0001193125-11-063230.txt : 20110311 0001193125-11-063230.hdr.sgml : 20110311 20110311100906 ACCESSION NUMBER: 0001193125-11-063230 CONFORMED SUBMISSION TYPE: N-30B-2 PUBLIC DOCUMENT COUNT: 8 CONFORMED PERIOD OF REPORT: 20101231 FILED AS OF DATE: 20110311 DATE AS OF CHANGE: 20110311 EFFECTIVENESS DATE: 20110311 FILER: COMPANY DATA: COMPANY CONFORMED NAME: NORTHWESTERN MUTUAL VARIABLE LIFE ACCOUNT CENTRAL INDEX KEY: 0000742277 IRS NUMBER: 390509570 STATE OF INCORPORATION: WI FISCAL YEAR END: 1231 FILING VALUES: FORM TYPE: N-30B-2 SEC ACT: 1940 Act SEC FILE NUMBER: 811-03989 FILM NUMBER: 11680479 BUSINESS ADDRESS: STREET 1: 720 E WISCONSIN AVE CITY: MILWAUKEE STATE: WI ZIP: 53202 BUSINESS PHONE: 4146652508 MAIL ADDRESS: STREET 1: 720 EAST WISCONSIN AVENUE CITY: MILWAUKEE STATE: WI ZIP: 53202 FILER: COMPANY DATA: COMPANY CONFORMED NAME: Northwestern Mutual Variable Life Account II CENTRAL INDEX KEY: 0001359314 IRS NUMBER: 390509570 STATE OF INCORPORATION: WI FISCAL YEAR END: 1231 FILING VALUES: FORM TYPE: N-30B-2 SEC ACT: 1940 Act SEC FILE NUMBER: 811-21933 FILM NUMBER: 11680480 BUSINESS ADDRESS: STREET 1: 720 EAST WISCONSIN AVENUE CITY: MILWAUKEE STATE: WI ZIP: 53202 BUSINESS PHONE: 414-271-1444 MAIL ADDRESS: STREET 1: 720 EAST WISCONSIN AVENUE CITY: MILWAUKEE STATE: WI ZIP: 53202 0000742277 S000000058 NORTHWESTERN MUTUAL VARIABLE LIFE ACCOUNT C000000093 Variable Life C000031361 Variable CompLife C000031362 Variable Executive Life C000031363 Variable Joint Life N-30B-2 1 dn30b2.htm NORTHWESTERN MUTUAL VARIABLE LIFE ACCOUNTS Northwestern Mutual Variable Life Accounts
Table of Contents

LOGO

March 11, 2011

VIA EDGAR

Securities and Exchange Commission

Division of Investment Management

100 F Street, NE

Washington, DC 20549

 

RE:    Northwestern Mutual Variable Life Account I
   EDGAR CIK No. 0000742277; File No. 811-3989
   Northwestern Mutual Variable Life Account II
   EDGAR CIK No. 0001359314; File No. 811-21933

Dear Sir or Madam:

On behalf of Northwestern Mutual Life Insurance Company and Northwestern Mutual Variable Life Account and Northwestern Mutual Variable Life Account II (“Registrants” or the “Accounts”) we hereby submit, pursuant to Rule 30b2-1 under the Investment Company Act of 1940 (the “1940 Act”), that the Accounts’ annual report for the period ending December 31, 2010 has been transmitted to policy owners as required by Rule 30e-2 under the 1940 Act.

The following annual reports were filed with the Commission via EDGAR on the date indicated below and are incorporated herein by reference:

 

Underlying Investment Company   CIK No.   Date Filed   Registration
No.

Northwestern Mutual Series Fund, Inc.

  0000742212           3/07/2011           811-03990    

Fidelity VIP Mid Cap Portfolio

  0000927384   2/22/2011   811-07205

Russell Investment Funds

  0000824036   3/08/2011   811-05371

Some of the investment companies above (or series thereof) may not be available under every policy offered by a Registrant.

In addition, performance summaries and financial statements for the Accounts are filed herewith. This filing will also include any other materials required to be filed, if any.

Please direct any questions or comments regarding this filing to the undersigned at 414-665-2418.

 

Sincerely,

 

/s/ Barbara Courtney

 

Barbara Courtney
Director – Mutual Fund Accounting

 

LOGO


Table of Contents

LOGO

 

December 31, 2010

Annual Reports

Optimized to contain one or more of the following:* Northwestern Mutual Series Fund, Inc.

Fidelity® VIP Mid Cap Portfolio Russell Investment Funds

* See Table of Contents for more information and a list of Prospectus supplements included herein.

90-1899 (0786) (REV 0111)


Table of Contents

LOGO

 

The Northwestern Mutual Life Insurance Company (Northwestern Mutual)

How To Get More Information

Northwestern Mutual Express:

1-800-519-4665

Get up-to-date information about your policy at your convenience with your policy number and your Personal Identification Number (PIN). Call toll-free to review policy values, fund performance information, and request a change to the allocations of your existing assets or future premiums/dividends.

Information on the Internet:

Northwestern Mutual Financial Network www.northwesternmutual.com

To obtain current performance information and information about Northwestern Mutual, visit us on our website. You can also visit us at our customer service section from our Web site for information on policy values and current fund performance. This site also allows you to view past confirmation and policy statements, as well as transfer funds online.

To sign up for this service please call 1-866-424-2609 between 7 a.m. - 6 p.m. Central Time Monday - Friday. Your Northwestern Mutual Financial Representative is also available to answer any questions you have about your variable life insurance policy or any of our products.

For inforce policy service on Variable CompLife, Custom Variable Universal Life, and Variable Whole Life, please call 1-866-424-2609, between 7 a.m. - 6 p.m. Central Time Monday – Friday.

For inforce policy service on Variable Executive Life, Variable Joint Life, Executive Variable Universal Life, and Survivorship Variable Universal Life, please call 1-866-464-3800, between 7:30 a.m. and 5:00 p.m. Central Time Monday - Friday.


Table of Contents

Contents

 

 

Performance Summaries for the Northwestern Mutual Variable Life Accounts

  

Northwestern Mutual Series Fund, Inc. - Annual Report

  

Fidelity® VIP Mid Cap Portfolio - Annual Report

(This report follows the end of the Northwestern Mutual Series Fund, Inc. report)

  

Russell Investment Funds - Annual Report

(This report follows the end of the Fidelity® VIP Mid Cap Portfolio)

  

Northwestern Mutual Variable Life Account Financial Statements

  

Northwestern Mutual Variable Life Account II Financial Statements

  

Prospectus Supplements

  

 

 

The performance data quoted represents past performance. Past performance is historical and does not guarantee future performance. Investment return and principal value will fluctuate, so that shares, when redeemed, may be worth more or less than their original cost. Current performance may be lower or higher than the performance data quoted. For the most recent month-end performance information visit www.northwesternmutual.com.

 


Table of Contents

Performance Summary    as of December 31, 2010

 

Variable Life—Policies Issued Before October 11, 1995

 

Total return
(as of December 31, 2010)
   Growth
Stock
Division
    Focused
Appreciation
Division
    Large Cap
Core Stock
Division
    Index 500
Stock
Division
    Domestic
Equity
Division
    Equity
Income
Division
    Mid Cap
Growth
Stock
Division
 

1 year

     11.76     8.73     12.29     14.27     13.99     14.70     23.18

5 years

     9.70     20.95     5.89     8.61     (3.00 %)      10.40     20.19

Annualized

     1.87     3.88     1.15     1.67     (0.61 %)      2.00     3.75

10 years

     (1.68 %)             (1.46 %)      7.24                   10.83

Annualized

     (0.17 %)             (0.15 %)      0.70                   1.03

Since division inception in Variable Life Account(b)

            99.31 %(c)                    22.95 %(d)      60.74 %(c)        

Annualized

            9.41                   2.22     6.39       

Current yield(f)

              
Variable Complife—Policies Issued Between October 11, 1995 and December 31, 2008   

1 year

     11.87     8.84     12.41     14.38     14.11     14.81     23.30

5 years

     10.25     21.55     6.42     9.15     (2.52 %)      10.95     20.78

Annualized

     1.97     3.98     1.25     1.77     (0.51 %)      2.10     3.85

10 years

     (0.69 %)             (0.47 %)      8.31                   11.94

Annualized

     (0.07 %)             (0.05 %)      0.80                   1.13

Since division inception in Variable Life Account(b)

            100.83 %(c)                    24.11 %(d)      61.98 %(c)        

Annualized

            9.52                   2.32     6.49       

Current yield(f)

              
Variable Executive Life & Variable Joint Life(a)   

1 year

     12.37     9.33     12.91     14.89     14.62     15.33     23.86

5 years

     12.75     24.31     8.84     11.63     (0.30 %)      13.47     23.53

Annualized

     2.43     4.45     1.71     2.22     (0.06 %)      2.56     4.32

10 years

     4.65            4.88     14.14                   17.97

Annualized

     0.46            0.48     1.33                   1.67

Since division inception in Variable Life Account(b)

            108.70 %(c)                    30.33 %(d)      68.32 %(c)        

Annualized

            10.07                   2.85     7.03       

Current yield(f)

              

 

All total return figures shown above reflect the deduction of portfolio expenses. Returns do not reflect premium deductions such as sales charges, premium taxes, surrender charges or cost of insurance charges. The returns shown would be lower if excluded contract charges were included and/or if underlying portfolio expense reimbursements and fee waivers were not reflected.

 

Performance quoted for periods prior to each product’s inception date is based on the actual investment experience of the portfolio, adjusted for the expenses of the product and premium charges.

 

(a) Variable Executive Life policies were offered from March 2, 1998 to December 31, 2008. Variable Joint Life policies were offered from December 28, 1998 to December 31, 2008.
(b) See the following footnotes for division and portfolio inception dates.
(c) Division and portfolio inception on May 1, 2003.
(d) Division and portfolio inception on July 31, 2001.
(e) Division inception on May 1, 2003.
(f) For the seven-day period ended December 31, 2010, the Money Market Portfolio’s yield was 0.25% and was equivalent to a compound effective yield of 0.25%. The seven-day yield does not include deductions that are included in the separate account. The yield quotation more closely reflects the current earnings of the Money Market Portfolio than the total return quotation. Effective December 31, 2008, the management fee of 0.30% for the Money Market Portfolio has been voluntarily waived. The performance shown for this division would have been lower without the fee waiver. This fee waiver is voluntary and may be revised or terminated at any time.

 

i


Table of Contents

 

Index 400
Stock
Division
    Mid Cap
Value
Division
    Small Cap
Growth Stock
Division
    Small Cap
Value
Division
    International
Growth
Division
    International
Equity
Division
    Money
Market
Division
    Select
Bond
Division
    High Yield
Bond
Division
    Balanced
Division
 
  25.60     19.27     25.16     21.28     15.79     7.08     (0.25 %)      6.00     13.93     11.34
  27.40     6.72     5.35     26.33     2.71     21.14     11.54     29.26     43.24     19.80
  4.96     1.31     1.05     4.79     0.54     3.91     2.21     5.27     7.45     3.68
  84.24            40.37                   55.33     20.32     74.41     108.16     36.63
  6.30            3.45                   4.50     1.87     5.72     7.61     3.17
         74.57 %(c)             112.45 %(d)      57.74 %(d)                                    
         7.54            8.33     4.96                                   
              0.25      
                                                                             
  25.72     19.39     25.29     21.40     15.91     7.19     (0.15 %)      6.11     14.04     11.45
  28.04     7.26     5.88     26.97     3.23     21.75     12.09     29.91     43.95     20.40
  5.07     1.41     1.15     4.89     0.64     4.01     2.31     5.37     7.56     3.78
  86.09            41.78                   56.89     21.53     76.16     110.25     38.00
  6.41            3.55                   4.61     1.97     5.83     7.71     3.27
         75.90 %(c)             114.45 %(d)      59.23 %(d)                                    
         7.64            8.44     5.06                                   
              0.25      
                                                                             
  26.29     19.93     25.85     21.95     16.43     7.67     0.29     6.59     14.56     11.96
  30.95     9.70     8.29     29.85     5.57     24.52     14.64     32.86     47.22     23.14
  5.54     1.87     1.60     5.36     1.09     4.48     2.77     5.85     8.04     4.25
  96.10            49.41                   65.33     28.07     85.64     121.55     45.42
  6.97            4.10                   5.16     2.50     6.38     8.28     3.82
         82.80 %(c)             125.20 %(d)      67.21 %(d)                                    
         8.18            9.00     5.61                                   
              0.25      

 

ii


Table of Contents

Performance Summary, continued    as of December 31, 2010

 

Variable Life—Policies Issued Before October 11, 1995

 

Total return
(as of December 31, 2010)
   Asset
Allocation
Division
    Fidelity VIP
Mid Cap
Division
    Russell
Multi-Style
Equity
Division
    Russell
Aggressive
Equity
Division
    Russell
Non-U.S.
Division
     Russell
Real Estate
Securities
Division
     Russell
Core Bond
Division
 

1 year

     12.39     27.87     15.82     24.20     10.81      22.25      9.42

5 years

     17.41     36.87     10.10     8.18     7.51      11.59      32.97

Annualized

     3.26     6.48     1.94     1.58     1.46      2.22      5.86

10 years

            133.36     6.35     46.68     28.21      152.16      70.12

Annualized

            8.84     0.62     3.91     2.52      9.69      5.46

Since division inception in Variable Life Account(b)

     42.02 %(d)      178.03 %(e)                                      

Annualized

     3.79     14.26                                     

Current yield(f)

                
Variable Complife—Policies Issued Between October 11, 1995 and December 31, 2008   

1 year

     12.50     28.00     15.94     24.32     10.92      22.37      9.53

5 years

     17.99     37.56     10.65     8.72     8.05      12.15      33.63

Annualized

     3.36     6.59     2.05     1.69     1.56      2.32      5.97

10 years

            135.71     7.42     48.16     29.49      154.69      71.83

Annualized

            8.95     0.72     4.01     2.62      9.80      5.56

Since division inception in Variable Life Account(b)

     43.36 %(d)      180.16 %(e)                                      

Annualized

     3.90     14.38                                     

Current yield(f)

                
Variable Executive Life & Variable Joint Life(a)   

1 year

     13.01     28.57     16.46     24.88     11.42      22.92      10.02

5 years

     20.67     40.68     13.17     11.19     10.50      14.70      36.67

Annualized

     3.83     7.07     2.51     2.14     2.02      2.78      6.45

10 years

            148.40     13.20     56.13     36.46      168.40      81.07

Annualized

            9.53     1.25     4.56     3.16      10.38      6.12

Since division inception in Variable Life Account(b)

     50.54 %(d)      191.13 %(e)                                      

Annualized

     4.44     14.95                                     

Current yield(f)

                

 

All total return figures shown above reflect the deduction of portfolio expenses. Returns do not reflect premium deductions such as sales charges, premium taxes, surrender charges or cost of insurance charges. The returns shown would be lower if excluded contract charges were included and/or if underlying portfolio expense reimbursements and fee waivers were not reflected.

 

Performance quoted for periods prior to each product’s inception date is based on the actual investment experience of the portfolio, adjusted for the expenses of the product and premium charges.

 

(a) Variable Executive Life policies were offered from March 2, 1998 to December 31, 2008. Variable Joint Life policies were offered from December 28, 1998 to December 31, 2008.
(b) See the following footnotes for division and portfolio inception dates.
(c) Division and portfolio inception on May 1, 2003.
(d) Division and portfolio inception on July 31, 2001.
(e) Division inception on May 1, 2003.
(f) For the seven-day period ended December 31, 2010, the Money Market Portfolio’s yield was 0.25% and was equivalent to a compound effective yield of 0.25%. The seven-day yield does not include deductions that are included in the separate account. The yield quotation more closely reflects the current earnings of the Money Market Portfolio than the total return quotation. Effective December 31, 2008, the management fee of 0.30% for the Money Market Portfolio has been voluntarily waived. The performance shown for this division would have been lower without the fee waiver. This fee waiver is voluntary and may be revised or terminated at any time.

