N-MFP2 0000742212 XXXXXXXX 2020-11-30 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 46 103 432184106.04 433207474.84 432236436.08 410899813.30 448873269.30 444901849.12 451580636.02 430848709.56 0.7000 0.7000 0.7000 0.6900 0.7200 0.7200 0.7300 0.7200 0.00 596598486.20 596448009.42 1568893.03 1981030.29 596035872.16 596030544.97 1.0000 0.0015 1.0003 1.0003 1.0003 1.0003 C000000083 0.01 596035872.16 596030544.97 1.0003 1.0003 1.0003 1.0003 11345460.41 11368762.51 3657254.31 16813045.93 6476859.58 4692400.60 3641487.45 6800628.61 26537458.12 41478035.49 0.0000 Y Mason Street Advisors, Contractual management fee waiver, 874.47; Mason Street Advisors, Voluntary waiver to maintain a zero or positive yield, 85106.05; 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 2704705.45 2704705.45 0.0045 N N Y 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 604932.78 604932.78 0.0010 N N Y 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 2319576.60 2319576.60 0.0039 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 1999500.00 1999500.00 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 2224410.38 2224410.38 0.0037 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 3183550.83 3183550.83 0.0053 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 313313HN1 US313313HN13 U.S. Government Agency Debt Y N/A N/A 2021-06-30 2021-06-30 2021-06-30 N N N 0.0011 2458702.35 2458702.35 0.0041 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 5641675.72 5641675.72 0.0095 N N N 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 6359925.78 6359925.78 0.0107 N N Y N Federal Farm Credit Bank Federal Farm Credit Bank 3133EMGD8 US3133EMGD84 U.S. Government Agency Debt Y N/A N/A 2020-12-01 2022-05-05 2022-05-05 N N N 0.0013 2999434.23 2999434.23 0.0050 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 3133EMFQ0 US3133EMFQ07 U.S. Government Agency Debt Y N/A N/A 2020-12-01 2022-11-03 2022-11-03 N N N 0.0015 1049924.04 1049924.04 0.0018 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 3133ELHD9 US3133ELHD92 U.S. Government Agency Debt Y N/A N/A 2020-12-01 2021-01-14 2021-01-14 N N N 0.0016 855069.35 855069.35 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 2020-12-01 2022-10-07 2022-10-07 N N N 0.0017 1985319.47 1985319.47 0.0033 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 3133EJ2N8 US3133EJ2N89 U.S. Government Agency Debt Y N/A N/A 2020-12-14 2020-12-14 2020-12-14 N N N 0.0017 2185031.44 2185031.44 0.0037 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 3133EL6K5 US3133EL6K50 U.S. Government Agency Debt Y N/A N/A 2020-12-02 2022-09-02 2022-09-02 N N N 0.0017 2535971.92 2535971.92 0.0043 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 3133ELDM3 US3133ELDM38 U.S. Government Agency Debt Y N/A N/A 2020-12-01 2020-12-16 2020-12-16 N N N 0.0018 215003.43 215003.43 0.0004 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 3133EKHC3 US3133EKHC37 U.S. Government Agency Debt Y N/A N/A 2020-12-01 2021-01-15 2021-01-15 N N N 0.0018 1000113.99 1000113.99 0.0017 N N N N Federal Farm Credit Bank 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US3133ELW590 U.S. Government Agency Debt Y N/A N/A 2020-12-01 2022-07-20 2022-07-20 N N N 0.0027 5583401.53 5583401.53 0.0094 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 3133EK7M2 US3133EK7M26 U.S. Government Agency Debt Y N/A N/A 2020-12-01 2021-11-18 2021-11-18 N N N 0.0027 836155.70 836155.70 0.0014 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 3133ELU28 US3133ELU289 U.S. Government Agency Debt Y N/A N/A 2020-12-01 2022-07-14 2022-07-14 N N N 0.0027 1633345.10 1633345.10 0.0027 