N-MFP2 0000742212 XXXXXXXX 2017-10-31 0000742212 S000000048 1 N N 002-89971 Mason Street Advisors, LLC 801-60721 BlackRock Advisors, LLC 801-47710 PricewaterhouseCoopers LLP Milwaukee WI The investment adviser has contracted with The Northwestern Mutual Life Insurance Company to provide certain administrative services for the fund. None N N Y Exempt Government N 38 78 221573289.15 234462693.35 264637722.19 262506103.70 299058566.00 298415208.56 331653924.41 315762456.40 0.4800 0.5100 0.5700 0.5700 0.6500 0.6500 0.7100 0.6900 0.00 465809864.74 465827511.15 559271.71 11824486.79 454562296.07 454556196.73 1.0000 0.0110 1.0000 1.0000 1.0000 1.0000 C000000083 0.01 454562296.07 454556196.73 1.0000 1.0000 1.0000 1.0000 3033449.59 5274067.46 2649521.98 4259592.05 4563887.34 4926739.97 2799277.67 3962534.78 13665312.44 21127076.87 0.0077 N Federal Farm Credit Bank Federal Farm Credit Bank 313313RR1 US313313RR17 U.S. Government Agency Debt Y N/A N/A 2018-01-11 2018-01-11 2018-01-11 N N N 0.0087 3187942.25 3187942.25 0.0070 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 3133EF3B1 US3133EF3B15 U.S. Government Agency Debt Y N/A N/A 2018-04-18 2018-04-18 2018-04-18 N N N 0.0121 5485705.50 5485705.50 0.0121 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 3133EEV98 US3133EEV985 U.S. Government Agency Debt Y N/A N/A 2017-12-11 2017-12-11 2017-12-11 N N N 0.0107 729774.43 729774.43 0.0016 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 3133EFVC8 US3133EFVC85 U.S. Government Agency Debt Y N/A N/A 2018-01-19 2018-01-19 2018-01-19 N N N 0.0116 2498880.00 2498880.00 0.0055 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 3133EFT64 US3133EFT648 U.S. Government Agency Debt Y N/A N/A 2017-11-04 2018-04-04 2018-04-04 N N N 0.0142 2068147.78 2068147.78 0.0045 N N N N Federal Home Loan Bank Federal Home Loan Bank 313385NS1 US313385NS13 U.S. Government Agency Debt Y N/A N/A 2017-11-01 2017-11-01 2017-11-01 N N N 0.0102 2835000.00 2835000.00 0.0062 N Y Y N Federal Home Loan Bank Federal Home Loan Bank 313385NX0 US313385NX08 U.S. Government Agency Debt Y N/A N/A 2017-11-06 2017-11-06 2017-11-06 N N N 0.0103 5489231.40 5489231.40 0.0121 N N Y N Federal Home Loan Bank Federal Home Loan Bank 313385PR1 US313385PR12 U.S. Government Agency Debt Y N/A N/A 2017-11-24 2017-11-24 2017-11-24 N N 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Federal Home Loan Bank Federal Home Loan Bank 3130ABL38 US3130ABL382 U.S. Government Agency Debt Y N/A N/A 2017-12-20 2019-06-20 2019-06-20 N N N 0.0117 1950030.82 1950030.82 0.0043 N N N N Federal Home Loan Bank Federal Home Loan Bank 3130ABL53 US3130ABL531 U.S. Government Agency Debt Y N/A N/A 2017-12-20 2019-06-20 2019-06-20 N N N 0.0117 1600025.28 1600025.28 0.0035 N N N N Federal Home Loan Bank Federal Home Loan Bank 3130ACE34 US3130ACE344 U.S. Government Agency Debt Y N/A N/A 2017-11-11 2019-09-11 2019-09-11 N N N 0.0118 3997788.96 3997788.96 0.0088 N N N N Federal Home Loan Bank Federal Home Loan Bank 3130AALB2 US3130AALB23 U.S. Government Agency Debt Y N/A N/A 2017-11-09 2018-07-09 2018-07-09 N N N 0.0120 5003682.50 5003682.50 0.0110 N N N N Federal Home Loan Bank Federal Home Loan Bank 3130A8YC1 US3130A8YC15 U.S. Government Agency Debt Y N/A N/A 2017-11-05 2018-02-05 2018-02-05 N N N 0.0120 3000787.62 3000787.62 0.0066 N N N N Federal Home Loan Bank Federal Home Loan Bank 313378A43 US313378A439 U.S. Government Agency Debt Y N/A N/A 2018-03-09 2018-03-09 2018-03-09 N N N 0.0110 3501788.50 3501788.50 0.0077 N N N N Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Corp. 313397TD3 US313397TD36 U.S. Government Agency Debt Y N/A N/A 2018-02-16 2018-02-16 2018-02-16 N N N 0.0110 1011561.18 1011561.18 0.0022 N N N N Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Corp. 3134G9K71 