Long-Term US Government Bond Portfolio

Fund Profile

Fund profile

Fund manager

Northwestern Mutual Series Fund Inc

Total assets

$304.63 mm

Liabilities

$190.22 mm

Net assets

$114.41 mm

Number of holdings

114.00

114 Holdings

As of Dec 2024

Security	$Holding	Balance	% of Fund	Category	Position	Country
U.S. Treasury Bonds	26.65 mm	44.69 mm principal	23.29	Debt	Long	USA
U.S. Treasury Bonds	15.31 mm	16.08 mm principal	13.38	Debt	Long	USA
U.S. Treasury Bonds	13.79 mm	15.83 mm principal	12.05	Debt	Long	USA
U.S. Treasury Bonds	7.62 mm	10.47 mm principal	6.66	Debt	Long	USA
U.S. Treasury Bonds	7.50 mm	12.92 mm principal	6.56	Debt	Long	USA
U.S. Treasury Bonds	6.07 mm	9.80 mm principal	5.30	Debt	Long	USA
U.S. Treasury Bonds	5.65 mm	6.00 mm principal	4.93	Debt	Long	USA
U.S. Treasury Bonds	5.37 mm	6.50 mm principal	4.69	Debt	Long	USA
Resolution Funding Corp Principal Strip	3.76 mm	4.80 mm principal	3.28	Debt	Long	USA
U.S. Treasury Bonds	3.23 mm	4.50 mm principal	2.82	Debt	Long	USA
Uniform Mortgage-Backed Security, TBA	3.11 mm	3.10 mm principal	2.72	ABS-mortgage backed security	Long	USA
Uniform Mortgage-Backed Security, TBA	2.86 mm	2.80 mm principal	2.50	ABS-mortgage backed security	Long	USA
U.S. Treasury Bonds	2.73 mm	3.10 mm principal	2.38	Debt	Long	USA
Uniform Mortgage-Backed Security, TBA	2.66 mm	2.70 mm principal	2.33	ABS-mortgage backed security	Long	USA
U.S. Treasury Bonds	2.52 mm	2.80 mm principal	2.20	Debt	Long	USA
U.S. Treasury Bonds	2.36 mm	2.90 mm principal	2.06	Debt	Long	USA
U.S. Treasury Inflation-Indexed Notes	2.26 mm	2.36 mm principal	1.98	Debt	Long	USA
U.S. Treasury Inflation-Indexed Notes	2.09 mm	2.27 mm principal	1.82	Debt	Long	USA
Freddie Mac REMICS	2.07 mm	2.20 mm principal	1.81	ABS-mortgage backed security	Long	USA
Freddie Mac REMICS	1.88 mm	1.98 mm principal	1.64	ABS-mortgage backed security	Long	USA
U.S. Treasury Inflation-Indexed Notes	1.85 mm	1.89 mm principal	1.61	Debt	Long	USA
U.S. Treasury Bonds	1.82 mm	2.43 mm principal	1.59	Debt	Long	USA
U.S. Treasury Bonds	1.77 mm	1.79 mm principal	1.54	Debt	Long	USA
Freddie Mac Pool	1.60 mm	1.71 mm principal	1.40	ABS-mortgage backed security	Long	USA
U.S. Treasury Inflation-Indexed Notes	1.55 mm	1.74 mm principal	1.36	Debt	Long	USA
U.S. Treasury Bonds	1.53 mm	1.60 mm principal	1.33	Debt	Long	USA
U.S. Treasury Bonds	1.45 mm	1.60 mm principal	1.27	Debt	Long	USA
U.S. Treasury Bonds	1.45 mm	2.30 mm principal	1.26	Debt	Long	USA
U.S. Treasury Bonds	1.27 mm	1.90 mm principal	1.11	Debt	Long	USA
U.S. Treasury Bonds	1.26 mm	1.30 mm principal	1.10	Debt	Long	USA
U.S. Treasury Bonds	1.26 mm	1.62 mm principal	1.10	Debt	Long	USA
U.S. Treasury Bonds	1.25 mm	1.60 mm principal	1.09	Debt	Long	USA
U.S. Treasury Bonds	1.24 mm	1.75 mm principal	1.08	Debt	Long	USA
U.S. Treasury Bonds	1.23 mm	1.62 mm principal	1.07	Debt	Long	USA
Long: BWU01UNW5 IRS USD R V 03MSOFR SWUV1UNW7 CCPOIS / Short: BWU01UNW5 IRS USD P F 1.25000 SWU01UNW5 CCPOIS	1.16 mm	3.11 mm other units	1.02	Interest rate derivative	N/A	USA
U.S. Treasury Bonds	1.14 mm	1.40 mm principal	0.99	Debt	Long	USA
U.S. Treasury Bonds	1.10 mm	1.50 mm principal	0.96	Debt	Long	USA
U.S. Treasury Bonds	1.07 mm	1.41 mm principal	0.93	Debt	Long	USA
Fannie Mae Pool	1.04 mm	1.02 mm principal	0.91	ABS-mortgage backed security	Long	USA
U.S. Treasury Bonds	999.11 k	1.44 mm principal	0.87	Debt	Long	USA