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 3133EKV29 US3133EKV297 U.S. Government Agency Debt Y N/A N/A 2020-12-01 2021-07-01 2021-07-01 N N N 0.0031 1451398.42 1451398.42 0.0024 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 3133EKUG9 US3133EKUG93 U.S. Government Agency Debt Y N/A N/A 2020-12-01 2021-07-08 2021-07-08 N N N 0.0031 1015977.47 1015977.47 0.0017 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 3133EKP83 US3133EKP836 U.S. Government Agency Debt Y N/A N/A 2020-12-01 2021-06-17 2021-06-17 N N N 0.0035 1776882.37 1776882.37 0.0030 N N N N Federal Home Loan Bank Federal Home Loan Bank 313384R92 US313384R928 U.S. Government Agency Debt Y N/A N/A 2020-12-04 2020-12-04 2020-12-04 N N N 0.0070 2654986.73 2654986.73 0.0045 N N Y 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 1059969.97 1059969.97 0.0018 N N Y 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 1619940.60 1619940.60 0.0027 N N Y N Federal Home Loan Bank Federal Home Loan Bank 313385AQ9 US313385AQ93 U.S. Government Agency Debt Y N/A N/A 2021-01-15 2021-01-15 2021-01-15 N N N 0.0011 4944505.50 4944505.50 0.0083 N N Y N Federal Home Loan Bank Federal Home Loan Bank 313385BE5 US313385BE54 U.S. Government Agency Debt Y N/A N/A 2021-01-29 2021-01-29 2021-01-29 N N N 0.0010 9998688.90 9998688.90 0.0168 N N Y 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 2404206.35 2404206.35 0.0040 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 3103843.39 3103843.39 0.0052 N N N N Federal Home Loan Bank Federal Home Loan Bank 313385FU5 US313385FU50 U.S. Government Agency Debt Y N/A N/A 2021-05-19 2021-05-19 2021-05-19 N N N 0.0010 549767.63 549767.63 0.0009 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 2358867.20 2358867.20 0.0040 N N N N Federal Home Loan Bank Federal Home Loan Bank 3130AHUW1 US3130AHUW12 U.S. Government Agency Debt Y N/A N/A 2021-01-08 2021-01-08 2021-01-08 N N N 0.0006 1569938.44 1569938.44 0.0026 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N 0.0019 1155310.63 1155310.63 0.0019 N N N N Federal Home Loan Bank Federal Home Loan Bank 3130AG3Q6 US3130AG3Q69 U.S. Government Agency Debt Y N/A N/A 2020-12-01 2021-03-12 2021-03-12 N N N 0.0020 1885489.89 1885489.89 0.0032 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 1310829.64 1310829.64 0.0022 N N N N Federal Home Loan Bank Federal Home Loan Bank 3130AJC49 US3130AJC491 U.S. Government Agency Debt Y N/A N/A 2020-12-01 2022-02-28 2022-02-28 N N N 0.0020 2697129.40 2697129.40 0.0045 N N N N Federal Home Loan Bank Federal Home Loan Bank 3130AJKQ1 US3130AJKQ10 U.S. Government Agency Debt Y N/A N/A 2020-12-01 2021-05-07 2021-05-07 N N N 0.0024 3867171.74 3867171.74 0.0065 N N N N Federal Home Loan Mortgage Corp. 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Tri-Party Natixis S.A. BRWBKMJ67 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash N N Federal National Mortgage Association 2046-01-01 3.880000 928.00 1094.27 Agency Mortgage-Backed Securities US Treasury 2021-03-31 2043-05-15 0.125000 - 6.500000 9673515.00 10198998.48 U.S. Treasuries (including strips) Y N/A N/A 2020-12-01 2020-12-01 2020-12-01 N N N 0.0010 10000000.00 10000000.00 0.0168 N Y Y N Tri-Party Natixis S.A. Tri-Party Natixis S.A. BRWBKMJ59 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash N N US Treasury 2022-08-31 2049-05-15 1.625000 - 3.375000 7636923.00 10200001.60 U.S. Treasuries (including strips) Y N/A N/A 2020-12-01 2020-12-01 2020-12-01 N N N 0.0008 10000000.00 10000000.00 0.0168 N Y Y N Tri-Party TD Securities Tri-Party TD Securities BRWBKMJ75 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash N N US Treasury 2040-05-15 