N-MFP2 0000702340 XXXXXXXX 2020-07-31 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 39 39 64086360.96 57834126.89 61978685.75 62799980.20 60499552.73 92582010.12 87158039.09 88304078.64 95249398.71 111321020.87 0.4809 0.4354 0.4626 0.4690 0.4584 0.6947 0.6562 0.6591 0.7114 0.8435 0.00 131875452.78 131867656.44 109093.92 77104.99 131899645.37 131884001.5500 1.0000 0.0016 1.0002 1.0002 1.0002 1.0002 1.0002 C000018285 1.00 131899645.37 131884001.5500 1.0002 1.0002 1.0002 1.0002 1.0002 1010869.13 830338.68 899581.42 1284778.07 3227139.72 2074132.25 2040928.24 2128542.16 5703.63 1941069.20 7000766.63 8039142.71 0.0001 Y Penn Mutual Asset Management has waived a portion of its management fee in order to maintain a minimum net distribution yield for shareholders. For the month of July 2020 the management fees waived were $50,187.51. FEDERAL HOME LOAN BANKS FEDERAL HOME LOAN BANKS 1.375000% 3130ACE26 2549001DPIFGXC1TOL40 US3130ACE260 U.S. Government Agency Debt Y 2020-09-28 2020-09-28 2020-09-28 N N N 0.0013 3110891.89 3110891.89 0.0236 N N N N FEDERAL HOME LOAN BANKS FEDERAL HOME LOAN BANKS 2.625000% 3130AEWA4 2549001DPIFGXC1TOL40 US3130AEWA43 U.S. Government Agency Debt Y 2020-10-01 2020-10-01 2020-10-01 N N N 0.0012 1325319.60 1325319.60 0.0100 N N N N FEDERAL FARM CREDIT DISCOUNT NOTES FEDERAL FARM CREDIT DISCOUNT NOTES 0.150122% 313312N48 US313312N480 U.S. Government Agency Debt Y 2020-11-05 2020-11-05 2020-11-05 N N N 0.0009 4998825.00 4998825.00 0.0379 N N N N FEDERAL HOME LOAN BANK DISCOUNT NOTES FEDERAL HOME LOAN BANK DISCOUNT NOTES 0.165072% 313384G29 2549001DPIFGXC1TOL40 US313384G293 U.S. Government Agency Debt Y 2020-09-16 2020-09-16 2020-09-16 N N N 0.0009 4999450.00 4999450.00 0.0379 N N Y N FEDERAL HOME LOAN BANK DISCOUNT NOTES FEDERAL HOME LOAN BANK DISCOUNT NOTES 0.140099% 313384L72 2549001DPIFGXC1TOL40 US313384L723 U.S. Government Agency Debt Y 2020-10-23 2020-10-23 2020-10-23 N N N 0.0009 4998987.50 4998987.50 0.0379 N N N N FREDDIE MAC DISCOUNT NOTES FREDDIE MAC DISCOUNT NOTES 0.120016% 313396C76 S6XOOCT0IEG5ABCC6L87 US313396C767 0001026214 U.S. Government Agency Debt Y 2020-08-20 2020-08-20 2020-08-20 N N N 0.0007 2826906.54 2826906.54 0.0214 N N Y N FREDDIE MAC DISCOUNT NOTES FREDDIE MAC DISCOUNT NOTES 0.100018% 313396G31 S6XOOCT0IEG5ABCC6L87 US313396G313 0001026214 U.S. Government Agency Debt Y 2020-09-17 2020-09-17 2020-09-17 N N N 0.0009 4999437.50 4999437.50 0.0379 N N Y N FREDDIE MAC DISCOUNT NOTES FREDDIE MAC DISCOUNT NOTES 0.145055% 313396H22 S6XOOCT0IEG5ABCC6L87 US313396H220 0001026214 U.S. Government Agency Debt Y 2020-09-24 2020-09-24 2020-09-24 N N N 0.0009 4999350.00 4999350.00 0.0379 N N Y N FEDERAL HOME LOAN MORTGAGE