Form NPORT-P NORTHWESTERN MUTUAL SERI For: Mar 31

May 24, 2022 1:40 PM EDT

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      NORTHWESTERN MUTUAL SERIES FUND INC
      811-03990
      0000742212
      549300T1UBX7MDSNZA55
      720 E WISCONSIN AVE
      MILWAUKEE
      
      53202
      414-271-1444
      Mid Cap Value Portfolio
      S000000053
      8TRVIGMWHSWZVXP7PI34
      2022-12-31
      2022-03-31
      N
    
    
      713100782.43
      1643104.67
      711457677.76
      0.00000000
      0.00000000
      0.00000000
      0.00000000
      0.00000000
      0.00000000
      0.00000000
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      0.00000000
      0.00000000
      0.00000000
      0.00000000
      0.00000000
      0.00000000
      N
      
        
          
        
        
          
            
            
            
            
              
              
              
            
          
        
        
        
        
      
      
      
      
      
    
    
      
        Open Text Corp
        549300HP7ONDQODZJV16
        Open Text Corp
        683715106
        
          
        
        175660.00000000
        NS
        USD
        7447984.00000000
        1.046862551747
        Long
        EC
        CORP
        CA
        N
        
        1
        
          N
          N
          N
        
      
      
        DENTSPLY SIRONA Inc
        9NHEHR1SOZCYXDO8HO28
        DENTSPLY SIRONA Inc
        24906P109
        
          
        
        58473.00000000
        NS
        USD
        2878041.06000000
        0.404527373864
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        BAE Systems PLC
        8SVCSVKSGDWMW2QHOH83
        BAE Systems PLC
        000000000
        
          
        
        379516.00000000
        NS
        
        3577492.11000000
        0.502839764308
        Long
        EC
        CORP
        GB
        N
        
        2
        
          N
          N
          N
        
      
      
        MGM Growth Properties LLC
        549300E2UGIBHWE12262
        MGM Growth Properties LLC
        55303A105
        
          
        
        184503.00000000
        NS
        USD
        7140266.10000000
        1.003610801204
        Long
        EC
        
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Northern Trust Corp
        549300GLF98S992BC502
        Northern Trust Corp
        665859104
        
          
        
        145362.00000000
        NS
        USD
        16927404.90000000
        2.379256761033
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        General Mills Inc
        2TGYMUGI08PO8X8L6150
        General Mills Inc
        370334104
        
          
        
        73122.00000000
        NS
        USD
        4951821.84000000
        0.696010738908
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Reinsurance Group of America Inc
        LORM1GNEU1DKEW527V90
        Reinsurance Group of America Inc
        759351604
        
          
        
        110777.00000000
        NS
        USD
        12125650.42000000
        1.704338964782
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Universal Health Services Inc
        549300YGMGQDO0NMJD09
        Universal Health Services Inc
        913903100
        
          
        
        89712.00000000
        NS
        USD
        13003754.40000000
        1.827762185509
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        nVent Electric PLC
        N/A
        nVent Electric PLC
        000000000
        
          
        
        310614.00000000
        NS
        USD
        10803154.92000000
        1.518453628051
        Long
        EC
        CORP
        IE
        
        N
        
        1
        
          N
          N
          N
        
      
      
        CDK Global Inc
        5493000L10CYRTHIJ385
        CDK Global Inc
        12508E101
        
          
        
        128412.00000000
        NS
        USD
        6251096.16000000
        0.878632187888
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Bank of America N.A.
        B4TYDEB6GKMZO031MB27
        PURCHASED USD / SOLD JPY
        000000000
        
          
        
        1.00000000
        NC
        
        23354.84000000
        0.003282674532
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              Bank of America N.A.
              B4TYDEB6GKMZO031MB27
            
            311110710.00000000
            JPY
            2585135.44000000
            USD
            2022-06-30
            23354.84000000
          
        
        
          N
          N
          N
        
      
      
        Regency Centers Corp
        529900053A7X7FJ97S58
        Regency Centers Corp
        758849103
        
          
        
        122897.00000000
        NS
        USD
        8767471.98000000
        1.232325161997
        Long
        EC
        
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Polaris Inc
        549300QJSN8UVWN1EI78
        Polaris Inc
        731068102
        
          
        
        51698.00000000
        NS
        USD
        5444833.36000000
        0.765306711868
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Chubb Ltd
        E0JAN6VLUDI1HITHT809
        Chubb Ltd
        000000000
        
          
        
        32904.00000000
        NS
        USD
        7038165.60000000
        0.989259912432
        Long
        EC
        CORP
        CH
        
        N
        
        1
        
          N
          N
          N
        
      
      
        Amcor PLC
        549300GSODGFCDQ3DI89
        Amcor PLC
        000000000
        
          
        