US3134G9K717 U.S. Government Agency Debt Y N/A N/A 2018-01-08 2018-01-08 2018-01-08 N N N 0.0132 2145818.96 2145818.96 0.0047 N N N N Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Corp. 3134G9L21 US3134G9L210 U.S. Government Agency Debt Y N/A N/A 2018-01-12 2018-01-12 2018-01-12 N N N 0.0133 2145923.17 2145923.17 0.0047 N N N N Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Corp. 3134G3XK1 US3134G3XK10 U.S. Government Agency Debt Y N/A N/A 2018-06-27 2018-06-27 2018-06-27 N N N 0.0133 1499578.50 1499578.50 0.0033 N N N N Federal Home Loan Mortgage Corp. 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Tri-Party Natixis S.A. BRTDGJD24 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash N N Federal Home Loan Mortgage Corp. 2031-11-01 2042-07-01 2.500000 - 6.000000 76830.00 77404.00 Agency Mortgage-Backed Securities Federal National Mortgage Association 2033-06-01 2047-08-01 2.443000 - 6.000000 3935365.00 4009295.00 Agency Mortgage-Backed Securities Government National Mortgage Association 2042-08-20 3.000000 1870.00 1932.00 Agency Mortgage-Backed Securities Y N/A N/A 2017-11-01 2017-11-01 2017-11-01 N N N 0.0106 4000000.00 4000000.00 0.0088 N Y Y N Tri-Party Natixis S.A. Tri-Party Natixis S.A. BRTDGJD73 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash N N US Treasury 2022-03-31 2046-05-15 1.750000 - 2.750000 14473247.00 14301003.00 U.S. Treasuries (including strips) Y N/A N/A 2017-11-01 2017-11-01 2017-11-01 N N N 0.0104 14000000.00 14000000.00 0.0308 N Y Y N Tri-Party RBC Capital Markets Tri-Party RBC Capital Markets BRTDGJCL3 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash N N US Treasury 2019-05-15 2024-05-15 0.875000 - 2.500000 15085678.00 15300043.00 U.S. Treasuries (including strips) Y N/A N/A 2017-11-01 2017-11-01 2017-11-01 N N N 0.0103 15000000.00 15000000.00 0.0330 N Y Y N Tri-Party Societe Generale Tri-Party Societe Generale BRTDGJD65 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash N N US Treasury 2044-05-15 3.375000 18590931.00 20433106.00 U.S. Treasuries (including strips) Y N/A N/A 2017-11-01 2017-11-01 2017-11-01 N N N 0.0108 20000000.00 20000000.00 0.0440 N Y Y N Tri-Party TD Securities Tri-Party TD Securities BRTDGJC90 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash N N Federal National Mortgage Association 2027-11-01 2037-11-01 2.500000 - 3.500000 8359193.00 8514410.00 Agency Mortgage-Backed Securities US Treasury 2022-07-31 2044-02-15 1.375000 - 1.875000 21588028.00 22187532.00 U.S. Treasuries (including strips) Y N/A N/A 2017-11-01 2017-11-01 2017-11-01 N N N 0.0106 30000000.00 30000000.00 0.0660 N Y Y N US Treasury US Treasury 912796NY1 US912796NY17 U.S. Treasury Debt Y N/A N/A 2018-04-05 2018-04-05 2018-04-05 N N N 0.0121 9947633.70 9947633.70 0.0219 N Y Y N US Treasury US Treasury 912796PC7 US912796PC78 U.S. Treasury Debt Y N/A N/A 2018-05-03 2018-05-03 2018-05-03 N N N 0.0129 4968150.00 4968150.00 0.0109 N Y Y N US Treasury Floating Rate Note US Treasury Floating Rate Note 912828N97 US912828N977 U.S. Treasury Debt Y N/A N/A 2017-11-01 2018-01-31 2018-01-31 N N N 0.0138 2121663.06 2121663.06 0.0047 N Y Y N US Treasury Note US Treasury Note 912796NX3 US912796NX34 U.S. Treasury Debt Y N/A N/A 2018-03-22 2018-03-22 2018-03-22 N N N 0.0120 3359116.88 3359116.88 0.0074 N Y Y N US Treasury Note US Treasury Note 912796LS6 US912796LS66 U.S. Treasury Debt Y N/A N/A 2018-03-29 2018-03-29 2018-03-29 N N N 0.0119 18974938.14 18974938.14 0.0418 N Y Y N US Treasury Note US Treasury Note 912828UR9 US912828UR92 U.S. Treasury Debt Y N/A N/A 2018-02-28 2018-02-28 2018-02-28 N N N 0.0091 5661211.50 5661211.50 0.0125 N Y Y N The Northwestern Mutual Life Insurance Company 2017-11-07 /s/Barbara E. Courtney Barbara E. Courtney Controller and Chief Accounting Officer