Putnam Family of Funds > Putnam Variable Trust
Putnam VT Mortgage Securities Fund
$29.27M
Avg Monthly Net Assets
$98.32M
Total Assets
$64.62M
Total Liabilities
$33.70M
Net Assets
Putnam VT Mortgage Securities Fund is an Underlying fund in Putnam Variable Trust
from Putnam Family of Funds,
based in Massachusetts,
United States of America.
The fund has two share classes
and monthly net assets of $29.27M.
On August 26th, 2024 it reported 437 holdings, the largest
being FANNIE MAE POOL (47.6%), CHICAGO BOARD OF TRADE (46.7%) and CHICAGO BOARD OF TRADE (35.0%).
Data provided by Fincoded.
Share Classes
| Name | Class/Contract ID | Ticker | Monthly Returns (2 years) |
|---|---|---|---|
| PUTNAM VT MORTGAGE SECURITIES FUND CL IA | C000010837 | ||
| PUTNAM VT MORTGAGE SECURITIES FUND CL IB | C000010838 |
Holdings
From latest NPORT-P, filed August 26th, 2024 for period ending June 30th, 2024.
Historic holdings data available from Fincoded.
| Name | Profile | Category | Country | Value $USD | # Shares | % of Fund |
|---|---|---|---|---|---|---|
| ASSET BACKED SECURITY (CARRINGTON MORTGAGE LOAN TRUST SERIES 2006-NC2) | Long | ABS-mortgage backed security | US | $309K | – | 0.92 |
| ASSET BACKED SECURITY (CWABS ASSET-BACKED CERTIFICATES TRUST 2007-10) | Long | ABS-mortgage backed security | US | $178K | – | 0.53 |
| ASSET BACKED SECURITY (BAYVIEW FINANCIAL MORTGAGE PASS-THROUGH TRUST 2006-C) | Long | ABS-mortgage backed security | US | $136K | – | 0.40 |
| ASSET BACKED SECURITY (TOWD POINT MORTGAGE TRUST 2019-2) | Long | ABS-mortgage backed security | US | $89K | – | 0.26 |
| ASSET BACKED SECURITY (FREDDIE MAC SEASONED CREDIT RISK TRANSFER TRUST) | Long | ABS-mortgage backed security | US | $47K | – | 0.14 |
| ASSET BACKED SECURITY (MORGAN STANLEY ABS CAPITAL I INC TRUST 2004-HE9) | Long | ABS-mortgage backed security | US | $3K | – | 0.01 |
| COLLATERALIZED DEBT OBLIGATION (BDS 2021-FL9 LTD) | Long | ABS-mortgage backed security | KY | $98K | – | 0.29 |
| COMMERCIAL MORT BACKED SEC IO (BANK 2020-BNK26) | Long | ABS-mortgage backed security | US | $48K | – | 0.14 |
| COMMERCIAL MORT BACKED SEC IO (BENCHMARK 2019-B15 MORTGAGE TRUST) | Long | ABS-mortgage backed security | US | $36K | – | 0.11 |
| COMMERCIAL MORTGAGE BACKED SECURITIES (MULTIFAMILY CONNECTICUT AVENUE SECURITIES TRUST 2019-01) | Long | ABS-mortgage backed security | US | $253K | – | 0.75 |
| COMMERCIAL MORTGAGE BACKED SECURITIES (FREDDIE MAC MULTIFAMILY STRUCTURED CREDIT RISK) | Long | ABS-mortgage backed security | US | $150K | – | 0.44 |
| COMMERCIAL MORTGAGE BACKED SECURITIES (COMM 2014-CCRE17 MORTGAGE TRUST) | Long | ABS-mortgage backed security | US | $134K | – | 0.40 |
| COMMERCIAL MORTGAGE BACKED SECURITIES (UBS COMMERCIAL MORTGAGE TRUST 2017-C3) | Long | ABS-mortgage backed security | US | $131K | – | 0.39 |
| COMMERCIAL MORTGAGE BACKED SECURITIES (GS MORTGAGE SECURITIES TRUST 2013-GC10) | Long | ABS-mortgage backed security | US | $129K | – | 0.38 |
| COMMERCIAL MORTGAGE BACKED SECURITIES (COMM 2014-CCRE17 MORTGAGE TRUST) | Long | ABS-mortgage backed security | US | $117K | – | 0.35 |
| COMMERCIAL MORTGAGE BACKED SECURITIES (WFRBS COMMERCIAL MORTGAGE TRUST 2014-C21) | Long | ABS-mortgage backed security | US | $115K | – | 0.34 |
| COMMERCIAL MORTGAGE BACKED SECURITIES (CSAIL 2015-C2 COMMERCIAL MORTGAGE TRUST) | Long | ABS-mortgage backed security | US | $114K | – | 0.34 |
| COMMERCIAL MORTGAGE BACKED SECURITIES (CSAIL 2015-C1 COMMERCIAL MORTGAGE TRUST) | Long | ABS-mortgage backed security | US | $112K | – | 0.33 |
