N-MFP2 0000742212 XXXXXXXX 2024-05-31 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. None N N Y Exempt Government Government/Agency N 41 86 420295510.80 442090521.12 420877664.04 421755719.83 420753998.48 434403478.98 454893557.64 430991662.91 431880094.83 433899986.67 0.8000 0.8100 0.8100 0.8100 0.8100 0.8300 0.8400 0.8300 0.8300 0.8300 20148.23 519920633.05 519936902.75 2060591.23 2043666.39 519973975.82 519965378.02 1.0000 0.0534 1.0000 1.0000 1.0000 1.0000 1.0000 C000000083 0.01 519973975.82 519965378.02 1.0000 1.0000 1.0000 1.0000 1.0000 5217237.45 7171048.32 7376781.57 7631600.29 4879626.84 5968571.12 6921277.16 6628158.62 5701534.69 6221772.54 27948065.37 31073283.14 0.0501 Y Mason Street Advisors, Contractual management fee waiver, 183.04; Federal Farm Credit Bank Federal Farm Credit Bank 313312G53 254900C5LP6DN9OP9V83 US313312G534 U.S. Government Agency Debt Y N/A N/A 2024-09-19 2024-09-19 2024-09-19 N N N 0.0544 1269336.88 1269336.88 0.0024 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 3133ERAF8 254900C5LP6DN9OP9V83 US3133ERAF83 U.S. Government Agency Debt Y N/A N/A 2025-04-04 2025-04-04 2025-04-04 N N N 0.0507 656416.79 656416.79 0.0013 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 3133EPJ71 254900C5LP6DN9OP9V83 US3133EPJ713 U.S. Government Agency Debt Y N/A N/A 2024-12-04 2024-12-04 2024-12-04 N N N 0.0517 784633.37 784633.37 0.0015 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 3133ERBW0 254900C5LP6DN9OP9V83 US3133ERBW08 U.S. Government Agency Debt Y N/A N/A 2024-06-03 2025-06-20 2025-06-20 N N N 0.0538 206008.88 206008.88 0.0004 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 3133ERES6 254900C5LP6DN9OP9V83 US3133ERES68 U.S. Government Agency Debt Y N/A N/A 2024-06-03 2025-11-17 2025-11-17 N N N 0.0540 799500.00 799500.00 0.0015 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 3133EPUA1 254900C5LP6DN9OP9V83 US3133EPUA11 U.S. Government Agency Debt Y N/A N/A 2024-06-03 2024-09-23 2024-09-23 N N N 0.0542 1720349.33 1720349.33 0.0033 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 3133ENJ43 254900C5LP6DN9OP9V83 US3133ENJ437 U.S. Government Agency Debt Y N/A N/A 2024-06-03 2024-08-26 2024-08-26 N N N 0.0542 4540771.44 4540771.44 0.0087 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 3133END98 254900C5LP6DN9OP9V83 US3133END984 U.S. Government Agency Debt Y N/A N/A 2024-06-03 2024-08-01 2024-08-01 N N N 0.0543 1095131.37 1095131.37 0.0021 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 3133ENY61 254900C5LP6DN9OP9V83 US3133ENY618 U.S. Government Agency Debt Y N/A N/A 2024-06-03 2024-11-07 2024-11-07 N N N 0.0547 3101495.53 3101495.53 0.0060 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 3133EPZU2 254900C5LP6DN9OP9V83 US3133EPZU20 U.S. Government Agency Debt Y N/A N/A 2024-06-03 2025-05-27 2025-05-27 N N N 0.0547 3227392.56 3227392.56 0.0062 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 