N-MFP2 0000702340 XXXXXXXX 2019-11-29 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 28 34 34301644.57 38189226.20 37630764.83 36939342.89 39508035.16 79250935.42 87633926.30 76088896.22 76892676.00 80473647.40 0.3423 0.3654 0.3664 0.3620 0.3539 0.7909 0.8385 0.7408 0.7535 0.7210 0.00 111544224.48 111539926.45 80477.02 171800.60 111448602.87 111432959.0500 1.0000 0.0170 1.0004 1.0003 1.0003 1.0002 1.0002 C000018285 1.00 111448602.87 111432959.0500 1.0004 1.0003 1.0003 1.0002 1.0002 837558.00 1243811.60 4629576.16 326873.64 470890.57 2315170.49 870938.87 1549498.33 9884725.40 351841.54 15973293.66 4579741.05 0.0111 N FEDERAL HOME LOAN BANKS FEDERAL HOME LOAN BANKS 1.751000% 3130AG5R2 2549001DPIFGXC1TOL40 US3130AG5R25 U.S. Government Agency Debt Y 2019-12-06 2020-01-06 2020-01-06 N N N 0.0171 5999829.48 5999829.48 0.0538 N N N N FEDERAL HOME LOAN BANK DISCOUNT NOTES FEDERAL HOME LOAN BANK DISCOUNT NOTES 1.919164% 313384QG7 US313384QG72 U.S. Government Agency Debt Y 2019-12-09 2019-12-09 2019-12-09 N N N 0.0160 3998771.12 3998771.12 0.0359 N N Y N FEDERAL HOME LOAN BANK DISCOUNT NOTES FEDERAL HOME LOAN BANK DISCOUNT NOTES 1.529470% 313384RW1 US313384RW14 U.S. Government Agency Debt Y 2020-01-16 2020-01-16 2020-01-16 N N N 0.0162 1996025.00 1996025.00 0.0179 N N Y N FEDERAL HOME LOAN BANK DISCOUNT NOTES FEDERAL HOME LOAN BANK DISCOUNT NOTES 1.730334% 313384SB6 US313384SB67 U.S. Government Agency Debt Y 2020-01-21 2020-01-21 2020-01-21 N N N 0.0162 3492270.85 3492270.85 0.0313 N N Y N FREDDIE MAC DISCOUNT NOTES FREDDIE MAC DISCOUNT NOTES 1.860090% 313396QR7 S6XOOCT0IEG5ABCC6L87 US313396QR75 U.S. Government Agency Debt Y 2019-12-18 2019-12-18 2019-12-18 N N N 0.0160 8993680.02 8993680.02 0.0807 N N Y N FREDDIE MAC DISCOUNT NOTES FREDDIE MAC DISCOUNT NOTES 1.860133% 313396RG0 S6XOOCT0IEG5ABCC6L87 US313396RG02 U.S. Government Agency Debt Y 2020-01-02 2020-01-02 2020-01-02 N N N 0.0161 3495207.91 3495207.91 0.0314 N N Y N FREDDIE MAC DISCOUNT NOTES FREDDIE MAC DISCOUNT NOTES 1.765673% 313396SQ7 S6XOOCT0IEG5ABCC6L87 US313396SQ74 U.S. Government Agency Debt Y 2020-02-03 2020-02-03 2020-02-03 N N N 0.0163 3988800.00 3988800.00 0.0358 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 999581.13 999581.13 0.0090 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FEDERAL FARM CREDIT BANKS FUNDING CORP 1.500000% 3133EGW92 P0J8I7M2E0A77CKF1705 US3133EGW921 U.S. Government Agency Debt Y 2019-12-19 2019-12-19 2019-12-19 N N N 0.0159 3999805.88 3999805.88 0.0359 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FEDERAL FARM CREDIT BANKS FUNDING CORP 1.771630% 3133EHAE3 P0J8I7M2E0A77CKF1705 US3133EHAE37 U.S. Government Agency Debt Y 2019-12-21 2020-02-21 2020-02-21 N N N 0.0162 5001450.65 5001450.65 0.0449 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FEDERAL FARM CREDIT BANKS FUNDING CORP 1.658000% 3133EKBG0 P0J8I7M2E0A77CKF1705 US3133EKBG05 U.S. Government Agency Debt Y 2019-12-25 2020-02-25 2020-02-25 N N N 0.0157 2722469.16 2722469.16 0.0244 N N N N FEDERAL HOME LOAN BANKS FEDERAL HOME LOAN BANKS 4.125000% 3133XVRK9 2549001DPIFGXC1TOL40 US3133XVRK96 U.S. Government Agency Debt Y 2019-12-13 2019-12-13 2019-12-13 N N N 0.0167 1376016.96 