NORTHWESTERN MUTUAL SERIES FUND INC
Long-Term US Government Bond Portfolio
$111.52M
Avg Monthly Net Assets
$324.56M
Total Assets
$209.09M
Total Liabilities
$115.47M
Net Assets
Long-Term US Government Bond Portfolio is an Underlying fund in NORTHWESTERN MUTUAL SERIES FUND INC
,
based in Wisconsin,
United States of America.
The fund has one share class
and monthly net assets of $111.52M.
On August 16th, 2024 it reported 113 holdings, the largest
being United States Treasury (23.6%), United States Treasury (13.7%) and United States Treasury (12.5%).
Data provided by Fincoded.
Share Classes
| Name | Class/Contract ID | Ticker | Monthly Returns (2 years) |
|---|---|---|---|
| Long-Term US Government Bond Portfolio | C000050282 |
Holdings
From latest NPORT-P, filed August 16th, 2024 for period ending June 30th, 2024.
Historic holdings data available from Fincoded.
| Name | Profile | Category | Country | Value $USD | # Shares | % of Fund |
|---|---|---|---|---|---|---|
| Benchmark 2019-B9 Mortgage Trust (BENCHMARK Mortgage Trust) | Long | ABS-mortgage backed security | US | $558K | – | 0.48 |
| Benchmark 2024-V6 Mortgage Trust (BENCHMARK Mortgage Trust) | Long | ABS-mortgage backed security | US | $204K | – | 0.18 |
| BWAY 2013-1515 Mortgage Trust (BWAY Mortgage Trust) | Long | ABS-mortgage backed security | US | $285K | – | 0.25 |
| COMM 2018-HOME Mortgage Trust (COMM Mortgage Trust) | Long | ABS-mortgage backed security | US | $182K | – | 0.16 |
| ECMC Group Student Loan Trust 2018-1 | Long | ABS-other | US | $41K | – | 0.04 |
| Extended Stay America Trust 2021-ESH | Long | ABS-mortgage backed security | US | $362K | – | 0.31 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $1M | – | 1.04 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $485K | – | 0.42 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $27K | – | 0.02 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $24K | – | 0.02 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $18K | – | 0.02 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $729K | – | 0.63 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $32K | – | 0.03 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $23K | – | 0.02 |
| Federal National Mortgage Association (Fannie Mae) | Long | Debt | US | $104K | – | 0.09 |
| Freddie Mac Military Housing Bonds Resecuritization Trust Certificates 2015-R1 (Freddie Mac Military Housing Bonds Resec Trust) | Long | ABS-mortgage backed security | US | $476K | – | 0.41 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $2M | – | 1.42 |
| Freddie Mac REMICS | Long | ABS-mortgage backed security | US | $2M | – | 1.77 |
| Freddie Mac REMICS | Long | ABS-mortgage backed security | US | $2M | – | 1.70 |
| Freddie Mac REMICS | Long | ABS-mortgage backed security | US | $764K | – | 0.66 |
| Freddie Mac REMICS | Long | ABS-mortgage backed security | US | $492K | – | 0.43 |
| Freddie Mac REMICS | Long | ABS-mortgage backed security | US | $91K | – | 0.08 |
| Freddie Mac REMICS | Long | ABS-mortgage backed security | US | $16K | – | 0.01 |
