Penn Mutual Asset Management Diversified Active

Location: Conshohocken, PA

CIK: 0000855702 · Show all filings

Period: Q1 2020 (← Previous) (Next →)

Filing Date: May 14, 2020

Total Value: $138M (100.0% shares, 0.0% debt)

Holdings (30)

EMLC VANECK VECTORS J.P. MORGAN EM LOCAL CURRENCY BOND ETF 18.6%

Value $25.67M Shares 901,693 Share Price $28.47 Est. Cost/Share $33.69 Unrealized @ Report Date -15.5%

— ANNALY CAPITAL MANAGEMENT INC 8.6%

Value $11.83M Shares 2,332,800 Share Price $5.07 Est. Cost/Share $7.48 Unrealized @ Report Date —

AGNC AGNC INVESTMENT CORP 8.4%

Value $11.65M Shares 1,100,800 Share Price $10.58 Est. Cost/Share $12.29 Unrealized @ Report Date —

PFF ISHARES PREFERRED & INCOME SECURITIES ETF 7.5%

Value $10.38M Shares 326,000 Share Price $31.84 Est. Cost/Share $35.86 Unrealized @ Report Date -11.2%

— ABERDEEN ASIA-PACIFIC INCOME FUND INC 6.8%

Value $9.414M Shares 2,785,083 Share Price $3.38 Est. Cost/Share $4.15 Unrealized @ Report Date —

— MORGAN STANLEY EMERGING MARKETS DOMESTIC DEBT FUND INC 5.8%

Value $8.056M Shares 1,546,241 Share Price $5.21 Est. Cost/Share $6.69 Unrealized @ Report Date —

T AT&T INC 5.8%

Value $7.958M Shares 273,000 Share Price $29.15 * Est. Cost/Share $18.17 Unrealized @ Report Date -19.3%

— WELLS FARGO CO NEW PERP PFD CNV A 5.5%

Value $7.644M Shares 6,000 Share Price $1274.00 Est. Cost/Share $1368.06 Unrealized @ Report Date —

— BARRICK GOLD CORP COM 5.5%

Value $7.603M Shares 415,000 Share Price $18.32 Est. Cost/Share $17.90 Unrealized @ Report Date —

— DOUBLELINE YIELD OPPORTUNITIES FUND 3.4%

Value $4.75M Shares 250,000 Share Price $19.00 Est. Cost/Share $19.00 Unrealized @ Report Date —

— WESTERN ASSET EMERGING MARKETS DEBT FUND INC 2.7%

Value $3.676M Shares 349,101 Share Price $10.53 Est. Cost/Share $13.57 Unrealized @ Report Date —

RITM NEW RESIDENTIAL INVESTMENT CORP 2.5%

Value $3.467M Shares 692,000 Share Price $5.01 Est. Cost/Share $9.72 Unrealized @ Report Date —

SPG SIMON PROPERTY GROUP INC 2.5%

Value $3.456M Shares 63,000 Share Price $54.86 * Est. Cost/Share $102.57 Unrealized @ Report Date -61.2%

WFC WELLS FARGO & CO 2.3%

Value $3.128M Shares 109,000 Share Price $28.70 * Est. Cost/Share $36.64 Unrealized @ Report Date -32.2%

— FORTY SEVEN INC 2.2%

Value $3.044M Shares 31,905 Share Price $95.41 Est. Cost/Share $95.41 Unrealized @ Report Date —

— NUVEEN PREFERRED & INCOME SECURITIES FUND 2.2%

Value $3.035M Shares 418,033 Share Price $7.26 Est. Cost/Share $7.26 Unrealized @ Report Date —

VDE VANGUARD ENERGY ETF 1.9%

Value $2.599M Shares 68,000 Share Price $38.22 Est. Cost/Share $63.45 Unrealized @ Report Date -39.8%

— TWO HARBORS INVESTMENT CORP 1.8%

Value $2.545M Shares 668,000 Share Price $3.81 Est. Cost/Share $4.37 Unrealized @ Report Date —

— CAPSTEAD MORTGAGE CORP 1.4%

Value $1.987M Shares 473,165 Share Price $4.20 Est. Cost/Share $7.74 Unrealized @ Report Date —

— PGIM GLOBAL HIGH YIELD FUND INC 1.3%

Value $1.828M Shares 165,301 Share Price $11.06 Est. Cost/Share $14.01 Unrealized @ Report Date —

D DOMINION ENERGY INC 0.7%

Value $897K Shares 12,426 Share Price $72.19 * Est. Cost/Share $50.99 Unrealized @ Report Date +10.2%

— BLACKROCK RESOURCES & COMMODITIES STRATEGY TRUST 0.6%

Value $759K Shares 150,600 Share Price $5.04 Est. Cost/Share $8.24 Unrealized @ Report Date —

— COLONY CAPITAL INC 0.4%

Value $618K Shares 352,939 Share Price $1.75 Est. Cost/Share $6.07 Unrealized @ Report Date —

— AVROBIO INC 0.4%

Value $580K Shares 37,306 Share Price $15.55 Est. Cost/Share $15.55 Unrealized @ Report Date —

ET ENERGY TRANSFER LP 0.3%

Value $439K Shares 95,500 Share Price $4.60 Est. Cost/Share $13.02 Unrealized @ Report Date —