 

iii


Table of Contents

Performance Summary, continued    as of December 31, 2010

 

Custom Variable Universal Life, Executive Variable Universal Life & Survivorship Variable Universal Life

 

Total return
(as of December 31, 2010)
   Growth
Stock
Division
    Focused
Appreciation
Division
    Large Cap
Core Stock
Division
    Index 500
Stock
Division
    Domestic
Equity
Division
    Equity
Income
Division
    Mid Cap
Growth
Stock
Division
 

1 year

     12.37     9.33     12.91     14.89     14.62     15.33     23.86

5 years

     12.75     24.31     8.84     11.63     (0.30 %)      13.47     23.53

Annualized

     2.43     4.45     1.71     2.22     (0.06 %)      2.56     4.32

10 years

     4.65            4.88     14.14                   17.97

Annualized

     0.46            0.48     1.33                   1.67

Since division inception in Variable Life Account II

     0.80     16.65     (4.02 %)      (4.85 %)      (15.31 %)      (6.12 %)      13.76

Annualized

     0.20     4.01     (1.04 %)      (1.26 %)      (4.16 %)      (1.60 %)      3.35

Since portfolio inception (a)

            108.70 %(b)                    30.33 %(c)      68.32 %(b)        

Annualized

            10.07                   2.85     7.03       

Current yield (d)

              

 

All total return figures shown above reflect the deduction of portfolio expenses. Returns do not reflect premium deductions such as sales charges, premium taxes, surrender charges or cost of insurance charges. The returns shown would be lower if excluded contract charges were included and/or if underlying portfolio expense reimbursements and fee waivers were not reflected.

 

All policies were first offered and all divisions of the Variable Life Account II began on January 31, 2007. Performance quoted for periods prior to January 31, 2007 is based on the actual investment experience of the portfolio, adjusted for the expenses of the product and premium charges.

 

(a) Returns are stated as of the inception date of the portfolio, which precedes the inception date of the division. See the following footnotes for portfolio inception dates.
(b) Portfolio inception on May 1, 2003.
(c) Portfolio inception on July 31, 2001.
(d) For the seven-day period ended December 31, 2010, the Money Market Portfolio’s yield was 0.25% and was equivalent to a compound effective yield of 0.25%. The seven-day yield does not include deductions that are included in the separate account. The yield quotation more closely reflects the current earnings of the Money Market Portfolio than the total return quotation. Effective December 31, 2008, the management fee of 0.30% for the Money Market Portfolio has been voluntarily waived. The performance shown for this division would have been lower without the fee waiver. This fee waiver is voluntary and may be revised or terminated at any time.

 

iv


Table of Contents

Performance Summary, continued    as of December 31, 2010

 

Custom Variable Universal Life, Executive Variable Universal Life & Survivorship Variable Universal Life

 

Total return

(as of December 31, 2010)

   Index 400
Stock
Division
    Mid Cap
Value
Division
    Small Cap
Growth Stock
Division
    Small Cap
Value
Division
    International
Growth
Division
    International
Equity
Division
        
Money
Market
Division
 

1 year

     26.29     19.93     25.85     21.95     16.43     7.67     0.29

5 years

     30.95     9.70     8.29     29.85     5.57     24.52     14.64

Annualized

     5.54     1.87     1.60     5.36     1.09     4.48     2.77

10 years

     96.10            49.41                   65.33     28.07

Annualized

     6.97            4.10                   5.16     2.50

Since division inception in Variable Life Account II

     14.87     (6.34 %)      (0.62 %)      8.69     (13.78 %)      (6.32 %)      8.86

Annualized

     3.60     (1.66 %)      (0.16 %)      2.15     (3.72 %)      (1.65 %)      2.19

Since portfolio inception (a)

            82.80 %(b)             125.20 %(c)      67.21 %(c)               

Annualized

            8.18            9.00     5.61              

Current yield (d)

                 0.25

 

All total return figures shown above reflect the deduction of portfolio expenses. Returns do not reflect premium deductions such as sales charges, premium taxes, surrender charges or cost of insurance charges. The returns shown would be lower if excluded contract charges were included and/or if underlying portfolio expense reimbursements and fee waivers were not reflected.

 

All policies were first offered and all divisions of the Variable Life Account II began on January 31, 2007. Performance quoted for periods prior to January 31, 2007 is based on the actual investment experience of the portfolio, adjusted for the expenses of the product and premium charges.

 

(a) Returns are stated as of the inception date of the portfolio, which precedes the inception date of the division. See the following footnotes for portfolio inception dates.
(b) Portfolio inception on May 1, 2003.
(c) Portfolio inception on July 31, 2001.
(d) For the seven-day period ended December 31, 2010, the Money Market Portfolio’s yield was 0.25% and was equivalent to a compound effective yield of 0.25%. The seven-day yield does not include deductions that are included in the separate account. The yield quotation more closely reflects the current earnings of the Money Market Portfolio than the total return quotation. Effective December 31, 2008, the management fee of 0.30% for the Money Market Portfolio has been voluntarily waived. The performance shown for this division would have been lower without the fee waiver. This fee waiver is voluntary and may be revised or terminated at any time.

 

v


Table of Contents

 

Select
Bond
Division
    High Yield
Bond
Division
    Balanced
Division
    Asset
Allocation
Division
    Fidelity VIP
Mid Cap
Division
    Russell
Multi-Style
Equity
Division
    Russell
Aggressive
Equity
Division
    Russell
Non-U.S.
Division
    Russell
Real Estate
Securities
Division
    Russell
Core Bond
Division
 
  6.59     14.56     11.96     13.01     28.57     16.46     24.88     11.42     22.92     10.02
  32.86     47.22     23.14     20.67     40.68     13.17     11.19     10.50     14.70     36.67
  5.85     8.04     4.25     3.83     7.07     2.51     2.14     2.02     2.78     6.45
  85.64     121.55     45.42            148.40     13.20     56.13     36.46     168.40     81.07
  6.38     8.28     3.82            9.53     1.25     4.56     3.16     10.38     6.12
  27.96     33.03     10.56     8.63     23.22     (1.28 %)      (5.10 %)      (11.39 %)      (22.36 %)      31.90
  6.50     7.56     2.60     2.14     5.48     (0.33 %)      (1.33 %)      (3.04 %)      (6.26 %)      7.33
                       50.54 %(c)                                           
                       4.44                                          
                 

 

vi


Table of Contents

LOGO

 

 

Annual Report December 31, 2010

 

Northwestern Mutual Variable Life Account

 

Financial Statements


Table of Contents

Northwestern Mutual Variable Life Account Financial Statements

 

Table of Contents

 

Northwestern Mutual Variable Life Account

  

Statements of Assets and Liabilities

     1   

Statements of Operations

     4   

Statements of Changes in Net Assets

     6   

Notes to Financial Statements

     10   

Report of Independent Registered Public Accounting Firm

     15   


Table of Contents

Statements of Assets and Liabilities

 

Northwestern Mutual Variable Life Account

December 31, 2010

(in thousands, except accumulation unit values)

 

     Growth
Stock
Division
    Focused
Appreciation
Division
    Large Cap
Core Stock
Division
    Index 500
Stock
Division
    Domestic
Equity
Division
    Equity
Income
Division
    Mid Cap
Growth
Stock
Division
 

Assets:

             

Investments, at Value (1)

             

Northwestern Mutual Series Fund, Inc.

  $ 288,688      $ 97,870      $ 193,012      $ 730,891      $ 134,537      $ 73,855      $ 404,120   

Fidelity Variable Insurance Products

                                                

Russell Investment Funds

                                                

Due from Northwestern Mutual Life Insurance Company

    13                             95                 
                                                       

Total Assets

    288,701        97,870        193,012        730,891        134,632        73,855        404,120   
                                                       

Liabilities:

             

Due to Northwestern Mutual Life Insurance Company

           7        16                      15        46   
                                                       

Total Liabilities

           7        16                      15        46   
                                                       

Total Net Assets

  $ 288,701      $ 97,863      $ 192,996      $ 730,891      $ 134,632      $ 73,840      $ 404,074   
                                                       

Net Assets:

             

Variable Life Policies Issued

             

Before October 11, 1995

             

Policyowners’ Equity

  $ 26,089      $ 6,931      $ 21,509      $ 104,930      $ 12,385      $ 6,048      $ 57,061   

Northwestern Mutual’s Equity

    628        128        563        2,221        291        122        1,278   

Variable CompLife Policies Issued Between October 11, 1995 and December 31, 2008 (2)

             

Policyowners’ Equity

    235,722        77,603        151,191        544,305        104,901        59,557        320,416   

Northwestern Mutual’s Equity

    11,522        4,326        7,448        27,273        6,205        3,098        14,808   

Variable Executive Life Policies Issued Between March 2, 1998 and December 31, 2008 (3)

             

Policyowners’ Equity

    8,317        5,022        7,715        20,483        5,303        1,490        3,878   

Variable Joint Life Policies Issued Between December 10, 1998 and December 31, 2008 (4)

             

Policyowners’ Equity

    6,423        3,853        4,570        31,679        5,547        3,525        6,633   
                                                       

Total Net Assets

  $ 288,701      $ 97,863      $ 192,996      $ 730,891      $ 134,632      $ 73,840      $ 404,074   
                                                       
             

(1) Investments, at cost

  $ 258,411      $ 89,990      $ 179,003      $ 745,803      $ 155,558      $ 78,268      $ 377,379   

Mutual Fund Shares Held

    135,280        52,534        155,279        281,004        152,019        61,907        129,650   

(2) Accumulation Unit Value

  $ 2.434967      $ 2.008299      $ 1.972165      $ 2.602259      $ 1.241092      $ 1.619759      $ 2.625759   

Units Outstanding

    101,540        40,795        80,440        219,648        89,523        38,682        127,668   

(3) Accumulation Unit Value

  $ 32.998214      $ 20.869750      $ 26.477036      $ 58.583796      $ 13.033112      $ 16.832155      $ 71.778944   

Units Outstanding

    252        241        291        350        407        89        54   

(4) Accumulation Unit Value

  $ 32.998214      $ 20.869750      $ 26.477036      $ 58.583796      $ 13.033112      $ 16.832155      $ 71.778944   

Units Outstanding

    195        185        173        541        425        209        92   

 

The Accompanying Notes are an Integral Part of the Financial Statements.

 

Statements of Assets and Liabilities

 

1


Table of Contents

Statements of Assets and Liabilities

 

Northwestern Mutual Variable Life Account

December 31, 2010

(in thousands, except accumulation unit values)

 

    

Index 400
Stock
Division

    Mid Cap
Value
Division
    Small Cap
Growth Stock
Division
    Small Cap
Value
Division
    International
Growth
Division
    International
Equity
Division
    Money
Market
Division
 

Assets:

             

Investments, at Value (1)

             

Northwestern Mutual Series Fund, Inc.

  $ 208,550      $ 39,839      $ 201,117      $ 144,066      $ 94,949      $ 508,646      $ 169,089   

Fidelity Variable Insurance Products

                                                

Russell Investment Funds

                                                

Due from Northwestern Mutual Life Insurance Company

                                25        77        27   
                                                       

Total Assets

    208,550        39,839        201,117        144,066        94,974        508,723        169,116   
                                                       

Liabilities:

             

Due to Northwestern Mutual Life Insurance Company

    29               5        57                        
                                                       

Total Liabilities

    29               5        57                        
                                                       

Total Net Assets

  $ 208,521      $ 39,839      $ 201,112      $ 144,009      $ 94,974      $ 508,723      $ 169,116   
                                                       

Net Assets:

             

Variable Life Policies Issued

             

Before October 11, 1995

             

Policyowners’ Equity

  $ 10,476      $ 2,433      $ 9,192      $ 10,946      $ 5,357      $ 61,627      $ 12,024   

Northwestern Mutual’s Equity

    183        51        186        213        105        1,364        256   

Variable CompLife Policies Issued Between October 11, 1995 and December 31, 2008 (2)

             

Policyowners’ Equity

    176,595        31,215        170,705        116,227        73,844        393,542        125,701   

Northwestern Mutual’s Equity

    8,771        1,820        9,160        6,430        4,308        19,776        9,041   

Variable Executive Life Policies Issued Between March 2, 1998 and December 31, 2008 (3)

             

Policyowners’ Equity

    6,071        3,045        4,783        4,301        7,486        18,646        13,329   

Variable Joint Life Policies Issued Between December 10, 1998 and December 31, 2008 (4)

             

Policyowners’ Equity

    6,425        1,275        7,086        5,892        3,874        13,768        8,765   
                                                       

Total Net Assets

  $ 208,521      $ 39,839      $ 201,112      $ 144,009      $ 94,974      $ 508,723      $ 169,116   
                                                       
             

(1) Investments, at cost

  $ 181,571      $ 43,848      $ 209,856      $ 129,771      $ 109,928      $ 481,510      $ 169,089   

Mutual Fund Shares Held

    142,161        34,285        113,306        85,499        78,470        294,697        169,089   

(2) Accumulation Unit Value

  $ 2.311836      $ 1.759035      $ 2.308077      $ 2.144514      $ 1.592294      $ 2.718891      $ 1.559508   

Units Outstanding

    80,182        18,781        77,929        57,196        49,082        152,018        86,400   

(3) Accumulation Unit Value

  $ 25.934506      $ 18.279525      $ 29.671998      $ 22.519799      $ 16.720938      $ 4.095847      $ 41.380226   

Units Outstanding

    234        167        161        191        448        4,552        322   

(4) Accumulation Unit Value

  $ 25.934506      $ 18.279525      $ 29.671998      $ 22.519799      $ 16.720938      $ 4.095847      $ 41.380226   

Units Outstanding

    248        70        238        262        232        3,361        212   

 

The Accompanying Notes are an Integral Part of the Financial Statements.

 

2

Statements of Assets and Liabilities

 


Table of Contents

Select

Bond Division

    High Yield
Bond
Division
    Balanced
Division
    Asset
Allocation
Division
    Fidelity VIP
Mid Cap
Division
    Russell
Multi-Style
Equity
Division
    Russell
Aggressive
Equity
Division
    Russell
Non-US
Division
    Russell Real
Estate
Securities
Division
    Russell Core
Bond
Division
 
                 
                 
$ 238,702      $ 92,377      $ 323,296      $ 40,865      $      $      $      $      $      $   
                              140,650                                      
                                     173,425        85,266        131,849        139,684        98,089   
  103        4                      16        83               12        26        60   
                                                                             
  238,805        92,381        323,296        40,865        140,666        173,508        85,266        131,861        139,710        98,149   
                                                                             
                 
                47        5                      13                        
                                                                             
                47        5                      13                        
                                                                             
$ 238,805      $ 92,381      $ 323,249      $ 40,860      $ 140,666      $ 173,508      $ 85,253      $ 131,861      $ 139,710      $ 98,149   
                                                                             
                 
                 
                 
$ 22,616      $ 7,258      $ 146,492      $ 5,343      $ 13,347      $ 7,632      $ 5,029      $ 7,799      $ 8,195      $ 7,114   
  436        144        2,094        103        242        162        93        174        161        191   
                 
  173,304        74,389        153,813        30,899        108,602        132,240        69,073        99,384        112,547        59,226   
  9,254        3,547        7,586        1,604        6,310        7,688        3,959        5,552        6,296        3,235   
                 
  23,316        3,470        7,934        1,166        7,095        18,143        4,176        12,744        7,500        23,958   
                 
  9,879        3,573        5,330        1,745        5,070        7,643        2,923        6,208        5,011        4,425   
                                                                             
$ 238,805      $ 92,381      $ 323,249      $ 40,860      $ 140,666      $ 173,508      $ 85,253      $ 131,861      $ 139,710      $ 98,149   
                                                                             
                 
$ 227,759      $ 85,475      $ 360,142      $ 41,336      $ 128,705      $ 152,638      $ 90,580      $ 146,274      $ 150,161      $ 94,282   
  185,616        127,592        230,761        38,956        4,378        12,771        7,153        12,914        10,035        9,333   
$ 2.341027      $ 2.662698      $ 2.557927      $ 1.433617      $ 2.801620      $ 0.975990      $ 1.531783      $ 1.368210      $ 3.023867      $ 1.882787   
  77,982        29,270        63,098        22,672        41,016        143,371        47,678        76,697        39,302        33,175   
$ 181.992325      $ 34.475967      $ 137.200077      $ 15.054442      $ 29.113348      $ 10.686543      $ 17.202203      $ 14.635995      $ 31.671345      $ 19.746605   
  128        101        58        77        244        1,698        243        871        237        1,213   
$ 181.992325      $ 34.475967      $ 137.200077      $ 15.054442      $ 29.113348      $ 10.686543      $ 17.202203      $ 14.635995      $ 31.671345      $ 19.746605   
  54        104        39        116        174        715        170        424        158        224   

 

The Accompanying Notes are an Integral Part of the Financial Statements.

