N-MFP2 0000742212 XXXXXXXX 2020-10-31 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. 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Agency Debt Y N/A N/A 2021-03-17 2021-03-17 2021-03-17 N N N 0.0027 2224082.19 2224082.19 0.0036 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 3182759.89 3182759.89 0.0052 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 5640087.27 5640087.27 0.0092 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 3133EJ2N8 US3133EJ2N89 U.S. Government Agency Debt Y N/A N/A 2020-11-14 2020-12-14 2020-12-14 N N N 0.0017 2185101.58 2185101.58 0.0036 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 3133ELHD9 US3133ELHD92 U.S. Government Agency Debt Y N/A N/A 2020-10-31 2021-01-14 2021-01-14 N N N 0.0017 855102.87 855102.87 0.0014 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 3133EMCF7 US3133EMCF78 U.S. Government Agency Debt Y N/A N/A 2020-10-31 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Treasury US Treasury 912796B65 US912796B658 U.S. Treasury Debt Y N/A N/A 2021-02-02 2021-02-02 2021-02-02 N N N 0.0011 14482223.66 14482223.66 0.0237 N Y Y N US Treasury US Treasury 912796B73 US912796B732 U.S. Treasury Debt Y N/A N/A 2021-02-09 2021-02-09 2021-02-09 N N N 0.0010 5669928.31 5669928.31 0.0093 N Y Y N US Treasury US Treasury 912796B99 US912796B997 U.S. Treasury Debt Y N/A N/A 2021-02-23 2021-02-23 2021-02-23 N N N 0.0011 11996421.72 11996421.72 0.0196 N Y Y N US Treasury US Treasury 912796XE4 US912796XE43 U.S. Treasury Debt Y N/A N/A 2021-02-25 2021-02-25 2021-02-25 N N N 0.0018 5997987.48 5997987.48 0.0098 N Y Y N US Treasury US Treasury 912796C72 US912796C722 U.S. Treasury Debt Y N/A N/A 2021-03-09 2021-03-09 2021-03-09 N N N 0.0011 14995078.80 14995078.80 0.0245 N Y Y N US Treasury US Treasury 9127964M8 US9127964M81 U.S. Treasury Debt Y N/A N/A 2021-03-11 2021-03-11 2021-03-11 N N N 0.0012 874702.13 874702.13 0.0014 N Y Y N US Treasury US Treasury 9127962F5 US9127962F58 U.S. Treasury Debt Y N/A N/A 2021-03-25 2021-03-25 2021-03-25 N N N 0.0018 5372758.20 5372758.20 0.0088 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 3687807.25 3687807.25 0.0060 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 2188157.90 2188157.90 0.0036 N Y Y N US Treasury US Treasury 9128285H9 US9128285H96 U.S. Treasury Debt Y N/A N/A 2020-10-31 2020-10-31 2020-10-31 N N N 0.0025 5000000.00 5000000.00 0.0082 N Y Y N US Treasury US Treasury 9128286Q8 US9128286Q86 U.S. Treasury Debt Y N/A N/A 2020-11-02 2021-04-30 2021-04-30 N N N 0.0032 380254.58 380254.58 0.0006 N Y Y N US Treasury US Treasury 9128287G9 US9128287G95 U.S. Treasury Debt Y N/A N/A 2020-11-02 2021-07-31 2021-07-31 N N N 0.0032 2002840.42 2002840.42 0.0033 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 475539.22 475539.22 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 430244.38 430244.38 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 280398.13 280398.13 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 777865.09 777865.09 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 6063281.28 6063281.28 0.0099 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 1181035.11 1181035.11 0.0019 N Y Y N The Northwestern Mutual Life Insurance Company 2020-11-04 /s/Barbara E. Courtney Barbara E. Courtney Controller and Chief Accounting Officer