ANNUAL STATEMENT FOR THE YEAR 2013 OF THE NORTHWESTERN MUTUAL LIFE INSURANCE COMPANY
SCHEDULE DB - PART B - SECTION 1
1
Ticker
Symbol
2
3
Number
of
Contracts
Notional
Amount
4
5
6
Description
Description
of Item(s)
Hedged,
Used for
Income
Generation
or Replicated
7
Type(s)
of
Risk(s)
(a)
Schedule/
Exhibit
Identifier
Futures Contracts Open December 31 of Current Year
8
9
Date of
Maturity
or
Expiration
10
Trade
Date
Exchange
11
Transaction
Price
12
13
Reporting
Date
Price
14
Book/
Adjusted
Carrying
Value
Fair Value
Highly Effective Hedges
All Other
19
18
15
16
17
Change in
Change in
Variation
Variation
Margin
Margin
Gain
Gain
(Loss) Used
(Loss)
to Adjust
Recognized
Cumulative
Cumulative Deferred
Basis of
in Current
Variation
Variation
Variation
Hedged
Year
Margin
Margin
Margin
Item
20
21
22
Potential
Exposure
Hedge
Effectiveness
at
Inception
and at
Year-end
(b)
Value of
One (1)
Point
XXX
XXX
1329999. Subtotal - Long Futures
!
$
%
&
$
%
&
"#
!
5''
' " " '
"#
!
1
' " " '
$
%
&
$
%
&
"#
!
5'
'
15
!
5
'
5
1 1
'
' " " '
$
%
&
$
%
&
"#
!
' " " '
"#
!
''
' " " '
"#
' '' '''
' " " '
$
%
"#
' " " '
E20
1349999. Subtotal - Short Futures - Hedging Other
1389999. Subtotal - Short Futures
1399999. Subtotal - Hedging Effective
1409999. Subtotal - Hedging Other
1419999. Subtotal - Replication
1429999. Subtotal - Income Generation
1439999. Subtotal - Other
1449999 - Totals
Broker Name
Total Net Cash Deposits
(a)
Code
(b)
)(*
-./
)(*
-./
)(*
-./
)(*
-./
)(*
-./
)(*
-./
)(*
-./
+,
(0123
4
22 2
" " '
'.5 5
.
5
5'
(0123
4
22 2
" " '
'. '
.
5
5
'
(0123
4
22 2
"' " '
. 15
.
5
5
(0123
4
22 2
" " '
. 15'
.
5
1 151
(0123
4
22 2
" " '
. 5'
.
5
(0123
4
22 2
" 1" '
.
.
5
(0123
4
22 2
" " '
. 5
.
5
!
-
'
1
5
1 5'' ''''
'''
' ''' ''''
'''
5 1 5'' ''''
'''
15 ''' ''''
'''
5'' ''''
'''
5'' ''''
'''
+,
1
1
+,
1' 5
1' 5
'5
'5
'
'
' 5
1 5
1 5
' 5
1 5
1 5
'
1 5
1 5
'5 '''
'
1 5
1 5
'5 '''
+,
+,
1
+,
NONE
' 5
Beginning
Cash Balance
Cumulative
Cash Change
Financial or Economic Impact of the Hedge at the End of the Reporting Period
! #-- +
1
+,
Description of Hedged Risk(s)
Code
'''
&
(
$
(
$
(
$
(
$
(
$
(
$
(
$
Ending
Cash Balance
''' ''' ''''
XXX
'5 '''
XXX
'5 '''
XXX
XXX
XXX
XXX
XXX
XXX
'''
XXX
XXX
XXX
XXX
XXX
XXX
XXX
XXX
ANNUAL STATEMENT FOR THE YEAR 2013 OF THE NORTHWESTERN MUTUAL LIFE INSURANCE COMPANY
SCHEDULE DB - PART B - SECTION 2
1
Ticker
Symbol
2
3
Number
of
Contracts
4
Notional
Amount
Description
5
Description
of Item(s)
Hedged,
Used for
Income
Generation
or Replicated
!
( )
) ( )
!
"#
) '))
!
"#
(
)'
6
'
6 2
)
6 2
)'
6 2
(
6 2
E21
6 2
(
'
6 2
)
() )')
)
)
'
(
'
(
(' '
6 2
)( ()
6 2
6 2
)
'
6 2
) '
#
+* 1
!
"#
#
+* 1
!
