N-MFP2 0000742212 XXXXXXXX 2018-09-30 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 40 101 225411867.70 214567223.88 199335313.48 197348299.21 259472356.47 248020963.32 239117908.28 240647782.45 0.5400 0.5100 0.4800 0.4700 0.6200 0.5900 0.5700 0.5800 0.00 415855639.29 415864873.26 536458.77 897901.18 415503430.85 415515945.49 1.0000 0.0209 1.0000 1.0000 1.0000 1.0000 C000000083 0.01 415503430.85 415515945.49 1.0000 1.0000 1.0000 1.0000 2069514.57 4864791.33 2990874.50 2016523.98 2213084.17 3695996.21 1718894.97 3219695.66 8992368.21 13797007.18 0.0175 N Federal Farm Credit Bank Federal Farm Credit Bank 313313P93 US313313P939 U.S. Government Agency Debt Y N/A N/A 2018-11-19 2018-11-19 2018-11-19 N N N 0.0207 6361332.12 6361332.12 0.0153 N N Y N Federal Farm Credit Bank Federal Farm Credit Bank 313313U48 US313313U483 U.S. Government Agency Debt Y N/A N/A 2018-12-24 2018-12-24 2018-12-24 N N N 0.0218 1462522.11 1462522.11 0.0035 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 313312AD2 US313312AD21 U.S. Government Agency Debt Y N/A N/A 2019-01-04 2019-01-04 2019-01-04 N N N 0.0217 2206877.58 2206877.58 0.0053 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 313312AR1 US313312AR17 U.S. Government Agency Debt Y N/A N/A 2019-01-16 2019-01-16 2019-01-16 N N N 0.0217 4350837.96 4350837.96 0.0105 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 313312BL3 US313312BL38 U.S. Government Agency Debt Y N/A N/A 2019-02-04 2019-02-04 2019-02-04 N N N 0.0223 2484922.43 2484922.43 0.0060 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 313312CX6 US313312CX66 U.S. Government Agency Debt Y N/A N/A 2019-03-11 2019-03-11 2019-03-11 N N N 0.0226 2414355.60 2414355.60 0.0058 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 313312DF4 US313312DF42 U.S. Government Agency Debt Y N/A N/A 2019-03-19 2019-03-19 2019-03-19 N N N 0.0228 2413081.92 2413081.92 0.0058 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 313312EF3 US313312EF33 U.S. Government Agency Debt Y N/A N/A 2019-04-12 2019-04-12 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Y N/A N/A 2018-10-19 2018-12-19 2018-12-19 N N N 0.0210 8000695.84 8000695.84 0.0193 N N N N Federal Home Loan Bank Federal Home Loan Bank 3130AE4V9 US3130AE4V90 U.S. Government Agency Debt Y N/A N/A 2018-10-25 2019-02-25 2019-02-25 N N N 0.0210 4999600.80 4999600.80 0.0120 N N N N Federal Home Loan Bank Federal Home Loan Bank 3130ABT97 US3130ABT971 U.S. Government Agency Debt Y N/A N/A 2018-10-22 2018-10-22 2018-10-22 N N N 0.0209 2100007.18 2100007.18 0.0051 N N N N Federal Home Loan Bank Federal Home Loan Bank 3130AE2K5 US3130AE2K53 U.S. Government Agency Debt Y N/A N/A 2018-10-17 2020-04-17 2020-04-17 N N N 0.0212 2550347.82 2550347.82 0.0061 N N N N Federal Home Loan Bank Federal Home Loan Bank 3130ABWL6 US3130ABWL68 U.S. Government Agency Debt Y N/A N/A 2018-10-25 2019-01-25 2019-01-25 N N N 0.0213 3649942.48 3649942.48 0.0088 N N N N Federal Home Loan Bank Federal Home Loan Bank 3130ADQ70 US3130ADQ700 U.S. Government Agency Debt Y N/A N/A 2018-10-27 2019-08-27 2019-08-27 N N N 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Courtney Barbara E. Courtney Controller and Chief Accounting Officer