| COMMERCIAL MORTGAGE BACKED SECURITIES (MORGAN STANLEY CAPITAL I TRUST 2018-H3) | Long | ABS-mortgage backed security | US | $112K | – | 0.33 |
| COMMERCIAL MORTGAGE BACKED SECURITIES (CSMC 2022-NWPT) | Long | ABS-mortgage backed security | US | $112K | – | 0.33 |
| COMMERCIAL MORTGAGE BACKED SECURITIES (CITIGROUP COMMERCIAL MORTGAGE TRUST 2015-GC27) | Long | ABS-mortgage backed security | US | $111K | – | 0.33 |
| COMMERCIAL MORTGAGE BACKED SECURITIES (JP MORGAN CHASE COMMERCIAL MORTGAGE SECURITIES TRUST 2011-C3) | Long | ABS-mortgage backed security | US | $111K | – | 0.33 |
| COMMERCIAL MORTGAGE BACKED SECURITIES (COMM 2014-CCRE16 MORTGAGE TRUST) | Long | ABS-mortgage backed security | US | $111K | – | 0.33 |
| COMMERCIAL MORTGAGE BACKED SECURITIES (JPMBB COMMERCIAL MORTGAGE SECURITIES TRUST 2013-C14) | Long | ABS-mortgage backed security | US | $110K | – | 0.33 |
| COMMERCIAL MORTGAGE BACKED SECURITIES (DBUBS 2011-LC3 MORTGAGE TRUST) | Long | ABS-mortgage backed security | US | $110K | – | 0.33 |
| COMMERCIAL MORTGAGE BACKED SECURITIES (CITIGROUP COMMERCIAL MORTGAGE TRUST 2015-GC27) | Long | ABS-mortgage backed security | US | $108K | – | 0.32 |
| COMMERCIAL MORTGAGE BACKED SECURITIES (MORGAN STANLEY BANK OF AMERICA MERRILL LYNCH TRUST 2015-C25) | Long | ABS-mortgage backed security | US | $108K | – | 0.32 |
| COMMERCIAL MORTGAGE BACKED SECURITIES (WELLS FARGO COMMERCIAL MORTGAGE TRUST 2013-LC12) | Long | ABS-mortgage backed security | US | $98K | – | 0.29 |
| COMMERCIAL MORTGAGE BACKED SECURITIES (WELLS FARGO COMMERCIAL MORTGAGE TRUST 2016-C33) | Long | ABS-mortgage backed security | US | $96K | – | 0.29 |
| COMMERCIAL MORTGAGE BACKED SECURITIES (UBS COMMERCIAL MORTGAGE TRUST 2018-C11) | Long | ABS-mortgage backed security | US | $96K | – | 0.29 |
| COMMERCIAL MORTGAGE BACKED SECURITIES (COMM 2013-CCRE12 MORTGAGE TRUST) | Long | ABS-mortgage backed security | US | $96K | – | 0.29 |
| COMMERCIAL MORTGAGE BACKED SECURITIES (MORGAN STANLEY BANK OF AMERICA MERRILL LYNCH TRUST 2015-C24) | Long | ABS-mortgage backed security | US | $95K | – | 0.28 |
| COMMERCIAL MORTGAGE BACKED SECURITIES (MORGAN STANLEY BANK OF AMERICA MERRILL LYNCH TRUST 2015-C22) | Long | ABS-mortgage backed security | US | $91K | – | 0.27 |
| COMMERCIAL MORTGAGE BACKED SECURITIES (GS MORTGAGE SECURITIES TRUST 2014-GC24) | Long | ABS-mortgage backed security | US | $91K | – | 0.27 |
| COMMERCIAL MORTGAGE BACKED SECURITIES (CSAIL 2019-C17 COMMERCIAL MORTGAGE TRUST) | Long | ABS-mortgage backed security | US | $90K | – | 0.27 |
| COMMERCIAL MORTGAGE BACKED SECURITIES (COMM 2013-CCRE6 MORTGAGE TRUST) | Long | ABS-mortgage backed security | US | $88K | – | 0.26 |
| COMMERCIAL MORTGAGE BACKED SECURITIES (COMM 2015-LC19 MORTGAGE TRUST) | Long | ABS-mortgage backed security | US | $88K | – | 0.26 |
| COMMERCIAL MORTGAGE BACKED SECURITIES (WELLS FARGO COMMERCIAL MORTGAGE TRUST 2015-C29) | Long | ABS-mortgage backed security | US | $88K | – | 0.26 |
| COMMERCIAL MORTGAGE BACKED SECURITIES (JPMDB COMMERCIAL MORTGAGE SECURITIES TRUST 2016-C2) | Long | ABS-mortgage backed security | US | $88K | – | 0.26 |
| COMMERCIAL MORTGAGE BACKED SECURITIES (COMM 2014-CCRE17 MORTGAGE TRUST) | Long | ABS-mortgage backed security | US | $87K | – | 0.26 |
| COMMERCIAL MORTGAGE BACKED SECURITIES (BWAY 2022-26BW MORTGAGE TRUST) | Long | ABS-mortgage backed security | US | $86K | – | 0.26 |
| COMMERCIAL MORTGAGE BACKED SECURITIES (FREDDIE MAC MULTIFAMILY STRUCTURED CREDIT RISK) | Long | ABS-mortgage backed security | US | $86K | – | 0.25 |