"#
#
+* 1
!
"#
#
+* 1
!
"#
#
+* 1
!
"#
#
+* 1
!
"#
#
+* 1
!
"#
#
+* 1
!
"#
+* 1
!
"#
+* 1
!
"#
)
(
"#
#
'
(
)
!
#
)
6 2
"#
+* 1
'
)) )
6 2
!
#
' ) (
)(
6 2
6 2
)
)( ( )(
)
6 2
"#
)
'( )
#
+* 1
!
"#
#
+* 1
!
"#
#
+* 1
!
"#
#
+* 1
!
"#
#
+* 1
!
"#
Future Contracts Terminated December 31 of Current Year
6
7
8
Schedule/
Exhibit
Identifier
Type(s)
of
Risk(s)
(a)
Date of
Maturity
or
Expiration
$
&
$
&
$
&
$
&
$
&
$
&
$
&
$
&
$
&
$
&
$
&
$
&
$
&
$
&
$
&
$
&
$
&
$
&
$
&
$
&
9
10
Trade
Date
Exchange
11
Transaction
Price
12
13
Termination
Termination
Date
Price
14
15
Indicate
Exercise,
Expiration,
Maturity or
Sale
Cumulative
Variation
Margin at
Termination
(
(
'' '
)
'
)
)
)
!
!
"#
"#
"#
!
"#
(' ') ) (
!
"#
(
!
"#
!
"#
!
"#
!
"#
(
'
)(
')
'
''
8- 9
8- 9
!
)'
(
7 '' ,$ $
7 '' ,$ $
(
)'
)
'
Gain
Gain (Loss)
(Loss)
Used to
Recognized Adjust Basis
in Current
of Hedged
Year
Item
Deferred
19
Hedge
Effectiveness at
Inception
and at
Termination
(b)
20
Value of
One (1)
Point
%
' " '"(')
*
+*,
-. $ /01
*2 34
5
33 3
' ")("(')
) 0)
' "( "(')
) 0()
* % ! &
' " '"(')
*
+*,
-. $ /01
*2 34
5
33 3
' ")("(')
) 0)
' " '"(')
*
+*,
-. $ /01
*2 34
5
33 3
' ")("(')
) 0)
' "( "(')
) 0( ''
* % ! &
' "( "(')
) (0 ' '
* % ! &
' " '"(')
*
+*,
-. $ /01
*2 34
5
33 3
' ")("(')
) 0)
' " '"(')
*
+*,
-. $ /01
*2 34
5
33 3
' "( "(')
) '0 )(
' "( "(')
) (0 ' '
* % ! &
' "( "(')
) '0
* % ! &
)(" )"(')
*
+*,
-. $ /01
*2 34
5
33 3
' "( "(')
) 0()
' "' "(')
) 0''''
* % ! &
)(" )"(')
*
+*,
-. $ /01
*2 34
5
33 3
)(" )"(')
*
+*,
-. $ /01
*2 34
5
33 3
' "( "(')
) 0()
' "' "(')
) 0' (
* % ! &
' "( "(')
) '0
' "' "(')
) 0' (
* % ! &
)(" )"(')
*
+*,
-. $ /01
*2 34
5
)(" )"(')
*
+*,
-. $ /01
*2 34
5
33 3
' "( "(')
) '0
' "' "(')
) 0' )
* % ! &
+)
33 3
' "( "(')
) '0
' ")("(')
) 0
(
* % ! &
+
1
+
)(" )"(')
*
+*,
-. $ /01
*2 34
)(" )"(')
*
+*,
-. $ /01
*2 34
5
33 3
' "( "(')
) '0
' ")("(')
) 0
(
* % ! &
+
1
+
5
33 3
' "( "(')
) '0
' ") "(')
) 0()
* % ! &
+ )) ( 1
)(" )"(')
*
+*,
-. $ /01
*2 34
5
33 3
' "( "(')
) '0
' ") "(')
) 0)
* % ! &
+)
+)
)(" )"(')
*
+*,
)(" )"(')
*
+*,
-. $ /01
*2 34
5
33 3
' "( "(')
) '0
' "( "(')
) )0''''
-. $ /01
*2 34
5
33 3
' "( "(')
) '0
' "( "(')
) )0' )
)(" )"(')
*
)(" )"(')
*
+*,
-. $ /01
*2 34
5
33 3
' "( "(')
) '0
' "( "(')
) (0
* % ! &
+*,
-. $ /01
*2 34
5
33 3
' ") "(')
) 0 (
' "( "(')
) (0
* % ! &
)(" )"(')
*
+*,
-. $ /01
*2 34
5
33 3
' ") "(')
) 0 (
' "( "(')
) )0
* % ! &
)(" )"(')
*
+*,
-. $ /01
*2 34
5
33 3
' ") "(')
) 0 (
)'"(("(')
) 0 )
* % ! &
)(" )"(')
*
+*,
-. $ /01
*2 34
5
33 3
' "( "(')
) (0' (
)'"(("(')
) 0 )
* % ! &
''')
) '''
%
)( )
)( )
''')
) '''
1
''')
) '''
+ ) ' 1
''')
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1
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+ ' '1