3133EN6L9 254900C5LP6DN9OP9V83 US3133EN6L97 U.S. Government Agency Debt Y N/A N/A 2024-06-03 2025-01-23 2025-01-23 N N N 0.0550 2687106.87 2687106.87 0.0052 N N N N Federal Home Loan Bank Federal Home Loan Bank 313384P37 2549001DPIFGXC1TOL40 US313384P377 U.S. Government Agency Debt Y N/A N/A 2024-11-12 2024-11-12 2024-11-12 N N N 0.0492 545830.89 545830.89 0.0011 N N N N Federal Home Loan Bank Federal Home Loan Bank 313384YF0 2549001DPIFGXC1TOL40 US313384YF08 U.S. Government Agency Debt Y N/A N/A 2024-06-17 2024-06-17 2024-06-17 N N N 0.0546 498767.50 498767.50 0.0010 N N Y N Federal Home Loan Bank Federal Home Loan Bank 313384XY0 2549001DPIFGXC1TOL40 US313384XY06 U.S. Government Agency Debt Y N/A N/A 2024-06-10 2024-06-10 2024-06-10 N N N 0.0546 9636007.50 9636007.50 0.0185 N N Y N Federal Home Loan Bank Federal Home Loan Bank 313384M89 2549001DPIFGXC1TOL40 US313384M895 U.S. Government Agency Debt Y N/A N/A 2024-11-01 2024-11-01 2024-11-01 N N N 0.0523 5605966.05 5605966.05 0.0108 N N N N Federal Home Loan Bank Federal Home Loan Bank 313384N39 2549001DPIFGXC1TOL40 US313384N398 U.S. Government Agency Debt Y N/A N/A 2024-11-04 2024-11-04 2024-11-04 N N N 0.0515 1167235.16 1167235.16 0.0022 N N N N Federal Home Loan Bank Federal Home Loan Bank 313384A58 2549001DPIFGXC1TOL40 US313384A585 U.S. Government Agency Debt Y N/A N/A 2024-08-02 2024-08-02 2024-08-02 N N N 0.0524 1411932.75 1411932.75 0.0027 N N N N Federal Home Loan Bank Federal Home Loan Bank 313384E54 2549001DPIFGXC1TOL40 US313384E546 U.S. Government Agency Debt Y N/A N/A 2024-09-03 2024-09-03 2024-09-03 N N N 0.0502 584870.55 584870.55 0.0011 N N N N Federal Home Loan Bank Federal Home Loan Bank 313384J42 2549001DPIFGXC1TOL40 US313384J420 U.S. Government Agency Debt Y N/A N/A 2024-10-04 2024-10-04 2024-10-04 N N N 0.0497 5400573.75 5400573.75 0.0104 N N N N Federal Home Loan Bank Federal Home Loan Bank 313384Q93 2549001DPIFGXC1TOL40 US313384Q938 U.S. Government Agency Debt Y N/A N/A 2024-11-26 2024-11-26 2024-11-26 N N N 0.0494 3342338.74 3342338.74 0.0064 N N N N Federal Home Loan Bank Federal Home Loan Bank 313384V30 2549001DPIFGXC1TOL40 US313384V300 U.S. Government Agency Debt Y N/A N/A 2024-12-30 2024-12-30 2024-12-30 N N N 0.0481 1533246.56 1533246.56 0.0030 N N N N Federal Home Loan Bank Federal Home Loan Bank 313385AC0 2549001DPIFGXC1TOL40 US313385AC08 U.S. Government Agency Debt Y N/A N/A 2025-01-03 2025-01-03 2025-01-03 N N N 0.0483 2908679.16 2908679.16 0.0056 N N N N Federal Home Loan Bank Federal Home Loan Bank 313385AZ9 2549001DPIFGXC1TOL40 US313385AZ92 U.S. Government Agency Debt Y N/A N/A 2025-01-24 2025-01-24 2025-01-24 N N N 0.0501 584801.40 584801.40 0.0011 N N N N Federal Home Loan Bank Federal Home Loan Bank 313385BC9 2549001DPIFGXC1TOL40 US313385BC98 U.S. Government Agency Debt Y N/A N/A 2025-01-27 2025-01-27 2025-01-27 N N N 0.0485 3583610.06 3583610.06 