 

Statements of Assets and Liabilities

 

3


Table of Contents

Statements of Operations

 

Northwestern Mutual Variable Life Account

For the Year Ended December 31, 2010

(in thousands)

 

     

Growth
Stock
Division

    Focused
Appreciation
Division
    Large Cap
Core Stock
Division
    Index 500
Stock
Division
 

Income:

        

Dividend income

   $ 2,172      $      $ 2,096      $ 13,302   

Expenses:

        

Mortality and expense risk charges

     1,137        372        752        2,831   

Taxes

     12        3        10        49   
                                

Net investment income (loss)

     1,023        (375     1,334        10,422   
                                

Realized gain (loss) on investments:

        

Realized gain (loss) on sale of fund shares

     (2,545     263        (4,215     (9,877

Realized gain distributions

                          5,003   
                                

Realized gains (losses)

     (2,545     263        (4,215     (4,874
                                

Change in unrealized appreciation/depreciation of investments during the period

     31,797        7,977        24,055        87,360   
                                

Net increase (decrease) in net assets resulting from operations

   $ 30,275      $ 7,865      $ 21,174      $ 92,908   
                                
      International
Equity
Division
    Money
Market
Division
    Select Bond
Division
    High Yield
Bond
Division
 

Income:

        

Dividend income

   $ 14,029      $ 520      $ 8,842      $ 6,285   

Expenses:

        

Mortality and expense risk charges

     2,018        705        920        368   

Taxes

     30        7        11        4   
                                

Net investment income (loss)

     11,981        (192     7,911        5,913   
                                

Realized gain (loss) on investments:

        

Realized gain (loss) on sale of fund shares

     (104            1,130        965   

Realized gain distributions

            12        654          
                                

Realized gains (losses)

     (104     12        1,784        965   
                                

Change in unrealized appreciation/depreciation of investments during the period

     21,731               4,063        4,752   
                                

Net increase (decrease) in net assets resulting from operations

   $ 33,608      $ (180   $ 13,758      $ 11,630   
                                

 

The Accompanying Notes are an Integral Part of the Financial Statements.

 

4

Statements of Operations


Table of Contents
Domestic
Equity
Division
    Equity Income
Division
    Mid Cap Growth
Stock Division
    Index 400
Stock Division
    Mid Cap Value
Division
    Small Cap
Growth
Stock
Division
    Small Cap Value
Division
    International
Growth
Division
 
             
$ 2,770      $ 1,108      $ 982      $ 2,017      $ 488      $ 1,287      $ 1,372      $ 758   
             
  507        275        1,586        780        142        733        533        331   
  6        3        26        5        1        4        5        2   
                                                             
  2,257        830        (630     1,232        345        550        834        425   
                                                             
             
  (2,430     (1,589     (9,482     66        (2,078     (3,440     2,044        (2,650
                       665                               
                                                             
  (2,430     (1,589     (9,482     731        (2,078     (3,440     2,044        (2,650
                                                             
  16,855        10,104        87,530        41,347        8,178        43,682        22,606        15,011   
                                                             
$ 16,682      $ 9,345      $ 77,418      $ 43,310      $ 6,445      $ 40,792      $ 25,484      $ 12,786   
                                                             
Balanced
Division
    Asset
Allocation
Division
    Fidelity VIP
Mid Cap Division
    Russell
Multi-Style
Equity Division
    Russell
Aggressive
Equity Division
    Russell
Non-US
Division
    Russell
Real Estate
Securities Division
    Russell
Core Bond
Division
 
             
$ 6,464      $ 1,113      $ 152      $ 1,443      $ 346      $ 1,105      $ 2,825      $ 3,618   
             
  1,388        162        496        614        307        465        519        301   
  71        3        6        4        2        4        4        3   
                                                             
  5,005        948        (350     825        37        636        2,302        3,314   
                                                             
             
  (8,343     (552     (1,162     (13     (2,233     (516     (1,911     334   
                391                                    2,607   
                                                             
  (8,343     (552     (771     (13     (2,233     (516     (1,911     2,941   
                                                             
  36,783        4,214        31,307        22,970        18,893        12,472        25,100        2,261   
                                                             
$ 33,445      $ 4,610      $ 30,186      $ 23,782      $ 16,697      $ 12,592      $ 25,491      $ 8,516   
                                                             

 

The Accompanying Notes are an Integral Part of the Financial Statements.

 

Statements of Operations

 

5


Table of Contents

Statements of Changes in Net Assets

 

Northwestern Mutual Variable Life Account

(in thousands)

 

    Growth
Stock Division
    Focused Appreciation
Division
 
     Year Ended
December 31,
2010
    Year Ended
December 31,
2009
    Year Ended
December 31,
2010
    Year Ended
December 31,
2009
 

Operations:

       

Net investment income (loss)

  $ 1,023      $ 1,713      $ (375   $ (303

Net realized gains (losses)

    (2,545     (5,105     263        (678

Net change in unrealized appreciation/ depreciation

    31,797        78,579        7,977        26,775   
                               

Net increase (decrease) in net assets resulting from operations

    30,275        75,187        7,865        25,794   
                               

Policy Transactions:

       

Policyowners’ net payments

    23,120        26,445        8,658        8,380   

Policy loans, surrenders and death benefits

    (25,375     (15,891     (8,371     (6,942

Mortality and other (net)

    (7,279     (8,044     (2,520     (2,628

Transfers from other divisions

    34,677        15,890        19,667        18,714   

Transfers to other divisions

    (41,784     (17,336     (15,264     (14,625
                               

Net increase (decrease) in net assets resulting from policy transactions

    (16,641     1,064        2,170        2,899   
                               

Net increase (decrease) in net assets

    13,634        76,251        10,035        28,693   

Net Assets:

       

Beginning of period

    275,067        198,816        87,828        59,135   
                               

End of period

  $ 288,701      $ 275,067      $ 97,863      $ 87,828   
                               

Units issued during the period

    16,675        21,331        11,635        14,596   

Units redeemed during the period

    (21,336     (22,754     (11,029     (12,408
                               

Net units issued (redeemed) during period

    (4,661     (1,423     606        2,188   
                               
    Mid Cap Growth
Stock Division
    Index 400
Stock Division
 
     Year Ended
December 31,
2010
    Year Ended
December 31,
2009
    Year Ended
December 31,
2010
    Year Ended
December 31,
2009
 

Operations:

       

Net investment income (loss)

  $ (630   $ (505   $ 1,232      $ 2,094   

Net realized gains (losses)

    (9,482     (11,271     731        2,365   

Net change in unrealized appreciation/ depreciation

    87,530        96,475        41,347        44,192   
                               

Net increase (decrease) in net assets resulting from operations

    77,418        84,699        43,310        48,651   
                               

Policy Transactions:

       

Policyowners’ net payments

    28,654        32,786        14,339        16,167   

Policy loans, surrenders and death benefits

    (33,072     (25,144     (17,053     (11,985

Mortality and other (net)

    (10,140     (9,844     (4,990     (5,033

Transfers from other divisions

    13,707        14,572        13,812        10,778   

Transfers to other divisions

    (21,347     (17,344     (18,442     (15,433
                               

Net increase (decrease) in net assets resulting from policy transactions

    (22,198     (4,974     (12,334     (5,506
                               

Net increase (decrease) in net assets

    55,220        79,725        30,976        43,145   

Net Assets:

       

Beginning of period

    348,854        269,129        177,545        134,400   
                               

End of period

  $ 404,074      $ 348,854      $ 208,521      $ 177,545   
                               

Units issued during the period

    17,240        24,197        13,194        17,990   

Units redeemed during the period

    (24,850     (26,722     (17,376     (20,353
                               

Net units issued (redeemed) during period

    (7,610     (2,525     (4,182     (2,363
                               

 

The Accompanying Notes are an Integral Part of the Financial Statements.

 

6

Statements of Changes in Net Assets


Table of Contents
Large Cap Core
Stock Division
    Index 500
Stock Division
    Domestic Equity
Division
    Equity Income
Division
 
Year Ended
December 31,
2010
    Year Ended
December 31,
2009
    Year Ended
December 31,
2010
    Year Ended
December 31,
2009
    Year Ended
December 31,
2010
    Year Ended
December 31,
2009
    Year Ended
December 31,
2010
    Year Ended
December 31,
2009
 
             
$ 1,334      $ 2,159      $ 10,422      $ 13,360      $ 2,257      $ 3,061      $ 830      $ 1,284   
  (4,215     (5,497     (4,874     1,397        (2,430     (2,436     (1,589     (1,799
  24,055        43,709        87,360        121,808        16,855        26,412        10,104        12,873   
                                                             
  21,174        40,371        92,908        136,565        16,682        27,037        9,345        12,358   
                                                             
             
  16,425        18,357        57,023        63,278        12,739        13,892        5,885        6,281   
  (17,828     (12,684     (58,092     (49,959     (11,192     (7,976     (5,900     (4,531
  (4,893     (5,325     (18,730     (19,116     (3,368     (3,426     (1,790     (1,667
  17,200        14,344        78,450        38,264        12,165        9,926        13,421        9,838   
  (17,037     (15,344     (75,786     (39,587     (12,333     (10,822     (8,693     (6,917
                                                             
  (6,133     (652     (17,135     (7,120     (1,989     1,594        2,923        3,004   
                                                             
  15,041        39,719        75,773        129,445        14,693        28,631        12,268        15,362   
             
  177,955        138,236        655,118        525,673        119,939        91,308        61,572        46,210   
                                                             
$ 192,996      $ 177,955      $ 730,891      $ 655,118      $ 134,632      $ 119,939      $ 73,840      $ 61,572   
                                                             
  13,698        18,085        35,185        46,549        18,344        24,059        10,630        12,506   
  (16,697     (19,256     (42,103     (48,585     (18,787     (22,203     (8,664     (10,053
                                                             
  (2,999     (1,171     (6,918     (2,036     (443     1,856        1,966        2,453   
                                                             
Mid Cap Value
Division
    Small Cap Growth
Stock  Division
    Small Cap Value
Division
    International
Growth Division
 
Year Ended
December 31,
2010
    Year Ended
December 31,
2009
    Year Ended
December 31,
2010
    Year Ended
December 31,
2009
    Year Ended
December 31,
2010
    Year Ended
December 31,
2009
    Year Ended
December 31,
2010
    Year Ended
December 31,
2009
 
             
$ 345      $ 203      $ 550      $ (200   $ 834      $ 439      $ 425      $ 166   
  (2,078     (2,307     (3,440     (7,560     2,044        4,101        (2,650     (3,032
  8,178        8,079        43,682        47,360        22,606        22,271        15,011        16,621   
                                                             
  6,445        5,975        40,792        39,600        25,484        26,811        12,786        13,755   
                                                             
             
  3,548        3,823        16,158        18,114        11,182        12,433        8,726        9,603   
  (3,608     (2,264     (17,623     (14,215     (11,199     (9,260     (8,176     (5,674
  (1,052     (984     (4,903     (4,888     (3,644     (3,617     (2,311     (2,314
  22,432        4,520        27,102        20,416        19,361        12,950        42,439        11,030   
  (19,751     (4,711     (26,756     (21,580     (19,225     (14,624     (35,251     (11,229
                                                             
  1,569        384        (6,022     (2,153     (3,525     (2,118     5,427        1,416   
                                                             
  8,014        6,359        34,770        37,447        21,959        24,693        18,213        15,171   
             
  31,825        25,466        166,342        128,895        122,050        97,357        76,761        61,590   
                                                             
$ 39,839      $ 31,825      $ 201,112      $ 166,342      $ 144,009      $ 122,050      $ 94,974      $ 76,761   
                                                             
  6,141        5,901        14,559        20,471        11,528        15,421        15,822        15,210   
  (5,802     (5,599     (17,602     (21,800     (12,778     (16,262     (13,844     (14,371
                                                             
  339        302        (3,043     (1,329     (1,250     (841     1,978        839   
                                                             

 

The Accompanying Notes are an Integral Part of the Financial Statements.

 

Statements of Changes in Net Assets

 

7


Table of Contents

Statements of Changes in Net Assets

 

Northwestern Mutual Variable Life Account

(in thousands)

 

     International Equity Division     Money Market Division  
      Year Ended
December 31,
2010
    Year Ended
December 31,
2009
    Year Ended
December 31,
2010
    Year Ended
December 31,
2009
 

Operations:

        

Net investment income (loss)

   $ 11,981      $ 17,187      $ (192   $ 654   

Net realized gains (losses)

     (104     6,202        12        1   

Net change in unrealized appreciation/ depreciation

     21,731        97,116                 
                                

Net increase (decrease) in net assets resulting from operations

     33,608        120,505        (180     655   
                                

Policy Transactions:

        

Policyowners’ net payments

     38,680        42,672        95,869        106,083   

Policy loans, surrenders and death benefits

     (43,462     (32,299     (63,659     (53,664

Mortality and other (net)

     (13,032     (14,802     (7,410     (8,938

Transfers from other divisions

     70,724        37,452        126,490        124,543   

Transfers to other divisions

     (67,040     (32,325     (170,742     (157,865
                                

Net increase (decrease) in net assets resulting from policy transactions

     (14,130     698        (19,452     10,159   
                                

Net increase (decrease) in net assets

     19,478        121,203        (19,632     10,814   

Net Assets:

        

Beginning of period

     489,245        368,042        188,748        177,934   
                                

End of period

   $ 508,723      $ 489,245      $ 169,116      $ 188,748   
                                

Units issued during the period

     38,456        37,372        112,514        121,314   

Units redeemed during the period

     (43,028     (36,196     (121,911     (119,541
                                

Net units issued (redeemed) during period

     (4,572     1,176        (9,397     1,773   
                                
     Fidelity VIP
Mid Cap Division
    Russell Multi-Style
Equity Division
 
      Year Ended
December 31,
2010
    Year Ended
December 31,
2009
    Year Ended
December 31,
2010
    Year Ended
December 31,
2009
 

Operations:

        

Net investment income (loss)

   $ (350   $ 44      $ 825      $ 1,328   

Net realized gains (losses)

     (771     (2,185     (13     (4,646

Net change in unrealized appreciation/ depreciation

     31,307        31,097        22,970        41,785   
                                

Net increase (decrease) in net assets resulting from operations

     30,186        28,956        23,782        38,467   
                                

Policy Transactions:

        

Policyowners’ net payments

     10,250        10,937        13,002        15,320   

Policy loans, surrenders and death benefits

     (10,880     (6,273     (13,998     (12,051

Mortality and other (net)

     (3,658     (3,224     (4,447     (4,711

Transfers from other divisions

     36,589        14,658        22,938        67,051   

Transfers to other divisions

     (27,176     (11,938     (29,231     (70,621
                                

Net increase (decrease) in net assets resulting from policy transactions

     5,125        4,160        (11,736     (5,012
                                

Net increase (decrease) in net assets

     35,311        33,116        12,046        33,455   

Net Assets:

        

Beginning of period

     105,355        72,239        161,462        128,007   
                                

End of period

   $ 140,666      $ 105,355      $ 173,508      $ 161,462   
                                

Units issued during the period

     10,845        11,830        28,038        42,139   

Units redeemed during the period

     (9,673     (9,821     (37,957     (44,493
                                

Net units issued (redeemed) during period

     1,172        2,009        (9,919     (2,354
                                

 

The Accompanying Notes are an Integral Part of the Financial Statements.