| COMMERCIAL MORTGAGE BACKED SECURITIES (WELLS FARGO COMMERCIAL MORTGAGE TRUST 2015-C30) | Long | ABS-mortgage backed security | US | $85K | – | 0.25 |
| COMMERCIAL MORTGAGE BACKED SECURITIES (WELLS FARGO COMMERCIAL MORTGAGE TRUST 2015-C31) | Long | ABS-mortgage backed security | US | $85K | – | 0.25 |
| COMMERCIAL MORTGAGE BACKED SECURITIES (CSAIL 2015-C1 COMMERCIAL MORTGAGE TRUST) | Long | ABS-mortgage backed security | US | $84K | – | 0.25 |
| COMMERCIAL MORTGAGE BACKED SECURITIES (CD 2017-CD4 MORTGAGE TRUST) | Long | ABS-mortgage backed security | US | $84K | – | 0.25 |
| COMMERCIAL MORTGAGE BACKED SECURITIES (COMM 2013-LC13 MORTGAGE TRUST) | Long | ABS-mortgage backed security | US | $84K | – | 0.25 |
| COMMERCIAL MORTGAGE BACKED SECURITIES (COMM 2017-COR2 MORTGAGE TRUST) | Long | ABS-mortgage backed security | US | $84K | – | 0.25 |
| COMMERCIAL MORTGAGE BACKED SECURITIES (MORGAN STANLEY CAPITAL I TRUST 2015-MS1) | Long | ABS-mortgage backed security | US | $82K | – | 0.24 |
| COMMERCIAL MORTGAGE BACKED SECURITIES (BENCHMARK 2018-B3 MORTGAGE TRUST) | Long | ABS-mortgage backed security | US | $81K | – | 0.24 |
| COMMERCIAL MORTGAGE BACKED SECURITIES (MORGAN STANLEY BANK OF AMERICA MERRILL LYNCH TRUST 2015-C24) | Long | ABS-mortgage backed security | US | $79K | – | 0.24 |
| COMMERCIAL MORTGAGE BACKED SECURITIES (COMM 2015-DC1 MORTGAGE TRUST) | Long | ABS-mortgage backed security | US | $79K | – | 0.23 |
| COMMERCIAL MORTGAGE BACKED SECURITIES (COMM 2012-CCRE4 MORTGAGE TRUST) | Long | ABS-mortgage backed security | US | $78K | – | 0.23 |
| COMMERCIAL MORTGAGE BACKED SECURITIES (WELLS FARGO COMMERCIAL MORTGAGE TRUST 2015-C31) | Long | ABS-mortgage backed security | US | $77K | – | 0.23 |
| COMMERCIAL MORTGAGE BACKED SECURITIES (SHELTER GROWTH CRE 2023-FL5 ISSUER LTD) | Long | ABS-mortgage backed security | BM | $77K | – | 0.23 |
| COMMERCIAL MORTGAGE BACKED SECURITIES (BENCHMARK 2019-B11 MORTGAGE TRUST) | Long | ABS-mortgage backed security | US | $75K | – | 0.22 |
| COMMERCIAL MORTGAGE BACKED SECURITIES (COMM 2014-LC17 MORTGAGE TRUST) | Long | ABS-mortgage backed security | US | $72K | – | 0.21 |
| COMMERCIAL MORTGAGE BACKED SECURITIES (UBS COMMERCIAL MORTGAGE TRUST 2018-C11) | Long | ABS-mortgage backed security | US | $71K | – | 0.21 |
| COMMERCIAL MORTGAGE BACKED SECURITIES (UBS COMMERCIAL MORTGAGE TRUST 2012-C1) | Long | ABS-mortgage backed security | US | $69K | – | 0.21 |
| COMMERCIAL MORTGAGE BACKED SECURITIES (BARCLAYS COMMERCIAL MORTGAGE TRUST 2019-C4) | Long | ABS-mortgage backed security | US | $68K | – | 0.20 |
| COMMERCIAL MORTGAGE BACKED SECURITIES (COMM 2015-CCRE26 MORTGAGE TRUST) | Long | ABS-mortgage backed security | US | $68K | – | 0.20 |
| COMMERCIAL MORTGAGE BACKED SECURITIES (COMM 2015-CCRE23 MORTGAGE TRUST) | Long | ABS-mortgage backed security | US | $68K | – | 0.20 |
| COMMERCIAL MORTGAGE BACKED SECURITIES (WELLS FARGO COMMERCIAL MORTGAGE TRUST 2015-SG1) | Long | ABS-mortgage backed security | US | $67K | – | 0.20 |
| COMMERCIAL MORTGAGE BACKED SECURITIES (COMM 2014-CCRE17 MORTGAGE TRUST) | Long | ABS-mortgage backed security | US | $67K | – | 0.20 |
| COMMERCIAL MORTGAGE BACKED SECURITIES (JPMBB COMMERCIAL MORTGAGE SECURITIES TRUST 2014-C22) | Long | ABS-mortgage backed security | US | $67K | – | 0.20 |
| COMMERCIAL MORTGAGE BACKED SECURITIES (MORGAN STANLEY BANK OF AMERICA MERRILL LYNCH TRUST 2014 C19) | Long | ABS-mortgage backed security | US | $65K | – | 0.19 |