1376016.96 0.0123 N N N N FANNIE MAE DISCOUNT NOTES FANNIE MAE DISCOUNT NOTES 1.927344% 313588QB4 US313588QB48 U.S. Government Agency Debt Y 2019-12-04 2019-12-04 2019-12-04 N N N 0.0160 3999648.88 3999648.88 0.0359 N N Y N FANNIE MAE DISCOUNT NOTES FANNIE MAE DISCOUNT NOTES 1.645247% 313588RL1 US313588RL11 U.S. Government Agency Debt Y 2020-01-06 2020-01-06 2020-01-06 N N N 0.0161 3993816.68 3993816.68 0.0358 N N Y N FANNIE MAE DISCOUNT NOTES FANNIE MAE DISCOUNT NOTES 1.544955% 313588SK2 US313588SK29 U.S. Government Agency Debt Y 2020-01-29 2020-01-29 2020-01-29 N N N 0.0162 997438.33 997438.33 0.0089 N N N N FANNIE MAE DISCOUNT NOTES FANNIE MAE DISCOUNT NOTES 1.555290% 313588TB1 US313588TB11 U.S. Government Agency Debt Y 2020-02-14 2020-02-14 2020-02-14 N N N 0.0163 5980266.66 5980266.66 0.0537 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 2019-12-01 2019-12-01 2019-12-01 N N N 0.0000 5553816.35 5553816.35 0.0498 N Y Y N TENNESSEE VALLEY AUTHORITY DISCOUNT NOTES TENNESSEE VALLEY AUTHORITY DISCOUNT NOTES 1.553478% 880592QB9 549300HE1ISW43LNKM54 US880592QB99 U.S. Government Agency Debt Y 2019-12-04 2019-12-04 2019-12-04 N N N 0.0160 10999034.42 10999034.42 0.0987 N N Y N UNITED STATES TREASURY BILL UNITED STATES TREASURY BILL 1.470680% 912796RN1 254900HROIFWPRGM1V77 US912796RN16 U.S. Treasury Debt Y 2019-12-05 2019-12-05 2019-12-05 N N N 0.0143 3999530.24 3999530.24 0.0359 N Y Y N UNITED STATES TREASURY BILL UNITED STATES TREASURY BILL 1.836767% 912796RY7 254900HROIFWPRGM1V77 US912796RY70 U.S. Treasury Debt Y 2020-01-30 2020-01-30 2020-01-30 N N N 0.0161 997411.65 997411.65 0.0089 N Y Y N UNITED STATES TREASURY BILL UNITED STATES TREASURY BILL 1.558651% 912796SD2 254900HROIFWPRGM1V77 US912796SD25 U.S. Treasury Debt Y 2020-02-27 2020-02-27 2020-02-27 N N N 0.0158 4981210.40 4981210.40 0.0447 N Y Y N UNITED STATES TREASURY BILL UNITED STATES TREASURY BILL 1.888845% 912796SX8 254900HROIFWPRGM1V77 US912796SX88 U.S. Treasury Debt Y 2019-12-19 2019-12-19 2019-12-19 N N N 0.0152 6995090.41 6995090.41 0.0628 N Y Y N UNITED STATES TREASURY BILL UNITED STATES TREASURY BILL 1.848222% 912796TC3 254900HROIFWPRGM1V77 US912796TC33 U.S. Treasury Debt Y 2020-01-23 2020-01-23 2020-01-23 N N N 0.0158 1995486.12 1995486.12 0.0179 N Y Y N UNITED STATES TREASURY BILL UNITED STATES TREASURY BILL 1.533226% 912796WH8 254900HROIFWPRGM1V77 US912796WH82 U.S. Treasury Debt Y 2019-12-10 2019-12-10 2019-12-10 N N N 0.0161 3498771.64 3498771.64 0.0314 N Y Y N UNITED STATES TREASURY BILL UNITED STATES TREASURY BILL 1.532094% 912796WJ4 254900HROIFWPRGM1V77 US912796WJ49 U.S. Treasury Debt Y 2019-12-17 2019-12-17 2019-12-17 N N N 0.0160 5496367.14 5496367.14 0.0493 N Y Y N UNITED STATES TREASURY BILL UNITED STATES TREASURY BILL 1.512702% 912796WK1 254900HROIFWPRGM1V77 US912796WK12 U.S. Treasury Debt Y 2019-12-24 2019-12-24 2019-12-24 N N N 0.0161 2997095.40 2997095.40 0.0269 N Y Y N UNITED STATES TREASURY BILL UNITED STATES TREASURY BILL 1.526051% 912796WM7 254900HROIFWPRGM1V77 US912796WM77 U.S. Treasury Debt Y 2020-01-07 2020-01-07 2020-01-07 N N N 0.0158 2995332.00 2995332.00 0.0269 N Y Y N Penn Series Funds, Inc. 2019-12-06 Steven Viola Steven Viola Treasurer