N-MFP2 0000702340 XXXXXXXX 2019-10-31 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 33 38 36225176.74 35444002.26 40423429.75 40767015.54 60176012.02 73380813.88 76370441.47 89700560.44 0.00 0.3517 0.3433 0.3988 0.4049 0.5843 0.7108 0.7534 0.8908 0.0000 0.00 100226856.74 100210407.79 18293.89 173650.30 100055051.38 100039406.4400 1.0000 0.0188 1.0004 1.0004 1.0003 1.0003 0.0000 C000018285 1.00 100055051.38 100039406.4400 1.0004 1.0004 1.0003 1.0003 0.0000 2483811.21 1066376.02 1185163.71 937276.67 1745619.90 3655084.88 885862.42 1593854.06 0.00 0.00 5776536.76 8460024.41 0.0129 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 0.0170 6996080.00 6996080.00 0.0699 N N Y N FEDERAL HOME LOAN BANK DISCOUNT NOTES FEDERAL HOME LOAN BANK DISCOUNT NOTES 1.721000% 313384NZ8 US313384NZ80 U.S. Government Agency Debt Y 2019-11-08 2019-11-08 2019-11-08 N N N 0.0170 2999019.99 2999019.99 0.0300 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 0.0170 3997386.68 3997386.68 0.0400 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 0.0170 3992948.88 3992948.88 0.0399 N N Y 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 0.0165 3487242.50 3487242.50 0.0349 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 0.0170 8980377.48 8980377.48 0.0898 N N Y 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 0.0165 3490235.00 3490235.00 0.0349 N N N N FREDDIE MAC DISCOUNT NOTES FREDDIE MAC DISCOUNT NOTES 1.766000% 313396SQ7 US313396SQ74 U.S. Government Agency Debt Y 2020-02-03 2020-02-03 2020-02-03 N N N 0.0164 3983184.44 3983184.44 0.0398 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FEDERAL FARM CREDIT BANKS FUNDING CORP 1.450000% 3133ECEY6 P0J8I7M2E0A77CKF1705 US3133ECEY67 U.S. Government Agency Debt Y 2020-02-11 2020-02-11 2020-02-11 N N N 0.0166 999400.19 999400.19 0.0100 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FEDERAL FARM CREDIT BANKS FUNDING CORP 1.896380% 3133EHAE3 P0J8I7M2E0A77CKF1705 US3133EHAE37 U.S. Government Agency Debt Y 2019-11-21 2020-02-21 2020-02-21 N N N 0.0174 5001380.05 5001380.05 0.0500 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 0.0170 3997386.68 3997386.68 0.0400 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 0.0171 2997060.00 2997060.00 0.0300 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 0.0171 3995146.68 3995146.68 0.0399 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 0.0170 3993876.68 3993876.68 0.0399 N N Y N FANNIE MAE DISCOUNT NOTES FANNIE MAE DISCOUNT NOTES 1.645000% 313588RL1 US313588RL11 U.S. Government Agency Debt Y 2020-01-06 2020-01-06 2020-01-06 N N N 0.0165 3988120.00 3988120.00 0.0399 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 2019-11-01 2019-11-01 2019-11-01 N N N 0.0000 8361682.26 8361682.26 0.0836 N Y Y N TENNESSEE VALLEY AUTHORITY DISCOUNT NOTES TENNESSEE VALLEY AUTHORITY DISCOUNT NOTES 1.731000% 880592NX4 549300HE1ISW43LNKM54 US880592NX47 U.S. Government Agency Debt Y 2019-11-06 2019-11-06 2019-11-06 N N N 0.0170 2999300.01 2999300.01 0.0300 N N Y N UNITED STATES TREASURY BILL UNITED STATES TREASURY BILL 1.653000% 912796RM3 254900HROIFWPRGM1V77 US912796RM33 U.S. Treasury Debt Y 2019-11-07 2019-11-07 2019-11-07 N N N 0.0161 2999203.92 2999203.92 0.0300 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 0.0154 996187.50 996187.50 0.0100 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 0.0146 6986466.69 6986466.69 0.0698 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 0.0154 1993001.88 1993001.88 0.0199 N Y Y N UNITED STATES TREASURY BILL UNITED STATES TREASURY BILL 1.702000% 912796WD7 254900HROIFWPRGM1V77 US912796WD78 U.S. Treasury Debt Y 2019-11-12 2019-11-12 2019-11-12 N N N 0.0154 6996746.75 6996746.75 0.0699 N Y Y N UNITED STATES TREASURY BILL UNITED STATES TREASURY BILL 1.497000% 912796WE5 254900HROIFWPRGM1V77 US912796WE51 U.S. Treasury Debt Y 2019-11-19 2019-11-19 2019-11-19 N N N 0.0156 5995422.48 5995422.48 0.0599 N Y Y N Penn Series Funds, Inc. 2019-11-07 Steven Viola Steven Viola Treasurer