N-MFP2 0000702340 XXXXXXXX 2019-09-30 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 44 45 36859707.10 37978579.04 38057881.70 36158510.89 59854629.60 48975760.71 52333912.51 58826802.39 0.00 0.3487 0.3693 0.3699 0.3556 0.5662 0.4763 0.5086 0.5785 0.0000 0.00 102823805.33 102815986.42 120639.01 198086.40 102738539.03 102722894.0900 1.0000 0.0201 1.0002 1.0002 1.0002 1.0002 0.0000 C000018285 1.00 102738539.03 102722894.0900 1.0002 1.0002 1.0002 1.0002 0.0000 5330669.02 722180.84 1617042.54 4538150.59 1579754.11 1552600.11 275586.67 1522325.66 0.00 0.00 10047368.16 8335278.97 0.0143 N FEDERAL HOME LOAN BANKS FEDERAL HOME LOAN BANKS 1.500000% 3130ACM92 2549001DPIFGXC1TOL40 US3130ACM925 U.S. Government Agency Debt Y 2019-10-21 2019-10-21 2019-10-21 N N N 0.0183 4849084.66 4849084.66 0.0472 N N N N FEDERAL FARM CREDIT DISCOUNT NOTES FEDERAL FARM CREDIT DISCOUNT NOTES 1.915000% 313312PE4 US313312PE49 U.S. Government Agency Debt Y 2019-11-13 2019-11-13 2019-11-13 N N N 0.0191 6984281.08 6984281.08 0.0680 N N Y N FEDERAL HOME LOAN BANK DISCOUNT NOTES FEDERAL HOME LOAN BANK DISCOUNT NOTES 1.960000% 313384PG8 US313384PG81 U.S. Government Agency Debt Y 2019-11-15 2019-11-15 2019-11-15 N N N 0.0191 3990600.00 3990600.00 0.0388 N N Y N FEDERAL HOME LOAN BANK DISCOUNT NOTES FEDERAL HOME LOAN BANK DISCOUNT NOTES 1.919000% 313384QG7 US313384QG72 U.S. Government Agency Debt Y 2019-12-09 2019-12-09 2019-12-09 N N N 0.0190 3985663.32 3985663.32 0.0388 N N N N FEDERAL HOME LOAN BANK DISCOUNT NOTES FEDERAL HOME LOAN BANK DISCOUNT NOTES 1.730000% 313384SB6 US313384SB67 U.S. Government Agency Debt Y 2020-01-21 2020-01-21 2020-01-21 N N N 0.0189 3479855.54 3479855.54 0.0339 N N N N FREDDIE MAC DISCOUNT NOTES FREDDIE MAC DISCOUNT NOTES 1.860000% 313396QR7 US313396QR75 U.S. Government Agency Debt Y 2019-12-18 2019-12-18 2019-12-18 N N N 0.0190 8963534.97 8963534.97 0.0872 N N N N FREDDIE MAC DISCOUNT NOTES FREDDIE MAC DISCOUNT NOTES 1.860000% 313396RG0 US313396RG02 U.S. Government Agency Debt Y 2020-01-02 2020-01-02 2020-01-02 N N N 0.0188 3483272.91 3483272.91 0.0339 N N N N FEDERAL FARM CREDIT BANKS FEDERAL FARM CREDIT BANKS 1.964217% 3133EH3E1 P0J8I7M2E0A77CKF1705 US3133EH3E18 U.S. Government Agency Debt Y 2019-10-01 2019-10-18 2019-10-18 N N N 0.0196 4999769.65 4999769.65 0.0487 N N N N FANNIE MAE DISCOUNT NOTES FANNIE MAE DISCOUNT NOTES 1.878000% 313588PG4 US313588PG44 U.S. Government Agency Debt Y 2019-11-15 2019-11-15 2019-11-15 N N N 0.0191 3990600.00 3990600.00 0.0388 N N Y N FANNIE MAE DISCOUNT NOTES FANNIE MAE