 

8

Statements of Changes in Net Assets


Table of Contents
Select Bond Division     High Yield Bond Division     Balanced Division     Asset Allocation Division  
Year Ended
December 31,
2010
    Year Ended
December 31,
2009
    Year Ended
December 31,
2010
    Year Ended
December 31,
2009
    Year Ended
December 31,
2010
    Year Ended
December 31,
2009
    Year Ended
December 31,
2010
    Year Ended
December 31,
2009
 
             
$ 7,911      $ 9,817      $ 5,913      $ 6,056      $ 5,005      $ 11,082      $ 948      $ 841   
  1,784        651        965        (53     (8,343     (11,202     (552     (1,064
  4,063        7,342        4,752        19,567        36,783        52,539        4,214        7,965   
                                                             
  13,758        17,810        11,630        25,570        33,445        52,419        4,610        7,742   
                                                             
             
  17,938        18,551        5,907        6,167        21,634        22,112        2,842        3,168   
  (28,609     (19,175     (9,199     (5,595     (22,250     (19,889     (4,027     (3,159
  (6,029     (7,285     (2,538     (2,459     (8,557     (8,680     (1,123     (1,123
  60,450        61,681        15,844        16,685        13,278        12,282        3,993        5,096   
  (42,155     (39,230     (13,535     (11,299     (13,315     (14,051     (2,780     (3,328
                                                             
  1,595        14,542        (3,521     3,499        (9,210     (8,226     (1,095     654   
                                                             
  15,353        32,352        8,109        29,069        24,235        44,193        3,515        8,396   
             
  223,452        191,100        84,272        55,203        299,014        254,821        37,345        28,949   
                                                             
$ 238,805      $ 223,452      $ 92,381      $ 84,272      $ 323,249      $ 299,014      $ 40,860      $ 37,345   
                                                             
  21,882        26,321        6,977        9,817        10,022        12,984        5,079        6,464   
  (21,931     (20,798     (7,946     (8,658     (12,085     (14,735     (5,733     (6,463
                                                             
  (49     5,523        (969     1,159        (2,063     (1,751     (654     1   
                                                             
Russell Aggressive
Equity Division
    Russell
Non-US Division
    Russell Real Estate
Securities Division
    Russell Core
Bond Division
 
Year Ended
December 31,
2010
    Year Ended
December 31,
2009
    Year Ended
December 31,
2010
    Year Ended
December 31,
2009
    Year Ended
December 31,
2010
    Year Ended
December 31,
2009
    Year Ended
December 31,
2010
    Year Ended
December 31,
2009
 
             
$ 37      $ 70      $ 636      $ 2,694      $ 2,302      $ 3,707      $ 3,314      $ 3,301   
  (2,233     (2,180     (516     (1,670     (1,911     (4,264     2,941        (44
  18,893        18,956        12,472        25,120        25,100        26,150        2,261        7,467   
                                                             
  16,697        16,846        12,592        26,144        25,491        25,593        8,516        10,724   
                                                             
             
  6,862        7,866        10,391        12,178        10,990        11,966        5,744        6,235   
  (6,989     (5,417     (10,726     (8,973     (12,273     (7,970     (9,825     (5,821
  (2,134     (2,128     (3,289     (3,679     (3,591     (2,979     (2,329     (2,415
  9,527        13,006        19,087        40,245        31,929        31,672        46,009        73,600   
  (9,845     (13,500     (20,573     (44,630     (26,714     (30,354     (36,378     (60,658
                                                             
  (2,579     (173     (5,110     (4,859     341        2,335        3,221        10,941   
                                                             
  14,118        16,673        7,482        21,285        25,832        27,928        11,737        21,665   
             
  71,135        54,462        124,379        103,094        113,878        85,950        86,412        64,747   
                                                             
$ 85,253      $ 71,135      $ 131,861      $ 124,379      $ 139,710      $ 113,878      $ 98,149      $ 86,412   
                                                             
  10,147        13,102        16,644        21,650        9,674        12,614        13,823        15,373   
  (11,139     (13,059     (19,400     (23,210     (9,091     (11,143     (12,275     (13,797
                                                             
  (992     43        (2,756     (1,560     583        1,471        1,548        1,576   
                                                             

 

The Accompanying Notes are an Integral Part of the Financial Statements.

 

Statements of Changes in Net Assets

 

9


Table of Contents

Notes to Financial Statements

 

Northwestern Mutual Variable Life Account

December 31, 2010

 

1. Organization — Northwestern Mutual Variable Life Account (“the Account”) is registered as a unit investment trust under the Investment Company Act of 1940 and is a segregated asset account of The Northwestern Mutual Life Insurance Company (“Northwestern Mutual”) used to fund variable life insurance policies.

 

All assets of each Division of the Account are invested in shares of the corresponding Portfolio of Northwestern Mutual Series Fund, Inc., Fidelity Variable Insurance Products and the Russell Investment Funds (collectively known as “the Funds”). The Funds are open-end investment companies registered under the Investment Company Act of 1940.

 

2. Significant Accounting Policies

 

  A. Use of Estimates — The preparation of the financial statements in conformity with accounting principles generally accepted in the United States of America requires management to make estimates and assumptions that affect the reported amounts of assets and liabilities and disclosure of contingent assets and liabilities at the date of the financial statements and the reported amounts of revenues and expenses during the reporting period. Actual results could differ from those estimates.

 

  B. Investment Valuation — The shares are valued at the Funds’ offering and redemption prices per share. As of December 31, 2010, all of the Account’s investments are identified as Level 1 securities for valuation purposes under the Fair Value Measurements and Disclosures Topic of the FASB Accounting Standards Codification. Level 1 securities are valued at fair value as determined by quoted prices in active markets for identical securities.

 

  C. Investment Income, Securities Transactions and Policy Dividends — Transactions in the Funds’ shares are accounted for on the trade date. The basis for determining cost on sale of the Funds’ shares is identified cost. Dividend income and distributions of net realized gains from the Funds are recorded on the ex–date of the dividends. Dividends and distributions received are reinvested in additional shares of the respective portfolios of the Funds. The policies are eligible to receive policy dividends from Northwestern Mutual. Any policy dividends reinvested in the Account are reflected in Policyowners’ net payments in the accompanying financial statements.

 

  D. Taxes — Northwestern Mutual is taxed as a “life insurance company” under the Internal Revenue Code. The variable life insurance policies, which are funded in the Account, are taxed as part of the operations of Northwestern Mutual. Policies provide that a charge for taxes may be made against the assets of the Account. Generally, for Variable Life policies issued before October 11, 1995, Northwestern Mutual charges the Account at an annual rate of 0.05% of the Account’s net assets and reserves the right to increase, decrease or eliminate the charge for taxes in the future. Generally, for Variable CompLife policies issued on or after October 11, 1995, Variable Executive Life policies issued on or after March 2, 1998, and Variable Joint Life policies issued on or after December 10, 1998, there is no charge being made against the assets of the Account for federal income taxes, but Northwestern Mutual reserves the right to charge for taxes in the future.

 

  E. Premium Payments — For Variable Life and Variable CompLife policies, the Account is credited for the policyowners’ net annual premiums at the respective policy anniversary dates regardless of when policyowners actually pay their premiums. Northwestern Mutual’s equity represents any unpaid portion of net annual premiums.

 

3. Purchases and Sales of Investments — Purchases and sales of the Funds’ shares for the year ended December 31, 2010 were as follows: (in thousands)

 

Division

   Purchases      Sales  

Growth Stock

   $ 13,338       $ 28,889   

Focused Appreciation

     11,710         9,923   

Large Cap Core Stock

     15,377         20,101   

Index 500 Stock

     64,825         66,434   

Domestic Equity

     13,529         13,291   

Equity Income

     10,624         6,854   

Mid Cap Growth Stock

     14,721         37,521   

Index 400 Stock

     9,088         19,518   

Mid Cap Value

     6,019         4,101   

Small Cap Growth Stock

     14,782         20,253   

Small Cap Value

     10,450         13,227   

International Growth

     15,492         9,655   

International Equity

     47,546         49,992   

Money Market

     51,820         71,492   

Select Bond

     42,694         32,620   

High Yield Bond

     12,948         10,625   

Balanced

     21,391         25,559   

Asset Allocation

     4,403         4,549   

Fidelity VIP Mid Cap

     18,136         12,998   

Russell Multi-Style Equity

     6,175         17,157   

Russell Aggressive Equity

     5,854         8,396   

Russell Non-U.S.

     8,459         12,948   

Russell Real Estate Securities

     17,172         14,567   

Russell Core Bond

     20,364         11,439   

 

10

Notes to Financial Statements


Table of Contents

Notes to Financial Statements

 

 

4. Expenses and Related Party Transactions — A deduction for mortality and expense risks is paid to Northwestern Mutual. The mortality risk is that insureds may not live as long as estimated. The expense risk is that expenses of issuing and administering the policies may exceed the estimated costs.

 

For Variable Life and Variable CompLife policies, the deduction is determined daily at an annual rate of 0.50% and 0.45%, respectively, of the net assets of the Account.

 

A deduction for the mortality and expense risks for Variable Executive Life policies is determined monthly at an annual rate of 0.60% of the amount invested in the Account for the Policy for the first ten Policy years, and 0.17% thereafter for policies with the Cash Value Amendment, or 0.15% thereafter for policies without the Cash Value Amendment. A deduction for the mortality and expense risks for Variable Joint Life policies is determined monthly at an annual rate of 0.10% of the amounts invested in the Account for the Policy. These charges are reflected as a reduction in units and are included in Mortality and Other in the accompanying financial statements.

 

Additional mortality costs are deducted from the policy annually for Variable Life and Variable CompLife policies, and monthly for Variable Executive Life and Variable Joint Life policies, and are paid to Northwestern Mutual to cover the cost of providing insurance protection. For Variable Life and Variable CompLife policies this cost is actuarially calculated based upon the insured’s age, the 1980 Commissioners Standard Ordinary Mortality Table and the amount of insurance provided under the policy. For Variable Executive Life and Variable Joint Life policies the cost reflects expected mortality costs based upon actual experience.

 

Certain deductions are also made from the annual, single or other premiums before amounts are allocated to the Account. These deductions are for sales load, administrative expenses, taxes and a risk charge for the guaranteed minimum death benefit.

 

5. Subsequent Events — No events have occurred subsequent to December 31, 2010 that require disclosure or adjustment to the financial statements at that date or through the date of issuance.

 

6. Financial Highlights

(For a unit outstanding during the period)

 

    As of the respective period end date:     For the respective period ended:  
Division   Units
Outstanding
(000’s)
   

Unit Value,

Lowest to Highest

    Net
Assets
(000’s)
    Dividend
Income
as a % of 
Average
Net
Assets
    Expense Ratio,
Lowest to Highest
    Total Return
Lowest to Highest (1)
 

Growth Stock

           

Year Ended 12/31/10

    101,987        $ 2.434967 to $ 32.998214      $ 288,701        0.82%        0.10% to 0.60%         11.76%  to  12.37%    

Year Ended 12/31/09

    106,648        $ 2.176678 to $ 29.365924      $ 275,067        1.16%        0.10% to 0.60%         36.42%  to  37.17%    

Year Ended 12/31/08

    108,071        $ 1.594004 to $ 21.408736      $ 198,816        1.06%        0.10% to 0.60%        (39.19%) to (38.86%)   

Year Ended 12/31/07

    109,301        $ 2.618873 to $ 35.015115      $ 338,683        0.89%        0.10% to 0.60%           8.60%  to    9.20%    

Year Ended 12/31/06

    112,452        $ 2.409175 to $ 32.066403      $ 318,840        0.75%        0.10% to 0.60%           8.97%  to   9.57%    

Focused Appreciation

           

Year Ended 12/31/10

    41,221        $ 2.008299 to $ 20.869750      $ 97,863        0.00%        0.10% to 0.60%           8.73%  to    9.33%    

Year Ended 12/31/09

    40,615        $ 1.845162 to $ 19.088595      $ 87,828        0.00%        0.10% to 0.60%         41.70%  to  42.47%    

Year Ended 12/31/08

    38,427        $ 1.300904 to $ 13.397864      $ 59,135        0.35%        0.10% to 0.60%        (40.34%) to (40.01%)   

Year Ended 12/31/07

    31,243        $ 2.178331 to $ 22.333276      $ 81,274        0.04%        0.10% to 0.60%         26.14%  to  26.84%    

Year Ended 12/31/06

    24,065        $ 1.725184 to $ 17.607745      $ 48,864        0.42%        0.10% to 0.60%           4.31%  to    4.88%    

Large Cap Core Stock

           

Year Ended 12/31/10

    80,904        $ 1.972165 to $ 26.477036      $ 192,996        1.20%        0.10% to 0.60%         12.29%  to  12.91%    

Year Ended 12/31/09

    83,903        $ 1.754516 to $ 23.449551      $ 177,955        1.84%        0.10% to 0.60%         28.63%  to  29.33%    

Year Ended 12/31/08

    85,074        $ 1.362693 to $ 18.131181      $ 138,236        1.62%        0.10% to 0.60%        (39.08%) to (38.74%)   

Year Ended 12/31/07

    84,079        $ 2.234518 to $ 29.597322      $ 227,645        1.15%        0.10% to 0.60%           8.52%  to    9.12%    

Year Ended 12/31/06

    85,650        $ 2.057029 to $ 27.123722      $ 212,813        1.06%        0.10% to 0.60%         10.89%  to  11.49%    

 

(1) Total Return includes deductions for management and other expenses; it excludes deductions for sales loads and other charges.

 

Notes to Financial Statements

 

11


Table of Contents

Notes to Financial Statements

 

    As of the respective period end date:     For the respective period ended:  
Division   Units
Outstanding
(000’s)
   

Unit Value,

Lowest to Highest

    Net
Assets
(000’s)
    Dividend
Income
as a % of 
Average
Net
Assets
    Expense Ratio,
Lowest to Highest
    Total Return
Lowest to Highest (1)
 

Index 500 Stock

           

Year Ended 12/31/10

    220,539        $ 2.602259 to $ 58.583796      $ 730,891        2.02%        0.10% to 0.60%         14.27%  to  14.89%    

Year Ended 12/31/09

    227,457        $ 2.275083 to $ 50.989051      $ 655,118        2.82%        0.10% to 0.60%         25.71%  to  26.40%    

Year Ended 12/31/08

    229,493        $ 1.808068 to $ 40.340674      $ 525,673        2.26%        0.10% to 0.60%        (37.29%) to (36.94%)   

Year Ended 12/31/07

    228,156        $ 2.880226 to $ 63.972521      $ 836,968        1.62%        0.10% to 0.60%           4.85%  to    5.43%    

Year Ended 12/31/06

    229,219        $ 2.744303 to $ 60.678957      $ 805,187        1.57%        0.10% to 0.60%         14.99%  to  15.62%    

Domestic Equity

           

Year Ended 12/31/10

    90,355        $ 1.241092 to $ 13.033112      $ 134,632        2.28%        0.10% to 0.60%         13.99%  to  14.62%    

Year Ended 12/31/09

    90,798        $ 1.087659 to $ 11.370681      $ 119,939        3.49%        0.10% to 0.60%         28.81%  to  29.52%    

Year Ended 12/31/08

    88,942        $ 0.843525 to $   8.778981      $ 91,308        2.91%        0.10% to 0.60%        (38.83%) to (38.49%)   

Year Ended 12/31/07

    86,124        $ 1.377664 to $ 14.273423      $ 145,614        1.44%        0.10% to 0.60%          (6.84%) to   (6.33%)   

Year Ended 12/31/06

    75,043        $ 1.477394 to $ 15.237722      $ 136,676        0.00%        0.10% to 0.60%         15.93%  to  16.56%    

Equity Income

           

Year Ended 12/31/10

    38,980        $ 1.619759 to $ 16.832155      $ 73,840        1.70%        0.10% to 0.60%         14.70%  to  15.33%    

Year Ended 12/31/09

    37,014        $ 1.410806 to $ 14.595160      $ 61,572        2.93%        0.10% to 0.60%         23.90%  to  24.58%    

Year Ended 12/31/08

    34,561        $ 1.137525 to $ 11.715261      $ 46,210        0.03%        0.10% to 0.60%        (36.16%) to (35.81%)   

Year Ended 12/31/07

    30,456        $ 1.780093 to $ 18.250431      $ 64,070        2.10%        0.10% to 0.60%           2.69%  to    3.26%    

Year Ended 12/31/06

    23,010        $ 1.731741 to $ 17.674755      $ 48,241        1.82%        0.10% to 0.60%         18.50%  to  19.15%    

Mid Cap Growth Stock

           

Year Ended 12/31/10

    127,814        $ 2.625759 to $ 71.778944      $ 404,074        0.28%        0.10% to 0.60%         23.18%  to  23.86%    

Year Ended 12/31/09

    135,424        $ 2.129518 to $ 57.953082      $ 348,854        0.28%        0.10% to 0.60%         31.37%  to  32.09%( 2) 

Year Ended 12/31/08

    137,949        $ 1.619377 to $ 43.872392      $ 269,129        0.30%        0.10% to 0.60%        (40.41%) to (40.08%)   

Year Ended 12/31/07

    141,002        $ 2.714862 to $ 73.219863      $ 464,301        0.76%        0.10% to 0.60%         20.04%  to  20.70%    

Year Ended 12/31/06

    147,324        $ 2.259482 to $ 60.663705      $ 404,081        0.12%        0.10% to 0.60%           3.83%  to    4.40%    

Index 400 Stock

           

Year Ended 12/31/10

    80,664        $ 2.311836 to $ 25.934506      $ 208,521        1.09%        0.10% to 0.60%         25.60%  to  26.29%    

Year Ended 12/31/09

    84,846        $ 1.838809 to $ 20.535699      $ 177,545        1.82%        0.10% to 0.60%         36.25%  to  37.00%    