0.0069 N N N N Federal Home Loan Bank Federal Home Loan Bank 313385BS4 2549001DPIFGXC1TOL40 US313385BS41 U.S. Government Agency Debt Y N/A N/A 2025-02-10 2025-02-10 2025-02-10 N N N 0.0500 1397578.61 1397578.61 0.0027 N N N N Federal Home Loan Bank Federal Home Loan Bank 313385BT2 2549001DPIFGXC1TOL40 US313385BT24 U.S. Government Agency Debt Y N/A N/A 2025-02-11 2025-02-11 2025-02-11 N N N 0.0500 2415755.18 2415755.18 0.0047 N N N N Federal Home Loan Bank Federal Home Loan Bank 313384ZU6 2549001DPIFGXC1TOL40 US313384ZU65 U.S. Government Agency Debt Y N/A N/A 2024-07-24 2024-07-24 2024-07-24 N N N 0.0533 3011213.19 3011213.19 0.0058 N N Y N Federal Home Loan Bank Federal Home Loan Bank 3130B14V6 2549001DPIFGXC1TOL40 US3130B14V60 U.S. Government Agency Debt Y N/A N/A 2024-06-03 2024-07-29 2024-07-29 N N N 0.0533 1099950.40 1099950.40 0.0021 N N N N Federal Home Loan Bank Federal Home Loan Bank 3130B13U9 2549001DPIFGXC1TOL40 US3130B13U96 U.S. Government Agency Debt Y N/A N/A 2024-06-03 2024-08-23 2024-08-23 N N N 0.0533 899963.61 899963.61 0.0017 N N N N Federal Home Loan Bank Federal Home Loan Bank 3130B0UD9 2549001DPIFGXC1TOL40 US3130B0UD97 U.S. Government Agency Debt Y N/A N/A 2024-06-03 2024-08-26 2024-08-26 N N N 0.0533 599975.46 599975.46 0.0012 N N N N Federal Home Loan Bank Federal Home Loan Bank 3130B0UG2 2549001DPIFGXC1TOL40 US3130B0UG29 U.S. Government Agency Debt Y N/A N/A 2024-06-03 2024-08-27 2024-08-27 N N N 0.0533 2299906.02 2299906.02 0.0044 N N N N Federal Home Loan Bank Federal Home Loan Bank 3130B0NA3 2549001DPIFGXC1TOL40 US3130B0NA32 U.S. Government Agency Debt Y N/A N/A 2024-06-03 2024-08-29 2024-08-29 N N N 0.0533 604977.11 604977.11 0.0012 N N N N Federal Home Loan Bank Federal Home Loan Bank 3130B0QV4 2549001DPIFGXC1TOL40 US3130B0QV42 U.S. Government Agency Debt Y N/A N/A 2024-06-03 2024-09-04 2024-09-04 N N N 0.0533 2879895.92 2879895.92 0.0055 N N N N Federal Home Loan Bank Federal Home Loan Bank 3130B0RZ4 2549001DPIFGXC1TOL40 US3130B0RZ47 U.S. Government Agency Debt Y N/A N/A 2024-06-03 2024-09-09 2024-09-09 N N N 0.0533 699969.75 699969.75 0.0013 N N N N Federal Home Loan Bank Federal Home Loan Bank 3130B0XS3 2549001DPIFGXC1TOL40 US3130B0XS30 U.S. Government Agency Debt Y N/A N/A 2024-06-03 2024-09-17 2024-09-17 N N N 0.0533 399979.12 399979.12 0.0008 N N N N Federal Home Loan Bank Federal Home Loan Bank 3130B12W6 2549001DPIFGXC1TOL40 US3130B12W61 U.S. Government Agency Debt Y N/A N/A 2024-06-03 2024-09-23 2024-09-23 N N N 0.0533 899946.82 899946.82 0.0017 N N N N Federal Home Loan Bank Federal Home Loan Bank 3130B0SF7 2549001DPIFGXC1TOL40 US3130B0SF73 U.S. Government Agency Debt Y N/A N/A 2024-06-03 2024-09-09 2024-09-09 N N N 0.0533 1699926.14 1699926.14 0.0033 N N N N Federal Home Loan Bank Federal Home Loan Bank 3130B13C9 2549001DPIFGXC1TOL40 US3130B13C98 U.S. Government Agency Debt Y N/A N/A 2024-06-03 2024-08-27 