Form NPORT-P NORTHWESTERN MUTUAL SERI For: Mar 31

May 24, 2022 1:40 PM EDT

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    NPORT-P
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          0000742212
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      NORTHWESTERN MUTUAL SERIES FUND INC
      811-03990
      0000742212
      549300T1UBX7MDSNZA55
      720 E WISCONSIN AVE
      MILWAUKEE
      
      53202
      414-271-1444
      Balanced Portfolio
      S000000045
      4F2ZSMZDZU02NP7J8L64
      2022-12-31
      2022-03-31
      N
    
    
      2207629809.82
      129254.93
      2207500554.89
      0.00000000
      0.00000000
      0.00000000
      0.00000000
      0.00000000
      0.00000000
      0.00000000
      0.00000000
      0.00000000
      0.00000000
      0.00000000
      0.00000000
      0.00000000
      0.00000000
      N
      
        
          
        
        
          
            
            
            
            
              
              
              
            
          
        
        
        
        
      
      
      
      
      
    
    
      
        iShares MSCI EAFE ETF
        549300O0XO3KDQV68404
        iShares MSCI EAFE ETF
        464287465
        
          
        
        139900.00000000
        NS
        USD
        10296640.00000000
        0.466438840850
        Long
        EC
        RF
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        JPMorgan Ultra-Short Income ETF
        549300VN24B8TQAGGX74
        JPMorgan Ultra-Short Income ETF
        46641Q837
        
          
        
        452950.00000000
        NS
        USD
        22769796.50000000
        1.031474100858
        Long
        EC
        RF
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Northwestern Mutual Series Fund, Inc. - International Growth Portfolio
        A7EFFZCFPQNSS1P3HZ68
        Northwestern Mutual Series Fund, Inc. - International Growth Portfolio
        668140684
        
          
        
        26444000.47000000
        NS
        USD
        55029964.98000000
        2.492863019132
        Long
        EC
        RF
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Northwestern Mutual Series Fund, Inc. - Domestic Equity Portfolio
        5493004TKKI7X6F71K84
        Northwestern Mutual Series Fund, Inc. - Domestic Equity Portfolio
        668140791
        
          
        
        34743777.02400000
        NS
        USD
        67368183.65000000
        3.051785581696
        Long
        EC
        RF
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Northwestern Mutual Series Fund, Inc. - Focused Appreciation Portfolio
        5493007QO6Z6UMWHLZ04
        Northwestern Mutual Series Fund, Inc. - Focused Appreciation Portfolio
        668140775
        
          
        
        25252229.61600000
        NS
        USD
        100478621.64000000
        4.551691795384
        Long
        EC
        RF
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Northwestern Mutual Series Fund, Inc. - Large Cap Core Stock Portfolio
        VR6JA5TLPSU3FJG4YL55
        Northwestern Mutual Series Fund, Inc. - Large Cap Core Stock Portfolio
        668140841
        
          
        
        41346756.68100000
        NS
        USD
        87241656.60000000
        3.952055930710
        Long
        EC
        RF
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        iShares Core U.S. Aggregate Bond ETF
        549300F7VSXTKBGHJE47
        iShares Core U.S. Aggregate Bond ETF
        464287226
        
          
        
        90300.00000000
        NS
        USD
        9671130.00000000
        0.438103174134
        Long
        EC
        RF
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        LVMH Moet Hennessy Louis Vuitton SE
        IOG4E947OATN0KJYSD45
        LVMH Moet Hennessy Louis Vuitton SE
        50244MDR0
        
          
        
        2400000.00000000
        PA
        USD
        2399303.33000000
        0.108688685250
        Long
        STIV
        CORP
        US
        
        N
        
        2
        
          2022-04-25
          None
          0.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        iShares iBoxx High Yield Corporate Bond ETF
        549300WY6QQ9HGWLNX87
        iShares iBoxx High Yield Corporate Bond ETF
        464288513
        
          
        
        11100.00000000
        NS
        USD
        913419.00000000
        0.041377973743
        Long
        EC
        RF
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Northwestern Mutual Series Fund, Inc. - Select Bond Portfolio
        03DZ35VFRGD62UKLL347
        Northwestern Mutual Series Fund, Inc. - Select Bond Portfolio
        668140759
        
