Penn Mutual Asset Management, LLC Diversified Active

CIK: 0000855702 · Show all filings

Period: Q4 2019 (← Previous) (Next →)

Filing Date: Feb 13, 2020

Total Value ($000): $124,192 (100.0% shares, 0.0% debt)

Holdings (30)

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

Value ($000) $31,472 Shares 926,100 Est. Cost $33.53 Unrealized —

AGNC AGNC INVESTMENT CORP 9.9%

Value ($000) $12,355 Shares 698,800 Est. Cost $13.27 Unrealized —

— ANNALY CAPITAL MANAGEMENT INC 9.7%

Value ($000) $12,103 Shares 1,284,800 Est. Cost $9.45 Unrealized —

— ABERDEEN ASIA-PACIFIC INCOME FUND INC 9.5%

Value ($000) $11,837 Shares 2,785,083 Est. Cost $4.15 Unrealized —

— MORGAN STANLEY EMERGING MARKETS DOMESTIC DEBT FUND INC 8.7%

Value ($000) $10,808 Shares 1,546,241 Est. Cost $6.69 Unrealized —

— WELLS FARGO & CO 7.0%

Value ($000) $8,700 Shares 6,000 Est. Cost $1368.06 Unrealized —

RITM NEW RESIDENTIAL INVESTMENT CORP 5.6%

Value ($000) $6,960 Shares 432,000 Est. Cost $12.56 Unrealized —

— WESTERN ASSET EMERGING MARKETS DEBT FUND INC 4.0%

Value ($000) $4,982 Shares 349,101 Est. Cost $13.57 Unrealized —

SPG SIMON PROPERTY GROUP INC 3.7%

Value ($000) $4,618 Shares 31,000 Est. Cost $119.57 Unrealized -10.9%

— CAPSTEAD MORTGAGE CORP 3.0%

Value ($000) $3,747 Shares 473,165 Est. Cost $7.74 Unrealized —

— BARRICK GOLD CORP COM 2.6%

Value ($000) $3,263 Shares 175,500 Est. Cost $17.33 Unrealized —

— PGIM GLOBAL HIGH YIELD FUND INC 2.0%

Value ($000) $2,483 Shares 165,301 Est. Cost $14.01 Unrealized —

— COLONY CAPITAL INC 1.3%

Value ($000) $1,676 Shares 352,939 Est. Cost $6.07 Unrealized —

ET ENERGY TRANSFER LP 1.0%

Value ($000) $1,225 Shares 95,500 Est. Cost $13.02 Unrealized —

— BLACKROCK RESOURCES & COMMODITIES STRATEGY TRUST 1.0%

Value ($000) $1,215 Shares 150,600 Est. Cost $8.24 Unrealized —

D DOMINION ENERGY INC 0.8%

Value ($000) $990 Shares 12,426 Est. Cost $50.99 Unrealized +22.4%

— TWO HARBORS INVESTMENT CORP 0.6%

Value ($000) $731 Shares 50,000 Est. Cost $11.35 Unrealized —

PAA PLAINS ALL AMERICAN PIPELINE LP 0.6%

Value ($000) $726 Shares 39,500 Est. Cost $19.71 Unrealized —

VALE VALE SA 0.6%

Value ($000) $723 Shares 28,953 Est. Cost $13.19 Unrealized —

UPWK UPWORK INC 0.3%

Value ($000) $403 Shares 37,723 Est. Cost $15.25 Unrealized -17.4%

— TALLGRASS ENERGY LP 0.3%

Value ($000) $369 Shares 16,700 Est. Cost $22.10 Unrealized —

— BROOKFIELD REAL ASSETS INCOME FUND INC 0.3%

Value ($000) $368 Shares 17,256 Est. Cost $23.06 Unrealized —

— PHILLIPS 66 PARTNERS LP 0.3%

Value ($000) $336 Shares 5,450 Est. Cost $61.65 Unrealized —

EPD ENTERPRISE PRODUCTS PARTNERS LP 0.3%

Value ($000) $327 Shares 11,600 Est. Cost $28.19 Unrealized —

WES WESTERN MIDSTREAM PARTNERS LP 0.3%