| COMMERCIAL MORTGAGE BACKED SECURITIES (COMM 2018-COR3 MORTGAGE TRUST) | Long | ABS-mortgage backed security | US | $65K | – | 0.19 |
| COMMERCIAL MORTGAGE BACKED SECURITIES (CITIGROUP COMMERCIAL MORTGAGE TRUST 2015-GC27) | Long | ABS-mortgage backed security | US | $65K | – | 0.19 |
| COMMERCIAL MORTGAGE BACKED SECURITIES (WELLS FARGO COMMERCIAL MORTGAGE TRUST 2020-C55) | Long | ABS-mortgage backed security | US | $65K | – | 0.19 |
| COMMERCIAL MORTGAGE BACKED SECURITIES (GS MORTGAGE SECURITIES TRUST 2013-GC13) | Long | ABS-mortgage backed security | US | $64K | – | 0.19 |
| COMMERCIAL MORTGAGE BACKED SECURITIES (CITIGROUP COMMERCIAL MORTGAGE TRUST 2015-P1) | Long | ABS-mortgage backed security | US | $64K | – | 0.19 |
| COMMERCIAL MORTGAGE BACKED SECURITIES (MORGAN STANLEY BANK OF AMERICA MERRILL LYNCH TRUST 2015-C23) | Long | ABS-mortgage backed security | US | $64K | – | 0.19 |
| COMMERCIAL MORTGAGE BACKED SECURITIES (JP MORGAN CHASE COMMERCIAL MORTGAGE SECURITIES TRUST 2013-C10) | Long | ABS-mortgage backed security | US | $64K | – | 0.19 |
| COMMERCIAL MORTGAGE BACKED SECURITIES (BENCHMARK 2019-B13 MORTGAGE TRUST) | Long | ABS-mortgage backed security | US | $61K | – | 0.18 |
| COMMERCIAL MORTGAGE BACKED SECURITIES (CSAIL 2015-C2 COMMERCIAL MORTGAGE TRUST) | Long | ABS-mortgage backed security | US | $61K | – | 0.18 |
| COMMERCIAL MORTGAGE BACKED SECURITIES (FREDDIE MAC MULTIFAMILY STRUCTURED CREDIT RISK) | Long | ABS-mortgage backed security | US | $58K | – | 0.17 |
| COMMERCIAL MORTGAGE BACKED SECURITIES (MORGAN STANLEY BANK OF AMERICA MERRILL LYNCH TRUST 2012-C5) | Long | ABS-mortgage backed security | US | $58K | – | 0.17 |
| COMMERCIAL MORTGAGE BACKED SECURITIES (MORGAN STANLEY BANK OF AMERICA MERRILL LYNCH TRUST 2012-C6) | Long | ABS-mortgage backed security | US | $55K | – | 0.16 |
| COMMERCIAL MORTGAGE BACKED SECURITIES (READY CAPITAL MORTGAGE FINANCING 2022-FL9 LLC) | Long | ABS-mortgage backed security | US | $54K | – | 0.16 |
| COMMERCIAL MORTGAGE BACKED SECURITIES (MORGAN STANLEY BANK OF AMERICA MERRILL LYNCH TRUST 2014-C16) | Long | ABS-mortgage backed security | US | $53K | – | 0.16 |
| COMMERCIAL MORTGAGE BACKED SECURITIES (CD 2017-CD3 MORTGAGE TRUST) | Long | ABS-mortgage backed security | US | $52K | – | 0.16 |
| COMMERCIAL MORTGAGE BACKED SECURITIES (MORGAN STANLEY BANK OF AMERICA MERRILL LYNCH TRUST 2013-C9) | Long | ABS-mortgage backed security | US | $51K | – | 0.15 |
| COMMERCIAL MORTGAGE BACKED SECURITIES (MORGAN STANLEY BANK OF AMERICA MERRILL LYNCH TRUST 2017-C34) | Long | ABS-mortgage backed security | US | $50K | – | 0.15 |
| COMMERCIAL MORTGAGE BACKED SECURITIES (MORGAN STANLEY BANK OF AMERICA MERRILL LYNCH TRUST 2013-C12) | Long | ABS-mortgage backed security | US | $49K | – | 0.14 |
| COMMERCIAL MORTGAGE BACKED SECURITIES (BENCHMARK 2018-B1 MORTGAGE TRUST) | Long | ABS-mortgage backed security | US | $48K | – | 0.14 |
| COMMERCIAL MORTGAGE BACKED SECURITIES (CSAIL 2015-C3 COMMERCIAL MORTGAGE TRUST) | Long | ABS-mortgage backed security | US | $48K | – | 0.14 |
| COMMERCIAL MORTGAGE BACKED SECURITIES (UBS COMMERCIAL MORTGAGE TRUST 2018-C13) | Long | ABS-mortgage backed security | US | $47K | – | 0.14 |
| COMMERCIAL MORTGAGE BACKED SECURITIES (MORGAN STANLEY CAPITAL I TRUST 2011-C3) | Long | ABS-mortgage backed security | US | $46K | – | 0.14 |
| COMMERCIAL MORTGAGE BACKED SECURITIES (CD 2019-CD8 MORTGAGE TRUST) | Long | ABS-mortgage backed security | US | $46K | – | 0.14 |