          
        
        663929578.25700000
        NS
        USD
        783436902.34000000
        35.48977147953
        Long
        EC
        RF
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Northwestern Mutual Series Fund, Inc. - Multi-Sector Bond Portfolio
        P0C14V6IL3O47L1ZG636
        PIMCO MULTI SECTOR BD PORT MUTUAL FUND
        668140882
        
          
        
        106601548.17800000
        NS
        USD
        110652407.01000000
        5.012565308981
        Long
        EC
        RF
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Societe Generale SA
        O2RNE8IBXP4R0TD8PU41
        Societe Generale SA
        83369CD43
        
          
        
        6000000.00000000
        PA
        USD
        5999800.02000000
        0.271791552065
        Long
        STIV
        CORP
        US
        
        N
        
        2
        
          2022-04-04
          None
          0.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Northwestern Mutual Series Fund, Inc. - International Equity Portfolio
        5493009J2EF7GK480170
        Northwestern Mutual Series Fund, Inc. - International Equity Portfolio
        668140692
        
          
        
        40424416.50700000
        NS
        USD
        64032275.75000000
        2.900668614019
        Long
        EC
        RF
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        State Street Global Advisors
        549300BZ5TGIFZUZDZ37
        State Street Institutional US Government Money Market Fund
        857492706
        
          
        
        13260119.61000000
        NS
        USD
        13260119.61000000
        0.600684769053
        Long
        STIV
        RF
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        PIMCO Enhanced Short Maturity Active Exchange-Traded Fund
        VOYE9Z80GB9431LFS645
        PIMCO Enhanced Short Maturity Active Exchange-Traded Fund
        72201R833
        
          
        
        225400.00000000
        NS
        USD
        22576064.00000000
        1.022697998874
        Long
        EC
        RF
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        iShares Core S&P Small-Cap ETF
        549300BZQ17QYN750B25
        iShares Core S&P Small-Cap ETF
        464287804
        
          
        
        165400.00000000
        NS
        USD
        17843352.00000000
        0.808305663184
        Long
        EC
        RF
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        iShares Russell 2000 ETF
        549300O80OAR5VTWR172
        iShares Russell 2000 ETF
        464287655
        
          
        
        64400.00000000
        NS
        USD
        13219388.00000000
        0.598839622971
        Long
        EC
        RF
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Northwestern Mutual Series Fund, Inc. - High Yield Bond Portfolio
        KUVC5M5XHVXDKYES4T32
        Northwestern Mutual Series Fund, Inc. - High Yield Bond Portfolio
        668140742
        
          
        
        90295731.13600000
        NS
        USD
        64922630.69000000
        2.941001783496
        Long
        EC
        RF
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Northwestern Mutual Series Fund, Inc. - Short-Term Bond Portfolio.
        BEEDB5U9NNUVQYFFEL15
        Northwestern Mutual Series Fund, Inc. - Short-Term Bond Portfolio.
        668140601
        
          
        
        22680206.28100000
        NS
        USD
        23292571.85000000
        1.055155877465
        Long
        EC
        RF
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Northwestern Mutual Series Fund, Inc. - Research International Core Portfolio
        549300ZQ5NCCGE71IX14
        Northwestern Mutual Series Fund, Inc. - Research International Core Portfolio
        668140403
        
          
        
        80714219.20600000
        NS
        USD
        94193493.81000000
        4.266974864461
        Long
        EC
        RF
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Northwestern Mutual Series Fund, Inc. - Mid Cap Value Portfolio
        8TRVIGMWHSWZVXP7PI34
        Northwestern Mutual Series Fund, Inc. - Mid Cap Value Portfolio
        668140783
        
          
        
        53402427.48400000
        NS
        USD
        109261366.63000000
        4.949551038071
        Long
        EC
        RF
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Northwestern Mutual Series Fund, Inc. - Emerging Markets Equity Portfolio
        549300B2SFS01R9MCJ10
        Northwestern Mutual Series Fund, Inc. - Emerging Markets Equity Portfolio
        668140502
        
          
        