| Freddie Mac Structured Pass-Through Certificates (FHLMC STRUCTURED PASS THROUGH) | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| Ginnie Mae (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $739K | – | 0.64 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $193K | – | 0.17 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $126K | – | 0.11 |
| GS Mortgage Securities Trust 2015-590M | Long | ABS-mortgage backed security | US | $277K | – | 0.24 |
| Hertz Vehicle Financing LLC | Long | ABS-other | US | $275K | – | 0.24 |
| Hilton USA Trust 2016-HHV | Long | ABS-mortgage backed security | US | $571K | – | 0.49 |
| Long: BWU01D5J2 IRS USD R V 12MSOFR SWUV1D5J4 CCPOIS / Short: BWU01D5J2 IRS USD P F 1.75000 SWU01D5J2 CCPOIS (Chicago Mercantile Exchange) | Derivative-interest rate | US | $174K | – | 0.15 | |
| Long: BWU01UNG0 IRS USD R V 03MSOFR SWUV1UNG2 CCPOIS / Short: BWU01UNG0 IRS USD P F .75000 SWU01UNG0 CCPOIS (LCH Limited) | Derivative-interest rate | US | $206K | – | 0.18 | |
| Long: BWU01UNW5 IRS USD R V 03MSOFR SWUV1UNW7 CCPOIS / Short: BWU01UNW5 IRS USD P F 1.25000 SWU01UNW5 CCPOIS (LCH Limited) | Derivative-interest rate | US | $1M | – | 0.98 | |
| Long: SWU01D5I4 IRS USD R F 1.60000 SWU01D5I4 CCPOIS / Short: SWU01D5I4 IRS USD P V 12MSOFR SWUV1D5I6 CCPOIS (Chicago Mercantile Exchange) | Derivative-interest rate | US | $-892K | – | -0.77 | |
| Long: SWU01PG53 IRS USD R F 1.00000 SWU01PG53 CCPOIS / Short: SWU01PG53 IRS USD P V 03MSOFR SWUV1PG55 CCPOIS (Chicago Mercantile Exchange) | Derivative-interest rate | US | $-181K | – | -0.16 | |
| Massachusetts Educational Financing Authority | Long | ABS-other | US | $13K | – | 0.01 |
| Merrill Lynch Mortgage Investors Trust MLMI Series 2003-A4 | Long | ABS-mortgage backed security | US | $488.55 | – | 0.00 |
| Morgan Stanley Capital I Trust 2021-230P | Long | ABS-mortgage backed security | US | $189K | – | 0.16 |
| New Residential Mortgage Loan Trust 2020-RPL1 | Long | ABS-mortgage backed security | US | $76K | – | 0.07 |
| Ready Capital Mortgage Financing 2022-FL8 LLC (ReadyCap Commercial Mortgage Trust) | Long | ABS-collateralized bond/debt obligation | US | $162K | – | 0.14 |
| Resolution Funding Corp Interest Strip (RESOLUTION FUNDING STRIP) | Long | Debt | US | $337K | – | 0.29 |
| Resolution Funding Corp Principal Strip (RFCSP STRIP PRINCIPAL) | Long | Debt | US | $4M | – | 3.18 |
| Structured Asset Mortgage Investments II Trust 2004-AR5 (Structured Asset Mortgage Investments Inc) | Long | ABS-mortgage backed security | US | $1K | – | 0.00 |
| Tennessee Valley Authority Principal Strip (TENN VALLEY AUTH) | Long | Debt | US | $379K | – | 0.33 |
| Towd Point Mortgage Trust 2020-1 | Long | ABS-mortgage backed security | US | $174K | – | 0.15 |
| U.S. Treasury Bills (United States Treasury) | Long | Short-term investment vehicle | US | $1M | – | 1.21 |
| U.S. Treasury Bonds (United States Treasury) | Long | Debt | US | $27M | – | 23.57 |
| U.S. Treasury Bonds (United States Treasury) | Long | Debt | US | $16M | – | 13.66 |
| U.S. Treasury Bonds (United States Treasury) | Long | Debt | US | $14M | – | 12.49 |
| U.S. Treasury Bonds (United States Treasury) | Long | Debt | US | $8M | – | 6.87 |
| U.S. Treasury Bonds (United States Treasury) | Long | Debt | US | $8M | – | 6.80 |