DISCOUNT NOTES 1.898000% 313588PP4 US313588PP43 U.S. Government Agency Debt Y 2019-11-22 2019-11-22 2019-11-22 N N N 0.0191 2991853.32 2991853.32 0.0291 N N Y N FANNIE MAE DISCOUNT NOTES FANNIE MAE DISCOUNT NOTES 1.898000% 313588PU3 US313588PU38 U.S. Government Agency Debt Y 2019-11-27 2019-11-27 2019-11-27 N N N 0.0191 3988093.32 3988093.32 0.0388 N N Y N FANNIE MAE DISCOUNT NOTES FANNIE MAE DISCOUNT NOTES 1.927000% 313588QB4 US313588QB48 U.S. Government Agency Debt Y 2019-12-04 2019-12-04 2019-12-04 N N N 0.0190 3986702.24 3986702.24 0.0388 N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION FEDERAL NATIONAL MORTGAGE ASSOCIATION 1.200000% 3135G0R47 B1V7KEBTPIMZEU4LTD58 US3135G0R470 0000310522 U.S. Government Agency Debt Y 2019-10-28 2019-10-28 2019-10-28 N N N 0.0195 4997172.30 4997172.30 0.0486 N N N N FEDERAL HOME LOAN MORTGAGE CORP FEDERAL HOME LOAN MORTGAGE CORP 1.250000% 3137EADM8 S6XOOCT0IEG5ABCC6L87 US3137EADM86 0001026214 U.S. Government Agency Debt Y 2019-10-02 2019-10-02 2019-10-02 N N N 0.0233 4715856.54 4715856.54 0.0459 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 2019-10-01 2019-10-01 2019-10-01 N N N 0.0000 7476272.64 7476272.64 0.0728 N Y Y N UNITED STATES TREASURY BILL UNITED STATES TREASURY BILL 1.837000% 912796RY7 254900HROIFWPRGM1V77 US912796RY70 U.S. Treasury Debt Y 2020-01-30 2020-01-30 2020-01-30 N N N 0.0182 994017.22 994017.22 0.0097 N Y Y N UNITED STATES TREASURY BILL UNITED STATES TREASURY BILL 2.105000% 912796SL4 254900HROIFWPRGM1V77 US912796SL41 U.S. Treasury Debt Y 2019-10-03 2019-10-03 2019-10-03 N N N 0.0168 6999363.21 6999363.21 0.0681 N Y Y N UNITED STATES TREASURY BILL UNITED STATES TREASURY BILL 2.320000% 912796SN0 254900HROIFWPRGM1V77 US912796SN07 U.S. Treasury Debt Y 2019-10-17 2019-10-17 2019-10-17 N N N 0.0181 6994485.54 6994485.54 0.0681 N Y Y N UNITED STATES TREASURY BILL UNITED STATES TREASURY BILL 2.394000% 912796SQ3 254900HROIFWPRGM1V77 US912796SQ38 U.S. Treasury Debt Y 2019-10-31 2019-10-31 2019-10-31 N N N 0.0179 5991187.50 5991187.50 0.0583 N Y Y N UNITED STATES TREASURY BILL UNITED STATES TREASURY BILL 1.889000% 912796SX8 254900HROIFWPRGM1V77 US912796SX88 U.S. Treasury Debt Y 2019-12-19 2019-12-19 2019-12-19 N N N 0.0177 6973498.21 6973498.21 0.0679 N Y Y N UNITED STATES TREASURY BILL UNITED STATES TREASURY BILL 1.848000% 912796TC3 254900HROIFWPRGM1V77 US912796TC33 U.S. Treasury Debt Y 2020-01-23 2020-01-23 2020-01-23 N N N 0.0183 1988641.16 1988641.16 0.0194 N Y Y N Penn Series Funds, Inc. 2019-10-03 Steven Viola Steven Viola Treasurer