| COMMERCIAL MORTGAGE BACKED SECURITIES (JPMDB COMMERCIAL MORTGAGE SECURITIES TRUST 2017-C5) | Long | ABS-mortgage backed security | US | $46K | – | 0.14 |
| COMMERCIAL MORTGAGE BACKED SECURITIES (WFRBS COMMERCIAL MORTGAGE TRUST 2012-C10) | Long | ABS-mortgage backed security | US | $45K | – | 0.13 |
| COMMERCIAL MORTGAGE BACKED SECURITIES (WELLS FARGO COMMERCIAL MORTGAGE TRUST 2017-RB1) | Long | ABS-mortgage backed security | US | $45K | – | 0.13 |
| COMMERCIAL MORTGAGE BACKED SECURITIES (BENCHMARK 2018-B1 MORTGAGE TRUST) | Long | ABS-mortgage backed security | US | $44K | – | 0.13 |
| COMMERCIAL MORTGAGE BACKED SECURITIES (WELLS FARGO COMMERCIAL MORTGAGE TRUST 2018-C46) | Long | ABS-mortgage backed security | US | $44K | – | 0.13 |
| COMMERCIAL MORTGAGE BACKED SECURITIES (BARCLAYS COMMERCIAL MORTGAGE TRUST 2019-C5) | Long | ABS-mortgage backed security | US | $43K | – | 0.13 |
| COMMERCIAL MORTGAGE BACKED SECURITIES (JPMDB COMMERCIAL MORTGAGE SECURITIES TRUST 2018-C8) | Long | ABS-mortgage backed security | US | $43K | – | 0.13 |
| COMMERCIAL MORTGAGE BACKED SECURITIES (CD 2017-CD3 MORTGAGE TRUST) | Long | ABS-mortgage backed security | US | $41K | – | 0.12 |
| COMMERCIAL MORTGAGE BACKED SECURITIES (COMM 2014-CCRE21 MORTGAGE TRUST) | Long | ABS-mortgage backed security | US | $41K | – | 0.12 |
| COMMERCIAL MORTGAGE BACKED SECURITIES (WELLS FARGO COMMERCIAL MORTGAGE TRUST 2016-BNK1) | Long | ABS-mortgage backed security | US | $41K | – | 0.12 |
| COMMERCIAL MORTGAGE BACKED SECURITIES (BANK 2018-BNK11) | Long | ABS-mortgage backed security | US | $40K | – | 0.12 |
| COMMERCIAL MORTGAGE BACKED SECURITIES (CITIGROUP COMMERCIAL MORTGAGE TRUST 2015-P1) | Long | ABS-mortgage backed security | US | $40K | – | 0.12 |
| COMMERCIAL MORTGAGE BACKED SECURITIES (WELLS FARGO COMMERCIAL MORTGAGE TRUST 2016-NXS5) | Long | ABS-mortgage backed security | US | $39K | – | 0.12 |
| COMMERCIAL MORTGAGE BACKED SECURITIES (JP MORGAN CHASE COMMERCIAL MORTGAGE SECURITIES TRUST 2013-LC11) | Long | ABS-mortgage backed security | US | $37K | – | 0.11 |
| COMMERCIAL MORTGAGE BACKED SECURITIES (WFRBS COMMERCIAL MORTGAGE TRUST 2011-C4) | Long | ABS-mortgage backed security | US | $35K | – | 0.10 |
| COMMERCIAL MORTGAGE BACKED SECURITIES (CD 2017-CD3 MORTGAGE TRUST) | Long | ABS-mortgage backed security | US | $32K | – | 0.10 |
| COMMERCIAL MORTGAGE BACKED SECURITIES (GS MORTGAGE SECURITIES TRUST 2017-GS5) | Long | ABS-mortgage backed security | US | $30K | – | 0.09 |
| COMMERCIAL MORTGAGE BACKED SECURITIES (COMM 2013-CCRE13 MORTGAGE TRUST) | Long | ABS-mortgage backed security | US | $26K | – | 0.08 |
| COMMERCIAL MORTGAGE BACKED SECURITIES (WELLS FARGO COMMERCIAL MORTGAGE TRUST 2020-C57) | Long | ABS-mortgage backed security | US | $20K | – | 0.06 |
| COMMERCIAL MORTGAGE BACKED SECURITIES (JP MORGAN CHASE COMMERCIAL MORTGAGE SECURITIES TRUST 2013-LC11) | Long | ABS-mortgage backed security | US | $15K | – | 0.05 |
| COMMERCIAL MORTGAGE BACKED SECURITIES (MORGAN STANLEY BANK OF AMERICA MERRILL LYNCH TRUST 2013-C10) | Long | ABS-mortgage backed security | US | $9K | – | 0.03 |
| CORP CMO (FREDDIE MAC STACR TRUST 2018-HQA2) | Long | ABS-collateralized bond/debt obligation | US | $525K | – | 1.56 |
| CORP CMO (FREDDIE MAC STACR TRUST 2018-DNA3) | Long | ABS-collateralized bond/debt obligation | US | $504K | – | 1.50 |
| CORP CMO (CONNECTICUT AVENUE SECURITIES TRUST 2022-R02) | Long | ABS-collateralized bond/debt obligation | US | $300K | – | 0.89 |
| CORP CMO (FREDDIE MAC STACR TRUST 2019-HQA1) | Long | ABS-collateralized bond/debt obligation | US | $282K | – | 0.84 |
