Penn Mutual Asset Management, LLC Diversified Active

CIK: 0000855702 · Show all filings

Period: Q2 2020 (← Previous) (Next →)

Filing Date: Aug 3, 2020

Total Value ($000): $97,848 (100.0% shares, 0.0% debt)

Holdings (30)

EMLC VANECK VECTORS J.P. MORGAN EM LOCAL CURRENCY BOND ETF 11.1%

Value ($000) $10,873 Shares 353,693 Est. Cost $33.53 Unrealized —

— ANNALY CAPITAL MANAGEMENT INC 10.0%

Value ($000) $9,806 Shares 1,494,800 Est. Cost $4.15 Unrealized —

AGNC ABERDEEN ASIA-PACIFIC INCOME FUND INC 9.4%

Value ($000) $9,213 Shares 2,418,083 Est. Cost $7.67 Unrealized —

— WELLS FARGO & CO 8.0%

Value ($000) $7,782 Shares 6,000 Est. Cost $1368.06 Unrealized —

T AGNC INVESTMENT CORP 6.7%

Value ($000) $6,538 Shares 506,800 Est. Cost $16.94 Unrealized -8.5%

— MORGAN STANLEY EMERGING MARKETS DOMESTIC DEBT FUND INC 5.9%

Value ($000) $5,742 Shares 1,016,241 Est. Cost $6.69 Unrealized —

RITM NEW RESIDENTIAL INVESTMENT CORP 5.6%

Value ($000) $5,461 Shares 735,000 Est. Cost $9.59 Unrealized —

— FORTIVE CORP 5.0%

Value ($000) $4,911 Shares 5,000,000 Est. Cost $0.98 Unrealized —

— DOUBLELINE YIELD OPPORTUNITIES FUND 4.5%

Value ($000) $4,408 Shares 250,000 Est. Cost $19.00 Unrealized —

— AT&T INC 4.4%

Value ($000) $4,314 Shares 142,700 Est. Cost $7.48 Unrealized —

— WESTERN ASSET EMERGING MARKETS DEBT FUND INC 4.4%

Value ($000) $4,301 Shares 349,101 Est. Cost $13.57 Unrealized —

— NUVEEN PREFERRED & INCOME SECURITIES FUND 3.6%

Value ($000) $3,532 Shares 418,033 Est. Cost $7.26 Unrealized —

PHAT PHATHOM PHARMACEUTICALS INC 2.9%

Value ($000) $2,861 Shares 86,940 Est. Cost $38.42 Unrealized 0.0%

— CAPSTEAD MORTGAGE CORP 2.7%

Value ($000) $2,598 Shares 473,165 Est. Cost $7.74 Unrealized —

SPG SIMON PROPERTY GROUP INC 2.2%

Value ($000) $2,120 Shares 31,000 Est. Cost $102.57 Unrealized -55.6%

— PGIM GLOBAL HIGH YIELD FUND INC 2.1%

Value ($000) $2,103 Shares 165,301 Est. Cost $14.01 Unrealized —

— BARRICK GOLD CORP COM 2.1%

Value ($000) $2,021 Shares 75,000 Est. Cost $17.90 Unrealized —

WFC WELLS FARGO & CO 1.8%

Value ($000) $1,715 Shares 67,000 Est. Cost $36.64 Unrealized -34.6%

— TWO HARBORS INVESTMENT CORP 1.6%

Value ($000) $1,588 Shares 315,000 Est. Cost $4.37 Unrealized —

D DOMINION ENERGY INC 1.0%

Value ($000) $1,009 Shares 12,426 Est. Cost $50.99 Unrealized +22.8%

— BLACKROCK RESOURCES & COMMODITIES STRATEGY TRUST 0.9%

Value ($000) $923 Shares 150,600 Est. Cost $8.24 Unrealized —

— COLONY CAPITAL INC 0.9%

Value ($000) $847 Shares 352,939 Est. Cost $6.07 Unrealized —

ET ENERGY TRANSFER LP 0.7%

Value ($000) $680 Shares 95,500 Est. Cost $13.02 Unrealized —

— COUPA SOFTWARE INC 0.7%

Value ($000) $677 Shares 2,445 Est. Cost $276.89 Unrealized —

— AVROBIO INC 0.7%