2024-08-27 N N N 0.0533 199991.83 199991.83 0.0004 N N N N Federal Home Loan Bank Federal Home Loan Bank 3130AYYE0 2549001DPIFGXC1TOL40 US3130AYYE01 U.S. Government Agency Debt Y N/A N/A 2024-06-03 2024-06-18 2024-06-18 N N N 0.0533 1499973.50 1499973.50 0.0029 N N N N Federal Home Loan Bank Federal Home Loan Bank 3130B0XJ3 2549001DPIFGXC1TOL40 US3130B0XJ31 U.S. Government Agency Debt Y N/A N/A 2024-06-03 2024-10-16 2024-10-16 N N N 0.0533 699934.17 699934.17 0.0013 N N N N Federal Home Loan Bank Federal Home Loan Bank 3130B12X4 2549001DPIFGXC1TOL40 US3130B12X45 U.S. Government Agency Debt Y N/A N/A 2024-06-03 2024-10-22 2024-10-22 N N N 0.0533 1799826.16 1799826.16 0.0035 N N N N Federal Home Loan Bank Federal Home Loan Bank 3130B13X3 2549001DPIFGXC1TOL40 US3130B13X36 U.S. Government Agency Debt Y N/A N/A 2024-06-03 2024-10-24 2024-10-24 N N N 0.0533 599941.15 599941.15 0.0012 N N N N Federal Home Loan Bank Federal Home Loan Bank 3130B1B71 2549001DPIFGXC1TOL40 US3130B1B712 U.S. Government Agency Debt Y N/A N/A 2024-06-03 2024-10-02 2024-10-02 N N N 0.0534 3499881.92 3499881.92 0.0067 N N N N Federal Home Loan Bank Federal Home Loan Bank 3130B0XH7 2549001DPIFGXC1TOL40 US3130B0XH74 U.S. Government Agency Debt Y N/A N/A 2024-06-03 2024-11-18 2024-11-18 N N N 0.0534 1199908.51 1199908.51 0.0023 N N N N Federal Home Loan Bank Federal Home Loan Bank 3130B13B1 2549001DPIFGXC1TOL40 US3130B13B16 U.S. Government Agency Debt Y N/A N/A 2024-06-03 2024-11-21 2024-11-21 N N N 0.0534 299976.84 299976.84 0.0006 N N N N Federal Home Loan Bank Federal Home Loan Bank 3130AXSG4 2549001DPIFGXC1TOL40 US3130AXSG40 U.S. Government Agency Debt Y N/A N/A 2024-06-03 2024-07-12 2024-07-12 N N N 0.0540 780004.27 780004.27 0.0015 N N N N Federal Home Loan Bank Federal Home Loan Bank 3130AVUN0 2549001DPIFGXC1TOL40 US3130AVUN07 U.S. Government Agency Debt Y N/A N/A 2024-06-03 2024-10-28 2024-10-28 N N N 0.0543 2300703.87 2300703.87 0.0044 N N N N Federal Home Loan Bank Federal Home Loan Bank 3130AWNJ5 2549001DPIFGXC1TOL40 US3130AWNJ50 U.S. Government Agency Debt Y N/A N/A 2024-06-03 2025-07-21 2025-07-21 N N N 0.0549 4334872.68 4334872.68 0.0083 N N N N Federal Home Loan Bank Federal Home Loan Bank 3130B0WQ8 2549001DPIFGXC1TOL40 US3130B0WQ82 U.S. Government Agency Debt Y N/A N/A 2025-04-15 2025-04-15 2025-04-15 N N N 0.0550 2898953.39 2898953.39 0.0056 N N N N Federal Home Loan Bank Federal Home Loan Bank 3130AXSJ8 2549001DPIFGXC1TOL40 US3130AXSJ88 U.S. Government Agency Debt Y N/A N/A 2024-06-03 2025-11-13 2025-11-13 N N N 0.0553 3269989.37 3269989.37 0.0063 N N N N Tri-Party Bank of Montreal Tri-Party Bank of Montreal BYD35ZB00 NQQ6HPCNCCU6TUTQYE16 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US Treasury 254900HROIFWPRGM1V77 2033-08-15 3.875000 27970885.00 26520035.26 U.S. Treasuries (including strips) Y N/A N/A 2024-06-03 2024-06-03 2024-06-03 N N N 0.0533 26000000.00 