2048-11-15 3.375000 - 4.375000 13934817.00 20400000.61 U.S. Treasuries (including strips) Y N/A N/A 2020-12-01 2020-12-01 2020-12-01 N N N 0.0010 20000000.00 20000000.00 0.0336 N Y Y N US Treasury US Treasury 9127964U0 US9127964U08 U.S. Treasury Debt Y N/A N/A 2020-12-01 2020-12-01 2020-12-01 N N N 0.0017 1645000.00 1645000.00 0.0028 N Y Y N US Treasury US Treasury 912796TU3 US912796TU31 U.S. Treasury Debt Y N/A N/A 2020-12-03 2020-12-03 2020-12-03 N N N 0.0009 14779960.98 14779960.98 0.0248 N Y Y N US Treasury US Treasury 9127963J6 US9127963J61 U.S. Treasury Debt Y N/A N/A 2020-12-10 2020-12-10 2020-12-10 N N N 0.0008 14999821.80 14999821.80 0.0252 N Y Y N US Treasury US Treasury 9127965D7 US9127965D73 U.S. Treasury Debt Y N/A N/A 2020-12-22 2020-12-22 2020-12-22 N N N 0.0007 219990.54 219990.54 0.0004 N Y Y N US Treasury US Treasury 9127963L1 US9127963L18 U.S. Treasury Debt Y N/A N/A 2020-12-24 2020-12-24 2020-12-24 N N N 0.0011 4304800.59 4304800.59 0.0072 N Y Y N US Treasury US Treasury 912796A58 US912796A585 U.S. Treasury Debt Y N/A N/A 2021-01-05 2021-01-05 2021-01-05 N N N 0.0009 1999871.34 1999871.34 0.0034 N Y Y N US Treasury US Treasury 9127963T4 US9127963T44 U.S. Treasury Debt Y N/A N/A 2021-01-07 2021-01-07 2021-01-07 N N N 0.0013 22998197.49 22998197.49 0.0386 N Y Y N US Treasury US Treasury 912796A66 US912796A668 U.S. Treasury Debt Y N/A N/A 2021-01-12 2021-01-12 2021-01-12 N N N 0.0009 29397427.50 29397427.50 0.0493 N Y Y N US Treasury US Treasury 912796A82 US912796A825 U.S. Treasury Debt Y N/A N/A 2021-01-26 2021-01-26 2021-01-26 N N N 0.0012 364953.16 364953.16 0.0006 N Y Y N US Treasury US Treasury 912796UC1 US912796UC14 U.S. Treasury Debt Y N/A N/A 2021-01-28 2021-01-28 2021-01-28 N N N 0.0010 4949332.10 4949332.10 0.0083 N Y Y N US 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 14483225.59 14483225.59 0.0243 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 5670421.41 5670421.41 0.0095 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 21686457.37 21686457.37 0.0364 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 0.0012 17996613.66 17996613.66 0.0302 N Y Y N US Treasury US Treasury 9127964F3 US9127964F31 U.S. Treasury Debt Y N/A N/A 2021-03-04 2021-03-04 2021-03-04 N N N 0.0010 19995621.20 19995621.20 0.0335 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 0.0010 31992160.00 31992160.00 0.0537 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 874804.95 874804.95 0.0015 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 5373453.93 5373453.93 0.0090 N Y Y N US Treasury US Treasury 9127965A3 US9127965A35 U.S. Treasury Debt Y N/A N/A 2021-05-06 2021-05-06 2021-05-06 N N N 0.0011 14994312.45 14994312.45 0.0252 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 3688475.33 3688475.33 0.0062 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 2188725.24 2188725.24 0.0037 N Y Y N US Treasury US Treasury 9127964W6 US9127964W63 U.S. Treasury Debt Y N/A N/A 2021-11-04 2021-11-04 2021-11-04 N N N 0.0014 2757848.81 2757848.81 0.0046 N Y Y N US Treasury US Treasury 9128286Q8 US9128286Q86 U.S. Treasury Debt Y N/A N/A 2020-12-01 2021-04-30 2021-04-30 N N N 0.0031 380222.38 380222.38 0.0006 N Y Y N US Treasury US Treasury 9128287G9 US9128287G95 U.S. Treasury Debt Y N/A N/A 2020-12-01 2021-07-31 2021-07-31 N N N 0.0031 2002659.54 2002659.54 0.0034 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 776761.40 776761.40 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 6053671.86 6053671.86 0.0102 N Y Y N The Northwestern Mutual Life Insurance Company 2020-12-04 /s/Barbara E. Courtney Barbara E. Courtney Controller and Chief Accounting Officer