        12906835.37900000
        NS
        USD
        14804140.18000000
        0.670629058153
        Long
        EC
        RF
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Northwestern Mutual Series Fund, Inc. - Large Co Value Por
        6UWSQM9V60QIAUKWH425
        Northwestern Mutual Series Fund, Inc. - Large Co Value Por
        668140106
        
          
        
        56066843.05500000
        NS
        USD
        68345481.68000000
        3.096057282006
        Long
        EC
        RF
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        iShares Core MSCI EAFE ETF
        5493009FT582MI7Y3I36
        iShares Core MSCI EAFE ETF
        46432F842
        
          
        
        134800.00000000
        NS
        USD
        9369948.00000000
        0.424459598854
        Long
        EC
        RF
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        iShares Core MSCI Emerging Markets ETF
        5493007C24Z3ZDJ0VD06
        iShares Core MSCI Emerging Markets ETF
        46434G103
        
          
        
        124900.00000000
        NS
        USD
        6938195.00000000
        0.314300940248
        Long
        EC
        RF
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        iShares Core S&P Mid-Cap ETF
        549300ODQWH5PC0IUZ78
        iShares Core S&P Mid-Cap ETF
        464287507
        
          
        
        37150.00000000
        NS
        USD
        9968831.00000000
        0.451589059758
        Long
        EC
        RF
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Societe Generale SA
        O2RNE8IBXP4R0TD8PU41
        Societe Generale SA
        83369CDJ0
        
          
        
        500000.00000000
        PA
        USD
        499925.00000000
        0.022646653424
        Long
        STIV
        CORP
        US
        
        N
        
        2
        
          2022-04-18
          None
          0.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        LVMH Moet Hennessy Louis Vuitton SE
        IOG4E947OATN0KJYSD45
        LVMH Moet Hennessy Louis Vuitton SE
        50244MDJ8
        
          
        
        1016000.00000000
        PA
        USD
        1015832.36000000
        0.046017309384
        Long
        STIV
        CORP
        US
        
        N
        
        2
        
          2022-04-18
          None
          0.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        iShares Core S&P 500 ETF
        5493007M4YMN8XL48C14
        iShares Core S&P 500 ETF
        464287200
        
          
        
        34100.00000000
        NS
        USD
        15470829.00000000
        0.700830129611
        Long
        EC
        RF
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Northwestern Mutual Series Fund, Inc. - Small Cap Value Portfolio
        5493006BEZYY47A02J59
        Northwestern Mutual Series Fund, Inc. - Small Cap Value Portfolio
        668140817
        
          
        
        11778431.58000000
        NS
        USD
        28032667.16000000
        1.269882677850
        Long
        EC
        RF
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Northwestern Mutual Series Fund, Inc. - Small Cap Growth Stock Portfolio
        YTR2S467AP5XPLF6CQ13
        Northwestern Mutual Series Fund, Inc. - Small Cap Growth Stock Portfolio
        668140825
        
          
        
        8155274.33600000
        NS
        USD
        22606420.46000000
        1.024073149604
        Long
        EC
        RF
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Northwestern Mutual Series Fund, Inc. - Growth Stock Portfolio
        SZG5ML0R3BIC0KK1SI27
        Northwestern Mutual Series Fund, Inc. - Growth Stock Portfolio
        668140858
        
          
        
        26917040.40900000
        NS
        USD
        95393991.21000000
        4.321357518968
        Long
        EC
        RF
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Northwestern Mutual Series Fund, Inc. - Equity Income Portfolio
        549300X5C6L2WKRYCD90
        Northwestern Mutual Series Fund, Inc. - Equity Income Portfolio
        668140767
        
          
        
        33477546.49700000
        NS
        USD
        69198088.61000000
        3.134680462784
        Long
        EC
        RF
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Northwestern Mutual Series Fund, Inc. - Large Cap Blend Portfolio
        549300J8IDGQV6XROU84
        Northwestern Mutual Series Fund, Inc. - Large Cap Blend Portfolio
        668140205
        
          
        
        67029854.81100000
        NS
        USD
        87406930.67000000
        3.959542862916
        Long
        EC
        RF
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        State Street Global Advisors
        549300BZ5TGIFZUZDZ37
        State Street Institutional US Government Money Market Fund
        857492706
        
          
        