+ ' '1
''')
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+ ) ''1
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1
''')
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1
''')
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%
+
'
1
+
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%
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%
((
((
%
+)
1
+)
%
%
%
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+)
%
%
%
%
1
1
%
%
%
) (
) (
%
))
))
%
)
)
%
(
(
%
1289999. Subtotal - Long Futures - Hedging Other
1329999. Subtotal - Long Futures
2
Change in Variation Margin
16
17
18
8- 9"$
8- 9"$
$
%
&
$
%
&
$
%
&
$
%
&
$
%
&
$
%
&
$
%
&
:
:
)
)
0' '( ' ") "(')
)0 ''' )'") "(')
)
)
0''''
0
* % ! - /;&%
* % ! - /;&%
)
+ ( ( (1
+ ( ( (1
+
( 1
+) ( (( 1
)
+ ( ( (1
+ ( ( (1
+
( 1
+) ( (( 1
' "('"(')
)("('"(')
*
*
+*,
+*,
-. $ /01
-. $ /01
*2 34
*2 34
5
5
33 3
33 3
' ") "(')
' ") "(')
' "( "(')
*
+*,
-. $ /01
*2 34
5
33 3
))"( "(')(
) 0(
')") "(')
) 0)
* % ! - /;&%
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*2 34
5
33 3
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5
33 3
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5
33 3
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5
33 3
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XXX
XXX
XXX
XXX
''')
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''')
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(
)
)
'
''')
)
'
ANNUAL STATEMENT FOR THE YEAR 2013 OF THE NORTHWESTERN MUTUAL LIFE INSURANCE COMPANY
SCHEDULE DB - PART B - SECTION 2
1
Ticker
Symbol
2
3
Number
of
Contracts
4
Notional
Amount
Description
5
Description
of Item(s)
Hedged,
Used for
Income
Generation
or Replicated
!
)
' ) ) ((
(
(
)
'
'
)
"#
!
"#
!
"#
E21.1
'
,
) (
,
(
,
,
)
,
'
,
)'
) )
,
!
"#
( '
!
"#
)
!
"#
) '
)
')
'
)
"#
('
)
(
)(
"#
"#
(
)
!
!
'(
'
"#
!
(
'
"#
!
)
(
')
!
)((
( )
)
"#
"#
,
2
"#
!
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!
!
,
2
"#
!
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,
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,
,
!
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,
,
)
)
,
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!
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,
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!
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'
!
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)
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!
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!
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!
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!
"#
!
"#
!
"#
!
"#
!
"#
!
"#
!
