N-MFP2 0000702340 XXXXXXXX 2019-01-31 0000702340 S000006722 1 N N 002-77284 Penn Mutual Asset Management, LLC 801-35477 KPMG LLP Philadelphia PA PENN MUTUAL ASSET MANAGEMENT, LLC PENN MUTUAL LIFE INSURANCE CO. BNY Mellon Investment Servicing (US) Inc. 0000849542 084-01761 N N Y Exempt Government N 51 51 47334702.76 38545162.65 42865194.62 45881482.21 84122906.73 79344697.56 75342899.57 77828545.26 0.00 0.4248 0.3581 0.4080 0.4328 0.7549 0.7371 0.7171 0.7341 0.0000 0.00 106865393.47 106868221.43 59079.82 240112.34 106687188.91 106670920.4200 1.0000 0.0240 1.0001 1.0001 1.0001 1.0001 0.0000 C000018285 1.00 106687188.91 106670920.4200 1.0001 1.0001 1.0001 1.0001 0.0000 1692038.52 1485480.42 1598373.54 5371262.56 460533.77 3098887.00 1754691.26 842391.64 0.00 0.00 7238399.89 11335005.81 0.0183 N FEDERAL HOME LOAN BANKS FEDERAL HOME LOAN BANKS 1.375000% 3130AAXX1 US3130AAXX15 U.S. Government Agency Debt Y 2019-03-18 2019-03-18 2019-03-18 N N N 0.0237 1498026.00 1498026.00 0.0140 N N N N FEDERAL FARM CREDIT DISCOUNT NOTES FEDERAL FARM CREDIT DISCOUNT NOTES 2.456000% 313312HD5 US313312HD57 U.S. Government Agency Debt Y 2019-06-21 2019-06-21 2019-06-21 N N N 0.0249 5943300.00 5943300.00 0.0557 N N N N FEDERAL HOME LOAN BANK DISCOUNT NOTES FEDERAL HOME LOAN BANK DISCOUNT NOTES 2.323000% 313384BN8 US313384BN88 U.S. Government Agency Debt Y 2019-02-06 2019-02-06 2019-02-06 N N N 0.0242 2999004.00 2999004.00 0.0281 N N Y N FEDERAL HOME LOAN BANK DISCOUNT NOTES FEDERAL HOME LOAN BANK DISCOUNT NOTES 2.403000% 313384BT5 US313384BT58 U.S. Government Agency Debt Y 2019-02-11 2019-02-11 2019-02-11 N N N 0.0242 1998672.00 1998672.00 0.0187 N N Y N FEDERAL HOME LOAN BANK DISCOUNT NOTES FEDERAL HOME LOAN BANK DISCOUNT NOTES 2.424000% 313384DX4 US313384DX43 U.S. Government Agency Debt Y 2019-04-04 2019-04-04 2019-04-04 N N N 0.0244 2489667.50 2489667.50 0.0233 N N N N FEDERAL HOME LOAN BANK DISCOUNT NOTES FEDERAL HOME LOAN BANK DISCOUNT NOTES 2.424000% 313384HD4 US313384HD43 U.S. Government Agency Debt Y 2019-06-21 2019-06-21 2019-06-21 N N N 0.0249 6933850.00 6933850.00 0.0650 N N N N FREDDIE MAC DISCOUNT NOTES FREDDIE MAC DISCOUNT NOTES 2.335000% 313396CC5 US313396CC52 U.S. Government Agency Debt Y 2019-02-20 2019-02-20 2019-02-20 N N N 0.0243 3994956.00 3994956.00 0.0374 N N Y N FREDDIE MAC DISCOUNT NOTES FREDDIE MAC DISCOUNT NOTES 2.364000% 313396DG5 US313396DG57 U.S. Government Agency Debt Y 2019-03-20 2019-03-20 2019-03-20 N N N 0.0244 5981202.00 5981202.00 0.0561 N N Y N FREDDIE MAC DISCOUNT NOTES FREDDIE MAC DISCOUNT NOTES 2.380000% 313396ER0 US313396ER04 U.S. Government Agency Debt Y 2019-04-22 2019-04-22 2019-04-22 N N N 0.0245 4973335.00 4973335.00 0.0466 N N N N FEDERAL FARM CREDIT BANKS FEDERAL FARM CREDIT BANKS 2.685000% 3133EGBU8 P0J8I7M2E0A77CKF1705 US3133EGBU86 U.S. Government Agency Debt Y 2019-02-25 2019-02-25 2019-02-25 N N N 0.0244 1500243.24 1500243.24 0.0141 N N N N FANNIE MAE DISCOUNT NOTES FANNIE MAE DISCOUNT NOTES 2.394000% 313588CS2 