Asset Allocation Portfolio
Data updated: 2026-05-27
C000000079 — Asset Allocation Portfolio data: holdings, portfolio allocation, expenses, performance, cashflows, risk and SEC filings. United States Multi-Cap / All-Cap Blend / Core Equity · $294.41M AUM · 0.49% expense ratio · 14.0% 1-yr return. From SEC regulatory filings.
C000000079 Fund Overview
Asset Allocation Portfolio is a US mutual fund managed by Northwestern Mutual Series Fund INC, categorised as United States Multi-Cap / All-Cap Blend / Core Equity. ABC INVEST provides holdings, performance, costs, cashflows, risk data, prospectus documents and SEC filings, sourced from SEC filings.
- Type: US mutual fund
- Manager: Northwestern Mutual Series Fund INC
- Category: United States Multi-Cap / All-Cap Blend / Core Equity
- Assets under management: $294.41M
- 1-year return: 14.0%
- SEC CIK: 0000742212
- SEC series ID: S000000044
- Share class ID: C000000079
C000000079 Holdings
Top 10 holdings of Asset Allocation Portfolio by percentage of net assets, from the fund's latest SEC N-PORT filing.
| Holding | % of net assets |
|---|---|
| Northwestern Mutual Series Fund, Inc. - Select Bond Portfolio | 18.11% |
| iShares Core S&P 500 ETF | 8.54% |
| iShares Core U.S. Aggregate Bond ETF | 7.39% |
| Northwestern Mutual Series Fund, Inc. - International Equity Portfolio | 6.16% |
| Northwestern Mutual Series Fund, Inc. - Multi-Sector Bond Portfolio | 5.06% |
| State Street SPDR Portfolio S&P 400 Mid Cap ETF | 4.80% |
| Northwestern Mutual Series Fund, Inc. - Emerging Markets Equity Portfolio | 4.15% |
| Northwestern Mutual Series Fund, Inc. - Domestic Equity Portfolio | 3.74% |
| Northwestern Mutual Series Fund, Inc. - Focused Appreciation Portfolio | 3.72% |
| Northwestern Mutual Series Fund, Inc. - Large Cap Blend Portfolio | 3.67% |
C000000079 Portfolio Allocation
Asset-class allocation of Asset Allocation Portfolio by percentage of net assets, from the latest SEC N-PORT filing.
| Asset class | Allocation |
|---|---|
| Equity | 96.4% |
| Fixed Income | 0.8% |
| Cash & Equivalents | 0.8% |
| Derivatives | 0.1% |
C000000079 Performance
Total returns for C000000079 (as of 2026-08-01), from SEC filings.
| Period | Total return |
|---|---|
| YTD | -0.2% |
| 1 year | 14.0% |
| 3 years (annualised) | 11.2% |
| 5 years (annualised) | 5.7% |
C000000079 Risk Information
Risk metrics for C000000079, derived from monthly returns in SEC filings.
- 1-year volatility (annualised): 7.5%
C000000079 Costs and Fees
C000000079 costs about $49 per $10,000 invested per year in fund expenses.
- Net expense ratio: 0.49%
- Gross expense ratio: 0.54%
- Portfolio turnover: 22%
- Brokerage commissions: 0.27 bps of average net assets (SEC N-CEN)
C000000079 Cashflows
Over the 12 months to 2026-03, Asset Allocation Portfolio had net inflows of $4.74M, from monthly SEC N-PORT filings.
| Month | Net flow |
|---|---|
| 2026-03 | −$1.72M |
| 2026-02 | $241.79K |
| 2026-01 | −$2.64M |
| 2025-12 | −$1.25M |
| 2025-11 | −$2.56M |
| 2025-10 | $844.89K |
C000000079 Debt Constituents
Largest debt holdings of Asset Allocation Portfolio by percentage of net assets, from the latest SEC N-PORT filing.
| Debt holding | % of net assets |
|---|---|
| United States Treasury | 0.85% |
C000000079 Prospectus and SEC Filings
Official Asset Allocation Portfolio filings on SEC EDGAR — prospectus, portfolio holdings and annual reports.
Related Funds
Other United States Multi-Cap / All-Cap Blend / Core Equity funds tracked on ABC INVEST:
Data Sources
ABC INVEST compiles this page from public filings made to the U.S. Securities and Exchange Commission (SEC) through EDGAR: portfolio holdings and monthly cashflows from Form N-PORT, expenses and returns from fund prospectuses (Form 485BPOS) and the SEC DERA Risk/Return Summary data sets, annual data from Form N-CEN, and shareholder reports from Form N-CSR.