26000000.00 0.0500 N Y Y N Tri-Party Bank of Nova Scotia Tri-Party Bank of Nova Scotia BYD35ZB59 L3I9ZG2KFGXZ61BMYR72 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US Treasury 254900HROIFWPRGM1V77 2025-06-30 2053-02-15 0.375000 - 4.000000 22265980.00 20409135.03 U.S. Treasuries (including strips) Y N/A N/A 2024-06-03 2024-06-03 2024-06-03 N N N 0.0533 20000000.00 20000000.00 0.0385 N Y Y N Tri-Party BNP Paribas Tri-Party BNP Paribas BYD35ZB42 R0MUWSFPU8MPRO8K5P83 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Government National Mortgage Association 549300M8ZYFG0OCMTT87 2049-02-20 2054-03-20 4.000000 - 6.500000 10057079.00 10200000.82 Agency Mortgage-Backed Securities Y N/A N/A 2024-06-03 2024-06-03 2024-06-03 N N N 0.0534 10000000.00 10000000.00 0.0192 N Y Y N Tri-Party BNP Paribas Tri-Party BNP Paribas BYD35ZAU5 R0MUWSFPU8MPRO8K5P83 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US Treasury 254900HROIFWPRGM1V77 2024-10-03 2033-08-15 0.000000 - 4.875000 17925434.00 15300000.01 U.S. Treasuries (including strips) Y N/A N/A 2024-06-03 2024-06-03 2024-06-03 N N N 0.0533 15000000.00 15000000.00 0.0288 N Y Y N Tri-Party Citigroup Global Markets, Inc. Tri-Party Citigroup Global Markets, Inc. BYD35ZBF7 MBNUM2BPBDO7JBLYG310 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US Treasury 254900HROIFWPRGM1V77 2029-03-31 2033-02-15 2.375000 - 3.500000 5595666.00 5100036.52 U.S. Treasuries (including strips) Y N/A N/A 2024-06-03 2024-06-03 2024-06-03 N N N 0.0534 5000000.00 5000000.00 0.0096 N Y Y N Tri-Party Citigroup Global Markets, Inc. Tri-Party Citigroup Global Markets, Inc. BYD35ZB91 MBNUM2BPBDO7JBLYG310 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Government National Mortgage Association 549300M8ZYFG0OCMTT87 2052-04-20 2052-04-20 2.000000 - 5.500000 6315103.00 5100781.73 Agency Mortgage-Backed Securities Y N/A N/A 2024-06-03 2024-06-03 2024-06-03 N N N 0.0533 5000000.00 5000000.00 0.0096 N Y Y N Tri-Party Goldman Sachs Group LP Tri-Party Goldman Sachs Group LP BYD35ZC58 FOR8UP27PHTHYVLBNG30 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Government National Mortgage Association 549300M8ZYFG0OCMTT87 2054-04-20 2057-07-15 3.240000 - 6.500000 33826858.00 30600000.26 Agency Mortgage-Backed Securities Y N/A N/A 2024-06-03 2024-06-03 2024-06-03 N N N 0.0534 30000000.00 30000000.00 0.0577 N Y Y N Tri-Party Mitsubishi UFJ Tri-Party Mitsubishi UFJ BYD35ZCK5 K5HU16E3LMSVCCJJJ255 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2037-06-01 2052-08-01 2.000000 - 5.500000 3688112.00 3306835.60 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 2026-02-20 2054-02-20 2.500000 - 7.500000 28586899.00 27325269.71 Agency Mortgage-Backed Securities Y N/A N/A 2024-06-03 2024-06-03 2024-06-03 N N N 0.0534 30000000.00 30000000.00 0.0577 N Y Y N Tri-Party Mizuho Securities Tri-Party Mizuho Securities BYD35ZCN9 7TK5RJIZDFROZCA6XF66 