| CORP CMO (STRUCTURED ASSET MORTGAGE INVESTMENTS II TRUST 2007-AR7) | Long | ABS-collateralized bond/debt obligation | US | $275K | – | 0.82 |
| CORP CMO (FREDDIE MAC STACR DEBT NOTES 2015-HQA1) | Long | ABS-collateralized bond/debt obligation | US | $256K | – | 0.76 |
| CORP CMO (MORGAN STANLEY RESIDENTIAL MORTGAGE LOAN TRUST 2024-NQM2) | Long | ABS-collateralized bond/debt obligation | US | $251K | – | 0.74 |
| CORP CMO (CSMC 2020-RPL2 TRUST) | Long | ABS-collateralized bond/debt obligation | US | $247K | – | 0.73 |
| CORP CMO (FREDDIE MAC STACR TRUST 2019-FTR1) | Long | ABS-collateralized bond/debt obligation | US | $241K | – | 0.72 |
| CORP CMO (FREDDIE MAC STACR REMIC TRUST 2020-DNA5) | Long | ABS-collateralized bond/debt obligation | US | $235K | – | 0.70 |
| CORP CMO (FANNIE MAE CONNECTICUT AVENUE SECURITIES) | Long | ABS-collateralized bond/debt obligation | US | $225K | – | 0.67 |
| CORP CMO (A AND D MORTGAGE TRUST 2023-NQM4) | Long | ABS-collateralized bond/debt obligation | US | $225K | – | 0.67 |
| CORP CMO (AMERICAN HOME MORTGAGE INVESTMENT TRUST 2007-1) | Long | ABS-collateralized bond/debt obligation | US | $211K | – | 0.63 |
| CORP CMO (COLT 2023-3 MORTGAGE LOAN TRUST) | Long | ABS-collateralized bond/debt obligation | US | $189K | – | 0.56 |
| CORP CMO (FANNIE MAE CONNECTICUT AVENUE SECURITIES) | Long | ABS-collateralized bond/debt obligation | US | $179K | – | 0.53 |
| CORP CMO (SALUDA GRADE ALTERNATIVE MORTGAGE TRUST 2024-RTL5) | Long | ABS-collateralized bond/debt obligation | US | $172K | – | 0.51 |
| CORP CMO (BRAVO RESIDENTIAL FUNDING TRUST 2024-NQM2) | Long | ABS-collateralized bond/debt obligation | US | $149K | – | 0.44 |
| CORP CMO (PRMI SECURITIZATION TRUST 2024-CMG1) | Long | ABS-collateralized bond/debt obligation | US | $149K | – | 0.44 |
| CORP CMO (FREDDIE MAC STACR REMIC TRUST 2020-HQA2) | Long | ABS-collateralized bond/debt obligation | US | $140K | – | 0.42 |
| CORP CMO (FREDDIE MAC STACR TRUST 2019-DNA2) | Long | ABS-collateralized bond/debt obligation | US | $138K | – | 0.41 |
| CORP CMO (A AND D MORTGAGE TRUST 2024-NQM1) | Long | ABS-collateralized bond/debt obligation | US | $133K | – | 0.40 |
| CORP CMO (FREDDIE MAC SEASONED CREDIT RISK TRANSFER TRUST SERIES 2017-3) | Long | ABS-collateralized bond/debt obligation | US | $132K | – | 0.39 |
| CORP CMO (A AND D MORTGAGE TRUST 2023-NQM5) | Long | ABS-collateralized bond/debt obligation | US | $131K | – | 0.39 |
| CORP CMO (A AND D MORTGAGE TRUST 2023-NQM2) | Long | ABS-collateralized bond/debt obligation | US | $125K | – | 0.37 |
| CORP CMO (FREDDIE MAC STACR DEBT NOTES 2016-DNA3) | Long | ABS-collateralized bond/debt obligation | US | $118K | – | 0.35 |
| CORP CMO (ALTERNATIVE LOAN TRUST 2006-OA19) | Long | ABS-collateralized bond/debt obligation | US | $116K | – | 0.35 |
| CORP CMO (MELLO WAREHOUSE SECURITIZATION TRUST 2021-3) | Long | ABS-collateralized bond/debt obligation | US | $94K | – | 0.28 |
| CORP CMO (CHEVY CHASE FUNDING LLC MORTGAGE-BACKED CERTIFICATES SERIES 2006-4) | Long | ABS-collateralized bond/debt obligation | US | $90K | – | 0.27 |
| CORP CMO (FREDDIE MAC STACR REMIC TRUST 2020-DNA4) | Long | ABS-collateralized bond/debt obligation | US | $88K | – | 0.26 |
| CORP CMO (FREDDIE MAC STACR REMIC TRUST 2020-HQA3) | Long | ABS-collateralized bond/debt obligation | US | $87K | – | 0.26 |
| CORP CMO (CONNECTICUT AVENUE SECURITIES TRUST 2020-SBT1) | Long | ABS-collateralized bond/debt obligation | US | $84K | – | 0.25 |