Year Ended 12/31/08

    87,209        $ 1.348229 to $ 14.989442      $ 134,400        1.54%        0.10% to 0.60%        (36.63%) to (36.28%)   

Year Ended 12/31/07

    88,681        $ 2.125280 to $ 23.522236      $ 218,656        1.23%        0.10% to 0.60%           7.34%  to    7.93%    

Year Ended 12/31/06

    89,766        $ 1.978080 to $ 21.794434      $ 206,352        1.06%        0.10% to 0.60%           9.44%  to  10.04%    

Mid Cap Value

           

Year Ended 12/31/10

    19,018        $ 1.759035 to $ 18.279525      $ 39,839        1.41%        0.10% to 0.60%         19.27%  to  19.93%    

Year Ended 12/31/09

    18,679        $ 1.473346 to $ 15.242180      $ 31,825        1.20%        0.10% to 0.60%         22.56%  to  23.24%    

Year Ended 12/31/08

    18,377        $ 1.200893 to $ 12.367958      $ 25,466        0.00%        0.10% to 0.60%        (35.43%) to (35.07%)   

Year Ended 12/31/07

    18,925        $ 1.857847 to $ 19.047672      $ 40,344        0.83%        0.10% to 0.60%          (0.71%) to   (0.16%)   

Year Ended 12/31/06

    12,958        $ 1.869298 to $ 19.078717      $ 28,186        1.30%        0.10% to 0.60%         13.87%  to  14.49%    

Small Cap Growth Stock

           

Year Ended 12/31/10

    78,328        $ 2.308077 to $ 29.671998      $ 201,112        0.75%        0.10% to 0.60%         25.16%  to  25.85%    

Year Ended 12/31/09

    81,371        $ 1.842237 to $ 23.577314      $ 166,342        0.28%        0.10% to 0.60%         30.46%  to  31.17%    

Year Ended 12/31/08

    82,700        $ 1.410759 to $ 17.974245      $ 128,895        0.17%        0.10% to 0.60%        (44.18%) to (43.87%)   

Year Ended 12/31/07

    82,192        $ 2.524707 to $ 32.021844      $ 231,752        0.08%        0.10% to 0.60%           8.94%  to    9.54%    

Year Ended 12/31/06

    84,660        $ 2.315230 to $ 29.232653      $ 220,095        0.00%        0.10% to 0.60%           6.10%  to    6.68%    

Small Cap Value

           

Year Ended 12/31/10

    57,649        $ 2.144514 to $ 22.519799      $ 144,009        1.09%        0.10% to 0.60%         21.28%  to  21.95%    

Year Ended 12/31/09

    58,899        $ 1.766442 to $ 18.466637      $ 122,050        0.85%        0.10% to 0.60%         27.48%  to  28.18%    

Year Ended 12/31/08

    59,740        $ 1.384260 to $ 14.406429      $ 97,357        0.34%        0.10% to 0.60%        (28.53%) to (28.13%)   

Year Ended 12/31/07

    58,487        $ 1.934849 to $ 20.045927      $ 135,847        0.41%        0.10% to 0.60%          (1.37%) to   (0.83%)   

Year Ended 12/31/06

    54,770        $ 1.959847 to $ 20.213417      $ 131,093        0.23%        0.10% to 0.60%         15.92%  to  16.55%    

International Growth

           

Year Ended 12/31/10

    49,762        $ 1.592294 to $ 16.720938      $ 94,974        0.92%        0.10% to 0.60%         15.79%  to  16.43%    

Year Ended 12/31/09

    47,784        $ 1.373759 to $ 14.361577      $ 76,761        0.66%        0.10% to 0.60%         22.49%  to  23.16%    

Year Ended 12/31/08

    46,945        $ 1.120404 to $ 11.660588      $ 61,590        1.52%        0.10% to 0.60%        (46.48%) to (46.19%)   

Year Ended 12/31/07

    45,016        $ 2.091399 to $ 21.668250      $ 110,759        0.81%        0.10% to 0.60%         12.00%  to  12.62%    

Year Ended 12/31/06

    36,920        $ 1.865431 to $ 19.240066      $ 81,194        0.20%        0.10% to 0.60%         20.81%  to  21.48%    

 

(1) Total Return includes deductions for management and other expenses; it excludes deductions for sales loads and other charges.
(2) Total Return reflects the effect of a one-time class action settlement received on June 18, 2009. Absent the payment, the returns would have ranged from 31.27% to 31.99% for the Mid Cap Growth Stock Division, from 31.66% to 32.39% for the International Equity Division and from 0.06% to 0.61% for the Money Market Division.

 

 

12

Notes to Financial Statements


Table of Contents

Notes to Financial Statements

 

 

    As of the respective period end date:     For the respective period ended:  
Division   Units
Outstanding
(000’s)
   

Unit Value,

Lowest to Highest

    Net
Assets
(000’s)
    Dividend
Income
as a % of 
Average
Net
Assets
    Expense Ratio,
Lowest to Highest
    Total Return
Lowest to Highest (1)
 

International Equity

           

Year Ended 12/31/10

    159,931        $ 2.718891 to $    4.095847      $ 508,723        3.01%        0.10% to 0.60%        7.08%  to    7.67%    

Year Ended 12/31/09

    164,503        $ 2.536491 to $    3.803991      $ 489,245        4.66%        0.10% to 0.60%        32.38%  to  33.11%( 2) 

Year Ended 12/31/08

    163,327        $ 1.914107 to $    2.857743      $ 368,042        2.67%        0.10% to 0.60%        (44.09%) to (43.78%)   

Year Ended 12/31/07

    163,444        $ 3.420279 to $    5.083451      $ 662,096        1.83%        0.10% to 0.60%        17.42%  to  18.06%    

Year Ended 12/31/06

    156,118        $ 2.910111 to $    4.305729        $541,364        1.70%        0.10% to 0.60%        30.18%  to  30.90%    

Money Market

           

Year Ended 12/31/10

    86,934        $1.559508 to $  41.380226        $169,116        0.29%        0.10% to 0.60%        (0.25%) to    0.29%    

Year Ended 12/31/09

    96,331        $1.561917 to $  41.258586        $188,748        0.75%        0.10% to 0.60%          0.21%  to    0.76%( 2) 

Year Ended 12/31/08

    94,558        $1.557129 to $  40.947848        $177,934        2.65%        0.10% to 0.60%          2.20%  to    2.76%    

Year Ended 12/31/07

    77,291        $1.522145 to $  39.847990        $142,948        5.13%        0.10% to 0.60%          4.70%  to    5.28%    

Year Ended 12/31/06

    74,505        $1.452309 to $  37.848488        $131,778        4.74%        0.10% to 0.60%          4.29%  to    4.86%    

Select Bond

           

Year Ended 12/31/10

    78,164        $2.341027 to $181.992325        $238,805        3.75%        0.10% to 0.60%          6.00%  to    6.59%    

Year Ended 12/31/09

    78,213        $2.206231 to $170.745431        $223,452        5.05%        0.10% to 0.60%          8.77%  to    9.37%    

Year Ended 12/31/08

    72,690        $2.026282 to $156.116892        $191,100        4.60%        0.10% to 0.60%          2.69%  to    3.26%    

Year Ended 12/31/07

    61,706        $1.971244 to $151.194364        $164,709        3.96%        0.10% to 0.60%          5.81%  to    6.39%    

Year Ended 12/31/06

    54,043        $1.861181 to $142.110273        $134,698        3.64%        0.10% to 0.60%          3.18%  to    3.74%    

High Yield Bond

           

Year Ended 12/31/10

    29,475        $2.662698 to $  34.475967        $  92,381        7.13%        0.10% to 0.60%         13.93%  to  14.56%    

Year Ended 12/31/09

    30,444        $2.334783 to $  30.094875        $  84,272        8.96%        0.10% to 0.60%         44.60%  to  45.39%    

Year Ended 12/31/08

    29,285        $1.613065 to $  20.699102        $  55,203        8.18%        0.10% to 0.60%        (21.78%) to (21.35%)   

Year Ended 12/31/07

    29,659        $2.060165 to $  26.317469        $  72,398        6.14%        0.10% to 0.60%        1.82%  to    2.38%    

Year Ended 12/31/06

    28,367        $2.021433 to $  25.706496        $  68,410        6.61%        0.10% to 0.60%        9.18%  to    9.77%    

Balanced

           

Year Ended 12/31/10

    63,195        $2.557927 to $137.200077        $323,249        2.12%        0.10% to 0.60%        11.34%  to  11.96%    

Year Ended 12/31/09

    65,258        $2.295052 to $122.549243        $299,014        4.56%        0.10% to 0.60%        20.77%  to  21.43%    

Year Ended 12/31/08

    67,009        $1.898456 to $100.918470        $254,821        1.30%        0.10% to 0.60%        (23.15%) to (22.72%)   

Year Ended 12/31/07

    66,343        $2.467848 to $130.596514        $339,847        3.04%        0.10% to 0.60%        5.57%  to    6.15%    

Year Ended 12/31/06

    67,095        $2.335417 to $123.031604        $327,176        2.81%        0.10% to 0.60%          9.82%  to  10.42%    

Asset Allocation

           

Year Ended 12/31/10

    22,865        $1.433617 to $  15.054442        $  40,860        2.92%        0.10% to 0.60%        12.39%  to  13.01%    

Year Ended 12/31/09

    23,519        $1.274289 to $  13.321541        $  37,345        3.04%        0.10% to 0.60%        26.40%  to  27.09%    

Year Ended 12/31/08

    23,518        $1.007179 to $  10.482012        $  28,949        2.95%        0.10% to 0.60%        (30.51%) to (30.13%)   

Year Ended 12/31/07

    22,548        $1.447923 to $  15.001132        $  40,176        2.21%        0.10% to 0.60%        8.80%  to    9.40%    

Year Ended 12/31/06

    21,975        $1.329516 to $  13.712349        $  36,382        1.83%        0.10% to 0.60%        9.32%  to    9.91%    

Fidelity VIP Mid Cap

           

Year Ended 12/31/10

    41,434        $2.801620 to $  29.113348        $140,666        0.13%        0.10% to 0.60%        27.87%  to  28.57%    

Year Ended 12/31/09

    40,262        $2.188843 to $  22.643898        $105,355        0.47%        0.10% to 0.60%        38.99%  to  39.75%    

Year Ended 12/31/08

    38,253        $1.573285 to $  16.202990        $  72,239        0.24%        0.10% to 0.60%        (39.94%) to (39.61%)   

Year Ended 12/31/07

    35,107        $2.616815 to $  26.828755        $111,532        0.49%        0.10% to 0.60%        14.71%  to  15.34%    

Year Ended 12/31/06

    30,673        $2.279082 to $  23.260937        $  84,535        0.15%        0.10% to 0.60%        11.79%  to  12.40%    

Russell Multi-Style Equity

           

Year Ended 12/31/10

    145,784        $0.975990 to $  10.686543        $173,508        0.91%        0.10% to 0.60%        15.82%  to  16.46%    

Year Ended 12/31/09

    155,703        $0.841815 to $    9.176223        $161,462        1.34%        0.10% to 0.60%        30.68%  to  31.40%    

Year Ended 12/31/08

    158,057        $0.643528 to $    6.983334        $128,007        1.44%        0.10% to 0.60%        (40.89%) to (40.56%)   

Year Ended 12/31/07

    155,372        $1.087639 to $  11.749485        $205,482        0.97%        0.10% to 0.60%        9.76%  to  10.36%    

Year Ended 12/31/06

    150,286        $0.989999 to $  10.646608        $181,626        0.94%        0.10% to 0.60%        12.13%  to  12.75%    

Russell Aggressive Equity

           

Year Ended 12/31/10

    48,091        $1.531783 to $  17.202203        $  85,253        0.47%        0.10% to 0.60%        24.20%  to  24.88%    

Year Ended 12/31/09

    49,083        $1.232123 to $  13.775086        $  71,135        0.53%        0.10% to 0.60%        30.68%  to  31.39%    

Year Ended 12/31/08

    49,040        $0.941939 to $  10.483725        $  54,462        0.87%        0.10% to 0.60%        (43.23%) to (42.92%)   

Year Ended 12/31/07

    49,732        $1.657613 to $  18.365962        $  98,737        0.37%        0.10% to 0.60%        2.85%  to    3.42%    

Year Ended 12/31/06

    49,892        $1.610065 to $  17.758799        $  96,874        0.19%        0.10% to 0.60%        14.16%  to  14.79%    

 

(1) Total Return includes deductions for management and other expenses; it excludes deductions for sales loads and other charges.
(2) Total Return reflects the effect of a one-time class action settlement received on June 18, 2009. Absent the payment, the returns would have ranged from 31.27% to 31.99% for the Mid Cap Growth Stock Division, from 31.66% to 32.39% for the International Equity Division and from 0.06% to 0.61% for the Money Market Division.

 

 

Notes to Financial Statements

 

13


Table of Contents

Notes to Financial Statements

 

    As of the respective period end date:     For the respective period ended:  
Division   Units
Outstanding
(000’s)
   

Unit Value,

Lowest to Highest

    Net
Assets
(000’s)
    Dividend
Income
as a % of 
Average
Net
Assets
    Expense Ratio,
Lowest to Highest
    Total Return
Lowest to Highest (1)
 

Russell Non-U.S.

           

Year Ended 12/31/10

    77,992        $1.368210 to $  14.635995        $131,861        0.93%        0.10% to 0.60%         10.81%  to  11.42%    

Year Ended 12/31/09

    80,748        $1.233456 to $  13.135524        $124,379        2.86%        0.10% to 0.60%         25.80%  to  26.49%    

Year Ended 12/31/08

    82,308        $0.979547 to $  10.384851        $103,094        0.00%        0.10% to 0.60%        (42.73%) to (42.41%)   

Year Ended 12/31/07

    83,679        $1.708615 to $  18.032632        $180,770        2.59%        0.10% to 0.60%           9.52%  to  10.12%    

Year Ended 12/31/06

    80,347        $1.558635 to $  16.375774        $158,005        2.54%        0.10% to 0.60%         22.97%  to  23.64%    

Russell Real Estate Securities

           

Year Ended 12/31/10

    39,697        $3.023867 to $  31.671345        $139,710        2.23%        0.10% to 0.60%         22.25%  to  22.92%    

Year Ended 12/31/09

    39,114        $2.471078 to $  25.765834        $113,878        4.65%        0.10% to 0.60%         28.24%  to  28.94%    

Year Ended 12/31/08

    37,643        $1.925035 to $  19.982226        $  85,950        1.92%        0.10% to 0.60%        (37.03%) to (36.68%)   

Year Ended 12/31/07

    36,447        $3.054156 to $   31.559603        $131,195        2.29%        0.10% to 0.60%        (16.32%) to (15.86%)  

Year Ended 12/31/06

    38,227        $3.646143 to $  37.506853        $165,271        1.96%        0.10% to 0.60%         35.10%  to  35.84%    

Russell Core Bond

           

Year Ended 12/31/10

    34,612        $1.882787 to $  19.746605        $  98,149        3.79%        0.10% to 0.60%           9.42%  to  10.02%    

Year Ended 12/31/09

    33,064        $1.719005 to $  17.948158        $  86,412        4.70%        0.10% to 0.60%         15.18%  to  15.81%    

Year Ended 12/31/08

    31,488        $1.490991 to $  15.497865        $  64,747        4.06%        0.10% to 0.60%          (4.09%) to   (3.57%)   

Year Ended 12/31/07

    27,869        $1.553099 to $  16.070912        $  71,236        5.27%        0.10% to 0.60%           6.66%  to    7.24%    

Year Ended 12/31/06

    24,720        $1.454770 to $  14.985609        $  61,015        4.53%        0.10% to 0.60%           3.15%  to    3.72%    

 

(1) Total Return includes deductions for management and other expenses; it excludes deductions for sales loads and other charges.