        401929.00000000
        NS
        USD
        4553855.57000000
        0.640073993485
        Long
        EC
        CORP
        JE
        
        N
        
        1
        
          N
          N
          N
        
      
      
        General Dynamics Corp
        9C1X8XOOTYY2FNYTVH06
        General Dynamics Corp
        369550108
        
          
        
        13612.00000000
        NS
        USD
        3282942.16000000
        0.461438854709
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Xcel Energy Inc
        LGJNMI9GH8XIDG5RCM61
        Xcel Energy Inc
        98389B100
        
          
        
        34198.00000000
        NS
        USD
        2468069.66000000
        0.346903229405
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Prosperity Bancshares Inc
        N/A
        Prosperity Bancshares Inc
        743606105
        
          
        
        135275.00000000
        NS
        USD
        9385379.50000000
        1.319176079390
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Goldman Sachs International
        W22LROWP2IHZNBB6K528
        PURCHASED USD / SOLD EUR
        000000000
        
          
        
        1.00000000
        NC
        
        -101966.97000000
        -0.01433212026
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              Goldman Sachs International
              W22LROWP2IHZNBB6K528
            
            21382100.02000000
            EUR
            23633742.06000000
            USD
            2022-06-30
            -101966.97000000
          
        
        
          N
          N
          N
        
      
      
        Amdocs Ltd
        549300HQV672RJ7RQV66
        Amdocs Ltd
        000000000
        
          
        
        75939.00000000
        NS
        USD
        6242945.19000000
        0.877486516085
        Long
        EC
        CORP
        GG
        
        N
        
        1
        
          N
          N
          N
        
      
      
        Atmos Energy Corp
        QVLWEGTD2S8GJMO8D383
        Atmos Energy Corp
        049560105
        
          
        
        38195.00000000
        NS
        USD
        4563920.55000000
        0.641488691831
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Axalta Coating Systems Ltd
        529900AGLPA40GV6H619
        Axalta Coating Systems Ltd
        000000000
        
          
        
        242407.00000000
        NS
        USD
        5958364.06000000
        0.837486788920
        Long
        EC
        CORP
        BM
        
        N
        
        1
        
          N
          N
          N
        
      
      
        Truist Financial Corp
        549300DRQQI75D2JP341
        Truist Financial Corp
        89832Q109
        
          
        
        176383.00000000
        NS
        USD
        10000916.10000000
        1.405693748570
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Orkla ASA
        549300PZS8G8RG6RVZ52
        Orkla ASA
        000000000
        
          
        
        503101.00000000
        NS
        
        4474245.77000000
        0.628884318753
        Long
        EC
        CORP
        NO
        N
        
        2
        
          N
          N
          N
        
      
      
        Sodexo SA
        969500LCBOG12HXPYM84
        Sodexo SA
        000000000
        
          
        
        85181.00000000
        NS
        
        6915247.35000000
        0.971982953613
        Long
        EC
        CORP
        FR
        N
        
        2
        
          N
          N
          N
        
      
      
        Zimmer Biomet Holdings Inc
        2P2YLDVPES3BXQ1FRB91
        Zimmer Biomet Holdings Inc
        98956P102
        
          
        
        187589.00000000
        NS
        USD
        23992633.10000000
        3.372320497761
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        State Street Global Advisors
        549300BZ5TGIFZUZDZ37
        State Street Institutional US Government Money Market Fund
        857492706
        
          
        
        15743589.44000000
        NS
        USD
        15743589.44000000
        2.212863805134
        Long
        STIV
        RF
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Baker Hughes Co
        N/A
        Baker Hughes Co
        05722G100
        
          
        
        271614.00000000
        NS
        USD
        9889465.74000000
        1.390028676215
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        J M Smucker Co/The
        5493000WDH6A0LHDJD55
        J M Smucker Co/The
        832696405
        
          
        
        36753.00000000
        NS
        USD
        4976723.73000000
        0.699510861372
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Edison International
        549300I7ROF15MAEVP56
        Edison International
        281020107
        
          
        
        190634.00000000
        NS
        USD
        13363443.40000000
        1.878318811889
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        First Hawaiian Inc
        5493002DJSH46F5OLV06
        First Hawaiian Inc
        32051X108
        
          
        
        306374.00000000
        NS
        USD
        8544770.86000000
        1.201023072363
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        State Street Corp
        549300ZFEEJ2IP5VME73
        State Street Corp
        857477103
        
          
        
        37613.00000000
        NS
        USD
        3276844.56000000
        0.460581797404
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Cummins Inc
        ZUNI8PYC725B6H8JU438
        Cummins Inc
        231021106
        
          
        
        16086.00000000
        NS
        USD
        3299399.46000000
        0.463752035172
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Becton Dickinson and Co
        ICE2EP6D98PQUILVRZ91
        Becton Dickinson and Co
        075887109
        