| CORP CMO (FREDDIE MAC STACR REMIC TRUST 2020-DNA5) | Long | ABS-collateralized bond/debt obligation | US | $78K | – | 0.23 |
| CORP CMO (CONNECTICUT AVENUE SECURITIES TRUST 2019-R05) | Long | ABS-collateralized bond/debt obligation | US | $72K | – | 0.21 |
| CORP CMO (FREDDIE MAC SEASONED CREDIT RISK TRANSFER TRUST SERIES 2018-3) | Long | ABS-collateralized bond/debt obligation | US | $65K | – | 0.19 |
| CORP CMO (FREDDIE MAC SEASONED CREDIT RISK TRANSFER TRUST SERIES 2019-2) | Long | ABS-collateralized bond/debt obligation | US | $65K | – | 0.19 |
| CORP CMO (CONNECTICUT AVENUE SECURITIES TRUST 2019-R03) | Long | ABS-collateralized bond/debt obligation | US | $60K | – | 0.18 |
| CORP CMO (FREDDIE MAC STACR REMIC TRUST 2022-DNA3) | Long | ABS-collateralized bond/debt obligation | US | $57K | – | 0.17 |
| CORP CMO (MORGAN STANLEY RE-REMIC TRUST 2010-R4) | Long | ABS-collateralized bond/debt obligation | US | $50K | – | 0.15 |
| CORP CMO (JP MORGAN ALTERNATIVE LOAN TRUST 2006-A6) | Long | ABS-collateralized bond/debt obligation | US | $50K | – | 0.15 |
| CORP CMO (WAMU MORTGAGE PASS-THROUGH CERTIFICATES SERIES 2005-AR8) | Long | ABS-collateralized bond/debt obligation | US | $50K | – | 0.15 |
| CORP CMO (FREDDIE MAC STACR REMIC TRUST 2020-HQA4) | Long | ABS-collateralized bond/debt obligation | US | $42K | – | 0.13 |
| CORP CMO (FREDDIE MAC STACR TRUST 2019-DNA1) | Long | ABS-collateralized bond/debt obligation | US | $41K | – | 0.12 |
| CORP CMO (CONNECTICUT AVENUE SECURITIES TRUST 2022-R02) | Long | ABS-collateralized bond/debt obligation | US | $37K | – | 0.11 |
| CORP CMO (CONNECTICUT AVENUE SECURITIES TRUST 2020-R02) | Long | ABS-collateralized bond/debt obligation | US | $36K | – | 0.11 |
| CORP CMO (STRUCTURED ASSET MORTGAGE INVESTMENTS II TRUST 2006-AR7) | Long | ABS-collateralized bond/debt obligation | US | $18K | – | 0.05 |
| FHLMC CMO IO (FREDDIE MAC REMICS) | Long | ABS-mortgage backed security | US | $240K | – | 0.71 |
| FHLMC CMO IO (FREDDIE MAC REMICS) | Long | ABS-mortgage backed security | US | $180K | – | 0.53 |
| FHLMC CMO IO (FREDDIE MAC REMICS) | Long | ABS-mortgage backed security | US | $139K | – | 0.41 |
| FHLMC CMO IO (FREDDIE MAC REMICS) | Long | ABS-mortgage backed security | US | $103K | – | 0.30 |
| FHLMC CMO IO (FREDDIE MAC REMICS) | Long | ABS-mortgage backed security | US | $65K | – | 0.19 |
| FHLMC CMO IO (FREDDIE MAC REMICS) | Long | ABS-mortgage backed security | US | $57K | – | 0.17 |
| FHLMC CMO IO (FREDDIE MAC REMICS) | Long | ABS-mortgage backed security | US | $39K | – | 0.11 |
| FHLMC CMO IO (FREDDIE MAC REMICS) | Long | ABS-mortgage backed security | US | $24K | – | 0.07 |
| FHLMC CMO IO (FREDDIE MAC REMICS) | Long | ABS-mortgage backed security | US | $4K | – | 0.01 |
| FHLMC CMO IO (FREDDIE MAC REMICS) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| FHLMC CMO IO (FREDDIE MAC STRIPS) | Long | ABS-mortgage backed security | US | $603.12 | – | 0.00 |
| FHLMC CMO PO (FREDDIE MAC REMICS) | Long | ABS-mortgage backed security | US | $2K | – | 0.01 |
| FN30 (FANNIE MAE POOL) | Long | ABS-mortgage backed security | US | $63K | – | 0.19 |
| FN30 (FANNIE MAE POOL) | Long | ABS-mortgage backed security | US | $40K | – | 0.12 |
| FN30 (FANNIE MAE POOL) | Long | ABS-mortgage backed security | US | $6K | – | 0.02 |
| FN30 (FANNIE MAE POOL) | Long | ABS-mortgage backed security | US | $6K | – | 0.02 |
| FN30 (FANNIE MAE POOL) | Long | ABS-mortgage backed security | US | $3K | – | 0.01 |
