N-MFP2 0000702340 XXXXXXXX 2019-02-28 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 43 43 39636480.58 40578534.00 46927519.31 43590267.30 78571612.04 80016840.96 80886507.38 87746712.20 0.00 0.3613 0.3733 0.4224 0.3839 0.7163 0.7360 0.7281 0.7729 0.0000 0.00 104764186.55 104766621.92 164442.34 238717.75 104692346.51 104676078.0200 1.0000 0.0242 1.0001 1.0001 1.0001 1.0001 0.0000 C000018285 1.00 104692346.51 104676078.0200 1.0001 1.0001 1.0001 1.0001 0.0000 5153870.90 1360502.58 1157362.54 2148527.81 3564980.69 1243342.89 4711630.35 2318537.69 0.00 0.00 14417992.50 16412834.90 0.0186 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 0.0216 1499431.50 1499431.50 0.0143 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 5954454.00 5954454.00 0.0569 N N N N FEDERAL HOME LOAN BANK DISCOUNT NOTES FEDERAL HOME LOAN BANK DISCOUNT NOTES 2.370000% 313384CU1 US313384CU13 U.S. Government Agency Debt Y 2019-03-08 2019-03-08 2019-03-08 N N N 0.0241 2998611.00 2998611.00 0.0286 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 0.0245 2494310.00 2494310.00 0.0238 N N Y 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 6946863.00 6946863.00 0.0664 N N N 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 0.0242 5992464.00 5992464.00 0.0572 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 4982595.00 4982595.00 0.0476 N N Y N FEDERAL FARM CREDIT BANKS FEDERAL FARM CREDIT BANKS 1.100000% 3133EF5X1 P0J8I7M2E0A77CKF1705 US3133EF5X17 U.S. Government Agency Debt Y 2019-05-03 2019-05-03 2019-05-03 N N N 0.0242 2993178.00 2993178.00 0.0286 N N N N FEDERAL FARM CREDIT BANKS FEDERAL FARM CREDIT BANKS 2.130000% 3133EJHG7 P0J8I7M2E0A77CKF1705 US3133EJHG77 U.S. Government Agency Debt Y 2019-03-22 2019-03-22 2019-03-22 N N N 0.0239 2999511.00 2999511.00 0.0287 N N N N FEDERAL HOME LOAN MORTGAGE CORP FEDERAL HOME LOAN MORTGAGE CORP 1.100000% 3134G8WX3 S6XOOCT0IEG5ABCC6L87 US3134G8WX37 0001026214 U.S. Government Agency Debt Y 2019-04-26 2019-04-26 2019-04-26 N N N 0.0237 1197669.60 1197669.60 0.0114 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 0.0241 1499503.50 1499503.50 0.0143 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 0.0241 6995373.00 6995373.00 0.0668 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 0.0242 2496032.50 2496032.50 0.0238 N N Y 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 0.0247 1999040.00 1999040.00 0.0191 N N N N FEDERAL HOME LOAN MORTGAGE CORP FEDERAL HOME LOAN MORTGAGE CORP 3.750000% 3137EACA5 S6XOOCT0IEG5ABCC6L87 US3137EACA57 0001026214 U.S. Government Agency Debt Y 2019-03-27 2019-03-27 2019-03-27 N N N 0.0234 2024003.80 2024003.80 0.0193 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 2019-03-01 2019-03-01 2019-03-01 N N N 0.0000 6298440.69 6298440.69 0.0602 N Y Y N TENNESSEE VALLEY AUTHORITY DISCOUNT NOTES TENNESSEE VALLEY AUTHORITY DISCOUNT NOTES 2.403000% 880592CY4 US880592CY49 U.S. Government Agency Debt Y 2019-03-12 2019-03-12 2019-03-12 N N N 0.0241 2997819.00 2997819.00 0.0286 N N Y N TENNESSEE VALLEY AUTHORITY DISCOUNT NOTES TENNESSEE VALLEY AUTHORITY DISCOUNT NOTES 2.420000% 880592DF4 US880592DF41 U.S. Government Agency Debt Y 2019-03-19 2019-03-19 2019-03-19 N N N 0.0242 4994050.00 4994050.00 0.0477 N N Y N TENNESSEE VALLEY AUTHORITY DISCOUNT NOTES TENNESSEE VALLEY AUTHORITY DISCOUNT NOTES 2.398000% 880592DN7 US880592DN74 U.S. Government Agency Debt Y 2019-03-26 2019-03-26 2019-03-26 N N N 0.0242 4991735.00 4991735.00 0.0477 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 0.0244 6961347.33 6961347.33 0.0665 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 0.0244 6967800.00 6967800.00 0.0666 N Y Y N UNITED STATES TREASURY BILL UNITED STATES TREASURY BILL 2.375000% 912796US6 US912796US65 U.S. Treasury Debt Y 2019-03-12 2019-03-12 2019-03-12 N N N 0.0238 4496765.09 4496765.09 0.0430 N Y Y N UNITED STATES TREASURY BILL UNITED STATES TREASURY BILL 2.386000% 912796UT4 US912796UT49 U.S. Treasury Debt Y 2019-03-19 2019-03-19 2019-03-19 N N N 0.0239 3495870.00 3495870.00 0.0334 N Y Y N UNITED STATES TREASURY NOTE/BOND UNITED STATES TREASURY NOTE/BOND 1.625000% 912828D23 US912828D234 U.S. Treasury Debt Y 2019-04-30 2019-04-30 2019-04-30 N N N 0.0245 5991696.96 5991696.96 0.0572 N Y Y N UNITED STATES TREASURY NOTE/BOND UNITED STATES TREASURY NOTE/BOND 1.250000% 912828W97 US912828W978 U.S. Treasury Debt Y 2019-03-31 2019-04-01 2019-04-01 N N N 0.0242 4495622.58 4495622.58 0.0429 N Y Y N Penn Series Funds, Inc. 2019-03-07 Steven Viola Steven Viola Treasurer