          
        
        26322.00000000
        NS
        USD
        7001652.00000000
        0.984127688669
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Dollar Tree Inc
        549300PMSTQITB1WHR43
        Dollar Tree Inc
        256746108
        
          
        
        88510.00000000
        NS
        USD
        14174876.50000000
        1.992371007173
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Packaging Corp of America
        549300XZP8MFZFY8TJ84
        Packaging Corp of America
        695156109
        
          
        
        51468.00000000
        NS
        USD
        8034669.48000000
        1.129325008522
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        iShares Russell Mid-Cap Value ETF
        5493005J0UKEGJC13J47
        iShares Russell Mid-Cap Value ETF
        464287473
        
          
        
        111186.00000000
        NS
        USD
        13302293.04000000
        1.869723731407
        Long
        EC
        RF
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Kellogg Co
        LONOZNOJYIBXOHXWDB86
        Kellogg Co
        487836108
        
          
        
        70892.00000000
        NS
        USD
        4571825.08000000
        0.642599724890
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Pinnacle West Capital Corp
        TWSEY0NEDUDCKS27AH81
        Pinnacle West Capital Corp
        723484101
        
          
        
        97928.00000000
        NS
        USD
        7648176.80000000
        1.075000950735
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        NorthWestern Corp
        3BPWMBHR1R9SHUN7J795
        NorthWestern Corp
        668074305
        
          
        
        148132.00000000
        NS
        USD
        8960504.68000000
        1.259457162400
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Spire Inc
        549300NXSY15DRY2R511
        Spire Inc
        84857L101
        
          
        
        71676.00000000
        NS
        USD
        5143469.76000000
        0.722948099484
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Hubbell Inc
        54930088VDQ6840Y6597
        Hubbell Inc
        443510607
        
          
        
        16159.00000000
        NS
        USD
        2969539.43000000
        0.417388064368
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        M&T Bank Corp
        549300WYXDDBYRASEG81
        M&T Bank Corp
        55261F104
        
          
        
        14412.00000000
        NS
        USD
        2442834.00000000
        0.343356193398
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Stanley Black & Decker Inc
        549300DJ09SMTO561131
        Stanley Black & Decker Inc
        854502101
        
          
        
        15123.00000000
        NS
        USD
        2114044.17000000
        0.297142646159
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        PACCAR Inc
        KDTEY8BWE486IKZ3CC07
        PACCAR Inc
        693718108
        
          
        
        60316.00000000
        NS
        USD
        5312030.12000000
        0.746640353467
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Beacon Roofing Supply Inc
        549300HDXQWWCBOYXP31
        Beacon Roofing Supply Inc
        073685109
        
          
        
        87559.00000000
        NS
        USD
        5190497.52000000
        0.729558156760
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Bank of America N.A.
        B4TYDEB6GKMZO031MB27
        PURCHASED GBP / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        -1162.62000000
        -0.00016341379
        N/A
        DFE
        
        GB
        N
        
        2
        
          
            
              Bank of America N.A.
              B4TYDEB6GKMZO031MB27
            
            453484.87000000
            USD
            344420.63000000
            GBP
            2022-06-30
            -1162.62000000
          
        
        
          N
          N
          N
        
      
      
        Heartland Express Inc
        5299005V45FZIQGLOG39
        Heartland Express Inc
        422347104
        
          
        
        282822.00000000
        NS
        USD
        3979305.54000000
        0.559317253069
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Cerner Corp
        549300L4UJ40IEVVI304
        Cerner Corp
        156782104
        
          
        
        46500.00000000
        NS
        USD
        4350540.00000000
        0.611496668880
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Juniper Networks Inc
        AUHIXNGG7U2U7JEHM527
        Juniper Networks Inc
        48203R104
        
          
        
        56828.00000000
        NS
        USD
        2111728.48000000
        0.296817160881
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Bank of America N.A.
        B4TYDEB6GKMZO031MB27
        PURCHASED USD / SOLD GBP
        000000000
        
          
        
        1.00000000
        NC
        
        107683.12000000
        0.015135562292
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              Bank of America N.A.
              B4TYDEB6GKMZO031MB27
            
            9820116.18000000
            GBP
            13004288.85000000
            USD
            2022-06-30
            107683.12000000
          
        
        
          N
          N
          N
        
      
      
        Cracker Barrel Old Country Store Inc
        8P4PHQIUWPIECBFBW745
        Cracker Barrel Old Country Store Inc
        22410J106
        
          
        
        32454.00000000
        NS
        USD
        3853263.42000000
        0.541601214021
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Republic Services Inc
        NKNQHM6BLECKVOQP7O46
        Republic Services Inc
        760759100
        
          
        
