Penn Mutual Asset Management Diversified Active

Location: Conshohocken, PA

CIK: 0000855702 · Show all filings

Period: Q2 2020 (← Previous) (Next →)

Filing Date: Aug 3, 2020

Total Value: $97.85M (100.0% shares, 0.0% debt)

Holdings (30)

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

Value $10.87M Shares 353,693 Share Price $30.74 Est. Cost/Share $33.69 Unrealized @ Report Date -8.8%

— ANNALY CAPITAL MANAGEMENT INC 10.0%

Value $9.806M Shares 1,494,800 Share Price $6.56 Est. Cost/Share $4.15 Unrealized @ Report Date —

AGNC ABERDEEN ASIA-PACIFIC INCOME FUND INC 9.4%

Value $9.213M Shares 2,418,083 Share Price $3.81 Est. Cost/Share $7.67 Unrealized @ Report Date —

— WELLS FARGO & CO 8.0%

Value $7.782M Shares 6,000 Share Price $1297.00 Est. Cost/Share $1368.06 Unrealized @ Report Date —

T AGNC INVESTMENT CORP 6.7%

Value $6.538M Shares 506,800 Share Price $12.90 * Est. Cost/Share $16.94 Unrealized @ Report Date -8.1%

— MORGAN STANLEY EMERGING MARKETS DOMESTIC DEBT FUND INC 5.9%

Value $5.742M Shares 1,016,241 Share Price $5.65 Est. Cost/Share $6.69 Unrealized @ Report Date —

RITM NEW RESIDENTIAL INVESTMENT CORP 5.6%

Value $5.461M Shares 735,000 Share Price $7.43 Est. Cost/Share $9.59 Unrealized @ Report Date —

— FORTIVE CORP 5.0%

Value $4.911M Shares 5,000,000 Share Price $0.98 Est. Cost/Share $0.98 Unrealized @ Report Date —

— DOUBLELINE YIELD OPPORTUNITIES FUND 4.5%

Value $4.408M Shares 250,000 Share Price $17.63 Est. Cost/Share $19.00 Unrealized @ Report Date —

— AT&T INC 4.4%

Value $4.314M Shares 142,700 Share Price $30.23 Est. Cost/Share $7.48 Unrealized @ Report Date —

— WESTERN ASSET EMERGING MARKETS DEBT FUND INC 4.4%

Value $4.301M Shares 349,101 Share Price $12.32 Est. Cost/Share $13.57 Unrealized @ Report Date —

— NUVEEN PREFERRED & INCOME SECURITIES FUND 3.6%

Value $3.532M Shares 418,033 Share Price $8.45 Est. Cost/Share $7.26 Unrealized @ Report Date —

PHAT PHATHOM PHARMACEUTICALS INC 2.9%

Value $2.861M Shares 86,940 Share Price $32.91 Est. Cost/Share $38.42 Unrealized @ Report Date -14.3%

— CAPSTEAD MORTGAGE CORP 2.7%

Value $2.598M Shares 473,165 Share Price $5.49 Est. Cost/Share $7.74 Unrealized @ Report Date —

SPG SIMON PROPERTY GROUP INC 2.2%

Value $2.12M Shares 31,000 Share Price $68.39 * Est. Cost/Share $102.57 Unrealized @ Report Date -51.6%

— PGIM GLOBAL HIGH YIELD FUND INC 2.1%

Value $2.103M Shares 165,301 Share Price $12.72 Est. Cost/Share $14.01 Unrealized @ Report Date —

— BARRICK GOLD CORP COM 2.1%

Value $2.021M Shares 75,000 Share Price $26.95 Est. Cost/Share $17.90 Unrealized @ Report Date —

WFC WELLS FARGO & CO 1.8%

Value $1.715M Shares 67,000 Share Price $25.60 * Est. Cost/Share $36.64 Unrealized @ Report Date -38.3%

— TWO HARBORS INVESTMENT CORP 1.6%

Value $1.588M Shares 315,000 Share Price $5.04 Est. Cost/Share $4.37 Unrealized @ Report Date —

D DOMINION ENERGY INC 1.0%

Value $1.009M Shares 12,426 Share Price $81.20 * Est. Cost/Share $50.99 Unrealized @ Report Date +25.3%

— BLACKROCK RESOURCES & COMMODITIES STRATEGY TRUST 0.9%

Value $923K Shares 150,600 Share Price $6.13 Est. Cost/Share $8.24 Unrealized @ Report Date —

— COLONY CAPITAL INC 0.9%

Value $847K Shares 352,939 Share Price $2.40 Est. Cost/Share $6.07 Unrealized @ Report Date —

ET ENERGY TRANSFER LP 0.7%

Value $680K Shares 95,500 Share Price $7.12 Est. Cost/Share $13.02 Unrealized @ Report Date —

— COUPA SOFTWARE INC 0.7%

Value $677K Shares 2,445 Share Price $276.89 Est. Cost/Share $276.89 Unrealized @ Report Date —

— AVROBIO INC 0.7%

Value $651K Shares 37,306 Share Price $17.45 Est. Cost/Share $15.55 Unrealized @ Report Date —

