Annual Reports - Northwestern Mutual

Large Company Value Portfolio
Short-Term
Shares/ Value
Investments (5.6%) $ Par $ (000's)
Other Holdings (5.6%)
(b) J.P. Morgan Money
Market Fund 1,595,244 1,595
Total 1,595
Total Short-Term Investments
(Cost: $1,595) 1,595
Total Investments (99.7%)
(Cost: $41,100)(a) 28,488
Other Assets, Less
Liabilities (0.3%) 82
Net Assets (100.0%) 28,570
* Non-Income Producing
ADR after the name of a security represents—American Depositary Receipt.
(a)
(b)
At December 31, 2008 the aggregate cost of securities for federal tax purposes (in thousands) was $41,762 and the net unrealized depreciation of
investments based on that cost was $13,274 which is comprised of $123 aggregate gross unrealized appreciation and $13,397 aggregate gross unrealized
depreciation.
All or a portion of the securities have been committed as collateral for open futures positions or when-issued securities. Information regarding open futures
contracts as of period end is summarized below.
Unrealized
Appreciation/
Number of
(Depreciation)
Issuer (000's)
Contracts Expiration Date (000's)
S&P 500 Mini Index Futures (Long) (Total Notional Value at December 31, 2008, $1,085) 24 3/09 $ (5)
The Accompanying Notes are an Integral Part of the Financial Statements.
26 Large Company Value Portfolio