        25268.00000000
        NS
        USD
        3348010.00000000
        0.470584562463
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Southwest Airlines Co
        UDTZ87G0STFETI6HGH41
        Southwest Airlines Co
        844741108
        
          
        
        323623.00000000
        NS
        USD
        14821933.40000000
        2.083319059352
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Essex Property Trust Inc
        549300TR2H2VEFX0NC60
        Essex Property Trust Inc
        297178105
        
          
        
        14561.00000000
        NS
        USD
        5030534.28000000
        0.707074283861
        Long
        EC
        
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Evergy Inc
        549300PGTHDQY6PSUI61
        Evergy Inc
        30034W106
        
          
        
        49102.00000000
        NS
        USD
        3355630.68000000
        0.471655698560
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Conagra Brands Inc
        54930035UDEIH090K650
        Conagra Brands Inc
        205887102
        
          
        
        411152.00000000
        NS
        USD
        13802372.64000000
        1.940013168942
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        IMI PLC
        2138002W9Q21PF751R30
        IMI PLC
        000000000
        
          
        
        98161.00000000
        NS
        
        1749449.88000000
        0.245896549392
        Long
        EC
        CORP
        GB
        N
        
        2
        
          N
          N
          N
        
      
      
        Koninklijke Ahold Delhaize NV
        724500C9GNBV20UYRX36
        Koninklijke Ahold Delhaize NV
        000000000
        
          
        
        365221.00000000
        NS
        
        11740479.75000000
        1.650200724091
        Long
        EC
        CORP
        NL
        N
        
        2
        
          N
          N
          N
        
      
      
        BorgWarner Inc
        549300DSFX2IE88NSX47
        BorgWarner Inc
        099724106
        
          
        
        255425.00000000
        NS
        USD
        9936032.50000000
        1.396573936946
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Bank of America N.A.
        B4TYDEB6GKMZO031MB27
        PURCHASED USD / SOLD JPY
        000000000
        
          
        
        1.00000000
        NC
        
        49.08000000
        0.000006898512
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              Bank of America N.A.
              B4TYDEB6GKMZO031MB27
            
            8914545.00000000
            JPY
            73454.17000000
            USD
            2022-06-30
            49.08000000
          
        
        
          N
          N
          N
        
      
      
        Envista Holdings Corp
        549300BX623VURJZ5269
        Envista Holdings Corp
        29415F104
        
          
        
        49605.00000000
        NS
        USD
        2416259.55000000
        0.339620981757
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Sysco Corp
        5RGWIFLMGH3YS7KWI652
        Sysco Corp
        871829107
        
          
        
        47532.00000000
        NS
        USD
        3880987.80000000
        0.545498055797
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Mondi PLC
        213800LOZA69QFDC9N34
        Mondi PLC
        000000000
        
          
        
        410843.00000000
        NS
        
        7964684.50000000
        1.119488164788
        Long
        EC
        CORP
        GB
        
        N
        
        2
        
          N
          N
          N
        
      
      
        Zimvie Inc
        549300GFKURT1J6XR665
        Zimvie Inc
        98888T107
        
          
        
        18072.00000000
        NS
        USD
        412764.48000000
        0.058016730004
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Aflac Inc
        549300N0B7DOGLXWPP39
        Aflac Inc
        001055102
        
          
        
        139801.00000000
        NS
        USD
        9001786.39000000
        1.265259575009
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Eversource Energy
        SJ7XXD41SQU3ZNWUJ746
        Eversource Energy
        30040W108
        
          
        
        43459.00000000
        NS
        USD
        3832649.21000000
        0.538703752845
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        F5 Inc
        54930015FPK9KT966303
        F5 Inc
        315616102
        
          
        
        36767.00000000
        NS
        USD
        7682464.65000000
        1.079820330871
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Fox Corp
        549300DDU6FDRBIELS05
        Fox Corp
        35137L204
        
          
        
        284665.00000000
        NS
        USD
        10327646.20000000
        1.451617787373
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Allstate Corp/The
        OBT0W1ED8G0NWVOLOJ77
        Allstate Corp/The
        020002101
        
          
        
        101964.00000000
        NS
        USD
        14123033.64000000
        1.985084156300
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Cardinal Health Inc
        CCU46N3GJMF4OK4N7U60
        Cardinal Health Inc
        14149Y108
        
          
        
        144164.00000000
        NS
        USD
        8174098.80000000
        1.148922705527
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        AmerisourceBergen Corp
        AI8GXW8LG5WK7E9UD086
        AmerisourceBergen Corp
        03073E105
        
          
        
        35084.00000000
        NS
        USD
        5427845.64000000
        0.762918977428
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        TE Connectivity Ltd
        894500ZRIX9K13RHXR17
        TE Connectivity Ltd
        000000000
        
          
        