PAA PLAINS ALL AMERICAN PIPELINE LP 0.4%

Value $349K Shares 39,500 Share Price $8.84 Est. Cost/Share $19.71 Unrealized @ Report Date —

VALE VALE SA 0.3%

Value $299K Shares 28,953 Share Price $10.33 Est. Cost/Share $14.29 Unrealized @ Report Date -27.9%

— BROOKFIELD REAL ASSETS INCOME FUND INC 0.3%

Value $287K Shares 17,256 Share Price $16.63 Est. Cost/Share $23.06 Unrealized @ Report Date —

— NUSTAR ENERGY LP 0.2%

Value $153K Shares 10,700 Share Price $14.30 Est. Cost/Share $25.89 Unrealized @ Report Date —

LEMB ISHARES JP MORGAN EM LOCAL CURRENCY BOND ETF 0.1%

Value $86,000 Shares 2,109 Share Price $40.78 Est. Cost/Share $41.94 Unrealized @ Report Date -2.8%

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	353,693	$10.87M	11.1%	$30.74	$33.69	-8.8%	COM	92189H300
—	ANNALY CAPITAL MANAGEMENT INC	1,494,800	$9.806M	10.0%	$6.56	$4.15	—	COM	003009107
AGNC	ABERDEEN ASIA-PACIFIC INCOME FUND INC	2,418,083	$9.213M	9.4%	$3.81	$7.67	—	COM	00123Q104
—	WELLS FARGO & CO	6,000	$7.782M	8.0%	$1297.00	$1368.06	—	COM	949746804
T	AGNC INVESTMENT CORP	506,800	$6.538M	6.7%	$12.90 *	$16.94	-8.1%	COM	00206R102
—	MORGAN STANLEY EMERGING MARKETS DOMESTIC DEBT FUND INC	1,016,241	$5.742M	5.9%	$5.65	$6.69	—	COM	617477104
RITM	NEW RESIDENTIAL INVESTMENT CORP	735,000	$5.461M	5.6%	$7.43	$9.59	—	COM	64828T201
—	FORTIVE CORP	5,000,000	$4.911M	5.0%	$0.98	$0.98	—	COM	34959JAK4
—	DOUBLELINE YIELD OPPORTUNITIES FUND	250,000	$4.408M	4.5%	$17.63	$19.00	—	COM	25862D105
—	AT&T INC	142,700	$4.314M	4.4%	$30.23	$7.48	—	COM	035710409
—	WESTERN ASSET EMERGING MARKETS DEBT FUND INC	349,101	$4.301M	4.4%	$12.32	$13.57	—	COM	95766A101
—	NUVEEN PREFERRED & INCOME SECURITIES FUND	418,033	$3.532M	3.6%	$8.45	$7.26	—	COM	67072C105
PHAT	PHATHOM PHARMACEUTICALS INC	86,940	$2.861M	2.9%	$32.91	$38.42	-14.3%	COM	71722W107
—	CAPSTEAD MORTGAGE CORP	473,165	$2.598M	2.7%	$5.49	$7.74	—	COM	14067E506
SPG	SIMON PROPERTY GROUP INC	31,000	$2.12M	2.2%	$68.39 *	$102.57	-51.6%	COM	828806109
—	PGIM GLOBAL HIGH YIELD FUND INC	165,301	$2.103M	2.1%	$12.72	$14.01	—	COM	69346J106
—	BARRICK GOLD CORP COM	75,000	$2.021M	2.1%	$26.95	$17.90	—	COM	067901108
WFC	WELLS FARGO & CO	67,000	$1.715M	1.8%	$25.60 *	$36.64	-38.3%	COM	949746101
—	TWO HARBORS INVESTMENT CORP	315,000	$1.588M	1.6%	$5.04	$4.37	—	COM	90187B408
D	DOMINION ENERGY INC	12,426	$1.009M	1.0%	$81.20 *	$50.99	+25.3%	COM	25746U109
—	BLACKROCK RESOURCES & COMMODITIES STRATEGY TRUST	150,600	$923K	0.9%	$6.13	$8.24	—	COM	09257A108
—	COLONY CAPITAL INC	352,939	$847K	0.9%	$2.40	$6.07	—	COM	19626G108
ET	ENERGY TRANSFER LP	95,500	$680K	0.7%	$7.12	$13.02	—	COM	29273V100
—	COUPA SOFTWARE INC	2,445	$677K	0.7%	$276.89	$276.89	—	COM	22266L106
—	AVROBIO INC	37,306	$651K	0.7%	$17.45	$15.55	—	COM	05455M100
PAA	PLAINS ALL AMERICAN PIPELINE LP	39,500	$349K	0.4%	$8.84	$19.71	—	COM	726503105
VALE	VALE SA	28,953	$299K	0.3%	$10.33	$14.29	-27.9%	COM	91912E105
—	BROOKFIELD REAL ASSETS INCOME FUND INC	17,256	$287K	0.3%	$16.63	$23.06	—	COM	112830104
—	NUSTAR ENERGY LP	10,700	$153K	0.2%	$14.30	$25.89	—	COM	67058H102
LEMB	ISHARES JP MORGAN EM LOCAL CURRENCY BOND ETF	2,109	$86,000	0.1%	$40.78	$41.94	-2.8%	COM	464286517