N-MFP2 0000742212 XXXXXXXX 2020-09-30 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. 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2020-10-02 N N N 0.0052 1279997.86 1279997.86 0.0022 N N Y N Federal Farm Credit Bank Federal Farm Credit Bank 313312P38 US313312P386 U.S. Government Agency Debt Y N/A N/A 2020-11-12 2020-11-12 2020-11-12 N N N 0.0014 3344726.81 3344726.81 0.0058 N N Y 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 2704256.13 2704256.13 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 604832.11 604832.11 0.0010 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 2319136.45 2319136.45 0.0040 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 1999105.56 1999105.56 0.0034 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 2223967.84 2223967.84 0.0038 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 3182420.15 3182420.15 0.0055 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 5640291.11 5640291.11 0.0097 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 3133ELHD9 US3133ELHD92 U.S. Government Agency Debt Y N/A N/A 2020-10-01 2021-01-14 2021-01-14 N N N 0.0015 855147.97 855147.97 0.0015 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 3133EL6K5 US3133EL6K50 U.S. Government Agency Debt Y N/A N/A 2020-10-01 2022-09-02 2022-09-02 N N N 0.0017 2535486.18 2535486.18 0.0044 N N 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N N 0.0021 2403710.66 2403710.66 0.0041 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 3103188.76 3103188.76 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 2358175.58 2358175.58 0.0041 N N N N Federal Home Loan Bank Federal Home Loan Bank 3130AFLV7 US3130AFLV73 U.S. Government Agency Debt Y N/A N/A 2020-12-21 2020-12-21 2020-12-21 N N N 0.0010 2880245.81 2880245.81 0.0050 N N N N Federal Home Loan Bank Federal Home Loan Bank 3130AHUW1 US3130AHUW12 U.S. Government Agency Debt Y N/A N/A 2020-10-08 2021-01-08 2021-01-08 N N N 0.0011 1569665.94 1569665.94 0.0027 N N N N Federal Home Loan Bank Federal Home Loan Bank 3130AGVL6 US3130AGVL64 U.S. Government Agency Debt Y N/A N/A 2020-10-01 2021-02-09 2021-02-09 N N N 0.0013 4055262.68 4055262.68 0.0070 N N N N 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0.0019 1120019.10 1120019.10 0.0019 N N Y N Federal Home Loan Bank Federal Home Loan Bank 3130AJC49 US3130AJC491 U.S. Government Agency Debt Y N/A N/A 2020-10-01 2022-02-28 2022-02-28 N N N 0.0019 2697181.87 2697181.87 0.0047 N N N N Federal Home Loan Bank Federal Home Loan Bank 3130AHD26 US3130AHD261 U.S. Government Agency Debt Y N/A N/A 2020-10-01 2020-10-16 2020-10-16 N N N 0.0020 9455462.64 9455462.64 0.0163 N N N N Federal Home Loan Bank Federal Home Loan Bank 3130AJRT8 US3130AJRT85 U.S. Government Agency Debt Y N/A N/A 2021-06-17 2021-06-17 2021-06-17 N N N 0.0021 1311153.32 1311153.32 0.0023 N N N N Federal Home Loan Bank Federal Home Loan Bank 3130AJKQ1 US3130AJKQ10 U.S. Government Agency Debt Y N/A N/A 2020-10-01 2021-05-07 2021-05-07 N N N 0.0023 3868003.18 3868003.18 0.0067 N N N N Federal Home Loan Bank Federal Home Loan Bank 3130AEWA4 US3130AEWA43 U.S. Government Agency Debt Y N/A N/A 2020-10-01 2020-10-01 2020-10-01 N N N 0.0165 1110000.01 1110000.01 0.0019 N Y Y N Federal Home Loan Mortgage Corp. 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Treasury Debt Y N/A N/A 2021-03-25 2021-03-25 2021-03-25 N N N 0.0018 5372060.52 5372060.52 0.0093 N Y Y N US Treasury US Treasury 9127962Y4 US9127962Y48 U.S. Treasury Debt Y N/A N/A 2021-05-20 2021-05-20 2021-05-20 N N N 0.0016 3687395.49 3687395.49 0.0064 N Y Y N US Treasury US Treasury 9127964B2 US9127964B27 U.S. Treasury Debt Y N/A N/A 2021-08-12 2021-08-12 2021-08-12 N N N 0.0014 2187892.13 2187892.13 0.0038 N Y Y N US Treasury US Treasury 9128285H9 US9128285H96 U.S. Treasury Debt Y N/A N/A 2020-10-01 2020-10-31 2020-10-31 N N N 0.0025 5000117.25 5000117.25 0.0086 N Y Y N US Treasury US Treasury 9128286Q8 US9128286Q86 U.S. Treasury Debt Y N/A N/A 2020-10-01 2021-04-30 2021-04-30 N N N 0.0032 380291.88 380291.88 0.0007 N Y Y N US Treasury US Treasury 9128287G9 US9128287G95 U.S. Treasury Debt Y N/A N/A 2020-10-01 2021-07-31 2021-07-31 N N N 0.0032 2003598.08 2003598.08 0.0035 N Y Y N US Treasury US Treasury 912828M98 US912828M987 U.S. Treasury Debt Y N/A N/A 2020-11-30 2020-11-30 2020-11-30 N N N 0.0167 476179.03 476179.03 0.0008 N Y Y N US Treasury US Treasury 9128283G3 US9128283G32 U.S. Treasury Debt Y N/A N/A 2020-11-15 2020-11-15 2020-11-15 N N N 0.0161 430861.84 430861.84 0.0007 N Y Y N US Treasury US Treasury 912828A42 US912828A420 U.S. Treasury Debt Y N/A N/A 2020-11-30 2020-11-30 2020-11-30 N N N 0.0166 280867.05 280867.05 0.0005 N Y Y N US Treasury US Treasury 9128283Q1 US9128283Q14 U.S. Treasury Debt Y N/A N/A 2021-01-15 2021-01-15 2021-01-15 N N N 0.0036 779117.19 779117.19 0.0013 N Y Y N US Treasury US Treasury 912828WG1 US912828WG10 U.S. Treasury Debt Y N/A N/A 2021-04-30 2021-04-30 2021-04-30 N N N 0.0013 6073125.00 6073125.00 0.0105 N Y Y N US Treasury US Treasury 912828PC8 US912828PC88 U.S. Treasury Debt Y N/A N/A 2020-11-15 2020-11-15 2020-11-15 N N N 0.0164 1183626.92 1183626.92 0.0020 N Y Y N The Northwestern Mutual Life Insurance Company 2020-10-05 /s/Barbara E. Courtney Barbara E. Courtney Controller and Chief Accounting Officer