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US Treasury 254900HROIFWPRGM1V77 2026-06-30 1.875000 36875669.00 34680018.05 U.S. Treasuries (including strips) Y N/A N/A 2024-06-03 2024-06-03 2024-06-03 N N N 0.0535 34000000.00 34000000.00 0.0654 N Y Y N Tri-Party Morgan Stanley Tri-Party Morgan Stanley BYD35ZCT6 9R7GPTSO7KV3UQJZQ078 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Federal Farm Credit Bank 254900C5LP6DN9OP9V83 2026-11-16 2038-01-25 1.270000 - 3.220000 7273242.00 5982993.15 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2024-09-06 2.625000 53331.00 52936.40 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 2033-07-20 2063-06-20 2.000000 - 7.000000 3880261.00 3473068.19 Agency Mortgage-Backed Securities US Treasury 254900HROIFWPRGM1V77 2024-07-30 2042-02-15 0.000000 - 3.125000 715271.00 691025.02 U.S. Treasuries (including strips) Y N/A N/A 2024-06-03 2024-06-03 2024-06-03 N N N 0.0534 10000000.00 10000000.00 0.0192 N Y Y N Tri-Party Morgan Stanley Tri-Party Morgan Stanley BYD35ZCV1 9R7GPTSO7KV3UQJZQ078 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US Treasury 254900HROIFWPRGM1V77 2025-01-31 2050-05-15 0.000000 - 4.625000 15183100.00 10200099.22 U.S. Treasuries (including strips) Y N/A N/A 2024-06-03 2024-06-03 2024-06-03 N N N 0.0533 10000000.00 10000000.00 0.0192 N Y Y N Tri-Party Natixis S.A. Tri-Party Natixis S.A. BYD35ZCU3 549300L8G1E7ZHVEOG75 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US Treasury 254900HROIFWPRGM1V77 2025-10-31 2054-02-15 0.125000 - 3.875000 16511854.00 15300072.99 U.S. Treasuries (including strips) Y N/A N/A 2024-06-03 2024-06-03 2024-06-03 N N N 0.0533 15000000.00 15000000.00 0.0288 N Y Y N Tri-Party TD Securities Tri-Party TD Securities BYD35ZD24 SUVUFHICNZMP2WKHG940 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Government National Mortgage Association 549300M8ZYFG0OCMTT87 2044-06-20 2049-08-20 3.500000 - 4.000000 11038721.00 10200000.02 Agency Mortgage-Backed Securities Y N/A N/A 2024-06-03 2024-06-03 2024-06-03 N N N 0.0534 10000000.00 10000000.00 0.0192 N Y Y N US Treasury US Treasury 912797GL5 254900HROIFWPRGM1V77 US912797GL51 U.S. Treasury Debt Y N/A N/A 2024-09-05 2024-09-05 2024-09-05 N N N 0.0537 5642036.40 5642036.40 0.0109 N Y Y N US Treasury US Treasury 912797FS1 254900HROIFWPRGM1V77 US912797FS14 U.S. Treasury Debt Y N/A N/A 2024-06-13 2024-06-13 2024-06-13 N N N 0.0530 4400554.77 4400554.77 0.0085 N Y Y N US Treasury US Treasury 912797HE0 254900HROIFWPRGM1V77 US912797HE00 U.S. Treasury Debt Y N/A N/A 2024-10-31 2024-10-31 2024-10-31 N N N 0.0539 9208478.59 9208478.59 0.0177 N Y Y N US Treasury US Treasury 912796ZW2 254900HROIFWPRGM1V77 US912796ZW23 U.S. Treasury Debt Y N/A N/A 2024-06-20 2024-06-20 2024-06-20 N N N 0.0536 10775542.53 10775542.53 0.0207 N Y Y N US Treasury US Treasury 912796Y52 254900HROIFWPRGM1V77 US912796Y528 U.S. Treasury Debt Y N/A N/A 