Value ($000) $651 Shares 37,306 Est. Cost $15.55 Unrealized —

PAA PLAINS ALL AMERICAN PIPELINE LP 0.4%

Value ($000) $349 Shares 39,500 Est. Cost $19.71 Unrealized —

VALE VALE SA 0.3%

Value ($000) $299 Shares 28,953 Est. Cost $13.19 Unrealized —

— BROOKFIELD REAL ASSETS INCOME FUND INC 0.3%

Value ($000) $287 Shares 17,256 Est. Cost $23.06 Unrealized —

— NUSTAR ENERGY LP 0.2%

Value ($000) $153 Shares 10,700 Est. Cost $25.89 Unrealized —

LEMB ISHARES JP MORGAN EM LOCAL CURRENCY BOND ETF 0.1%

Value ($000) $86 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	353,693	$10,873	11.1%	$33.53	—	COM	92189H300
—	ANNALY CAPITAL MANAGEMENT INC	1,494,800	$9,806	10.0%	$4.15	—	COM	003009107
AGNC	ABERDEEN ASIA-PACIFIC INCOME FUND INC	2,418,083	$9,213	9.4%	$7.67	—	COM	00123Q104
—	WELLS FARGO & CO	6,000	$7,782	8.0%	$1368.06	—	COM	949746804
T	AGNC INVESTMENT CORP	506,800	$6,538	6.7%	$16.94	-8.5%	COM	00206R102
—	MORGAN STANLEY EMERGING MARKETS DOMESTIC DEBT FUND INC	1,016,241	$5,742	5.9%	$6.69	—	COM	617477104
RITM	NEW RESIDENTIAL INVESTMENT CORP	735,000	$5,461	5.6%	$9.59	—	COM	64828T201
—	FORTIVE CORP	5,000,000	$4,911	5.0%	$0.98	—	COM	34959JAK4
—	DOUBLELINE YIELD OPPORTUNITIES FUND	250,000	$4,408	4.5%	$19.00	—	COM	25862D105
—	AT&T INC	142,700	$4,314	4.4%	$7.48	—	COM	035710409
—	WESTERN ASSET EMERGING MARKETS DEBT FUND INC	349,101	$4,301	4.4%	$13.57	—	COM	95766A101
—	NUVEEN PREFERRED & INCOME SECURITIES FUND	418,033	$3,532	3.6%	$7.26	—	COM	67072C105
PHAT	PHATHOM PHARMACEUTICALS INC	86,940	$2,861	2.9%	$38.42	0.0%	COM	71722W107
—	CAPSTEAD MORTGAGE CORP	473,165	$2,598	2.7%	$7.74	—	COM	14067E506
SPG	SIMON PROPERTY GROUP INC	31,000	$2,120	2.2%	$102.57	-55.6%	COM	828806109
—	PGIM GLOBAL HIGH YIELD FUND INC	165,301	$2,103	2.1%	$14.01	—	COM	69346J106
—	BARRICK GOLD CORP COM	75,000	$2,021	2.1%	$17.90	—	COM	067901108
WFC	WELLS FARGO & CO	67,000	$1,715	1.8%	$36.64	-34.6%	COM	949746101
—	TWO HARBORS INVESTMENT CORP	315,000	$1,588	1.6%	$4.37	—	COM	90187B408
D	DOMINION ENERGY INC	12,426	$1,009	1.0%	$50.99	+22.8%	COM	25746U109
—	BLACKROCK RESOURCES & COMMODITIES STRATEGY TRUST	150,600	$923	0.9%	$8.24	—	COM	09257A108
—	COLONY CAPITAL INC	352,939	$847	0.9%	$6.07	—	COM	19626G108
ET	ENERGY TRANSFER LP	95,500	$680	0.7%	$13.02	—	COM	29273V100
—	COUPA SOFTWARE INC	2,445	$677	0.7%	$276.89	—	COM	22266L106
—	AVROBIO INC	37,306	$651	0.7%	$15.55	—	COM	05455M100
PAA	PLAINS ALL AMERICAN PIPELINE LP	39,500	$349	0.4%	$19.71	—	COM	726503105
VALE	VALE SA	28,953	$299	0.3%	$13.19	—	COM	91912E105
—	BROOKFIELD REAL ASSETS INCOME FUND INC	17,256	$287	0.3%	$23.06	—	COM	112830104
—	NUSTAR ENERGY LP	10,700	$153	0.2%	$25.89	—	COM	67058H102
LEMB	ISHARES JP MORGAN EM LOCAL CURRENCY BOND ETF	2,109	$86	0.1%	$37.46	—	COM	464286517