N-MFP2 0000702340 XXXXXXXX 2019-03-29 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 45 50 38311073.40 48022880.61 38351414.15 41789193.79 33876671.91 78762009.73 78991120.14 80303383.61 69277503.13 66334602.04 0.3665 0.4672 0.3850 0.4243 0.3440 0.7534 0.7685 0.8062 0.7035 0.6735 0.00 98375392.77 98376033.16 109213.74 260296.98 98224949.92 98208681.4300 1.0000 0.0243 1.0001 1.0001 1.0001 1.0001 1.0002 C000018285 1.00 98224949.92 98208681.4300 1.0001 1.0001 1.0001 1.0001 1.0002 1748162.56 10634102.65 1270661.25 3042155.79 710111.20 3938757.25 144405.00 1313213.34 854183.17 895919.64 3134903.37 9602299.96 0.0185 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 0.0247 5967330.00 5967330.00 0.0608 N N N 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 2499495.83 2499495.83 0.0254 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 0.0247 6961885.00 6961885.00 0.0709 N N N N FEDERAL HOME LOAN BANK DISCOUNT NOTES FEDERAL HOME LOAN BANK DISCOUNT NOTES 2.437000% 313384HQ5 US313384HQ55 U.S. Government Agency Debt Y 2019-07-02 2019-07-02 2019-07-02 N N N 0.0247 4969077.80 4969077.80 0.0506 N N N 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 0.0246 4992941.65 4992941.65 0.0508 N N Y N FREDDIE MAC DISCOUNT NOTES FREDDIE MAC DISCOUNT NOTES 2.436000% 313396LF8 US313396LF82 U.S. Government Agency Debt Y 2019-09-03 2019-09-03 2019-09-03 N N N 0.0247 4948118.05 4948118.05 0.0504 N N N 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 0.0247 2996331.84 2996331.84 0.0305 N N N N FEDERAL FARM CREDIT BANKS FEDERAL FARM CREDIT BANKS 2.386750% 3133EHG80 P0J8I7M2E0A77CKF1705 US3133EHG807 U.S. Government Agency Debt Y 2019-04-19 2019-07-19 2019-07-19 N N N 0.0000 4999051.40 4999051.40 0.0509 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 0.0244 1198876.34 1198876.34 0.0122 N N N N FANNIE MAE DISCOUNT NOTES FANNIE MAE DISCOUNT NOTES 2.386000% 313588EY7 US313588EY78 U.S. Government Agency Debt Y 2019-04-29 2019-04-29 2019-04-29 N N N 0.0246 6986824.46 6986824.46 0.0711 N N Y N FANNIE MAE DISCOUNT NOTES FANNIE MAE DISCOUNT NOTES 2.394000% 313588FF7 US313588FF70 U.S. Government Agency Debt Y 2019-05-06 2019-05-06 2019-05-06 N N N 0.0246 6983530.54 6983530.54 0.0711 N N Y N GOLDMAN SACHS FINANCIAL SQUARE FUNDS - GOVERNMENT FUND GOLDMAN SACHS FINANCIAL SQUARE FUNDS - GOVERNMENT FUND 0.000000% 38141W273 US38141W2733 Investment Company Y 2019-04-01 2019-04-01 2019-04-01 N N N 0.0000 4439485.84 4439485.84 0.0452 N Y Y N TENNESSEE VALLEY AUTHORITY DISCOUNT NOTES TENNESSEE VALLEY AUTHORITY DISCOUNT NOTES 2.388000% 880592DV9 US880592DV90 U.S. Government Agency Debt Y 2019-04-02 2019-04-02 2019-04-02 N N N 0.0245 5999596.68 5999596.68 0.0611 N N Y N TENNESSEE VALLEY AUTHORITY DISCOUNT NOTES TENNESSEE VALLEY AUTHORITY DISCOUNT NOTES 2.443000% 880592EK2 US880592EK27 U.S. Government Agency Debt Y 2019-04-16 2019-04-16 2019-04-16 N N N 0.0246 4994958.35 4994958.35 0.0509 N N Y N UNITED STATES TREASURY BILL UNITED STATES TREASURY BILL 2.404000% 912796QH5 US912796QH56 U.S. Treasury Debt Y 2019-05-23 2019-05-23 2019-05-23 N N N 0.0239 11959353.36 11959353.36 0.1218 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 0.0241 6982525.27 6982525.27 0.0711 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 0.0244 5996010.36 5996010.36 0.0610 N Y Y N UNITED STATES TREASURY NOTE/BOND UNITED STATES TREASURY NOTE/BOND 1.250000% 912828W97 US912828W978 U.S. Treasury Debt Y 2019-04-01 2019-04-01 2019-04-01 N N N 0.0000 4500000.00 4500000.00 0.0458 N Y Y N Penn Series Funds, Inc. 2019-04-04 Steven Viola Steven Viola Treasurer