2024-07-05 2024-07-05 2024-07-05 N N N 0.0526 10115352.50 10115352.50 0.0195 N Y Y N US Treasury US Treasury 912796ZV4 254900HROIFWPRGM1V77 US912796ZV40 U.S. Treasury Debt Y N/A N/A 2024-12-26 2024-12-26 2024-12-26 N N N 0.0483 2443283.80 2443283.80 0.0047 N Y Y N US Treasury US Treasury 912797GB7 254900HROIFWPRGM1V77 US912797GB79 U.S. Treasury Debt Y N/A N/A 2024-07-11 2024-07-11 2024-07-11 N N N 0.0528 10958698.17 10958698.17 0.0211 N Y Y N US Treasury US Treasury 912797JR9 254900HROIFWPRGM1V77 US912797JR94 U.S. Treasury Debt Y N/A N/A 2025-01-23 2025-01-23 2025-01-23 N N N 0.0481 2499288.88 2499288.88 0.0048 N Y Y N US Treasury US Treasury 912797JS7 254900HROIFWPRGM1V77 US912797JS77 U.S. Treasury Debt Y N/A N/A 2024-07-18 2024-07-18 2024-07-18 N N N 0.0519 12120811.49 12120811.49 0.0233 N Y Y N US Treasury US Treasury 912797JT5 254900HROIFWPRGM1V77 US912797JT50 U.S. Treasury Debt Y N/A N/A 2024-07-25 2024-07-25 2024-07-25 N N N 0.0524 9435485.63 9435485.63 0.0181 N Y Y N US Treasury US Treasury 912797JU2 254900HROIFWPRGM1V77 US912797JU24 U.S. Treasury Debt Y N/A N/A 2024-08-01 2024-08-01 2024-08-01 N N N 0.0520 5912239.33 5912239.33 0.0114 N Y Y N US Treasury US Treasury 912797JZ1 254900HROIFWPRGM1V77 US912797JZ11 U.S. Treasury Debt Y N/A N/A 2024-06-04 2024-06-04 2024-06-04 N N N 0.0534 2600620.98 2600620.98 0.0050 N Y Y N US Treasury US Treasury 912797KJ5 254900HROIFWPRGM1V77 US912797KJ59 U.S. Treasury Debt Y N/A N/A 2025-03-20 2025-03-20 2025-03-20 N N N 0.0506 828353.83 828353.83 0.0016 N Y Y N US Treasury US Treasury 912797KK2 254900HROIFWPRGM1V77 US912797KK23 U.S. Treasury Debt Y N/A N/A 2024-09-12 2024-09-12 2024-09-12 N N N 0.0531 3473425.83 3473425.83 0.0067 N Y Y N US Treasury US Treasury 912797KL0 254900HROIFWPRGM1V77 US912797KL06 U.S. Treasury Debt Y N/A N/A 2024-09-19 2024-09-19 2024-09-19 N N N 0.0534 1998410.59 1998410.59 0.0038 N Y Y N US Treasury US Treasury 912797KN6 254900HROIFWPRGM1V77 US912797KN61 U.S. Treasury Debt Y N/A N/A 2024-07-09 2024-07-09 2024-07-09 N N N 0.0539 13767080.50 13767080.50 0.0265 N Y Y N US Treasury US Treasury 912797KQ9 254900HROIFWPRGM1V77 US912797KQ92 U.S. Treasury Debt Y N/A N/A 2024-07-23 2024-07-23 2024-07-23 N N N 0.0538 1771921.58 1771921.58 0.0034 N Y Y N US Treasury US Treasury 912797KR7 254900HROIFWPRGM1V77 US912797KR75 U.S. Treasury Debt Y N/A N/A 2024-07-30 2024-07-30 2024-07-30 N N N 0.0537 7607007.07 7607007.07 0.0146 N Y Y N US Treasury US Treasury 912797KE6 254900HROIFWPRGM1V77 US912797KE62 U.S. Treasury Debt Y N/A N/A 2024-06-11 2024-06-11 2024-06-11 N N N 0.0541 4505717.62 4505717.62 0.0087 N Y Y N US Treasury US Treasury 912797KF3 254900HROIFWPRGM1V77 US912797KF38 U.S. Treasury Debt Y N/A N/A 2024-06-18 2024-06-18 2024-06-18 N N N 0.0541 1197365.75 1197365.75 0.0023 N Y Y N US Treasury US Treasury 912797KT3 254900HROIFWPRGM1V77 US912797KT32 U.S. Treasury Debt Y N/A N/A 2024-10-10 