Not really. There aren't any funded by Penn on the whole. There are research fellowships available for certain research, and there are external scholarships for some kinds of majors, but you've probably heard of most of anything there. CURF might have some information on some stuff, but you've probably seen everything that's available already. Keep your ears open as some frats sponsor scholarships, and some places offer internships that are coupled with scholarships.
Center for Undergraduate Research and Fellowships