"#
Future Contracts Terminated December 31 of Current Year
6
7
8
Schedule/
Exhibit
Identifier
Type(s)
of
Risk(s)
(a)
Date of
Maturity
or
Expiration
$
&
$
&
$
&
$
&
$
&
$
&
$
&
$
&
$
&
$
&
$
&
$
&
$
&
$
&
$
&
$
&
$
&
$
&
$
&
$
&
$
&
$
&
$
&
$
&
$
&
$
&
$
&
$
&
$
&
$
&
9
10
Trade
Date
Exchange
11
12
Transaction
Price
13
Termination
Termination
Date
Price
14
15
Change in Variation Margin
16
17
18
Indicate
Exercise,
Expiration,
Maturity or
Sale
Cumulative
Variation
Margin at
Termination
Gain
Gain (Loss)
(Loss)
Used to
Recognized Adjust Basis
in Current
of Hedged
Year
Item
Deferred
19
Hedge
Effectiveness at
Inception
and at
Termination
(b)
20
Value of
One (1)
Point
%
"'("' )
*
+*,
-. $ /01
*2 34
5
33 3 ((
))"' "' )'
) 0'
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) 0'
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)
)
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)
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5
33 3 ((
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) 0'
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*
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5
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5
33 3 ((
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5
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*2 34
5
33 3 ((
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(
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(
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)
)
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*2 34
5
33 3 ((
))"' "' )'
) 0'
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) 0'
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*2 34
5
33 3 ((
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)
)
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5
33 3 ((
))"' "' )'
) 0 (
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5
33 3 ((
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5
33 3 ((
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5
33 3 ((
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5
33 3 ((
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+
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5
33 3 ((
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5
33 3 ((
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5
33 3 ((
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5
33 3 ((
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) 0 ''
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) 0
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+
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5
33 3 ((
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5
33 3 ((
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(
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5
33 3 ((
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5
33 3 ((
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(
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*2 34
5
33 3 ((
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5
33 3 ((
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5
33 3 ((
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*2 34
5
33 3 ((
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) 0 )(
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) )0 ''
* % ! - /6&%
)(
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*
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*2 34
5
33 3 ((
"' "' )
) 0 ' )
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) 0( (
* % ! - /6&%
+'( ) 1
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*
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*2 34
5
33 3 ((
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) )0 )
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) 0 ((
* % ! - /6&%
%
)
'
)
%
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%
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%
%
%
%
%
(
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%
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%
%
%
%
+'
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+'
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)
)
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)
)
+) )
1
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*2 34
5
33 3 ((
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) 0
* % ! - /6&%
)'" )"' )
*
+*,
-. $ /01
*2 34
5
33 3 ((
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*2 34
5
33 3 ((
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ANNUAL STATEMENT FOR THE YEAR 2013 OF THE NORTHWESTERN MUTUAL LIFE INSURANCE COMPANY
SCHEDULE DB - PART B - SECTION 2
1
2
Ticker
Symbol
3
Number
of
Contracts
4
Notional
Amount
Description
5
Description
of Item(s)
Hedged,
Used for
Income
Generation
or Replicated
!"
&&
3 / &
/&
!"
4 4 3/
66
6
4
!"
/
!"
Future Contracts Terminated December 31 of Current Year
6
7
8
Schedule/
Exhibit
Identifier
Type(s)
of
Risk(s)
(a)
Date of
Maturity
or
Expiration
#
%
#
%
#
%
#
%
9
10
Trade
Date
Exchange
11
12
Transaction
Price
13
Termination
Termination
Date
Price
Code
E21.2
(b)
! ! &
'
(')
*+ # ,-.
' /01
2
00 0 33
&! 4! &
,
Indicate
Exercise,
Expiration,
Maturity or
Sale
Cumulative
Variation
Margin at
Termination
! ! &
-4 33
' $
* ,5%$
& /
Gain
Gain (Loss)
(Loss)
Used to
Recognized Adjust Basis
in Current
of Hedged
Year
Item
Deferred
19
Hedge
Effectiveness at
Inception
and at
Termination
(b)
20
Value of
One (1)
Point
! ! &
'
(')
*+ # ,-.
' /01
2
00 0 33
! ! &
'
(')
*+ # ,-.
' /01
2
00 0 33
!& ! &
-36 3
! ! &
-4 33
' $
* ,5%$
/ 3
!& ! &
-3
! ! &
-4 33
' $
* ,5%$
3
! ! &
'
(')
*+ # ,-.
' /01
2
00 0 33
! 4! &
-6 33
! ! &
- / &
' $
* ,5%$
& /
&&&
&&&
$
/ 3
&&&
&&&
6
&&&
&&&
& /
& /3 /64
& /3 /64
& /
& /3 /64
& /3 /64
&&&
/
3
/
/
3
/
/
3
/
/
3
/
$
6
3
$
Financial or Economic Impact of the Hedge at the End of the Reporting Period
",, *
Change in Variation Margin
16
17
18
-
Description of Hedged Risk(s)
Code
&&&
15
$
1349999. Subtotal - Short Futures - Hedging Other
1389999. Subtotal - Short Futures
1399999. Subtotal - Hedging Effective
1409999. Subtotal - Hedging Other
1419999. Subtotal - Replication
1429999. Subtotal - Income Generation
1439999. Subtotal - Other
1449999 - Totals
(a)
14
&&&
XXX
XXX
XXX
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XXX
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XXX
XXX
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XXX
XXX