 

 

14

Notes to Financial Statements


Table of Contents

Report of Independent Registered Public Accounting Firm

 

 

To The Northwestern Mutual Life Insurance Company and

Policyowners of Northwestern Mutual Variable Life Account

 

In our opinion, the accompanying statements of assets and liabilities, the related statements of operations, and of changes in net assets and the financial highlights present fairly, in all material respects, the financial position of the Northwestern Mutual Variable Life Account and its Growth Stock Division, Focused Appreciation Division, Large Cap Core Stock Division, Index 500 Stock Division, Domestic Equity Division, Equity Income Division, Mid Cap Growth Stock Division, Index 400 Stock Division, Mid Cap Value Division, Small Cap Growth Stock Division, Small Cap Value Division, International Growth Division, International Equity Division, Money Market Division, Select Bond Division, High Yield Bond Division, Balanced Division, Asset Allocation Division, Fidelity VIP Mid Cap Division, Russell Multi-Style Equity Division, Russell Aggressive Equity Division, Russell Non-US Division, Russell Real Estate Securities Division, and Russell Core Bond Division at December 31, 2010, and the results of each of their operations, the changes in each of their net assets and their financial highlights for the periods presented, in conformity with accounting principles generally accepted in the United States of America. These financial statements and financial highlights (hereafter referred to as “financial statements”) are the responsibility of The Northwestern Mutual Life Insurance Company’s management; our responsibility is to express an opinion on these financial statements based on our audits. We conducted our audits of these financial statements in accordance with the standards of the Public Company Accounting Oversight Board (United States). Those standards require that we plan and perform the audit to obtain reasonable assurance about whether the financial statements are free of material misstatement. An audit includes examining, on a test basis, evidence supporting the amounts and disclosures in the financial statements, assessing the accounting principles used and significant estimates made by management, and evaluating the overall financial statement presentation. We believe that our audits, which included direct confirmation of securities owned at December 31, 2010 with Northwestern Mutual Series Fund, Inc., Fidelity Variable Insurance Products Fund III and the Russell Investment Funds, provide a reasonable basis for our opinion.

 

LOGO

 

February 18, 2011

 

Report of Independent Registered Public Accounting Firm

 

15


Table of Contents

Annual Report December 31, 2010

 

Northwestern Mutual Variable Life Account II

 

Financial Statements

 

LOGO


Table of Contents

Northwestern Mutual Variable Life Account II Financial Statements

 

Table of Contents

 

Northwestern Mutual Variable Life Account II

  

Statements of Assets and Liabilities

     1   

Statements of Operations

     4   

Statements of Changes in Net Assets

     6   

Notes to Financial Statements

     10   

Report of Independent Registered Public Accounting Firm

     14   


Table of Contents

Statements of Assets and Liabilities

 

Northwestern Mutual Variable Life Account II

December 31, 2010

(in thousands, except accumulation unit values)

 

      Growth
Stock
Division
     Focused
Appreciation
Division
     Large Cap
Core Stock
Division
     Index 500
Stock
Division
     Domestic
Equity
Division
     Equity
Income
Division
     Mid Cap
Growth
Stock
Division
 

Assets:

                    

Investments, at Value (1)

                    

Northwestern Mutual Series Fund, Inc.

   $ 1,627       $ 3,505       $ 1,330       $ 4,938       $ 1,965       $ 1,944       $ 2,001   

Fidelity Variable Insurance Products

                                                       

Russell Investment Funds

                                                       

Due from Northwestern Mutual Life Insurance Company

     1         11         1                 14                 1   
                                                              

Total Assets

     1,628         3,516         1,331         4,938         1,979         1,944         2,002   
                                                              

Liabilities:

                    

Due to Northwestern Mutual Life Insurance Company

                             1                 1           

Due to Policyowners

                                                       
                                                              

Total Liabilities

                             1                 1           
                                                              

Total Net Assets

   $ 1,628       $ 3,516       $ 1,331       $ 4,937       $ 1,979       $ 1,943       $ 2,002   
                                                              

Net Assets:

                    

Custom Variable Universal Life Policies Issued On or After January 31, 2007 (2)

                    

Policyowners’ Equity

   $ 1,262       $ 2,329       $ 885       $ 2,775       $ 1,894       $ 1,138       $ 934   

Executive Variable Universal Life Policies Issued On or After January 31, 2007 (3)

                    

Policyowners’ Equity

     273         1,114         403         2,118         57         751         1,031   

Survivorship Variable Universal Life Policies Issued On or After January 31, 2007 (4)

                    

Policyowners’ Equity

     93         73         43         44         28         54         37   
                                                              

Total Net Assets

   $ 1,628       $ 3,516       $ 1,331       $ 4,937       $ 1,979       $ 1,943       $ 2,002   
                                                              
                    

(1) Investments, at cost

   $ 1,412       $ 2,931       $ 1,147       $ 4,079       $ 1,632       $ 1,612       $ 1,542   

Mutual Fund Shares Held

     763         1,881         1,070         1,898         2,221         1,629         642   

(2) Accumulation Unit Value

   $ 32.998214       $ 20.869750       $ 26.477036       $ 58.583796       $ 13.033112       $ 16.832155       $ 71.778944   

Units Outstanding

     38         112         33         47         145         68         13   

(3) Accumulation Unit Value

   $ 32.998214       $ 20.869750       $ 26.477036       $ 58.583796       $ 13.033112       $ 16.832155       $ 71.778944   

Units Outstanding

     8         53         15         36         5         45         14   

(4) Accumulation Unit Value

   $ 32.998214       $ 20.869750       $ 26.477036       $ 58.583796       $ 13.033112       $ 16.832155       $ 71.778944   

Units Outstanding

     3         4         2         1         2         3         1   

 

The Accompanying Notes are an Integral Part of the Financial Statements.

 

Statements of Assets and Liabilities

 

1


Table of Contents

Statements of Assets and Liabilities

 

Northwestern Mutual Variable Life Account II

December 31, 2010

(in thousands, except accumulation unit values)

 

      Index 400
Stock
Division
     Mid Cap
Value
Division
     Small Cap
Growth
Stock
Division
     Small Cap
Value
Division
     International
Growth
Division
     International
Equity
Division
    

Money

Market
Division

 

Assets:

                    

Investments, at Value (1)

                    

Northwestern Mutual Series Fund, Inc.

   $ 2,488       $ 780       $ 1,707       $ 2,323       $ 1,568       $ 5,929       $ 2,841   

Fidelity Variable Insurance Products

                                                       

Russell Investment Funds

                                                       

Due from Northwestern Mutual Life Insurance Company

                     1                 7         8           
                                                              

Total Assets

     2,488         780         1,708         2,323         1,575         5,937         2,841   
                                                              

Liabilities:

                    

Due to Northwestern Mutual Life Insurance Company

             2                                         8   

Due to Policyowners

                                                     39   
                                                              

Total Liabilities

             2                                         47   
                                                              

Total Net Assets

   $ 2,488       $ 778       $ 1,708       $ 2,323       $ 1,575       $ 5,937       $ 2,794   
                                                              

Net Assets:

                    

Custom Variable Universal Life Policies Issued On or After January 31, 2007 (2)

                    

Policyowners’ Equity

   $ 1,516       $ 413       $ 1,419       $ 1,348       $ 1,454       $ 4,192       $ 1,266   

Executive Variable Universal Life Policies Issued On or After January 31, 2007 (3)

                    

Policyowners’ Equity

     928         356         227         958         75         1,589         1,384   

Survivorship Variable Universal Life Policies Issued On or After January 31, 2007 (4)

                    

Policyowners’ Equity

     44         9         62         17         46         156         144   
                                                              

Total Net Assets

   $ 2,488       $ 778       $ 1,708       $ 2,323       $ 1,575       $ 5,937       $ 2,794   
                                                              
                    

(1) Investments, at cost

   $ 1,995       $ 684       $ 1,310       $ 1,807       $ 1,297       $ 5,288       $ 2,840   

Mutual Fund Shares Held

     1,696         671         962         1,379         1,296         3,435         2,840   

(2) Accumulation Unit Value

   $ 25.934506       $ 18.279525       $ 29.671998       $ 22.519799       $ 16.720938       $ 4.095847       $ 41.380226   

Units Outstanding

     58         23         48         60         87         1,023         31   

(3) Accumulation Unit Value

   $ 25.934506       $ 18.279525       $ 29.671998       $ 22.519799       $ 16.720938       $ 4.095847       $ 41.380226   

Units Outstanding

     36         20         8         43         4         388         34   

(4) Accumulation Unit Value

   $ 25.934506       $ 18.279525       $ 29.671998       $ 22.519799       $ 16.720938       $ 4.095847       $ 41.380226   

Units Outstanding

     2                 2         1         3         38         3   

 

The Accompanying Notes are an Integral Part of the Financial Statements.

 

2

Statements of Assets and Liabilities


Table of Contents
Select Bond
Division
    High Yield
Bond
Division
    Balanced
Division
    Asset
Allocation
Division
    Fidelity VIP
Mid Cap
Division
    Russell
Multi-Style
Equity
Division
    Russell
Aggressive
Equity Division
   

Russell

Non-US
Division

    Russell Real
Estate
Securities
Division
    Russell Core
Bond Division
 
                 
                 
$ 4,262      $ 1,557      $ 1,084      $ 386      $      $      $      $      $      $   
                              2,603                                      
                                     1,416        798        1,543        1,909        1,277   
  15        1        1               13               5        6        1          
                                                                             
  4,277        1,558        1,085        386        2,616        1,416        803        1,549        1,910        1,277   
                                                                             
                 
                                                                   
                                                                   
                                                                             
                                                                   
                                                                             
$ 4,277      $ 1,558      $ 1,085      $ 386      $ 2,616      $ 1,416      $ 803      $ 1,549      $ 1,910      $ 1,277   
                                                                             
                 
                 
$ 3,155      $ 929      $ 574      $ 330      $ 2,223      $ 1,249      $ 685      $ 1,349      $ 1,741      $ 958   
                 
  997        609        478        33        332        160        107        174        93        299   
                 
  125        20        33        23        61        7        11        26        76        20   
                                                                             
$ 4,277      $ 1,558      $ 1,085      $ 386      $ 2,616      $ 1,416      $ 803      $ 1,549      $ 1,910      $ 1,277   
                                                                             
                 
$ 4,205      $ 1,445      $ 988      $ 334      $ 1,969      $ 1,149      $ 618      $ 1,321      $ 1,483      $ 1,279   
  3,315        2,151        774        368        81        104        67        151        137        122   
$ 181.992325      $ 34.475967      $ 137.200077      $ 15.054442      $ 29.113348      $ 10.686543      $ 17.202203      $ 14.635995      $ 31.671345      $ 19.746605   
  17        27        4        22        76        117        40        92        55        49   
$ 181.992325      $ 34.475967      $ 137.200077      $ 15.054442      $ 29.113348      $ 10.686543      $ 17.202203      $ 14.635995      $ 31.671345      $ 19.746605   
  5        18        3        2        11        15        6        12        3        15   
$ 181.992325      $ 34.475967      $ 137.200077      $ 15.054442      $ 29.113348      $ 10.686543      $ 17.202203      $ 14.635995      $ 31.671345      $ 19.746605   
  1        1               2        2        1        1        2        2        1   

 

The Accompanying Notes are an Integral Part of the Financial Statements.

 

Statements of Assets and Liabilities

 

3


Table of Contents

Statements of Operations

 

Northwestern Mutual Variable Life Account II

For the Year Ended December 31, 2010

(in thousands)

 

 

      Growth
Stock
Division
    Focused
Appreciation
Division
     Large Cap
Core
Stock
Division
    Index 500
Stock
Division
 

Income:

         

Dividend income

   $ 11      $       $ 11      $ 78   
                                 

Net investment income

     11                11        78   
                                 

Realized gain (loss) on investments:

         

Realized gain (loss) on sale of fund shares

     20        171         (5     (81

Realized gain distributions

                           30   
                                 

Realized gains (losses)

     20        171         (5     (51
                                 

Change in unrealized appreciation/depreciation of investments during the period

     149        58         143        566   
                                 

Net increase (decrease) in net assets resulting from operations

   $ 180      $ 229       $ 149      $ 593   
                                 
      International
Equity
Division
    Money
Market
Division
     Select
Bond
Division
    High Yield
Bond
Division
 

Income:

         

Dividend income

   $ 146      $ 9       $ 143      $ 93   
                                 

Net investment income

     146        9         143        93   
                                 

Realized gain (loss) on investments:

         

Realized gain (loss) on sale of fund shares

     (276             31        64   

Realized gain distributions

                    11          
                                 

Realized gains (losses)

     (276             42        64   
                                 

Change in unrealized appreciation/depreciation of investments during the period

     577                14        9   
                                 

Net increase (decrease) in net assets resulting from operations

   $ 447      $ 9       $ 199      $ 166   
                                 

 

 

The Accompanying Notes are an Integral Part of the Financial Statements.

 

4

Statements of Operations


Table of Contents
Domestic
Equity
Division
    Equity
Income
Division
    Mid Cap
Growth
Stock
Division
    Index 400
Stock Division
    Mid Cap Value
Division
    Small Cap
Growth
Stock
Division
    Small Cap Value
Division
    International
Growth
Division
 
             
$ 39      $ 25      $ 5      $ 22      $ 6      $ 10      $ 20      $ 12   
                                                             
  39        25        5        22        6        10        20        12   
                                                             
             
  (58     (43     (62     4        48        (15     (48     (20
                       7                               
                                                             
  (58     (43     (62     11        48        (15     (48     (20
                                                             

 

268

  

    246        421        439        54        337        421        215   
                                                             
$ 249      $ 228      $ 364      $ 472      $ 108      $ 332      $ 393      $ 207   
                                                             
Balanced
Division
    Asset
Allocation
Division
    Fidelity VIP
Mid Cap
Division
    Russell
Multi-Style
Equity Division
    Russell
Aggressive
Equity Division
    Russell
Non-US
Division
    Russell
Real Estate
Securities Division
    Russell
Core Bond
Division
 
             
$ 21      $ 10      $ 3      $ 10      $ 3      $ 8      $ 33      $ 35   
                                                             
  21        10        3        10        3        8        33        35   
                                                             
             
  22        (3     14        (43     (6     (23     (21     26   
                6                                    31   
                                                             
  22        (3     20        (43     (6     (23     (21     57   
                                                             

 

62

  

    36        494        230        151        185        305        (17
                                                             
$ 105      $ 43      $ 517      $ 197      $ 148      $ 170      $ 317      $ 75   
                                                             

 

 

The Accompanying Notes are an Integral Part of the Financial Statements.

 

Statements of Operations

 

5


Table of Contents

Statements of Changes in Net Assets

 

Northwestern Mutual Variable Life Account II

(in thousands)

 

 

     Growth Stock Division     Focused Appreciation
Division
 
      Year Ended
December 31,
2010
    Year Ended
December 31,
2009
    Year Ended
December 31,
2010
    Year Ended
December 31,
2009
 

Operations:

        

Net investment income (loss)

   $ 11      $ 8      $      $   

Net realized gains (losses)

     20        (33     171        (525

Net change in unrealized appreciation/ depreciation

     149        241        58        1,221   
                                

Net increase (decrease) in net assets resulting from operations

     180        216        229        696   
                                

Policy Transactions:

        

Policyowners’ net payments

     471        339        856        1,495   

Policy loans, surrenders and death benefits

     (19     (22     (1,181     (45

Mortality and other (net)

     (123     (89     (279     (224

Transfers from other divisions

     3,331        1,516        10,643        8,233   

Transfers to other divisions

     (3,150     (1,416     (10,202     (8,083
                                

Net increase (decrease) in net assets resulting from policy transactions

     510        328        (163     1,376   
                                

Net increase (decrease) in net assets

     690        544        66        2,072   

Net Assets:

        

Beginning of period

     938        394        3,450        1,378   
                                

End of period

   $ 1,628      $ 938      $ 3,516      $ 3,450   
                                

Units issued during the period

     155        80        604        621   

Units redeemed during the period

     (137     (67     (616     (543
                                

Net units issued (redeemed) during period

     18        13        (12     78   
                                
     Mid Cap Growth
Stock  Division
    Index 400
Stock Division
 
      Year Ended
December 31,
2010
    Year Ended
December 31,
2009
    Year Ended
December 31,
2010
    Year Ended
December 31,
2009
 

Operations:

        

Net investment income (loss)

   $ 5      $ 3      $ 22      $ 19   

Net realized gains (losses)

     (62     (134     11        (68

Net change in unrealized appreciation/ depreciation

     421        410        439        416   
                                

Net increase (decrease) in net assets resulting from operations

     364        279        472        367   
                                

Policy Transactions:

        

Policyowners’ net payments

     298        223        503        249   

Policy loans, surrenders and death benefits

     (15     (11     (50     (47

Mortality and other (net)

     (108     (75     (135     (86

Transfers from other divisions

     7,369        6,221        7,715        5,945   

Transfers to other divisions

     (7,077     (6,085     (7,337     (5,761
                                

Net increase (decrease) in net assets resulting from policy transactions

     467        273        696        300   
                                

Net increase (decrease) in net assets

     831        552        1,168        667   

Net Assets:

        

Beginning of period

     1,171        619        1,320        653   
                                

End of period

   $ 2,002      $ 1,171      $ 2,488      $ 1,320   
                                

Units issued during the period

     123        137        374        385   

Units redeemed during the period

     (116     (130     (343     (363
                                

Net units issued (redeemed) during period

     7        7        31        22   
                                

 

The Accompanying Notes are an Integral Part of the Financial Statements.