US313588CS29 U.S. Government Agency Debt Y 2019-03-06 2019-03-06 2019-03-06 N N N 0.0244 1496700.00 1496700.00 0.0140 N N Y N FANNIE MAE DISCOUNT NOTES FANNIE MAE DISCOUNT NOTES 2.306000% 313588CX1 US313588CX14 U.S. Government Agency Debt Y 2019-03-11 2019-03-11 2019-03-11 N N N 0.0244 6982269.00 6982269.00 0.0654 N N Y N FANNIE MAE DISCOUNT NOTES FANNIE MAE DISCOUNT NOTES 2.387000% 313588DM4 US313588DM40 U.S. Government Agency Debt Y 2019-03-25 2019-03-25 2019-03-25 N N N 0.0244 2491332.50 2491332.50 0.0234 N N Y N FEDERAL NATIONAL MORTGAGE ASSOCIATION FEDERAL NATIONAL MORTGAGE ASSOCIATION 1.000000% 3135G0J53 B1V7KEBTPIMZEU4LTD58 US3135G0J535 0000310522 U.S. Government Agency Debt Y 2019-02-26 2019-02-26 2019-02-26 N N N 0.0249 2712165.54 2712165.54 0.0254 N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION FEDERAL NATIONAL MORTGAGE ASSOCIATION 1.250000% 3136G3AP0 B1V7KEBTPIMZEU4LTD58 US3136G3AP09 0000310522 U.S. Government Agency Debt Y 2019-03-15 2019-03-15 2019-03-15 N N N 0.0249 1996940.00 1996940.00 0.0187 N N N N GOLDMAN SACHS FINANCIAL SQUARE FUNDS - GOVERNMENT FUND GOLDMAN SACHS FINANCIAL SQUARE FUNDS - GOVERNMENT FUND 0.000000% 38141W273 US38141W2733 Investment Company Y 2019-02-01 2019-02-01 2019-02-01 N N N 0.0000 6497948.14 6497948.14 0.0609 N Y Y N TENNESSEE VALLEY AUTHORITY DISCOUNT NOTES TENNESSEE VALLEY AUTHORITY DISCOUNT NOTES 2.384000% 880592CB4 US880592CB46 U.S. Government Agency Debt Y 2019-02-19 2019-02-19 2019-02-19 N N N 0.0243 6991635.00 6991635.00 0.0655 N N Y N TENNESSEE VALLEY AUTHORITY DISCOUNT NOTES TENNESSEE VALLEY AUTHORITY DISCOUNT NOTES 2.344000% 880592CJ7 US880592CJ71 U.S. Government Agency Debt Y 2019-02-26 2019-02-26 2019-02-26 N N N 0.0243 5990040.00 5990040.00 0.0561 N N Y N UNITED STATES TREASURY BILL UNITED STATES TREASURY BILL 2.402000% 912796QH5 US912796QH56 U.S. Treasury Debt Y 2019-05-23 2019-05-23 2019-05-23 N N N 0.0242 6948847.50 6948847.50 0.0651 N Y Y N UNITED STATES TREASURY BILL UNITED STATES TREASURY BILL 2.281000% 912796QW2 US912796QW24 U.S. Treasury Debt Y 2019-02-07 2019-02-07 2019-02-07 N N N 0.0230 5997730.02 5997730.02 0.0562 N Y Y N UNITED STATES TREASURY BILL UNITED STATES TREASURY BILL 2.426000% 912796RP6 US912796RP63 U.S. Treasury Debt Y 2019-05-09 2019-05-09 2019-05-09 N N N 0.0242 6955105.85 6955105.85 0.0652 N Y Y N UNITED STATES TREASURY BILL UNITED STATES TREASURY BILL 2.325000% 912796UM9 US912796UM95 U.S. Treasury Debt Y 2019-02-05 2019-02-05 2019-02-05 N N N 0.0229 3499124.02 3499124.02 0.0328 N Y Y N UNITED STATES TREASURY BILL UNITED STATES TREASURY BILL 2.307000% 912796UN7 US912796UN78 U.S. Treasury Debt Y 2019-02-12 2019-02-12 2019-02-12 N N N 0.0235 5995760.40 5995760.40 0.0562 N Y Y N UNITED STATES TREASURY NOTE/BOND UNITED STATES TREASURY NOTE/BOND 0.750000% 912828P53 US912828P535 U.S. Treasury Debt Y 2019-02-15 2019-02-15 2019-02-15 N N N 0.0236 3997539.76 3997539.76 0.0375 N Y Y N Penn Series Funds, Inc. 2019-02-07 Steven Viola Steven Viola Treasurer