Penn Mutual Asset Management, LLC Diversified Active

CIK: 0000855702 · Show all filings

Period: Q1 2020 (← Previous) (Next →)

Filing Date: May 14, 2020

Total Value ($000): $137,880 (100.0% shares, 0.0% debt)

Holdings (30)

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

Value ($000) $25,671 Shares 901,693 Est. Cost $33.53 Unrealized —

— ANNALY CAPITAL MANAGEMENT INC 8.6%

Value ($000) $11,827 Shares 2,332,800 Est. Cost $7.48 Unrealized —

AGNC AGNC INVESTMENT CORP 8.4%

Value ($000) $11,646 Shares 1,100,800 Est. Cost $12.29 Unrealized —

PFF ISHARES PREFERRED & INCOME SECURITIES ETF 7.5%

Value ($000) $10,380 Shares 326,000 Est. Cost $31.84 Unrealized —

— ABERDEEN ASIA-PACIFIC INCOME FUND INC 6.8%

Value ($000) $9,414 Shares 2,785,083 Est. Cost $4.15 Unrealized —

— MORGAN STANLEY EMERGING MARKETS DOMESTIC DEBT FUND INC 5.8%

Value ($000) $8,056 Shares 1,546,241 Est. Cost $6.69 Unrealized —

T AT&T INC 5.8%

Value ($000) $7,958 Shares 273,000 Est. Cost $18.17 Unrealized 0.0%

— WELLS FARGO CO NEW PERP PFD CNV A 5.5%

Value ($000) $7,644 Shares 6,000 Est. Cost $1368.06 Unrealized —

— BARRICK GOLD CORP COM 5.5%

Value ($000) $7,603 Shares 415,000 Est. Cost $17.90 Unrealized —

— DOUBLELINE YIELD OPPORTUNITIES FUND 3.4%

Value ($000) $4,750 Shares 250,000 Est. Cost $19.00 Unrealized —

— WESTERN ASSET EMERGING MARKETS DEBT FUND INC 2.7%

Value ($000) $3,676 Shares 349,101 Est. Cost $13.57 Unrealized —

RITM NEW RESIDENTIAL INVESTMENT CORP 2.5%

Value ($000) $3,467 Shares 692,000 Est. Cost $9.72 Unrealized —

SPG SIMON PROPERTY GROUP INC 2.5%

Value ($000) $3,456 Shares 63,000 Est. Cost $102.57 Unrealized -16.1%

WFC WELLS FARGO & CO 2.3%

Value ($000) $3,128 Shares 109,000 Est. Cost $36.64 Unrealized 0.0%

— FORTY SEVEN INC 2.2%

Value ($000) $3,044 Shares 31,905 Est. Cost $95.41 Unrealized —

— NUVEEN PREFERRED & INCOME SECURITIES FUND 2.2%

Value ($000) $3,035 Shares 418,033 Est. Cost $7.26 Unrealized —

VDE VANGUARD ENERGY ETF 1.9%

Value ($000) $2,599 Shares 68,000 Est. Cost $38.22 Unrealized —

— TWO HARBORS INVESTMENT CORP 1.8%

Value ($000) $2,545 Shares 668,000 Est. Cost $4.37 Unrealized —

— CAPSTEAD MORTGAGE CORP 1.4%

Value ($000) $1,987 Shares 473,165 Est. Cost $7.74 Unrealized —

— PGIM GLOBAL HIGH YIELD FUND INC 1.3%

Value ($000) $1,828 Shares 165,301 Est. Cost $14.01 Unrealized —

D DOMINION ENERGY INC 0.7%

Value ($000) $897 Shares 12,426 Est. Cost $50.99 Unrealized +23.8%

— BLACKROCK RESOURCES & COMMODITIES STRATEGY TRUST 0.6%

Value ($000) $759 Shares 150,600 Est. Cost $8.24 Unrealized —

— COLONY CAPITAL INC 0.4%

Value ($000) $618 Shares 352,939 Est. Cost $6.07 Unrealized —

— AVROBIO INC 0.4%

Value ($000) $580 Shares 37,306 Est. Cost $15.55 Unrealized —

ET ENERGY TRANSFER LP 0.3%

Value ($000) $439 Shares 95,500 Est. Cost $13.02 Unrealized —