        9414610.13000000
        NS
        USD
        9414610.13000000
        0.426482797893
        Long
        STIV
        RF
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Northwestern Mutual Series Fund, Inc. - Mid Cap Growth Stock Portfolio
        LIP0ME8UWTR611J45283
        Northwestern Mutual Series Fund, Inc. - Mid Cap Growth Stock Portfolio
        668140866
        
          
        
        25574986.91000000
        NS
        USD
        90305278.78000000
        4.090838327535
        Long
        EC
        RF
        US
        N
        
        1
        
          N
          N
          N
        
      
    
    
      
    
    
      2022-04-26
      NORTHWESTERN MUTUAL SERIES FUND INC
      Phillip Rinzel
      Phillip Rinzel
      Controller and Chief Accounting Officer
    
  
  XXXX



Balanced Portfolio

 

SCHEDULE OF INVESTMENTS

March 31, 2022 (unaudited)

 

Investment Companies (96.0%)    Shares/ Par +     

Value

$ (000’s)

 

Domestic Equity (39.0%)

     

iShares Core S&P 500 ETF

     34,100        15,471  

iShares Core S&P Mid-Cap ETF

     37,150        9,969  

iShares Core S&P Small-Cap ETF

     165,400        17,843  

iShares Russell 2000 ETF

     64,400        13,219  

Northwestern Mutual Series Fund, Inc., Domestic Equity Portfolio £

     30,896,433        59,908  

Northwestern Mutual Series Fund, Inc., Equity Income Portfolio £

     33,477,547        69,198  

Northwestern Mutual Series Fund, Inc., Focused Appreciation Portfolio £

     23,869,973        94,979  

Northwestern Mutual Series Fund, Inc., Growth Stock Portfolio £

     26,917,040        95,394  

Northwestern Mutual Series Fund, Inc., Large Cap Blend Portfolio £

     67,029,855        87,407  

Northwestern Mutual Series Fund, Inc., Large Cap Core Stock Portfolio £

     38,740,122        81,742  

Northwestern Mutual Series Fund, Inc., Large Company Value Portfolio £

     53,146,416        64,786  

Northwestern Mutual Series Fund, Inc., Mid Cap Growth Stock Portfolio £

     25,574,987        90,305  

Northwestern Mutual Series Fund, Inc., Mid Cap Value Portfolio £

     53,402,427        109,261  

Northwestern Mutual Series Fund, Inc., Small Cap Growth Stock Portfolio £

     8,155,274        22,606  

Northwestern Mutual Series Fund, Inc., Small Cap Value Portfolio £

     11,778,432        28,033  
     

 

 

 

Total

        860,121  
     

 

 

 

Fixed Income (45.5%)

     

iShares Core U.S. Aggregate Bond ETF

     196,200        21,013  

iShares iBoxx High Yield Corporate Bond ETF

     11,100        913  

Northwestern Mutual Series Fund, Inc., High Yield Bond Portfolio £

     90,295,731        64,923  

Northwestern Mutual Series Fund, Inc., Multi- Sector Bond Portfolio £

     106,601,548        110,652  

Northwestern Mutual Series Fund, Inc., Select Bond Portfolio £

     663,929,578        783,437  

Northwestern Mutual Series Fund, Inc., Short- Term Bond Portfolio £

     22,680,206        23,293  
     

 

 

 

Total

        1,004,231  
     

 

 

 
Investment Companies (96.0%)    Shares/ Par +     

Value

$ (000’s)

 

Foreign Equity (11.5%)

     

iShares Core MSCI EAFE ETF

     134,800        9,370  

iShares Core MSCI Emerging Markets ETF

     124,900        6,938  

iShares MSCI EAFE ETF

     139,900        10,297  

Northwestern Mutual Series Fund, Inc., Emerging Markets Equity Portfolio £

     12,906,835        14,804  

Northwestern Mutual Series Fund, Inc., International Equity Portfolio £

     40,424,417        64,032  

Northwestern Mutual Series Fund, Inc., International Growth Portfolio £

     26,444,000        55,030  

Northwestern Mutual Series Fund, Inc., Research International Core Portfolio £

     80,714,219        94,194  
     

 

 

 

Total

        254,665  
     

 

 

 

Total Investment Companies (Cost: $2,030,031)

 