2024-10-10 2024-10-10 N N N 0.0532 2127015.15 2127015.15 0.0041 N Y Y N US Treasury US Treasury 912797KV8 254900HROIFWPRGM1V77 US912797KV87 U.S. Treasury Debt Y N/A N/A 2024-10-24 2024-10-24 2024-10-24 N N N 0.0537 3630546.21 3630546.21 0.0070 N Y Y N US Treasury US Treasury 912797KW6 254900HROIFWPRGM1V77 US912797KW60 U.S. Treasury Debt Y N/A N/A 2024-08-06 2024-08-06 2024-08-06 N N N 0.0536 7144524.85 7144524.85 0.0137 N Y Y N US Treasury US Treasury 912797KX4 254900HROIFWPRGM1V77 US912797KX44 U.S. Treasury Debt Y N/A N/A 2024-08-13 2024-08-13 2024-08-13 N N N 0.0540 2573027.89 2573027.89 0.0049 N Y Y N US Treasury US Treasury 912797KZ9 254900HROIFWPRGM1V77 US912797KZ91 U.S. Treasury Debt Y N/A N/A 2024-08-27 2024-08-27 2024-08-27 N N N 0.0541 5901217.06 5901217.06 0.0113 N Y Y N US Treasury US Treasury 912797GK7 254900HROIFWPRGM1V77 US912797GK78 U.S. Treasury Debt Y N/A N/A 2024-08-08 2024-08-08 2024-08-08 N N N 0.0541 3565383.01 3565383.01 0.0069 N Y Y N US Treasury US Treasury 912797HP5 254900HROIFWPRGM1V77 US912797HP56 U.S. Treasury Debt Y N/A N/A 2024-11-29 2024-11-29 2024-11-29 N N N 0.0540 8866705.30 8866705.30 0.0170 N Y Y N US Treasury US Treasury 912797LE5 254900HROIFWPRGM1V77 US912797LE53 U.S. Treasury Debt Y N/A N/A 2024-11-21 2024-11-21 2024-11-21 N N N 0.0537 5560414.81 5560414.81 0.0107 N Y Y N US Treasury US Treasury 912797LG0 254900HROIFWPRGM1V77 US912797LG02 U.S. Treasury Debt Y N/A N/A 2024-09-10 2024-09-10 2024-09-10 N N N 0.0541 6623534.40 6623534.40 0.0127 N Y Y N US Treasury US Treasury 912828ZC7 254900HROIFWPRGM1V77 US912828ZC78 U.S. Treasury Debt Y N/A N/A 2025-02-28 2025-02-28 2025-02-28 N N N 0.0499 111587.06 111587.06 0.0002 N Y Y N US Treasury US Treasury 9128283Z1 254900HROIFWPRGM1V77 US9128283Z13 U.S. Treasury Debt Y N/A N/A 2025-02-28 2025-02-28 2025-02-28 N N N 0.0503 113896.37 113896.37 0.0002 N Y Y N US Treasury US Treasury 91282CHS3 254900HROIFWPRGM1V77 US91282CHS35 U.S. Treasury Debt Y N/A N/A 2024-06-04 2025-07-31 2025-07-31 N N N 0.0546 10745742.99 10745742.99 0.0207 N Y Y N US Treasury US Treasury 91282CKM2 254900HROIFWPRGM1V77 US91282CKM28 U.S. Treasury Debt Y N/A N/A 2024-06-01 2026-04-30 2026-04-30 N N N 0.0546 5802691.08 5802691.08 0.0112 N Y Y N US Treasury US Treasury 91282CFS5 254900HROIFWPRGM1V77 US91282CFS52 U.S. Treasury Debt Y N/A N/A 2024-06-04 2024-10-31 2024-10-31 N N N 0.0541 4562073.39 4562073.39 0.0088 N Y Y N US Treasury US Treasury 91282CJD4 254900HROIFWPRGM1V77 US91282CJD48 U.S. Treasury Debt Y N/A N/A 2024-06-04 2025-10-31 2025-10-31 N N N 0.0552 7140147.51 7140147.51 0.0137 N Y Y N US Treasury US Treasury 91282CGF2 254900HROIFWPRGM1V77 US91282CGF23 U.S. Treasury Debt Y N/A N/A 2024-06-04 2025-01-31 2025-01-31 N N N 0.0553 5005452.05 5005452.05 0.0096 N Y Y N The Northwestern Mutual Life Insurance Company 2024-06-05 /s/Phillip Rinzel Phillip Rinzel Controller and Chief Accounting Officer