CORP FEDERAL HOME LOAN MORTGAGE CORP 1.700000% 3134GBMD1 S6XOOCT0IEG5ABCC6L87 US3134GBMD11 0001026214 U.S. Government Agency Debt Y 2020-08-24 2020-08-24 2020-08-24 N N N 0.0011 1501392.11 1501392.11 0.0114 N N N N FANNIE MAE DISCOUNT NOTES FANNIE MAE DISCOUNT NOTES 0.129282% 313588G90 US313588G901 0000310522 U.S. Government Agency Debt Y 2020-09-23 2020-09-23 2020-09-23 N N N 0.0009 12998342.50 12998342.50 0.0985 N N Y N FEDERAL HOME LOAN MORTGAGE CORP FEDERAL HOME LOAN MORTGAGE CORP 1.625000% 3137EAEJ4 S6XOOCT0IEG5ABCC6L87 US3137EAEJ49 0001026214 U.S. Government Agency Debt Y 2020-09-29 2020-09-29 2020-09-29 N N N 0.0010 3282750.35 3282750.35 0.0249 N N N N FEDERAL HOME LOAN MORTGAGE CORP FEDERAL HOME LOAN MORTGAGE CORP 1.875000% 3137EAEK1 S6XOOCT0IEG5ABCC6L87 US3137EAEK12 0001026214 U.S. Government Agency Debt Y 2020-11-17 2020-11-17 2020-11-17 N N N 0.0009 1331817.52 1331817.52 0.0101 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 2020-08-03 2020-08-03 2020-08-03 N N N 0.0000 22507077.39 22507077.39 0.1706 N Y Y N TENNESSEE VALLEY AUTHORITY DISCOUNT NOTES TENNESSEE VALLEY AUTHORITY DISCOUNT NOTES 0.110004% 880592A83 549300HE1ISW43LNKM54 US880592A834 U.S. Government Agency Debt Y 2020-08-05 2020-08-05 2020-08-05 N N N 0.0007 9999961.10 9999961.10 0.0758 N N Y N TENNESSEE VALLEY AUTHORITY DISCOUNT NOTES TENNESSEE VALLEY AUTHORITY DISCOUNT NOTES 0.100005% 880592B74 549300HE1ISW43LNKM54 US880592B741 U.S. Government Agency Debt Y 2020-08-12 2020-08-12 2020-08-12 N N N 0.0007 9999825.00 9999825.00 0.0758 N N Y N UNITED STATES TREASURY BILL UNITED STATES TREASURY BILL 0.082009% 9127962G3 254900HROIFWPRGM1V77 US9127962G32 U.S. Government Agency Debt Y 2020-09-17 2020-09-17 2020-09-17 N N N 0.0009 4999406.25 4999406.25 0.0379 N Y Y N UNITED STATES TREASURY BILL UNITED STATES TREASURY BILL 0.163789% 9127962H1 254900HROIFWPRGM1V77 US9127962H15 U.S. Treasury Debt Y 2020-09-24 2020-09-24 2020-09-24 N N N 0.0009 9998555.60 9998555.60 0.0758 N Y Y N UNITED STATES TREASURY BILL UNITED STATES TREASURY BILL 0.165504% 9127962J7 254900HROIFWPRGM1V77 US9127962J70 U.S. Treasury Debt Y 2020-10-01 2020-10-01 2020-10-01 N N N 0.0009 12997869.43 12997869.43 0.0985 N Y Y N UNITED STATES TREASURY BILL UNITED STATES TREASURY BILL 0.160561% 912796TJ8 254900HROIFWPRGM1V77 US912796TJ85 U.S. Treasury Debt Y 2020-09-10 2020-09-10 2020-09-10 N N N 0.0009 4999511.80 4999511.80 0.0379 N Y Y N UNITED STATES TREASURY BILL UNITED STATES TREASURY BILL 0.117045% 912796XF1 254900HROIFWPRGM1V77 US912796XF18 U.S. Treasury Debt Y 2020-08-20 2020-08-20 2020-08-20 N N N 0.0009 4999775.70 4999775.70 0.0379 N Y Y N Penn Series Funds, Inc. 2020-08-06 Steven Viola Steven Viola Treasurer