOCAL CURRENCY BOND ETF 25.3%

Value $31.47M Shares 926,100 Share Price $33.98 Est. Cost/Share $33.69 Unrealized @ Report Date +1.0%

AGNC AGNC INVESTMENT CORP 9.9%

Value $12.36M Shares 698,800 Share Price $17.68 Est. Cost/Share $13.27 Unrealized @ Report Date —

— ANNALY CAPITAL MANAGEMENT INC 9.7%

Value $12.1M Shares 1,284,800 Share Price $9.42 Est. Cost/Share $9.45 Unrealized @ Report Date —

— ABERDEEN ASIA-PACIFIC INCOME FUND INC 9.5%

Value $11.84M Shares 2,785,083 Share Price $4.25 Est. Cost/Share $4.15 Unrealized @ Report Date —

— MORGAN STANLEY EMERGING MARKETS DOMESTIC DEBT FUND INC 8.7%

Value $10.81M Shares 1,546,241 Share Price $6.99 Est. Cost/Share $6.69 Unrealized @ Report Date —

— WELLS FARGO & CO 7.0%

Value $8.7M Shares 6,000 Share Price $1450.00 Est. Cost/Share $1368.06 Unrealized @ Report Date —

RITM NEW RESIDENTIAL INVESTMENT CORP 5.6%

Value $6.96M Shares 432,000 Share Price $16.11 Est. Cost/Share $12.56 Unrealized @ Report Date —

— WESTERN ASSET EMERGING MARKETS DEBT FUND INC 4.0%

Value $4.982M Shares 349,101 Share Price $14.27 Est. Cost/Share $13.57 Unrealized @ Report Date —

SPG SIMON PROPERTY GROUP INC 3.7%

Value $4.618M Shares 31,000 Share Price $148.97 * Est. Cost/Share $119.57 Unrealized @ Report Date -10.9%

— CAPSTEAD MORTGAGE CORP 3.0%

Value $3.747M Shares 473,165 Share Price $7.92 Est. Cost/Share $7.74 Unrealized @ Report Date —

— BARRICK GOLD CORP COM 2.6%

Value $3.263M Shares 175,500 Share Price $18.59 Est. Cost/Share $17.33 Unrealized @ Report Date —

— PGIM GLOBAL HIGH YIELD FUND INC 2.0%

Value $2.483M Shares 165,301 Share Price $15.02 Est. Cost/Share $14.01 Unrealized @ Report Date —

— COLONY CAPITAL INC 1.3%

Value $1.676M Shares 352,939 Share Price $4.75 Est. Cost/Share $6.07 Unrealized @ Report Date —

ET ENERGY TRANSFER LP 1.0%

Value $1.225M Shares 95,500 Share Price $12.83 Est. Cost/Share $13.02 Unrealized @ Report Date —

— BLACKROCK RESOURCES & COMMODITIES STRATEGY TRUST 1.0%

Value $1.215M Shares 150,600 Share Price $8.07 Est. Cost/Share $8.24 Unrealized @ Report Date —

D DOMINION ENERGY INC 0.8%

Value $990K Shares 12,426 Share Price $79.67 * Est. Cost/Share $50.99 Unrealized @ Report Date +25.1%

— TWO HARBORS INVESTMENT CORP 0.6%

Value $731K Shares 50,000 Share Price $14.62 Est. Cost/Share $11.35 Unrealized @ Report Date —

PAA PLAINS ALL AMERICAN PIPELINE LP 0.6%

Value $726K Shares 39,500 Share Price $18.38 Est. Cost/Share $19.71 Unrealized @ Report Date —

VALE VALE SA 0.6%

Value $723K Shares 28,953 Share Price $24.97 * Est. Cost/Share $14.29 Unrealized @ Report Date -7.6%

UPWK UPWORK INC 0.3%

Value $403K Shares 37,723 Share Price $10.68 Est. Cost/Share $15.25 Unrealized @ Report Date -30.0%

— TALLGRASS ENERGY LP 0.3%

Value $369K Shares 16,700 Share Price $22.10 Est. Cost/Share $22.10 Unrealized @ Report Date —

— BROOKFIELD REAL ASSETS INCOME FUND INC 0.3%

Value $368K Shares 17,256 Share Price $21.33 Est. Cost/Share $23.06 Unrealized @ Report Date —

— PHILLIPS 66 PARTNERS LP 0.3%

Value $336K Shares 5,450 Share Price $61.65 Est. Cost/Share $61.65 Unrealized @ Report Date —

EPD ENTERPRISE PRODUCTS PARTNERS LP 0.3%

Value $327K Shares 11,600 Share Price $28.19 Est. Cost/Share $28.19 Unrealized @ Report Date —

WES WESTERN MIDSTREAM PARTNERS LP 0.3%

Value $325K Shares 16,500 Share Price $19.70 Est. Cost/Share $19.70 Unrealized @ Report Date —

— MAGELLAN MIDSTREAM PARTNERS LP 0.3%

Value $321K Shares 5,100 Share Price $62.94 Est. Cost/Share $62.94 Unrealized @ Report Date —