 

6

Statements of Changes in Net Assets


Table of Contents
Large Cap Core
Stock Division
    Index 500
Stock Division
    Domestic Equity
Division
    Equity Income
Division
 
Year Ended
December 31,
2010
    Year Ended
December 31,
2009
    Year Ended
December 31,
2010
    Year Ended
December 31,
2009
    Year Ended
December 31,
2010
    Year Ended
December 31,
2009
    Year Ended
December 31,
2010
    Year Ended
December 31,
2009
 
             
$ 11      $ 8      $ 78      $ 58      $ 39      $ 34      $ 25      $ 28   
  (5     (29     (51     (113     (58     (80     (43     (53
  143        138        566        654        268        338        246        302   
                                                             
  149        117        593        599        249        292        228        277   
                                                             
             
  316        170        1,318        793        483        433        331        277   
  (34     (16     (93     (78     (98     (27     (55     (26
  (93     (56     (277     (175     (155     (125     (88     (68
  1,995        702        17,076        11,001        2,447        1,311        6,512        4,885   
  (1,590     (623     (16,487     (10,411     (2,309     (1,103     (6,201     (4,670
                                                             
  594        177        1,537        1,130        368        489        499        398   
                                                             
  743        294        2,130        1,729        617        781        727        675   
             
  588        294        2,807        1,078        1,362        581        1,216        541   
                                                             
$ 1,331      $ 588      $ 4,937      $ 2,807      $ 1,979      $ 1,362      $ 1,943      $ 1,216   
                                                             
  103        45        374        294        257        199        457        429   
  (78     (37     (345     (265     (225     (145     (424     (392
                                                             
  25        8        29        29        32        54        33        37   
                                                             
Mid Cap Value
Division
    Small Cap Growth
Stock  Division
    Small Cap Value
Division
    International
Growth  Division
 
Year Ended
December 31,
2010
    Year Ended
December 31,
2009
    Year Ended
December 31,
2010
    Year Ended
December 31,
2009
    Year Ended
December 31,
2010
    Year Ended
December 31,
2009
    Year Ended
December 31,
2010
    Year Ended
December 31,
2009
 
             
$ 6      $ 4      $ 10      $ 1      $ 20      $ 10      $ 12      $ 4   
  48        (10     (15     (59     (48     (67     (20     (140
  54        88        337        229        421        391        215        270   
                                                             
  108        82        332        171        393        334        207        134   
                                                             
             
  288        132        480        309        500        295        403        275   
  (57     (30     (94     (25     (81     (50     (61     (28
  (44     (30     (121     (72     (129     (96     (112     (83
  2,770        1,509        2,976        1,168        8,073        6,343        2,488        989   
  (2,721     (1,466     (2,674     (1,058     (7,864     (6,169     (2,220     (846
                                                             
  236        115        567        322        499        323        498        307   
                                                             
  344        197        899        493        892        657        705        441   
             
  434        237        809        316        1,431        774        870        429   
                                                             
$ 778      $ 434      $ 1,708      $ 809      $ 2,323      $ 1,431      $ 1,575      $ 870   
                                                             
  195        133        157        81        440        451        206        104   
  (180     (124     (133     (64     (414     (427     (173     (80
                                                             
  15        9        24        17        26        24        33        24   
                                                             

 

The Accompanying Notes are an Integral Part of the Financial Statements.

 

Statements of Changes in Net Assets

 

7


Table of Contents

Statements of Changes in Net Assets

 

Northwestern Mutual Variable Life Account II

(in thousands)

 

    International  Equity
Division
    Money
Market Division
 
     Year Ended
December 31,
2010
    Year Ended
December 31,
2009
    Year Ended
December 31,
2010
    Year Ended
December 31,
2009
 

Operations:

       

Net investment income (loss)

  $ 146      $ 136      $ 9      $ 18   

Net realized gains (losses)

    (276     (349              

Net change in unrealized appreciation/ depreciation

    577        1,131                 
                               

Net increase (decrease) in net assets resulting from operations

    447        918        9        18   
                               

Policy Transactions:

       

Policyowners’ net payments

    1,379        1,062        7,707        6,827   

Policy loans, surrenders and death benefits

    (217     (66     (220     (809

Mortality and other (net)

    (406     (327     (340     (390

Transfers from other divisions

    13,947        10,046        10,344        9,902   

Transfers to other divisions

    (13,014     (9,750     (17,426     (14,445
                               

Net increase (decrease) in net assets resulting from policy transactions

    1,689        965        65        1,085   
                               

Net increase (decrease) in net assets

    2,136        1,883        74        1,103   

Net Assets:

       

Beginning of period

    3,801        1,918        2,720        1,617   
                               

End of period

  $ 5,937      $ 3,801      $ 2,794      $ 2,720   
                               

Units issued during the period

    4,335        3,660        509        445   

Units redeemed during the period

    (3,886     (3,331     (507     (418
                               

Net units issued (redeemed) during period

    449        329        2        27   
                               
    Fidelity VIP Mid  Cap
Division
    Russell Multi-Style
Equity Division
 
     Year Ended
December 31,
2010
    Year Ended
December 31,
2009
    Year Ended
December 31,
2010
    Year Ended
December 31,
2009
 

Operations:

       

Net investment income (loss)

  $ 3      $ 5      $ 10      $ 8   

Net realized gains (losses)

    20        (22     (43     (37

Net change in unrealized appreciation/ depreciation

    494        342        230        241   
                               

Net increase (decrease) in net assets resulting from operations

    517        325        197        212   
                               

Policy Transactions:

       

Policyowners’ net payments

    622        516        351        276   

Policy loans, surrenders and death benefits

    (152     (27     (47     (8

Mortality and other (net)

    (174     (113     (108     (90

Transfers from other divisions

    5,025        1,836        1,916        1,224   

Transfers to other divisions

    (4,592     (1,645     (1,884     (1,047
                               

Net increase (decrease) in net assets resulting from policy transactions

    729        567        228        355   
                               

Net increase (decrease) in net assets

    1,246        892        425        567   

Net Assets:

       

Beginning of period

    1,370        478        991        424   
                               

End of period

  $ 2,616      $ 1,370      $ 1,416      $ 991   
                               

Units issued during the period

    281        133        251        214   

Units redeemed during the period

    (253     (101     (225     (167
                               

Net units issued (redeemed) during period

    28        32        26        47   
                               

 

The Accompanying Notes are an Integral Part of the Financial Statements.

 

8

Statements of Changes in Net Assets


Table of Contents
Select Bond
Division
    High Yield
Bond Division
    Balanced
Division
    Asset Allocation
Division
 
Year Ended
December 31,
2010
    Year Ended
December 31,
2009
    Year Ended
December 31,
2010
    Year Ended
December 31,
2009
    Year Ended
December 31,
2010
    Year Ended
December 31,
2009
    Year Ended
December 31,
2010
    Year Ended
December 31,
2009
 
             
$ 143      $ 109      $ 93      $ 60      $ 21      $ 20      $ 10      $ 6   
  42        2        64        (17     22        (36     (3     (5
  14        49        9        207        62        104        36        52   
                                                             
  199        160        166        250        105        88        43        53   
                                                             
             
  1,212        972        307        102        324        195        56        67   
  (158     (95     (26     (13     (105     (14     (9     (2
  (293     (212     (91     (46     (68     (40     (22     (18
  10,185        3,833        5,413        3,897        2,715        1,609        382        169   
  (9,456     (3,220     (5,227     (3,575     (2,428     (1,463     (318     (127
                                                             
  1,490        1,278        376        365        438        287        89        89   
                                                             
  1,689        1,438        542        615        543        375        132        142   
             
  2,588        1,150        1,016        401        542        167        254        112   
                                                             
$ 4,277      $ 2,588      $ 1,558      $ 1,016      $ 1,085      $ 542      $ 386      $ 254   
                                                             
  77        30        188        161        24        16        33        23   
  (69     (23     (176     (146     (21     (14     (27     (13
                                                             
  8        7        12        15        3        2        6        10   
                                                             
Russell Aggressive
Equity Division
    Russell
Non-US Division
    Russell Real Estate
Securities Division
    Russell Core
Bond Division
 
Year Ended
December 31,
2010
    Year Ended
December 31,
2009
    Year Ended
December 31,
2010
    Year Ended
December 31,
2009
    Year Ended
December 31,
2010
    Year Ended
December 31,
2009
    Year Ended
December 31,
2010
    Year Ended
December 31,
2009
 
             
$ 3      $ 1      $ 8      $ 18      $ 33      $ 30      $ 35      $ 19   
  (6     (22     (23     (48     (21     (46     57        (1
  151        109        185        204        305        305        (17     34   
                                                             
  148        88        170        174        317        289        75        52   
                                                             
             
  206        118        495        268        510        313        264        127   
  (24     (4     (28     (42     (106     (17     (24     (12
  (60     (37     (109     (77     (145     (93     (81     (45
  1,010        447        2,772        1,391        2,585        1,101        2,438        1,082   
  (895     (401     (2,627     (1,262     (2,308     (936     (2,125     (799
                                                             
  237        123        503        278        536        368        472        353   
                                                             
  385        211        673        452        853        657        547        405   
             
  418        207        876        424        1,057        400        730        325   
                                                             
$ 803      $ 418      $ 1,549      $ 876      $ 1,910      $ 1,057      $ 1,277      $ 730   
                                                             
  90        51        272        157        118        77        146        74   
  (72     (42     (232     (132     (99     (56     (122     (54
                                                             
  18        9        40        25        19        21        24        20   
                                                             

 

The Accompanying Notes are an Integral Part of the Financial Statements.

 

Statements of Changes in Net Assets

 

9


Table of Contents

Notes to Financial Statements

 

Northwestern Mutual Variable Life Account II

December 31, 2010

 

1. Organization — Northwestern Mutual Variable Life Account II (“the Account”) is registered as a unit investment trust under the Investment Company Act of 1940 and is a segregated asset account of The Northwestern Mutual Life Insurance Company (“Northwestern Mutual”) used to fund variable life insurance policies. The Account began operations on January 31, 2007.

 

All assets of each Division of the Account are invested in shares of the corresponding Portfolio of Northwestern Mutual Series Fund, Inc., Fidelity Variable Insurance Products and the Russell Investment Funds (collectively known as “the Funds”). The Funds are open-end investment companies registered under the Investment Company Act of 1940.

 

2. Significant Accounting Policies

 

  A. Use of Estimates — The preparation of the financial statements in conformity with accounting principles generally accepted in the United States of America requires management to make estimates and assumptions that affect the reported amounts of assets and liabilities and disclosure of contingent assets and liabilities at the date of the financial statements and the reported amounts of revenues and expenses during the reporting period. Actual results could differ from those estimates.

 

  B. Investment Valuation — The shares are valued at the Funds’ offering and redemption prices per share. As of December 31, 2010, all of the Account’s investments are identified as Level 1 securities for valuation purposes under the Fair Value Measurements and Disclosures Topic of the FASB Accounting Standards Codification. Level 1 securities are valued at fair value as determined by quoted prices in active markets for identical securities.

 

  C. Investment Income, Securities Transactions and Policy Dividends — Transactions in the Funds’ shares are accounted for on the trade date. The basis for determining cost on sale of the Funds’ shares is identified cost. Dividend income and distributions of net realized gains from the Funds are recorded on the ex–date of the dividends. Dividends and distributions received are reinvested in additional shares of the respective portfolios of the Funds. The policies are eligible to receive dividends from Northwestern Mutual. Any dividends reinvested in the Account are reflected in Policyowners’ net payments in the accompanying financial statements.

 

  D. Taxes — Northwestern Mutual is taxed as a “life insurance company” under the Internal Revenue Code. The variable life insurance policies, which are funded in the Account, are taxed as part of the operations of Northwestern Mutual. Currently, there is no charge being made against the assets of the Account for federal income taxes, but Northwestern Mutual reserves the right to charge for taxes in the future.

 

3. Purchases and Sales of Investments — Purchases and sales of the Funds’ shares for the year ended December 31, 2010 were as follows: (in thousands)

 

Division

   Purchases      Sales  

Growth Stock

   $ 700       $ 178   

Focused Appreciation

     1,458         1,636   

Large Cap Core Stock

     755         149   

Index 500 Stock

     2,116         470   

Domestic Equity

     667         282   

Equity Income

     683         166   

Mid Cap Growth Stock

     619         153   

Index 400 Stock

     936         214   

Mid Cap Value

     354         110   

Small Cap Growth Stock

     818         245   

Small Cap Value

     761         246   

International Growth

     700         201   

International Equity

     2,531         708   

Money Market

     9,108         8,983   

Select Bond

     2,134         514   

High Yield Bond

     593         125   

Balanced

     651         193   

Asset Allocation

     138         40   

Fidelity VIP Mid Cap

     1,082         358   

Russell Multi-Style Equity

     420         178   

Russell Aggressive Equity

     338         103   

Russell Non-U.S.

     672         167   

Russell Real Estate Securities

     845         276   

Russell Core Bond

     659         120   

 

4. Expenses and Related Party Transactions — A deduction for mortality and expense risks is determined monthly and paid to Northwestern Mutual. The mortality risk is that insureds may not live as long as estimated. The expense risk is that expenses of issuing and administering the policies may exceed the estimated costs.

 

A deduction for the mortality and expense risks for Custom Variable Universal Life policies is determined at an annual rate of 0.35% of the amount invested in the Account for the Policy for the first ten Policy years, 0.20% for the next ten Policy years and 0.05% thereafter. A deduction for the mortality and expense risks for Executive Variable Universal Life policies is determined at an annual rate of 0.20% of the amounts invested in the Account for the Policy for the first ten Policy years, and 0.10% thereafter. A deduction for the mortality and expense risks for Survivorship Variable

 

10

Notes to Financial Statements


Table of Contents

Notes to Financial Statements

 

Universal Life Policies is determined at an annual rate of 0.10% of the amount invested in the Account for the Policy for the first twenty Policy years, and 0.05% thereafter. These charges are reflected as a reduction in units and are included in Mortality and Other in the accompanying financial statements.

 

Additional mortality costs are determined monthly and are paid to Northwestern Mutual to cover the cost of providing insurance protection for the first ten Policy years on all Survivorship Variable Universal Life policies based on the age of the insured individuals at the time the policy is issued.

 

Certain deductions are also made from the annual, single or other premiums before amounts are allocated to the Account. These deductions are for sales load, administrative expenses and taxes.

 

5. Subsequent Events

No events have occurred subsequent to December 31, 2010 that require disclosure or adjustment to the financial statements at that date or through the date of issuance.