| U.S. Treasury Bonds (United States Treasury) | Long | Debt | US | $7M | – | 5.68 |
| U.S. Treasury Bonds (United States Treasury) | Long | Debt | US | $6M | – | 5.36 |
| U.S. Treasury Bonds (United States Treasury) | Long | Debt | US | $5M | – | 4.75 |
| U.S. Treasury Bonds (United States Treasury) | Long | Debt | US | $3M | – | 2.97 |
| U.S. Treasury Bonds (United States Treasury) | Long | Debt | US | $3M | – | 2.93 |
| U.S. Treasury Bonds (United States Treasury) | Long | Debt | US | $3M | – | 2.42 |
| U.S. Treasury Bonds (United States Treasury) | Long | Debt | US | $3M | – | 2.23 |
| U.S. Treasury Bonds (United States Treasury) | Long | Debt | US | $2M | – | 2.14 |
| U.S. Treasury Bonds (United States Treasury) | Long | Debt | US | $2M | – | 1.64 |
| U.S. Treasury Bonds (United States Treasury) | Long | Debt | US | $2M | – | 1.36 |
| U.S. Treasury Bonds (United States Treasury) | Long | Debt | US | $2M | – | 1.31 |
| U.S. Treasury Bonds (United States Treasury) | Long | Debt | US | $1M | – | 1.13 |
| U.S. Treasury Bonds (United States Treasury) | Long | Debt | US | $1M | – | 1.12 |
| U.S. Treasury Bonds (United States Treasury) | Long | Debt | US | $1M | – | 1.12 |
| U.S. Treasury Bonds (US TREASURY N/B) | Long | Debt | US | $1M | – | 1.10 |
| U.S. Treasury Bonds (United States Treasury) | Long | Debt | US | $1M | – | 1.03 |
| U.S. Treasury Bonds (United States Treasury) | Long | Debt | US | $1M | – | 0.95 |
| U.S. Treasury Bonds (United States Treasury) | Long | Debt | US | $1M | – | 0.89 |
| U.S. Treasury Bonds (United States Treasury) | Long | Debt | US | $1M | – | 0.88 |
| U.S. Treasury Bonds (United States Treasury) | Long | Debt | US | $814K | – | 0.70 |
| U.S. Treasury Bonds (United States Treasury) | Long | Debt | US | $599K | – | 0.52 |
| U.S. Treasury Bonds (United States Treasury) | Long | Debt | US | $553K | – | 0.48 |
| U.S. Treasury Bonds (United States Treasury) | Long | Debt | US | $531K | – | 0.46 |
| U.S. Treasury Bonds (United States Treasury) | Long | Debt | US | $286K | – | 0.25 |
| U.S. Treasury Bonds (United States Treasury) | Long | Debt | US | $251K | – | 0.22 |
| U.S. Treasury Bonds (United States Treasury) | Long | Debt | US | $219K | – | 0.19 |
| U.S. Treasury Bonds (United States Treasury) | Long | Debt | US | $194K | – | 0.17 |
| U.S. Treasury Inflation-Indexed Notes (United States Treasury) | Long | Debt | US | $2M | – | 1.97 |
| U.S. Treasury Inflation-Indexed Notes (United States Treasury) | Long | Debt | US | $2M | – | 1.80 |
| U.S. Treasury Inflation-Indexed Notes (United States Treasury) | Long | Debt | US | $2M | – | 1.57 |
| U.S. Treasury Inflation-Indexed Notes (United States Treasury) | Long | Debt | US | $2M | – | 1.34 |
| U.S. Treasury Inflation-Indexed Notes (United States Treasury) | Long | Debt | US | $783K | – | 0.68 |
| U.S. Treasury Inflation-Indexed Notes (United States Treasury) | Long | Debt | US | $622K | – | 0.54 |
| U.S. Treasury Notes (United States Treasury) | Long | Debt | US | $4M | – | 3.71 |
| U.S. Treasury Notes (United States Treasury) | Long | Debt | US | $600K | – | 0.52 |
| U.S. Treasury Notes (United States Treasury) | Long | Debt | US | $387K | – | 0.34 |