     2,119,017  
     

 

 

 
Short-Term Investments (3.5%)                

Commercial Paper (0.4%)

     

LVMH Moet Hennessy Louis Vuitton SE

     

0.370%, 4/25/22 144A

     2,400,000        2,399  

0.450%, 4/18/22 144A

     1,016,000        1,016  

Societe Generale SA

     

0.140%, 4/4/22 144A

     6,000,000        6,000  

0.310%, 4/18/22 144A

     500,000        500  
     

 

 

 

Total

        9,915  
     

 

 

 

Investment Companies (2.1%)

     

JPMorgan Ultra-Short Income ETF

     452,950        22,769  

PIMCO Enhanced Short Maturity Active ETF

     225,400        22,576  
     

 

 

 

Total

        45,345  
     

 

 

 

Money Market Funds (1.0%)

     

State Street Institutional U.S. Government Money Market Fund - Premier Class 0.250%#

     22,674,730        22,675  
     

 

 

 

Total

        22,675  
     

 

 

 

Total Short-Term Investments (Cost: $78,589)

 

     77,935  
     

 

 

 

Total Investments (99.5%) (Cost: $2,108,620)@

 

     2,196,952  
     

 

 

 

Other Assets, Less Liabilities (0.5%)

 

     10,422  
     

 

 

 

Net Assets (100.0%)

        2,207,374  
     

 

 

 
 


Balanced Portfolio

 

 

 

+

All par is stated in U.S. Dollar unless otherwise noted.

£

Affiliated Company

144A

Security exempt from registration under Rule 144A of the Securities Act of 1933. These securities may be resold as transactions exempt from registration, normally to qualified institutional buyers. At March 31, 2022 the value of these securities (in thousands) was $9,915 representing 0.5% of the net assets.

#

7-Day yield as of 3/31/2022.

@

At March 31, 2022, the aggregate cost of investments, including derivatives, for federal tax purposes (in thousands) was $2,108,620 and the net unrealized appreciation of investments based on that cost was $88,332 which is comprised of $174,129 aggregate gross unrealized appreciation and $85,797 aggregate gross unrealized depreciation. Because tax adjustments are calculated annually, these amounts do not reflect tax adjustments. For the previous fiscal year’s federal income tax information, please refer to the Notes to the Financial Statements section in the Portfolio’s most recent annual report.

The Fair Value Measurements and Disclosures Topic of the FASB Accounting Standards Codification defines fair value as the price that a Fund would receive to sell an asset or pay to transfer a liability in an orderly transaction between market participants at the measurement date. It establishes and requires disclosure of a fair value hierarchy, separately for each major category of asset and liability, which segregates fair value measurements into levels. A summary of the fair value hierarchy is described below:

Level 1 - fair value is determined by unadjusted quoted prices in active markets for identical securities or derivatives

Level 2 - fair value is determined by other significant observable inputs

Level 3 - fair value is determined by significant unobservable inputs

The categorization of a value determined for a financial instrument within the hierarchy is based upon the pricing transparency of the instrument and does not necessarily correspond to the Portfolio’s perceived risk of that instrument.

The following is a summary of the inputs used in valuing the Portfolio’s Investments at March 31, 2022.

 

     Valuation Inputs  
Description   

Level 1 - Quoted

Prices

      

Level 2 - Other

Significant

Observable Inputs

      

Level 3    

- Significant    

Unobservable    

Inputs    

 
             (Amounts in thousands)  

Assets:

            

Investment Companies

   $  2,119,017          $                  —          $                         —      

Short-Term Investments

            

All Others

     68,020                   —      

Commercial Paper

              9,915          —      
  

 

 

 

Total Assets:

   $  2,187,037          $             9,915          $                         —      
  

 

 

 


Transactions with Affiliated Companies

An affiliated company is a company in which a Portfolio has ownership of at least 5% of the voting securities or which the Portfolio controls, is controlled by or with which the Portfolio is under common control. Transactions with affiliated companies during the three months ended March 31, 2022 are as follows:

 

Portfolio   

Value at

12/31/2021

     Purchases      Sales     

Value at

3/31/2022

    

Change in

Unrealized

Appreication /

(Depreciation)

   

Realized Gain

(Loss)