 

6. Financial Highlights

(For a unit outstanding during the period)

 

     As of the respective period end date:      For the respective period ended:  
Division    Units
Outstanding
(000’s)
     Unit Value      Net
Assets
(000’s)
     Dividend
Income
as a % of
Average
Net
Assets
    Expense Ratio,
Lowest to Highest
     Total
Return (1)
 

Growth Stock

                

Year Ended 12/31/10

     49         $  32.998214       $ 1,628         0.86     0.05% to 0.35%          12.37%    

Year Ended 12/31/09

     31         $  29.365924       $ 938         1.18     0.05% to 0.35%          37.17%    

Year Ended 12/31/08

     18         $  21.408736       $ 394         1.25     0.05% to 0.35%         (38.86%)   

Period Ended 12/31/07

     5         $  35.015115       $ 160         0.56     0.05% to 0.35%            6.96%    

Focused Appreciation

                

Year Ended 12/31/10

     169         $  20.869750       $ 3,516         0.00     0.05% to 0.35%            9.33%    

Year Ended 12/31/09

     181         $  19.088595       $ 3,450         0.00     0.05% to 0.35%          42.47%    

Year Ended 12/31/08

     103         $  13.397864       $ 1,378         0.44     0.05% to 0.35%         (40.01%)   

Period Ended 12/31/07

     11         $  22.333276       $ 229         0.03     0.05% to 0.35%          24.83%    

Large Cap Core Stock

                

Year Ended 12/31/10

     50         $  26.477036       $ 1,331         1.26     0.05% to 0.35%          12.91%    

Year Ended 12/31/09

     25         $  23.449551       $ 588         1.89     0.05% to 0.35%          29.33%    

Year Ended 12/31/08

     17         $  18.131181       $ 294         1.79     0.05% to 0.35%         (38.74%)   

Period Ended 12/31/07

     3         $  29.597322       $ 109         0.68     0.05% to 0.35%            7.29%    

Index 500 Stock

                

Year Ended 12/31/10

     84         $  58.583796       $ 4,937         2.07     0.05% to 0.35%          14.89%    

Year Ended 12/31/09

     55         $  50.989051       $ 2,807         2.95     0.05% to 0.35%          26.40%    

Year Ended 12/31/08

     26         $  40.340674       $ 1,078         2.36     0.05% to 0.35%         (36.94%)   

Period Ended 12/31/07

     7         $  63.972521       $ 434         0.79     0.05% to 0.35%            3.90%    

Domestic Equity

                

Year Ended 12/31/10

     152         $  13.033112       $ 1,979         2.36     0.05% to 0.35%          14.62%    

Year Ended 12/31/09

     120         $  11.370681       $ 1,362         3.63     0.05% to 0.35%          29.52%    

Year Ended 12/31/08

     66         $    8.778981       $ 581         3.27     0.05% to 0.35%         (38.49%)   

Period Ended 12/31/07

     19         $  14.273423       $ 274         1.30     0.05% to 0.35%           (7.25%)   

Equity Income

                

Year Ended 12/31/10

     116         $  16.832155       $ 1,943         1.69     0.05% to 0.35%          15.33%    

Year Ended 12/31/09

     83         $  14.595160       $ 1,216         3.12     0.05% to 0.35%          24.58%    

Year Ended 12/31/08

     46         $  11.715261       $ 541         0.03     0.05% to 0.35%         (35.81%)   

Period Ended 12/31/07

     13         $  18.250431       $ 225         3.74     0.05% to 0.35%            1.79%    

 

(1) Total Return includes deductions for management and other expenses; it excludes deductions for sales loads and other charges. Returns are not annualized for periods less than one year.

 

Notes to Financial Statements

 

11


Table of Contents

Notes to Financial Statements

 

     As of the respective period end date:      For the respective period ended:  
Division    Units
Outstanding
(000’s)
     Unit Value      Net
Assets
(000’s)
     Dividend
Income
as a % of
Average
Net
Assets
    Expense Ratio,
Lowest to Highest
     Total
Return (1)
 

Mid Cap Growth Stock

                

Year Ended 12/31/10

     28         $  71.778944       $ 2,002         0.30     0.05% to 0.35%          23.86%    

Year Ended 12/31/09

     21         $  57.953082       $ 1,171         0.28     0.05% to 0.35%          32.09%( 2) 

Year Ended 12/31/08

     14         $  43.872392       $ 619         0.36     0.05% to 0.35%         (40.08%)   

Period Ended 12/31/07

     3         $  73.219863       $ 165         0.70     0.05% to 0.35%          16.04%    

Index 400 Stock

                

Year Ended 12/31/10

     96         $  25.934506       $ 2,488         1.18     0.05% to 0.35%          26.29%    

Year Ended 12/31/09

     65         $  20.535699       $ 1,320         1.86     0.05% to 0.35%          37.00%    

Year Ended 12/31/08

     43         $  14.989442       $ 653         1.84     0.05% to 0.35%         (36.28%)   

Period Ended 12/31/07

     8         $  23.522236       $ 180         1.15     0.05% to 0.35%             4.18%    

Mid Cap Value

                

Year Ended 12/31/10

     43         $  18.279525       $ 778         1.29     0.05% to 0.35%          19.93%    

Year Ended 12/31/09

     28         $  15.242180       $ 434         1.23     0.05% to 0.35%          23.24%    

Year Ended 12/31/08

     19         $  12.367958       $ 237         0.00     0.05% to 0.35%         (35.07%)   

Period Ended 12/31/07

     13         $  19.047672       $ 261         2.24     0.05% to 0.35%           (2.40%)    

Small Cap Growth Stock

                

Year Ended 12/31/10

     58         $  29.671998       $ 1,708         0.84     0.05% to 0.35%          25.85%    

Year Ended 12/31/09

     34         $  23.577314       $ 809         0.30     0.05% to 0.35%          31.17%    

Year Ended 12/31/08

     17         $  17.974245       $ 316         0.20     0.05% to 0.35%         (43.87%)   

Period Ended 12/31/07

     4         $  32.021844       $ 139         0.05     0.05% to 0.35%            7.25%    

Small Cap Value

                

Year Ended 12/31/10

     104         $  22.519799       $ 2,323         1.11     0.05% to 0.35%          21.95%    

Year Ended 12/31/09

     78         $  18.466637       $ 1,431         0.88     0.05% to 0.35%          28.18%    

Year Ended 12/31/08

     54         $  14.406429       $ 774         0.41     0.05% to 0.35%         (28.13%)   

Period Ended 12/31/07

     8         $  20.045927       $ 170         0.44     0.05% to 0.35%          (3.25%)   

International Growth

                

Year Ended 12/31/10

     94         $  16.720938       $ 1,575         0.97     0.05% to 0.35%          16.43%    

Year Ended 12/31/09

     61         $  14.361577       $ 870         0.67     0.05% to 0.35%          23.16%    

Year Ended 12/31/08

     37         $  11.660588       $ 429         1.92     0.05% to 0.35%         (46.19%)   

Period Ended 12/31/07

     7         $  21.668250       $ 165         0.80     0.05% to 0.35%          11.73%    

International Equity

                

Year Ended 12/31/10

     1,449         $    4.095847       $ 5,937         3.12     0.05% to 0.35%            7.67%    

Year Ended 12/31/09

     1,000         $    3.803991       $ 3,801         4.86     0.05% to 0.35%          33.11%( 2) 

Year Ended 12/31/08

     671         $    2.857743       $ 1,918         3.21     0.05% to 0.35%         (43.78%)   

Period Ended 12/31/07

     144         $    5.083451       $ 735         1.28     0.05% to 0.35%          16.27%    

Money Market

                

Year Ended 12/31/10

     68         $  41.380226       $ 2,794         0.29     0.05% to 0.35%            0.29%    

Year Ended 12/31/09

     66         $  41.258586       $ 2,720         0.70     0.05% to 0.35%            0.76%( 2) 

Year Ended 12/31/08

     39         $  40.947848       $ 1,617         2.64     0.05% to 0.35%            2.76%    

Period Ended 12/31/07

     18         $  39.847990       $ 706         4.37     0.05% to 0.35%            4.83%    

Select Bond

                

Year Ended 12/31/10

     23         $181.992325       $ 4,277         3.93     0.05% to 0.35%            6.59%    

Year Ended 12/31/09

     15         $170.745431       $ 2,588         5.68     0.05% to 0.35%            9.37%    

Year Ended 12/31/08

     8         $156.116892       $ 1,150         4.95     0.05% to 0.35%            3.26%    

Period Ended 12/31/07

     2         $151.194364       $ 254         2.93     0.05% to 0.35%            6.30%    

High Yield Bond

                

Year Ended 12/31/10

     46         $  34.475967       $ 1,558         7.29     0.05% to 0.35%          14.56%    

Year Ended 12/31/09

     34         $  30.094875       $ 1,016         8.52     0.05% to 0.35%          45.39%    

Year Ended 12/31/08

     19         $  20.699102       $ 401         9.45     0.05% to 0.35%         (21.35%)   

Period Ended 12/31/07

     2         $  26.317469       $ 50         3.22     0.05% to 0.35%            1.55%    

 

(1) Total Return includes deductions for management and other expenses; it excludes deductions for sales loads and other charges. Returns are not annualized for periods less than one year.
(2) Total return reflects the effect of a one-time class action settlement received on June 18, 2009. Absent the payment, the returns would have been 31.99% for the Mid Cap Growth Stock Division, 32.39% for the International Equity Division and 0.61% for the Money Market Division.

 

12

Notes to Financial Statements


Table of Contents

Notes to Financial Statements

 

     As of the respective period end date:      For the respective period ended:  
Division    Units
Outstanding
(000’s)
     Unit Value      Net
Assets
(000’s)
     Dividend
Income
as a % of
Average
Net
Assets
    Expense Ratio,
Lowest to Highest
     Total
Return (1)
 

Balanced

                

Year Ended 12/31/10

     7         $137.200077       $ 1,085         2.32     0.05% to 0.35%          11.96%    

Year Ended 12/31/09

     4         $122.549243       $ 542         5.28     0.05% to 0.35%          21.43%    

Year Ended 12/31/08

     2         $100.918470       $ 167         1.48     0.05% to 0.35%         (22.72%)   

Period Ended 12/31/07

     1         $130.596514       $ 31         3.37     0.05% to 0.35%            5.24%    

Asset Allocation

                

Year Ended 12/31/10

     26         $  15.054442       $ 386         3.10     0.05% to 0.35%          13.01%    

Year Ended 12/31/09

     20         $  13.321541       $ 254         3.15     0.05% to 0.35%          27.09%    

Year Ended 12/31/08

     10         $  10.482012       $ 112         2.90     0.05% to 0.35%         (30.13%)   

Period Ended 12/31/07

     1         $  15.001132       $ 10         1.00     0.05% to 0.35%            8.25%    

Fidelity VIP Mid Cap

                

Year Ended 12/31/10

     89         $  29.113348       $ 2,616         0.14     0.05% to 0.35%          28.57%    

Year Ended 12/31/09

     61         $  22.643898       $ 1,370         0.54     0.05% to 0.35%          39.75%    

Year Ended 12/31/08

     29         $  16.202990       $ 478         0.26     0.05% to 0.35%         (39.61%)   

Period Ended 12/31/07

     7         $  26.828755       $ 193         0.61     0.05% to 0.35%          13.55%    

Russell Multi-Style Equity

                

Year Ended 12/31/10

     133         $  10.686543       $ 1,416         0.88     0.05% to 0.35%          16.46%    

Year Ended 12/31/09

     107         $    9.176223       $ 991         1.17     0.05% to 0.35%          31.40%    

Year Ended 12/31/08

     60         $    6.983334       $ 424         1.27     0.05% to 0.35%         (40.56%)   

Period Ended 12/31/07

     17         $  11.749485       $ 196         0.66     0.05% to 0.35%            8.54%    

Russell Aggressive Equity

                

Year Ended 12/31/10

     47         $  17.202203       $ 803         0.47     0.05% to 0.35%          24.88%    

Year Ended 12/31/09

     29         $  13.775086       $ 418         0.50     0.05% to 0.35%          31.39%    

Year Ended 12/31/08

     20         $  10.483725       $ 207         1.09     0.05% to 0.35%         (42.92%)   

Period Ended 12/31/07

     4         $  18.365962       $ 87         0.38     0.05% to 0.35%            1.32%    

Russell Non-U.S.

                

Year Ended 12/31/10

     106         $  14.635995       $ 1,549         0.71     0.05% to 0.35%          11.42%    

Year Ended 12/31/09

     66         $  13.135524       $ 876         2.83     0.05% to 0.35%          26.49%    

Year Ended 12/31/08

     41         $  10.384851       $ 424         0.00     0.05% to 0.35%         (42.41%)   

Period Ended 12/31/07

     11         $  18.032632       $ 205         4.62     0.05% to 0.35%            9.17%    

Russell Real Estate Securities

                

Year Ended 12/31/10

     60         $  31.671345       $ 1,910         2.28     0.05% to 0.35%          22.92%    

Year Ended 12/31/09

     41         $  25.765834       $ 1,057         4.34     0.05% to 0.35%          28.94%    

Year Ended 12/31/08

     20         $  19.982226       $ 400         1.85     0.05% to 0.35%         (36.68%)   

Period Ended 12/31/07

     11         $  31.559603       $ 346         3.89     0.05% to 0.35%         (22.64%)   

Russell Core Bond

                

Year Ended 12/31/10

     65         $  19.746605       $ 1,277         3.73     0.05% to 0.35%          10.02%    

Year Ended 12/31/09

     41         $  17.948158       $ 730         4.73     0.05% to 0.35%          15.81%    

Year Ended 12/31/08

     21         $  15.497865       $ 325         3.63     0.05% to 0.35%           (3.57%)   

Period Ended 12/31/07

     3         $  16.070912       $ 56         6.26     0.05% to 0.35%            7.35%    

 

(1) Total Return includes deductions for management and other expenses; it excludes deductions for sales loads and other charges. Returns are not annualized for periods less than one year.

 

Notes to Financial Statements

 

13


Table of Contents

Report of Independent Registered Public Accounting Firm

 

To The Northwestern Mutual Life Insurance Company and

Policyowners of Northwestern Mutual Variable Life Account II

 

In our opinion, the accompanying statements of assets and liabilities, the related statements of operations, and of changes in net assets and the financial highlights present fairly, in all material respects, the financial position of the Northwestern Mutual Variable Life Account II and its Growth Stock Division, Focused Appreciation Division, Large Cap Core Stock Division, Index 500 Stock Division, Domestic Equity Division, Equity Income Division, Mid Cap Growth Stock Division, Index 400 Stock Division, Mid Cap Value Division, Small Cap Growth Stock Division, Small Cap Value Division, International Growth Division, International Equity Division, Money Market Division, Select Bond Division, High Yield Bond Division, Balanced Division, Asset Allocation Division, Fidelity VIP Mid Cap Division, Russell Multi-Style Equity Division, Russell Aggressive Equity Division, Russell Non-US Division, Russell Real Estate Securities Division, and Russell Core Bond Division at December 31, 2010, and the results of each of their operations, the changes in each of their net assets and their financial highlights for the periods presented, in conformity with accounting principles generally accepted in the United States of America. These financial statements and financial highlights (hereafter referred to as “financial statements”) are the responsibility of The Northwestern Mutual Life Insurance Company’s management; our responsibility is to express an opinion on these financial statements based on our audits. We conducted our audits of these financial statements in accordance with the standards of the Public Company Accounting Oversight Board (United States). Those standards require that we plan and perform the audit to obtain reasonable assurance about whether the financial statements are free of material misstatement. An audit includes examining, on a test basis, evidence supporting the amounts and disclosures in the financial statements, assessing the accounting principles used and significant estimates made by management, and evaluating the overall financial statement presentation. We believe that our audits, which included direct confirmation of securities owned at December 31, 2010 with Northwestern Mutual Series Fund, Inc., Fidelity Variable Insurance Products Fund III and the Russell Investment Funds, provide a reasonable basis for our opinion.

 

LOGO

 

February 18, 2011

 

14

Report of Independent Registered Public Accounting Firm


Table of Contents

LOGO

 

P.O. Box 3095

Milwaukee, WI 53201-3095

PRSRT BPM US POSTAGE

PAID

NORTHWESTERN MUTUAL

This booklet contains information about the Northwestern Mutual variable insurance products and the mutual funds identified on the front cover. The mutual funds correspond with the investment divisions available under the variable insurance product (“Product”). The information is prepared for Product owners and does not represent an offer of the Product, nor should it be used in connection with any offer, except when accompanied or preceded by the current Product prospectus and the mutual fund prospectuses, which contain detailed information about mutual fund investment objectives and operations, applicable fees, expenses and sales charges. Prospectuses may be obtained by calling the telephone number or visiting the website address listed below. You should read and carefully consider this information before you invest or send money. The mutual fund reports are prepared from the books and records of the funds. Discussions of investment performance in the reports represent the views of the funds’ portfolio managers as of the dates of the reports. They are not guarantees of investment results, nor should they be relied upon as investment advice or indications of current or future trading strategies of the portfolio managers. Portfolio manager views and security holdings are subject to change at any time.

NMIS is a member of Financial Industry Regulatory Authority (FINRA) and in accordance with the Investor Education and Protection Rule, we are providing our clients information regarding FINRA BrokerCheck, a free resource available to investors. An investor brochure describing FINRA BrokerCheck may be obtained online from FINRA’s Web site at www.finra.org or by contacting the FINRA BrokerCheck Hotline at 800-289-9999. The Northwestern Mutual Life Insurance Company (Northwestern Mutual), 1-866-424-2609, www.northwesternmutual.com Product Distributor: Northwestern Mutual Investment Services, LLC (NMIS), Suite 600, 611 East Wisconsin Avenue, Milwaukee, WI 53202-4797, 1-866-664-7737, member FINRA and SIPC

The Northwestern Mutual

Life Insurance Company Milwaukee, WI www.northwesternmutual.com

90-1899 (0786) (REV 0111)

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