U.S. Treasury Bonds	992.36 k	1.65 mm principal	0.87	Debt	Long	USA
U.S. Treasury Notes	830.61 k	900.00 k principal	0.73	Debt	Long	USA
U.S. Treasury Bonds	794.09 k	900.00 k principal	0.69	Debt	Long	USA
U.S. Treasury Inflation-Indexed Notes	789.60 k	910.97 k principal	0.69	Debt	Long	USA
Freddie Mac REMICS	775.38 k	900.47 k principal	0.68	ABS-mortgage backed security	Long	USA
Ginnie Mae	736.79 k	800.00 k principal	0.64	ABS-mortgage backed security	Long	USA
Fannie Mae REMICS	727.26 k	900.00 k principal	0.64	ABS-mortgage backed security	Long	USA
U.S. Treasury Notes	628.69 k	700.00 k principal	0.55	Debt	Long	USA
U.S. Treasury Inflation-Indexed Notes	627.91 k	618.34 k principal	0.55	Debt	Long	USA
U.S. Treasury Notes	597.82 k	600.00 k principal	0.52	Debt	Long	USA
Hilton USA Trust 2016-HHV	583.31 k	600.00 k principal	0.51	ABS-mortgage backed security	Long	USA
U.S. Treasury Bonds	581.26 k	850.00 k principal	0.51	Debt	Long	USA
Benchmark 2019-B9 Mortgage Trust	570.18 k	600.00 k principal	0.50	ABS-mortgage backed security	Long	USA
U.S. Treasury STRIPS Coupon	538.08 k	850.00 k principal	0.47	Debt	Long	USA
U.S. Treasury Bonds	526.63 k	1.08 mm principal	0.46	Debt	Long	USA
Freddie Mac REMICS	488.55 k	621.77 k principal	0.43	ABS-mortgage backed security	Long	USA
U.S. Treasury Bonds	484.73 k	500.00 k principal	0.42	Debt	Long	USA
Fannie Mae Pool	472.18 k	517.47 k principal	0.41	ABS-mortgage backed security	Long	USA
U.S. Treasury Bills	460.85 k	465.00 k principal	0.40	Short-term investment vehicle	Long	USA
Freddie Mac Military Housing Bonds Resecuritization Trust Certificates 2015-R1	444.86 k	548.26 k principal	0.39	ABS-mortgage backed security	Long	USA
Tennessee Valley Authority Principal Strip	388.18 k	500.00 k principal	0.34	Debt	Long	USA
U.S. Treasury Notes	386.95 k	400.00 k principal	0.34	Debt	Long	USA
U.S. Treasury Notes	381.69 k	400.00 k principal	0.33	Debt	Long	USA
Extended Stay America Trust 2021-ESH	352.54 k	352.32 k principal	0.31	ABS-mortgage backed security	Long	USA
Resolution Funding Corp Interest Strip	345.19 k	400.00 k principal	0.30	Debt	Long	USA
US 10YR ULTRA FUT MAR25	314.44 k	-190.00 contracts	0.27	Interest rate derivative	N/A	USA
U.S. Treasury Notes	302.79 k	300.00 k principal	0.26	Debt	Long	USA
U.S. Treasury Bills	299.02 k	301.00 k principal	0.26	Short-term investment vehicle	Long	USA
Vessel Management Services Inc	296.94 k	333.00 k principal	0.26	Debt	Long	USA
Hertz Vehicle Financing LLC	281.75 k	300.00 k principal	0.25	ABS-other	Long	USA
U.S. Treasury Bonds	278.23 k	370.00 k principal	0.24	Debt	Long	USA
U.S. Treasury Bonds	242.07 k	330.00 k principal	0.21	Debt	Long	USA
US LONG BOND(CBT) MAR25	237.50 k	-74.00 contracts	0.21	Interest rate derivative	N/A	USA
Long: BWU025U84 IRS USD R V 12MSOFR SWUV25U86 CCPOIS / Short: BWU025U84 IRS USD P F 3.50000 SWU025U84 CCPOIS	212.52 k	2.80 mm other units	0.19	Interest rate derivative	N/A	USA
U.S. Treasury Bonds	208.56 k	400.00 k principal	0.18	Debt	Long	USA
Benchmark 2024-V6 Mortgage Trust	205.54 k	200.00 k principal	0.18	ABS-mortgage backed security	Long	USA
U.S. Treasury Notes	204.41 k	200.00 k principal	0.18	Debt	Long	USA
U.S. Treasury Notes	196.92 k	200.00 k principal	0.17	Debt	Long	USA
U.S. Treasury Notes	196.30 k	200.00 k principal	0.17	Debt	Long	USA
U.S. Treasury Notes	193.58 k	200.00 k principal	0.17	Debt	Long	USA