— BROOKFIELD REAL ASSETS INCOME FUND INC 0.2%

Value $253K Shares 17,256 Share Price $14.66 Est. Cost/Share $23.06 Unrealized @ Report Date —

VALE VALE SA 0.2%

Value $240K Shares 28,953 Share Price $8.29 Est. Cost/Share $14.29 Unrealized @ Report Date -42.0%

PAA PLAINS ALL AMERICAN PIPELINE LP 0.2%

Value $209K Shares 39,500 Share Price $5.29 Est. Cost/Share $19.71 Unrealized @ Report Date —

— NUSTAR ENERGY LP 0.1%

Value $92,000 Shares 10,700 Share Price $8.60 Est. Cost/Share $25.89 Unrealized @ Report Date —

LEMB ISHARES JP MORGAN EM LOCAL CURRENCY BOND ETF 0.1%

Value $79,000 Shares 2,109 Share Price $37.46 Est. Cost/Share $41.94 Unrealized @ Report Date -10.7%

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	901,693	$25.67M	18.6%	$28.47	$33.69	-15.5%	COM	92189H300
—	ANNALY CAPITAL MANAGEMENT INC	2,332,800	$11.83M	8.6%	$5.07	$7.48	—	COM	035710409
AGNC	AGNC INVESTMENT CORP	1,100,800	$11.65M	8.4%	$10.58	$12.29	—	COM	00123Q104
PFF	ISHARES PREFERRED & INCOME SECURITIES ETF	326,000	$10.38M	7.5%	$31.84	$35.86	-11.2%	COM	464288687
—	ABERDEEN ASIA-PACIFIC INCOME FUND INC	2,785,083	$9.414M	6.8%	$3.38	$4.15	—	COM	003009107
—	MORGAN STANLEY EMERGING MARKETS DOMESTIC DEBT FUND INC	1,546,241	$8.056M	5.8%	$5.21	$6.69	—	COM	617477104
T	AT&T INC	273,000	$7.958M	5.8%	$29.15 *	$18.17	-19.3%	COM	00206R102
—	WELLS FARGO CO NEW PERP PFD CNV A	6,000	$7.644M	5.5%	$1274.00	$1368.06	—	COM	949746804
—	BARRICK GOLD CORP COM	415,000	$7.603M	5.5%	$18.32	$17.90	—	COM	067901108
—	DOUBLELINE YIELD OPPORTUNITIES FUND	250,000	$4.75M	3.4%	$19.00	$19.00	—	COM	25862D105
—	WESTERN ASSET EMERGING MARKETS DEBT FUND INC	349,101	$3.676M	2.7%	$10.53	$13.57	—	COM	95766A101
RITM	NEW RESIDENTIAL INVESTMENT CORP	692,000	$3.467M	2.5%	$5.01	$9.72	—	COM	64828T201
SPG	SIMON PROPERTY GROUP INC	63,000	$3.456M	2.5%	$54.86 *	$102.57	-61.2%	COM	828806109
WFC	WELLS FARGO & CO	109,000	$3.128M	2.3%	$28.70 *	$36.64	-32.2%	COM	949746101
—	FORTY SEVEN INC	31,905	$3.044M	2.2%	$95.41	$95.41	—	COM	34983P104
—	NUVEEN PREFERRED & INCOME SECURITIES FUND	418,033	$3.035M	2.2%	$7.26	$7.26	—	COM	67072C105
VDE	VANGUARD ENERGY ETF	68,000	$2.599M	1.9%	$38.22	$63.45	-39.8%	COM	92204A306
—	TWO HARBORS INVESTMENT CORP	668,000	$2.545M	1.8%	$3.81	$4.37	—	COM	90187B408
—	CAPSTEAD MORTGAGE CORP	473,165	$1.987M	1.4%	$4.20	$7.74	—	COM	14067E506
—	PGIM GLOBAL HIGH YIELD FUND INC	165,301	$1.828M	1.3%	$11.06	$14.01	—	COM	69346J106
D	DOMINION ENERGY INC	12,426	$897K	0.7%	$72.19 *	$50.99	+10.2%	COM	25746U109
—	BLACKROCK RESOURCES & COMMODITIES STRATEGY TRUST	150,600	$759K	0.6%	$5.04	$8.24	—	COM	09257A108
—	COLONY CAPITAL INC	352,939	$618K	0.4%	$1.75	$6.07	—	COM	19626G108
—	AVROBIO INC	37,306	$580K	0.4%	$15.55	$15.55	—	COM	05455M100
ET	ENERGY TRANSFER LP	95,500	$439K	0.3%	$4.60	$13.02	—	COM	29273V100
—	BROOKFIELD REAL ASSETS INCOME FUND INC	17,256	$253K	0.2%	$14.66	$23.06	—	COM	112830104
VALE	VALE SA	28,953	$240K	0.2%	$8.29	$14.29	-42.0%	COM	91912E105
PAA	PLAINS ALL AMERICAN PIPELINE LP	39,500	$209K	0.2%	$5.29	$19.71	—	COM	726503105
—	NUSTAR ENERGY LP	10,700	$92,000	0.1%	$8.60	$25.89	—	COM	67058H102
LEMB	ISHARES JP MORGAN EM LOCAL CURRENCY BOND ETF	2,109	$79,000	0.1%	$37.46	$41.94	-10.7%	COM	464286517