        23953.00000000
        NS
        USD
        3137363.94000000
        0.440976889852
        Long
        EC
        CORP
        CH
        N
        
        1
        
          N
          N
          N
        
      
      
        Bridgestone Corp
        549300DHPOF90OYYD780
        Bridgestone Corp
        000000000
        
          
        
        81300.00000000
        NS
        
        3146427.76000000
        0.442250868654
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Advance Auto Parts Inc
        529900UCNQ5H9FSL0Y70
        Advance Auto Parts Inc
        00751Y106
        
          
        
        68042.00000000
        NS
        USD
        14081972.32000000
        1.979312720938
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Devon Energy Corp
        54930042348RKR3ZPN35
        Devon Energy Corp
        25179M103
        
          
        
        201139.00000000
        NS
        USD
        11893349.07000000
        1.671687500435
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Emerson Electric Co
        FGLT0EWZSUIRRITFOA30
        Emerson Electric Co
        291011104
        
          
        
        146866.00000000
        NS
        USD
        14400211.30000000
        2.024043277646
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Euronet Worldwide Inc
        YG3575C4DSHJPA5KET68
        Euronet Worldwide Inc
        298736109
        
          
        
        18114.00000000
        NS
        USD
        2357537.10000000
        0.331367159803
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Bank of New York Mellon Corp/The
        WFLLPEPC7FZXENRZV188
        Bank of New York Mellon Corp/The
        064058100
        
          
        
        285478.00000000
        NS
        USD
        14168273.14000000
        1.991442862013
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Healthcare Trust of America Inc
        549300L0I14L7I0VLX84
        Healthcare Trust of America Inc
        42225P501
        
          
        
        119253.00000000
        NS
        USD
        3737389.02000000
        0.525314314094
        Long
        EC
        
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Pioneer Natural Resources Co
        FY8JBF7CCL2VE4F1B628
        Pioneer Natural Resources Co
        723787107
        
          
        
        45618.00000000
        NS
        USD
        11405868.54000000
        1.603168944062
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Sonoco Products Co
        GKOMIK4RDJGHEF0VNP11
        Sonoco Products Co
        835495102
        
          
        
        175446.00000000
        NS
        USD
        10975901.76000000
        1.542734319005
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Ameriprise Financial Inc
        6ZLKQF7QB6JAEKQS5388
        Ameriprise Financial Inc
        03076C106
        
          
        
        14069.00000000
        NS
        USD
        4225764.84000000
        0.593958709294
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        MSC Industrial Direct Co Inc
        0XVKH0LN6YGOWO2EGO17
        MSC Industrial Direct Co Inc
        553530106
        
          
        
        143377.00000000
        NS
        USD
        12217154.17000000
        1.717200411479
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        McKesson Corp
        549300WZWOM80UCFSF54
        McKesson Corp
        58155Q103
        
          
        
        19372.00000000
        NS
        USD
        5930350.36000000
        0.833549281339
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Humana Inc
        529900YLDW34GJAO4J06
        Humana Inc
        444859102
        
          
        
        4924.00000000
        NS
        USD
        2142777.08000000
        0.301181243379
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Cie de Saint-Gobain
        NFONVGN05Z0FMN5PEC35
        Cie de Saint-Gobain
        000000000
        
          
        
        87311.00000000
        NS
        
        5195884.28000000
        0.730315300884
        Long
        EC
        CORP
        FR
        N
        
        2
        
          N
          N
          N
        
      
      
        Commerce Bancshares Inc/MO
        N/A
        Commerce Bancshares Inc/MO
        200525103
        
          
        
        15870.00000000
        NS
        USD
        1136133.30000000
        0.159690918450
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Bank of America N.A.
        B4TYDEB6GKMZO031MB27
        PURCHASED GBP / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        -1578.65000000
        -0.00022188951
        N/A
        DFE
        
        GB
        N
        
        2
        
          
            
              Bank of America N.A.
              B4TYDEB6GKMZO031MB27
            
            393819.58000000
            USD
            298671.73000000
            GBP
            2022-06-30
            -1578.65000000
          
        
        
          N
          N
          N
        
      
      
        Goldman Sachs International
        W22LROWP2IHZNBB6K528
        PURCHASED USD / SOLD NOK
        000000000
        
          
        
        1.00000000
        NC
        
        6073.43000000
        0.000853660054
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              Goldman Sachs International
              W22LROWP2IHZNBB6K528
            
            33577966.94000000
            NOK
            3818281.44000000
            USD
            2022-06-30
            6073.43000000
          
        
        
          N
          N
          N
        
      
      
        Enterprise Products Partners LP
        K4CDIF4M54DJZ6TB4Q48
        Enterprise Products Partners LP
        293792107
        
          
        