— BROOKFIELD REAL ASSETS INCOME FUND INC 0.2%

Value ($000) $253 Shares 17,256 Est. Cost $23.06 Unrealized —

VALE VALE SA 0.2%

Value ($000) $240 Shares 28,953 Est. Cost $13.19 Unrealized —

PAA PLAINS ALL AMERICAN PIPELINE LP 0.2%

Value ($000) $209 Shares 39,500 Est. Cost $19.71 Unrealized —

— NUSTAR ENERGY LP 0.1%

Value ($000) $92 Shares 10,700 Est. Cost $25.89 Unrealized —

LEMB ISHARES JP MORGAN EM LOCAL CURRENCY BOND ETF 0.1%

Value ($000) $79 Shares 2,109 Est. Cost $37.46 Unrealized —

Ticker	Issuer	Shares	Value ($000)	%	Est. Cost	Unrealized	Class	CUSIP
EMLC	VANECK VECTORS J.P. MORGAN EM LOCAL CURRENCY BOND ETF	901,693	$25,671	18.6%	$33.53	—	COM	92189H300
—	ANNALY CAPITAL MANAGEMENT INC	2,332,800	$11,827	8.6%	$7.48	—	COM	035710409
AGNC	AGNC INVESTMENT CORP	1,100,800	$11,646	8.4%	$12.29	—	COM	00123Q104
PFF	ISHARES PREFERRED & INCOME SECURITIES ETF	326,000	$10,380	7.5%	$31.84	—	COM	464288687
—	ABERDEEN ASIA-PACIFIC INCOME FUND INC	2,785,083	$9,414	6.8%	$4.15	—	COM	003009107
—	MORGAN STANLEY EMERGING MARKETS DOMESTIC DEBT FUND INC	1,546,241	$8,056	5.8%	$6.69	—	COM	617477104
T	AT&T INC	273,000	$7,958	5.8%	$18.17	0.0%	COM	00206R102
—	WELLS FARGO CO NEW PERP PFD CNV A	6,000	$7,644	5.5%	$1368.06	—	COM	949746804
—	BARRICK GOLD CORP COM	415,000	$7,603	5.5%	$17.90	—	COM	067901108
—	DOUBLELINE YIELD OPPORTUNITIES FUND	250,000	$4,750	3.4%	$19.00	—	COM	25862D105
—	WESTERN ASSET EMERGING MARKETS DEBT FUND INC	349,101	$3,676	2.7%	$13.57	—	COM	95766A101
RITM	NEW RESIDENTIAL INVESTMENT CORP	692,000	$3,467	2.5%	$9.72	—	COM	64828T201
SPG	SIMON PROPERTY GROUP INC	63,000	$3,456	2.5%	$102.57	-16.1%	COM	828806109
WFC	WELLS FARGO & CO	109,000	$3,128	2.3%	$36.64	0.0%	COM	949746101
—	FORTY SEVEN INC	31,905	$3,044	2.2%	$95.41	—	COM	34983P104
—	NUVEEN PREFERRED & INCOME SECURITIES FUND	418,033	$3,035	2.2%	$7.26	—	COM	67072C105
VDE	VANGUARD ENERGY ETF	68,000	$2,599	1.9%	$38.22	—	COM	92204A306
—	TWO HARBORS INVESTMENT CORP	668,000	$2,545	1.8%	$4.37	—	COM	90187B408
—	CAPSTEAD MORTGAGE CORP	473,165	$1,987	1.4%	$7.74	—	COM	14067E506
—	PGIM GLOBAL HIGH YIELD FUND INC	165,301	$1,828	1.3%	$14.01	—	COM	69346J106
D	DOMINION ENERGY INC	12,426	$897	0.7%	$50.99	+23.8%	COM	25746U109
—	BLACKROCK RESOURCES & COMMODITIES STRATEGY TRUST	150,600	$759	0.6%	$8.24	—	COM	09257A108
—	COLONY CAPITAL INC	352,939	$618	0.4%	$6.07	—	COM	19626G108
—	AVROBIO INC	37,306	$580	0.4%	$15.55	—	COM	05455M100
ET	ENERGY TRANSFER LP	95,500	$439	0.3%	$13.02	—	COM	29273V100
—	BROOKFIELD REAL ASSETS INCOME FUND INC	17,256	$253	0.2%	$23.06	—	COM	112830104
VALE	VALE SA	28,953	$240	0.2%	$13.19	—	COM	91912E105
PAA	PLAINS ALL AMERICAN PIPELINE LP	39,500	$209	0.2%	$19.71	—	COM	726503105
—	NUSTAR ENERGY LP	10,700	$92	0.1%	$25.89	—	COM	67058H102
LEMB	ISHARES JP MORGAN EM LOCAL CURRENCY BOND ETF	2,109	$79	0.1%	$37.46	—	COM	464286517