N-MFP2 0000742212 XXXXXXXX 2020-08-31 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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2020-11-12 N N N 0.0014 3344331.00 3344331.00 0.0059 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 313313AU2 US313313AU29 U.S. Government Agency Debt Y N/A N/A 2021-01-19 2021-01-19 2021-01-19 N N N 0.0034 2703737.66 2703737.66 0.0047 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 313313AV0 US313313AV02 U.S. Government Agency Debt Y N/A N/A 2021-01-20 2021-01-20 2021-01-20 N N N 0.0089 604715.65 604715.65 0.0011 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 313313BU1 US313313BU10 U.S. Government Agency Debt Y N/A N/A 2021-02-12 2021-02-12 2021-02-12 N N N 0.0043 2318626.05 2318626.05 0.0041 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 313313CX4 US313313CX40 U.S. Government Agency Debt Y N/A N/A 2021-03-11 2021-03-11 2021-03-11 N N N 0.0017 1998620.56 1998620.56 0.0035 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 313313DD7 US313313DD76 U.S. Government Agency Debt Y N/A N/A 2021-03-17 2021-03-17 2021-03-17 N N N 0.0027 2223417.16 2223417.16 0.0039 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 313313GH5 US313313GH53 U.S. Government Agency Debt Y N/A N/A 2021-06-01 2021-06-01 2021-06-01 N N N 0.0019 3181618.58 3181618.58 0.0056 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 313313HP6 US313313HP60 U.S. Government Agency Debt Y N/A N/A 2021-07-01 2021-07-01 2021-07-01 N N N 0.0015 5638348.33 5638348.33 0.0099 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 313312E55 US313312E554 U.S. Government Agency Debt Y N/A N/A 2020-09-03 2020-09-03 2020-09-03 N N N 0.0156 3794985.23 3794985.23 0.0066 N N Y N Federal Farm Credit Bank Federal Farm Credit Bank 313312H60 US313312H607 U.S. Government Agency Debt Y N/A N/A 2020-09-28 2020-09-28 2020-09-28 N N N 0.0162 1039945.40 1039945.40 0.0018 N N Y N Federal Farm Credit Bank Federal Farm Credit Bank 313312S50 US313312S505 U.S. Government Agency Debt Y N/A N/A 2020-12-08 2020-12-08 2020-12-08 N N N 0.0152 6358095.56 6358095.56 0.0111 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 3133EJZA0 US3133EJZA06 U.S. Government Agency Debt Y N/A N/A 2020-09-11 2020-09-11 2020-09-11 N N N 0.0013 1975001.24 1975001.24 0.0035 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 3133ELHD9 US3133ELHD92 U.S. Government Agency Debt Y N/A N/A 2020-09-01 2021-01-14 2021-01-14 N N N 0.0015 854807.92 854807.92 0.0015 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 3133EKHC3 US3133EKHC37 U.S. Government Agency Debt Y N/A N/A 2020-09-01 2021-01-15 2021-01-15 N N N 0.0017 999931.97 999931.97 0.0017 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 3133EJ2N8 US3133EJ2N89 U.S. Government Agency Debt Y N/A N/A 2020-09-14 2020-12-14 2020-12-14 N N N 0.0019 2185040.86 2185040.86 0.0038 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 3133ELDM3 US3133ELDM38 U.S. Government Agency Debt Y N/A N/A 2020-09-01 2020-12-16 2020-12-16 N N N 0.0019 214987.37 214987.37 0.0004 N N N N Federal Farm Credit Bank 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2020-12-04 2020-12-04 N N N 0.0070 2654237.43 2654237.43 0.0046 N N N N Federal Home Loan Bank Federal Home Loan Bank 313384T74 US313384T742 U.S. Government Agency Debt Y N/A N/A 2020-12-18 2020-12-18 2020-12-18 N N N 0.0011 809732.70 809732.70 0.0014 N N N N Federal Home Loan Bank Federal Home Loan Bank 313384U49 US313384U492 U.S. Government Agency Debt Y N/A N/A 2020-12-23 2020-12-23 2020-12-23 N N N 0.0011 1619440.64 1619440.64 0.0028 N N N N Federal Home Loan Bank Federal Home Loan Bank 313385EF9 US313385EF92 U.S. Government Agency Debt Y N/A N/A 2021-04-12 2021-04-12 2021-04-12 N N N 0.0021 2403063.30 2403063.30 0.0042 N N N N Federal Home Loan Bank Federal Home Loan Bank 313385EY8 US313385EY81 U.S. Government Agency Debt Y N/A N/A 2021-04-29 2021-04-29 2021-04-29 N N N 0.0020 3102308.99 3102308.99 0.0054 N N N N Federal Home Loan Bank Federal Home Loan Bank 313385GT7 US313385GT78 U.S. Government Agency Debt Y N/A N/A 2021-06-11 2021-06-11 2021-06-11 N N N 0.0020 2357402.68 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Tri-Party Citigroup Global Markets, Inc. BRW7Z3ZY3 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash N N US Treasury 2025-07-15 2025-08-31 0.250000 - 2.875000 35689342.00 35700025.83 U.S. Treasuries (including strips) Y N/A N/A 2020-09-01 2020-09-01 2020-09-01 N N N 0.0007 35000000.00 35000000.00 0.0612 N Y Y N Tri-Party Citigroup Global Markets, Inc. Tri-Party Citigroup Global Markets, Inc. BRW7Z3ZV9 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash N N US Treasury 2023-04-30 2023-05-31 0.125000 - 2.750000 21557725.00 22440034.84 U.S. Treasuries (including strips) Y N/A N/A 2020-09-01 2020-09-01 2020-09-01 N N N 0.0009 22000000.00 22000000.00 0.0385 N Y Y N Tri-Party Goldman Sachs Group LP Tri-Party Goldman Sachs Group LP BRW7Z41B8 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash N N Government National Mortgage Association 2024-02-15 2055-08-15 2.000000 - 7.000000 9314507.00 10200000.01 Agency Mortgage-Backed Securities Y N/A N/A 2020-09-01 2020-09-01 2020-09-01 N N N 0.0009 10000000.00 10000000.00 0.0175 N Y Y N Tri-Party Mitsubishi UFJ Tri-Party Mitsubishi UFJ BRW7Z40B9 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash N N Government National Mortgage Association 2050-06-20 3.000000 9668155.00 10200000.34 Agency Mortgage-Backed Securities Y N/A N/A 2020-09-01 2020-09-01 2020-09-01 N N N 0.0009 10000000.00 10000000.00 0.0175 N Y Y N Tri-Party Mizuho Securities Tri-Party Mizuho Securities BRW7Z40A1 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash N N US Treasury 2045-02-15 2.500000 20998378.00 25500010.56 U.S. Treasuries (including strips) Y N/A N/A 2020-09-01 2020-09-01 2020-09-01 N N N 0.0009 25000000.00 25000000.00 0.0437 N Y Y N Tri-Party TD Securities Tri-Party TD Securities BRW7Z40R4 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash N N US Treasury 2021-03-31 2022-07-15 1.750000 - 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Courtney Barbara E. Courtney Controller and Chief Accounting Officer