MPLX MPLX LP 0.3%

Value $318K Shares 12,500 Share Price $25.44 Est. Cost/Share $25.44 Unrealized @ Report Date —

— SHELL MIDSTREAM PARTNERS LP 0.2%

Value $303K Shares 15,000 Share Price $20.20 Est. Cost/Share $20.20 Unrealized @ Report Date —

— NUSTAR ENERGY LP 0.2%

Value $277K Shares 10,700 Share Price $25.89 Est. Cost/Share $25.89 Unrealized @ Report Date —

— AKERO THERAPEUTICS INC 0.2%

Value $231K Shares 10,409 Share Price $22.19 Est. Cost/Share $22.19 Unrealized @ Report Date —

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	926,100	$31.47M	25.3%	$33.98	$33.69	+1.0%	COM	92189H300
AGNC	AGNC INVESTMENT CORP	698,800	$12.36M	9.9%	$17.68	$13.27	—	COM	00123Q104
—	ANNALY CAPITAL MANAGEMENT INC	1,284,800	$12.1M	9.7%	$9.42	$9.45	—	COM	035710409
—	ABERDEEN ASIA-PACIFIC INCOME FUND INC	2,785,083	$11.84M	9.5%	$4.25	$4.15	—	COM	003009107
—	MORGAN STANLEY EMERGING MARKETS DOMESTIC DEBT FUND INC	1,546,241	$10.81M	8.7%	$6.99	$6.69	—	COM	617477104
—	WELLS FARGO & CO	6,000	$8.7M	7.0%	$1450.00	$1368.06	—	COM	949746804
RITM	NEW RESIDENTIAL INVESTMENT CORP	432,000	$6.96M	5.6%	$16.11	$12.56	—	COM	64828T201
—	WESTERN ASSET EMERGING MARKETS DEBT FUND INC	349,101	$4.982M	4.0%	$14.27	$13.57	—	COM	95766A101
SPG	SIMON PROPERTY GROUP INC	31,000	$4.618M	3.7%	$148.97 *	$119.57	-10.9%	COM	828806109
—	CAPSTEAD MORTGAGE CORP	473,165	$3.747M	3.0%	$7.92	$7.74	—	COM	14067E506
—	BARRICK GOLD CORP COM	175,500	$3.263M	2.6%	$18.59	$17.33	—	COM	067901108
—	PGIM GLOBAL HIGH YIELD FUND INC	165,301	$2.483M	2.0%	$15.02	$14.01	—	COM	69346J106
—	COLONY CAPITAL INC	352,939	$1.676M	1.3%	$4.75	$6.07	—	COM	19626G108
ET	ENERGY TRANSFER LP	95,500	$1.225M	1.0%	$12.83	$13.02	—	COM	29273V100
—	BLACKROCK RESOURCES & COMMODITIES STRATEGY TRUST	150,600	$1.215M	1.0%	$8.07	$8.24	—	COM	09257A108
D	DOMINION ENERGY INC	12,426	$990K	0.8%	$79.67 *	$50.99	+25.1%	COM	25746U109
—	TWO HARBORS INVESTMENT CORP	50,000	$731K	0.6%	$14.62	$11.35	—	COM	90187B408
PAA	PLAINS ALL AMERICAN PIPELINE LP	39,500	$726K	0.6%	$18.38	$19.71	—	COM	726503105
VALE	VALE SA	28,953	$723K	0.6%	$24.97 *	$14.29	-7.6%	COM	91912E105
UPWK	UPWORK INC	37,723	$403K	0.3%	$10.68	$15.25	-30.0%	COM	91688F104
—	TALLGRASS ENERGY LP	16,700	$369K	0.3%	$22.10	$22.10	—	COM	874696107
—	BROOKFIELD REAL ASSETS INCOME FUND INC	17,256	$368K	0.3%	$21.33	$23.06	—	COM	112830104
—	PHILLIPS 66 PARTNERS LP	5,450	$336K	0.3%	$61.65	$61.65	—	COM	718549207
EPD	ENTERPRISE PRODUCTS PARTNERS LP	11,600	$327K	0.3%	$28.19	$28.19	—	COM	293792107
WES	WESTERN MIDSTREAM PARTNERS LP	16,500	$325K	0.3%	$19.70	$19.70	—	COM	958669103
—	MAGELLAN MIDSTREAM PARTNERS LP	5,100	$321K	0.3%	$62.94	$62.94	—	COM	559080106
MPLX	MPLX LP	12,500	$318K	0.3%	$25.44	$25.44	—	COM	55336V100
—	SHELL MIDSTREAM PARTNERS LP	15,000	$303K	0.2%	$20.20	$20.20	—	COM	822634101
—	NUSTAR ENERGY LP	10,700	$277K	0.2%	$25.89	$25.89	—	COM	67058H102
—	AKERO THERAPEUTICS INC	10,409	$231K	0.2%	$22.19	$22.19	—	COM	00973Y108