   

Income

Dividends

    

Capital Gain

Distributions

    

% Ownership

3/31/2022

 
     (amount in thousands)  

Growth Stock

   $ 108,826      $ -          $ -      $ 95,394      $ (13,432   $ -     $ -          $ -            7.9

Focused Appreciation

     109,064        -            5,500        94,979        (10,814     2,229       -            -            7.9

Large Cap Core Stock

     91,335        -            5,500        81,742        (5,613     1,520       -            -            10.4

Large Cap Blend

     92,903        -            -            87,407        (5,496     -           -            -            46.2

Large Company Value

     66,888        -            3,560        64,786        952       506       -            -            28.3

Domestic Equity

     67,194        -            7,460        59,908        (2,873     3,047       -            -            5.6

Equity Income

     67,424        -            -            69,198        1,774       -           -            -            8.0

Mid Cap Growth Stock

     100,637        -            -            90,305        (10,332     -           -            -            7.4

Mid Cap Value

     106,645        -            -            109,261        2,616       -           -            -            15.4

Small Cap Growth Stock

     26,276        -            -            22,606        (3,670     -           -            -            3.2

Small Cap Value

     30,377        -            -            28,033        (2,344     -           -            -            4.5

International Growth

     63,466        -            -            55,030        (8,436     -           -            -            5.8

Research International Core

     104,121        -            -            94,194        (9,927     -           -            -            10.6

International Equity

     64,275        -            -            64,032        (243     -           -            -            3.5

Emerging Markets Equity

     17,063        -            -            14,804        (2,259     -           -            -            1.7

Short-Term Bond

     23,905        -            -            23,293        (612     -           -            -            5.8

Select Bond

     865,259        -            30,600        783,437        (50,459     (763     -            -            24.6

High Yield Bond

     84,024        -            15,900        64,923        (3,743     542       -            -            8.3

Multi-Sector Bond

     119,927        -            -            110,652        (9,275     -           -            -            9.1
  

 

 

    
       $     2,209,609      $     -          $     68,520      $     2,013,984      $     (134,186   $ 7,081     $ -          $ -         
  

 

 

    


Abbreviations

Abbreviations that may be used in the preceding statements

 

ADR    American Depositary Receipt
AFC    Available Funds Cap security - Security accrues interest at an assumed or uncapped rate. If the interest rate on the underlying loans is lower than the uncapped rate, then the security will pay at the lower rate.
CSTR    Collateral Strip Rate security - interest is based on the weighted net interest rate of the collateral.
EXE    Security receives collateral principal and interest paid which exceeds the amount of principal and income obligated to all bonds in the deal.
IO    Interest Only Security
PO    Principal Only Security
GDR    Global Depositary Receipt
GO    General Obligation
RB    Revenue Bond
CPURNSA    U.S. Consumer Price Index - All Urban Consumers - Not Seasonally Adjusted
LIBOR    London Interbank Offered Rate
SOFR    Secured Overnight Financing Rate
ICE    Intercontinental Exchange
SONIO    Sterling Overnight Interbank Average Rate
DAC    Designated Activity Company
TBA    To Be Announced
OIS    Overnight Index Swaps
DIFC    Dubai International Financial Centre
EURIBOR    Euro Interbank Offered Rate
SDR    Swedish Depository Receipt
ETF    Exchange Traded Fund

Currency Abbreviations

ARS    Argentine Peso
AUD    Australian Dollar
BRL    Brazilian Real
CAD    Canadian Dollar
CHF    Swiss Franc
CNH    Chinese Yuan Renminbi - Offshore
CNY    Chinese Yuan Renminbi
DKK    Danish Krone
EUR    Euro
GBP    British Pound
HKD    Hong Kong Dollar
IDR    Indonesian Rupiah
INR    Indian Rupee
JPY    Japanese Yen
KES    Kenyan Shilling
KRW    South Korean Won
MXN    Mexican New Peso
NOK    Norwegian Krone
NZD    New Zealand Dollar
PHP    Philippines Peso
PLN    Polish Zloty
RUB    Russian Ruble
SEK    Swedish Krona
THB    Thai Baht
TWD    Taiwan Dollar
USD    United States Dollar
ZAR    South African Rand

 



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