N-MFP2 0000742212 XXXXXXXX 2019-12-31 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. 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Bank Federal Home Loan Bank 3130AHAP8 US3130AHAP80 U.S. Government Agency Debt Y N/A N/A 2020-01-02 2020-10-07 2020-10-07 N N N 0.0000 1119628.64 1119628.64 0.0025 N N N N Federal Home Loan Bank Federal Home Loan Bank 3130AFUC9 US3130AFUC91 U.S. Government Agency Debt Y N/A N/A 2020-01-04 2020-08-04 2020-08-04 N N N 0.0000 1240134.62 1240134.62 0.0028 N N N N Federal Home Loan Bank Federal Home Loan Bank 3130AHD26 US3130AHD261 U.S. Government Agency Debt Y N/A N/A 2020-01-02 2020-10-16 2020-10-16 N N N 0.0000 9454962.75 9454962.75 0.0212 N N N N Federal Home Loan Bank Federal Home Loan Bank 3130AE2K5 US3130AE2K53 U.S. Government Agency Debt Y N/A N/A 2020-01-17 2020-04-17 2020-04-17 N N N 0.0171 9480530.22 9480530.22 0.0212 N N N N Federal Home Loan Bank Federal Home Loan Bank 3130AFQ42 US3130AFQ424 U.S. Government Agency Debt Y N/A N/A 2020-01-14 2020-01-14 2020-01-14 N N N 0.0170 1169977.99 1169977.99 0.0026 N N N N Federal Home Loan Bank Federal Home Loan Bank 3130AETR1 US3130AETR15 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Courtney Barbara E. Courtney Controller and Chief Accounting Officer