        290721.00000000
        NS
        USD
        7503509.01000000
        1.054666952730
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Westamerica BanCorp
        N/A
        Westamerica BanCorp
        957090103
        
          
        
        73207.00000000
        NS
        USD
        4429023.50000000
        0.622528034829
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Kimberly-Clark Corp
        MP3J6QPYPGN75NVW2S34
        Kimberly-Clark Corp
        494368103
        
          
        
        80975.00000000
        NS
        USD
        9972881.00000000
        1.401753233080
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Weyerhaeuser Co
        08IRJODWFYBI7QWRGS31
        Weyerhaeuser Co
        962166104
        
          
        
        74472.00000000
        NS
        USD
        2822488.80000000
        0.396719142716
        Long
        EC
        
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        T Rowe Price Group Inc
        549300SIV6FPS9Y7IH33
        T Rowe Price Group Inc
        74144T108
        
          
        
        71238.00000000
        NS
        USD
        10770473.22000000
        1.513860002735
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Aptiv PLC
        N/A
        Aptiv PLC
        000000000
        
          
        
        5750.00000000
        NS
        USD
        688332.50000000
        0.096749605987
        Long
        EC
        CORP
        JE
        
        N
        
        1
        
          N
          N
          N
        
      
      
        Equinix Inc
        549300EVUN2BTLJ3GT74
        Equinix Inc
        29444U700
        
          
        
        11001.00000000
        NS
        USD
        8158561.62000000
        1.146738853910
        Long
        EC
        
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Healthpeak Properties Inc
        PZ9HF5U52KPF0MH0QN75
        Healthpeak Properties Inc
        42250P103
        
          
        
        348522.00000000
        NS
        USD
        11964760.26000000
        1.681724807253
        Long
        EC
        
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Quest Diagnostics Inc
        8MCWUBXQ0WE04KMXBX50
        Quest Diagnostics Inc
        74834L100
        
          
        
        92440.00000000
        NS
        USD
        12651338.40000000
        1.778227826542
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Oshkosh Corp
        549300FEKNPCFSA2B506
        Oshkosh Corp
        688239201
        
          
        
        79392.00000000
        NS
        USD
        7990804.80000000
        1.123159542695
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Henry Schein Inc
        VGO3WGL8H45T73F4RR92
        Henry Schein Inc
        806407102
        
          
        
        120643.00000000
        NS
        USD
        10518863.17000000
        1.478494575126
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        HP Inc
        WHKXQACZ14C5XRO8LW03
        HP Inc
        40434L105
        
          
        
        277960.00000000
        NS
        USD
        10089948.00000000
        1.418207760687
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Capitol Federal Financial Inc
        N/A
        Capitol Federal Financial Inc
        14057J101
        
          
        
        248342.00000000
        NS
        USD
        2701960.96000000
        0.379778171557
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        State Street Global Advisors
        549300BZ5TGIFZUZDZ37
        State Street Institutional US Government Money Market Fund
        857492706
        
          
        
        1050954.83000000
        NS
        USD
        1050954.83000000
        0.147718530961
        Long
        STIV
        RF
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Koninklijke Philips NV
        H1FJE8H61JGM1JSGM897
        Koninklijke Philips NV
        500472303
        
          
        
        120393.00000000
        NS
        USD
        3675598.29000000
        0.516629225447
        Long
        EC
        CORP
        NL
        N
        
        1
        
          N
          N
          N
        
      
    
    
      
    
    
      2022-04-27
      NORTHWESTERN MUTUAL SERIES FUND INC
      Phillip Rinzel
      Phillip Rinzel
      Controller and Chief Accounting Officer
    
  
  XXXX



Mid Cap Value Portfolio

SCHEDULE OF INVESTMENTS

March 31, 2022 (unaudited)

 

Common Stocks

(95.5%)

  

Shares/

Par +

    

Value

$ (000’s)

 

Communication Services (1.4%)

 

Fox Corp. - Class B

     284,665        10,328  
     

 

 

 

Total

        10,328  
     

 

 

 

Consumer Discretionary (8.2%)

 

Advance Auto Parts, Inc.

     68,042        14,082  

Aptiv PLC *

     5,750        688  

BorgWarner, Inc.

     255,425        9,936  

Bridgestone Corp.

     81,300        3,147  

Cracker Barrel Old Country Store, Inc.

     32,454        3,853  

Dollar Tree, Inc. *

     88,510        14,175  

Polaris, Inc.

     51,698        5,445  

Sodexo SA

     85,181        6,915  
     

 

 

 

Total

        58,241  
     

 

 

 

Consumer Staples (8.2%)

 

Conagra Brands, Inc.

     411,152        13,802  

General Mills, Inc.

     73,122        4,952  

The J.M. Smucker Co.

     36,753        4,977  

Kellogg Co.