Value ($000) $325 Shares 16,500 Est. Cost $19.70 Unrealized —

— MAGELLAN MIDSTREAM PARTNERS LP 0.3%

Value ($000) $321 Shares 5,100 Est. Cost $62.94 Unrealized —

MPLX MPLX LP 0.3%

Value ($000) $318 Shares 12,500 Est. Cost $25.44 Unrealized —

— SHELL MIDSTREAM PARTNERS LP 0.2%

Value ($000) $303 Shares 15,000 Est. Cost $20.20 Unrealized —

— NUSTAR ENERGY LP 0.2%

Value ($000) $277 Shares 10,700 Est. Cost $25.89 Unrealized —

— AKERO THERAPEUTICS INC 0.2%

Value ($000) $231 Shares 10,409 Est. Cost $22.19 Unrealized —

Ticker	Issuer	Shares	Value ($000)	%	Est. Cost	Unrealized	Class	CUSIP
EMLC	VANECK VECTORS J.P. MORGAN EM LOCAL CURRENCY BOND ETF	926,100	$31,472	25.3%	$33.53	—	COM	92189H300
AGNC	AGNC INVESTMENT CORP	698,800	$12,355	9.9%	$13.27	—	COM	00123Q104
—	ANNALY CAPITAL MANAGEMENT INC	1,284,800	$12,103	9.7%	$9.45	—	COM	035710409
—	ABERDEEN ASIA-PACIFIC INCOME FUND INC	2,785,083	$11,837	9.5%	$4.15	—	COM	003009107
—	MORGAN STANLEY EMERGING MARKETS DOMESTIC DEBT FUND INC	1,546,241	$10,808	8.7%	$6.69	—	COM	617477104
—	WELLS FARGO & CO	6,000	$8,700	7.0%	$1368.06	—	COM	949746804
RITM	NEW RESIDENTIAL INVESTMENT CORP	432,000	$6,960	5.6%	$12.56	—	COM	64828T201
—	WESTERN ASSET EMERGING MARKETS DEBT FUND INC	349,101	$4,982	4.0%	$13.57	—	COM	95766A101
SPG	SIMON PROPERTY GROUP INC	31,000	$4,618	3.7%	$119.57	-10.9%	COM	828806109
—	CAPSTEAD MORTGAGE CORP	473,165	$3,747	3.0%	$7.74	—	COM	14067E506
—	BARRICK GOLD CORP COM	175,500	$3,263	2.6%	$17.33	—	COM	067901108
—	PGIM GLOBAL HIGH YIELD FUND INC	165,301	$2,483	2.0%	$14.01	—	COM	69346J106
—	COLONY CAPITAL INC	352,939	$1,676	1.3%	$6.07	—	COM	19626G108
ET	ENERGY TRANSFER LP	95,500	$1,225	1.0%	$13.02	—	COM	29273V100
—	BLACKROCK RESOURCES & COMMODITIES STRATEGY TRUST	150,600	$1,215	1.0%	$8.24	—	COM	09257A108
D	DOMINION ENERGY INC	12,426	$990	0.8%	$50.99	+22.4%	COM	25746U109
—	TWO HARBORS INVESTMENT CORP	50,000	$731	0.6%	$11.35	—	COM	90187B408
PAA	PLAINS ALL AMERICAN PIPELINE LP	39,500	$726	0.6%	$19.71	—	COM	726503105
VALE	VALE SA	28,953	$723	0.6%	$13.19	—	COM	91912E105
UPWK	UPWORK INC	37,723	$403	0.3%	$15.25	-17.4%	COM	91688F104
—	TALLGRASS ENERGY LP	16,700	$369	0.3%	$22.10	—	COM	874696107
—	BROOKFIELD REAL ASSETS INCOME FUND INC	17,256	$368	0.3%	$23.06	—	COM	112830104
—	PHILLIPS 66 PARTNERS LP	5,450	$336	0.3%	$61.65	—	COM	718549207
EPD	ENTERPRISE PRODUCTS PARTNERS LP	11,600	$327	0.3%	$28.19	—	COM	293792107
WES	WESTERN MIDSTREAM PARTNERS LP	16,500	$325	0.3%	$19.70	—	COM	958669103
—	MAGELLAN MIDSTREAM PARTNERS LP	5,100	$321	0.3%	$62.94	—	COM	559080106
MPLX	MPLX LP	12,500	$318	0.3%	$25.44	—	COM	55336V100
—	SHELL MIDSTREAM PARTNERS LP	15,000	$303	0.2%	$20.20	—	COM	822634101
—	NUSTAR ENERGY LP	10,700	$277	0.2%	$25.89	—	COM	67058H102
—	AKERO THERAPEUTICS INC	10,409	$231	0.2%	$22.19	—	COM	00973Y108