| U.S. Treasury Notes (United States Treasury) | Long | Debt | US | $304K | – | 0.26 |
| U.S. Treasury Notes (United States Treasury) | Long | Debt | US | $206K | – | 0.18 |
| U.S. Treasury Notes (United States Treasury) | Long | Debt | US | $197K | – | 0.17 |
| U.S. Treasury Notes (United States Treasury) | Long | Debt | US | $196K | – | 0.17 |
| U.S. Treasury Notes (United States Treasury) | Long | Debt | US | $194K | – | 0.17 |
| U.S. Treasury Notes (United States Treasury) | Long | Debt | US | $193K | – | 0.17 |
| U.S. Treasury STRIPS Coupon (United States Treasury) | Long | Debt | US | $541K | – | 0.47 |
| U.S. Treasury STRIPS Coupon (United States Treasury) | Long | Debt | US | $92K | – | 0.08 |
| U.S. Treasury STRIPS Coupon (United States Treasury) | Long | Debt | US | $35K | – | 0.03 |
| U.S. Treasury STRIPS Coupon (United States Treasury) | Long | Debt | US | $30K | – | 0.03 |
| U.S. Treasury STRIPS Coupon (United States Treasury) | Long | Debt | US | $22K | – | 0.02 |
| U.S. Treasury STRIPS Coupon (United States Treasury) | Long | Debt | US | $21K | – | 0.02 |
| U.S. Treasury STRIPS Coupon (United States Treasury) | Long | Debt | US | $18K | – | 0.02 |
| Uniform Mortgage-Backed Security, TBA (UMBS, TBA) | Long | ABS-mortgage backed security | US | $4M | – | 3.31 |
| Uniform Mortgage-Backed Security, TBA (UMBS, TBA) | Long | ABS-mortgage backed security | US | $3M | – | 2.69 |
| Uniform Mortgage-Backed Security, TBA (UMBS, TBA) | Long | ABS-mortgage backed security | US | $3M | – | 2.31 |
| Uniform Mortgage-Backed Security, TBA (UMBS, TBA) | Long | ABS-mortgage backed security | US | $2M | – | 1.67 |
| US 10YR FUT OPTN AUG24C 112 (Chicago Board of Trade) | Derivative-interest rate | US | $-1K | – | -0.00 | |
| US 10YR FUT OPTN AUG24P 109 (Chicago Board of Trade) | Derivative-interest rate | US | $-3K | – | -0.00 | |
| US 10YR NOTE (CBT)SEP24 (Chicago Board of Trade) | Derivative-interest rate | US | $-852.95 | – | -0.00 | |
| US 10YR ULTRA FUT SEP24 (Chicago Board of Trade) | Derivative-interest rate | US | $-254K | – | -0.22 | |
| US 2YR NOTE (CBT) SEP24 (Chicago Board of Trade) | Derivative-interest rate | US | $-1K | – | -0.00 | |
| US 5YR NOTE (CBT) SEP24 (Chicago Board of Trade) | Derivative-interest rate | US | $-113K | – | -0.10 | |
| US LONG BOND(CBT) SEP24 (Chicago Board of Trade) | Derivative-interest rate | US | $-59K | – | -0.05 | |
| US ULTRA BOND CBT SEP24 (Chicago Board of Trade) | Derivative-interest rate | US | $24K | – | 0.02 | |
| Vessel Management Services Inc | Long | Debt | US | $302K | – | 0.26 |
Address
NORTHWESTERN MUTUAL SERIES FUND INC
720 E WISCONSIN AVE
MILWAUKEE
Wisconsin
53202
United States of America
Websites
Directors
Gail L. Hanson
Christy L. Brown
William J. Gerber
Donald M. Ullmann
David Ribbens
Michael G. Carter
Transfer Agents
N/A
Pricing Services
London Stock Exchange Group PLC
ICE Data Services, Inc.
JPMorgan Chase & Co.
S&P Global Inc.
Custodians
Euroclear Bank
State Street Bank and Trust Company
Shareholder Servicing Agents
N/A
Admins
The Northwestern Mutual Life Insurance Company
Brokers
RBC Capital Markets, LLC
Goldman Sachs & Co. LLC