     70,892        4,572  

Kimberly-Clark Corp.

     80,975        9,973  

Koninklijke Ahold Delhaize NV

     365,221        11,740  

Orkla ASA

     503,101        4,474  

Sysco Corp.

     47,532        3,881  
     

 

 

 

Total

        58,371  
     

 

 

 

Energy (5.7%)

 

Baker Hughes

     271,614        9,889  

Devon Energy Corp.

     201,139        11,893  

Enterprise Products Partners LP

     290,721        7,504  

Pioneer Natural Resources Co.

     45,618        11,406  
     

 

 

 

Total

        40,692  
     

 

 

 

Financials (18.3%)

     

Aflac, Inc.

     139,801        9,002  

The Allstate Corp.

     100,888        13,974  

Ameriprise Financial, Inc.

     14,069        4,226  

The Bank of New York Mellon Corp.

     288,352        14,311  

Capitol Federal Financial, Inc.

     248,342        2,702  

Chubb, Ltd.

     32,904        7,038  

Commerce Bancshares, Inc.

     15,870        1,136  

First Hawaiian, Inc.

     309,979        8,645  

M&T Bank Corp.

     14,412        2,443  

Northern Trust Corp.

     145,362        16,927  

Common Stocks

(95.5%)

  

Shares/

Par +

    

Value

$ (000’s)

 

Financials continued

 

Prosperity Bancshares, Inc.

     135,275        9,385  

Reinsurance Group of America, Inc.

     110,777        12,126  

State Street Corp.

     37,613        3,277  

T. Rowe Price Group, Inc.

     71,238        10,771  

Truist Financial Corp.

     178,897        10,143  

Westamerica Bancorporation

     73,207        4,429  
     

 

 

 

Total

        130,535  
     

 

 

 

Health Care (14.4%)

 

AmerisourceBergen Corp.

     34,605        5,354  

Becton Dickinson and Co.

     26,322        7,002  

Cardinal Health, Inc.

     144,164        8,174  

Cerner Corp.

     46,500        4,350  

DENTSPLY SIRONA, Inc.

     65,747        3,236  

Envista Holdings Corp. *

     46,726        2,276  

Henry Schein, Inc. *

     120,643        10,519  

Humana, Inc.

     4,924        2,143  

Koninklijke Philips NV

     120,393        3,675  

McKesson Corp.

     18,894        5,784  

Quest Diagnostics, Inc.

     92,440        12,651  

Universal Health Services, Inc.

     89,712        13,004  

Zimmer Biomet

     

Holdings, Inc.

     185,412        23,714  

Zimvie, Inc. *

     18,072        413  
     

 

 

 

Total

        102,295  
     

 

 

 

Industrials (14.1%)

 

BAE Systems PLC

     379,516        3,578  

Beacon Roofing Supply,
Inc. *

     87,559        5,191  

Cie de Saint-Gobain

     87,311        5,196  

Cummins, Inc.

     16,086        3,299  

Emerson Electric Co.

     146,866        14,400  

General Dynamics Corp.

     13,612        3,283  

Heartland Express, Inc.

     282,822        3,979  

Hubbell, Inc.

     16,159        2,970  

IMI PLC

     98,161        1,750  

MSC Industrial Direct Co., Inc. - Class A

     141,653        12,070  

nVent Electric PLC

     312,691        10,875  

Oshkosh Corp.

     81,512        8,204  

PACCAR, Inc.

     57,845        5,094  

Republic Services, Inc.

     25,268        3,348  

Common Stocks

(95.5%)

  

Shares/

Par +

    

Value

$ (000’s)

 

Industrials continued

 

Southwest Airlines Co. *

     323,623        14,822  

Stanley Black & Decker, Inc.

     16,146        2,257  
     

 

 

 

Total

        100,316  
     

 

 

 

Information Technology (6.3%)

 

  

Amdocs, Ltd.

     75,939        6,243  

CDK Global, Inc.

     128,412        6,251  

Euronet Worldwide, Inc. *

     16,985        2,211  

F5, Inc. *

     36,767        7,683  

HP, Inc.

     277,960        10,090  

Juniper Networks, Inc.

     52,997        1,969  

Open Text Corp.

     175,660        7,448  

TE Connectivity, Ltd.

     23,953        3,137  
     

 

 

 

Total

        45,032  
     

 

 

 

Materials (5.3%)

 

Amcor PLC

     401,929        4,554  

Axalta Coating Systems, Ltd. *

     242,407        5,958  

Mondi PLC

     410,843        7,965  

Packaging Corp. of America

     51,468        8,035  

Sonoco Products Co.

     175,446        10,976  
     

 

 

 

Total

        37,488  
     

 

 

 

Real Estate (6.7%)

 

Equinix, Inc.