U.S. Treasury Notes	192.75 k	200.00 k principal	0.17	Debt	Long	USA
COMM 2018-HOME Mortgage Trust	188.59 k	200.00 k principal	0.16	ABS-mortgage backed security	Long	USA
Long: BWU01D5J2 IRS USD R V 12MSOFR SWUV1D5J4 CCPOIS / Short: BWU01D5J2 IRS USD P F 1.75000 SWU01D5J2 CCPOIS	187.30 k	500.00 k other units	0.16	Interest rate derivative	N/A	USA
U.S. Treasury Bonds	185.74 k	300.00 k principal	0.16	Debt	Long	USA
Government National Mortgage Association	182.86 k	238.11 k principal	0.16	ABS-mortgage backed security	Long	USA
Towd Point Mortgage Trust 2020-1	179.36 k	200.00 k principal	0.16	ABS-mortgage backed security	Long	USA
Government National Mortgage Association	117.29 k	146.64 k principal	0.10	ABS-mortgage backed security	Long	USA
Ready Capital Mortgage Financing 2022-FL8 LLC	101.29 k	101.39 k principal	0.09	ABS-collateralized bond/debt obligation	Long	USA
U.S. Treasury Notes	99.56 k	100.00 k principal	0.09	Debt	Long	USA
U.S. Treasury STRIPS Coupon	90.19 k	220.00 k principal	0.08	Debt	Long	USA
Freddie Mac REMICS	84.16 k	82.53 k principal	0.07	ABS-mortgage backed security	Long	USA
New Residential Mortgage Loan Trust 2020-RPL1	70.36 k	73.99 k principal	0.06	ABS-mortgage backed security	Long	USA
US 5YR NOTE (CBT) MAR25	47.05 k	-114.00 contracts	0.04	Interest rate derivative	N/A	USA
ECMC Group Student Loan Trust 2018-1	38.67 k	38.87 k principal	0.03	ABS-other	Long	USA
U.S. Treasury STRIPS Coupon	34.02 k	80.00 k principal	0.03	Debt	Long	USA
U.S. Treasury STRIPS Coupon	29.04 k	70.00 k principal	0.03	Debt	Long	USA
Fannie Mae Pool	25.58 k	25.77 k principal	0.02	ABS-mortgage backed security	Long	USA
Fannie Mae REMICS	25.37 k	25.90 k principal	0.02	ABS-mortgage backed security	Long	USA
Fannie Mae Pool	21.92 k	21.85 k principal	0.02	ABS-mortgage backed security	Long	USA
Fannie Mae REMICS	21.89 k	22.22 k principal	0.02	ABS-mortgage backed security	Long	USA
U.S. Treasury STRIPS Coupon	21.49 k	50.00 k principal	0.02	Debt	Long	USA
U.S. Treasury STRIPS Coupon	20.21 k	50.00 k principal	0.02	Debt	Long	USA
U.S. Treasury STRIPS Coupon	17.45 k	40.00 k principal	0.02	Debt	Long	USA
Fannie Mae Pool	16.24 k	16.37 k principal	0.01	ABS-mortgage backed security	Long	USA
Freddie Mac REMICS	15.04 k	15.24 k principal	0.01	ABS-mortgage backed security	Long	USA
Massachusetts Educational Financing Authority	10.55 k	10.55 k principal	0.01	ABS-other	Long	USA
Freddie Mac Structured Pass-Through Certificates	3.23 k	3.37 k principal	0.00	ABS-mortgage backed security	Long	USA
Structured Asset Mortgage Investments II Trust 2004-AR5	1.11 k	1.18 k principal	0.00	ABS-mortgage backed security	Long	USA
US 2YR NOTE (CBT) MAR25	552.08	-8.00 contracts	0.00	Interest rate derivative	N/A	USA
Merrill Lynch Mortgage Investors Trust MLMI Series 2003-A4	477.66	501.16 principal	0.00	ABS-mortgage backed security	Long	USA
US ULTRA BOND CBT MAR25	-77.06 k	17.00 contracts	-0.07	Interest rate derivative	N/A	USA
Long: SWU01PG53 IRS USD R F 1.00000 SWU01PG53 CCPOIS / Short: SWU01PG53 IRS USD P V 03MSOFR SWUV1PG55 CCPOIS	-102.36 k	3.17 mm other units	-0.09	Interest rate derivative	N/A	USA
US 10YR NOTE (CBT)MAR25	-106.41 k	90.00 contracts	-0.09	Interest rate derivative	N/A	USA
Long: SWU01D5I4 IRS USD R F 1.60000 SWU01D5I4 CCPOIS / Short: SWU01D5I4 IRS USD P V 12MSOFR SWUV1D5I6 CCPOIS	-653.39 k	7.58 mm other units	-0.57	Interest rate derivative	N/A	USA