     11,001        8,159  

Essex Property Trust, Inc.

     14,561        5,031  

Healthcare Trust of America, Inc.

     119,253        3,737  

Healthpeak Properties, Inc.

     348,522        11,965  

MGM Growth Properties LLC - Class A

     184,503        7,140  

Regency Centers Corp.

     122,897        8,767  

Weyerhaeuser Co.

     74,472        2,823  
     

 

 

 

Total

        47,622  
     

 

 

 

Utilities (6.9%)

 

Atmos Energy Corp.

     37,576        4,490  

Edison International

     188,472        13,212  

Evergy, Inc.

     49,102        3,356  

Eversource Energy

     43,459        3,833  

NorthWestern Corp.

     148,132        8,960  

Pinnacle West Capital Corp.

     97,928        7,648  

Spire, Inc.

     71,676        5,143  
 


Mid Cap Value Portfolio

 

Common Stocks

(95.5%)

  

Shares/

Par +

    

Value

$ (000’s)

 

Utilities continued

 

Xcel Energy, Inc.

     34,198        2,468  
     

 

 

 

Total

        49,110  
     

 

 

 

Total Common Stocks
(Cost: $602,145)

 

     680,030  
     

 

 

 

Investment Companies

(2.0%)

 

Investment Companies (2.0%)

 

iShares Russell Mid-Cap Value ETF

     119,352        14,279  
     

 

 

 

Total

        14,279  
     

 

 

 

Total Investment Companies
(Cost: $13,909)

 

     14,279  
     

 

 

 

Short-Term

Investments (2.4%)

 

Money Market Funds (2.4%)

 

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

     16,794,544        16,795  
     

 

 

 

Total

        16,795  
     

 

 

 

Total Short-Term Investments
(Cost: $16,795)

 

     16,795  
     

 

 

 

Total Investments (99.9%)
(Cost: $632,849)@

 

     711,104  
     

 

 

 

Other Assets, Less
Liabilities (0.1%)

 

     446  
     

 

 

 

Net Assets (100.0%)

 

     711,550  
     

 

 

 
 

 

Over the Counter Derivatives

Forward Foreign Currency Contracts

 

Type    Counterparty    Currency   

Foreign Principal

Amount

Covered by

Contract (000s)

    

USD Principal

Amount

Covered by

Contract (000’s)

    

Settlement

Date

    

Unrealized

Appreciation

(000’s)

  

Unrealized

(Depreciation)

(000’s)

    

Net

Unrealized

Appreciation/

(Depreciation)

(000’s)

 
Sell    Goldman Sachs International    EUR      21,382            23,736            6/30/2022      $ —        $ (102)          $ (102)    
Buy    Bank Of America, N.A.    GBP      965            1,267            6/30/2022        —          (3)            (3)    
Sell    Bank Of America, N.A.    GBP      9,820            12,896            6/30/2022        108          —            108    
Sell    Bank Of America, N.A.    JPY      320,025            2,635            6/30/2022        23          —            23    
Sell    Goldman Sachs International    NOK      33,578            3,812            6/30/2022        6          —            6    
                 

 

 

 

                   $     137        $ (105)          $ 32    
                 

 

 

 


Mid Cap Value Portfolio

 

     Financial Derivative Assets (000’s)      Financial Derivative Liabilities (000’s)  
    

Forward

Foreign

Currency

Contracts

     Swaps    Total     

Forward

Foreign

Currency

Contracts

     Options    Swaps    Total  

Total Over the Counter Derivatives

   $         137         $         137          $         (105)            $         (105)      

 

+

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

*

Non income producing

#

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 $632,849 and the net unrealized appreciation of investments based on that cost was $78,287 which is comprised of $91,779 aggregate gross unrealized appreciation and $13,492 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.


Mid Cap Value Portfolio

 

 

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:

           

Common Stocks

           

Consumer Discretionary

       $ 48,179      $ 10,062      $ —      

Consumer Staples

        42,157        16,214        —      

Industrials

        89,792        10,524        —      

Materials

        29,523        7,965        —      

All Others

        425,614               —      

Investment Companies

        14,279               —      

Short-Term Investments

        16,795               —      

Other Financial Instruments^

           

Forward Foreign Currency Contracts

               137        —      
     

 

 

 

Total Assets:

       $ 666,339      $ 44,902      $ —      
     

 

 

 

Liabilities:

           

Other Financial Instruments^

           

Forward Foreign Currency Contracts

               (105)        —      
     

 

 

 

Total Liabilities:

       $      $ (105)      $ —      
     

 

 

 

^ Other financial instruments are derivative instruments such as futures and forward foreign currency contracts, which are valued at the unrealized appreciation (depreciation) on the instrument, and securities sold short, reverse repurchase agreements, written options and swaps contracts, which are valued at market value.


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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