| FN30 (FANNIE MAE POOL) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| FN30 (FANNIE MAE POOL) | Long | ABS-mortgage backed security | US | $930.2 | – | 0.00 |
| FNMA CMO IO (FANNIE MAE REMICS) | Long | ABS-mortgage backed security | US | $220K | – | 0.65 |
| FNMA CMO IO (FANNIE MAE REMICS) | Long | ABS-mortgage backed security | US | $216K | – | 0.64 |
| FNMA CMO IO (FANNIE MAE REMICS) | Long | ABS-mortgage backed security | US | $195K | – | 0.58 |
| FNMA CMO IO (FANNIE MAE REMICS) | Long | ABS-mortgage backed security | US | $181K | – | 0.54 |
| FNMA CMO IO (FANNIE MAE REMICS) | Long | ABS-mortgage backed security | US | $134K | – | 0.40 |
| FNMA CMO IO (FANNIE MAE REMICS) | Long | ABS-mortgage backed security | US | $125K | – | 0.37 |
| FNMA CMO IO (FANNIE MAE REMICS) | Long | ABS-mortgage backed security | US | $114K | – | 0.34 |
| FNMA CMO IO (FANNIE MAE REMICS) | Long | ABS-mortgage backed security | US | $111K | – | 0.33 |
| FNMA CMO IO | Long | ABS-mortgage backed security | US | $89K | – | 0.26 |
| FNMA CMO IO (FANNIE MAE REMICS) | Long | ABS-mortgage backed security | US | $84K | – | 0.25 |
| FNMA CMO IO (FANNIE MAE REMICS) | Long | ABS-mortgage backed security | US | $68K | – | 0.20 |
| FNMA CMO IO | Long | ABS-mortgage backed security | US | $65K | – | 0.19 |
| FNMA CMO IO (FANNIE MAE REMICS) | Long | ABS-mortgage backed security | US | $43K | – | 0.13 |
| FNMA CMO IO (FANNIE MAE REMICS) | Long | ABS-mortgage backed security | US | $35K | – | 0.10 |
| FNMA CMO IO (FANNIE MAE REMICS) | Long | ABS-mortgage backed security | US | $34K | – | 0.10 |
| FNMA CMO IO (FANNIE MAE REMICS) | Long | ABS-mortgage backed security | US | $26K | – | 0.08 |
| FNMA CMO IO (FANNIE MAE REMICS) | Long | ABS-mortgage backed security | US | $20K | – | 0.06 |
| FNMA CMO IO (FANNIE MAE REMICS) | Long | ABS-mortgage backed security | US | $16K | – | 0.05 |
| FNMA CMO IO (FANNIE MAE REMICS) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| FNMA CMO IO (FANNIE MAE REMICS) | Long | ABS-mortgage backed security | US | $837.2 | – | 0.00 |
| FNMA CMO PO (FANNIE MAE REMICS) | Long | ABS-mortgage backed security | US | $9K | – | 0.03 |
| FNMA TBA (FANNIE MAE POOL) | Long | ABS-mortgage backed security | US | $16M | – | 47.60 |
| FNMA TBA (FANNIE MAE POOL) | Long | ABS-mortgage backed security | US | $7M | – | 20.48 |
| FNMA TBA (FANNIE MAE POOL) | Long | ABS-mortgage backed security | US | $7M | – | 20.07 |
| FNMA TBA (FANNIE MAE POOL) | Long | ABS-mortgage backed security | US | $5M | – | 13.94 |
| FNMA TBA (FANNIE MAE POOL) | Long | ABS-mortgage backed security | US | $5M | – | 13.92 |
| FNMA TBA (FANNIE MAE POOL) | Short | ABS-mortgage backed security | US | $5M | – | 13.92 |
| FNMA TBA (FANNIE MAE POOL) | Long | ABS-mortgage backed security | US | $4M | – | 12.12 |
| FNMA TBA (FANNIE MAE POOL) | Long | ABS-mortgage backed security | US | $3M | – | 7.88 |
| FNMA TBA (FANNIE MAE POOL) | Long | ABS-mortgage backed security | US | $2M | – | 5.59 |
| FNMA TBA (FANNIE MAE POOL) | Long | ABS-mortgage backed security | US | $2M | – | 5.43 |
| FNMA TBA (FANNIE MAE POOL) | Long | ABS-mortgage backed security | US | $2M | – | 5.05 |
| FNMA TBA (FANNIE MAE POOL) | Short | ABS-mortgage backed security | US | $1M | – | 3.02 |
| FNMA TBA (FANNIE MAE POOL) | Long | ABS-mortgage backed security | US | $903K | – | 2.68 |
| FNMA TBA (FANNIE MAE POOL) | Long | ABS-mortgage backed security | US | $879K | – | 2.61 |
| FNMA TBA (FANNIE MAE POOL) | Long | ABS-mortgage backed security | US | $855K | – | 2.54 |
| FR30 (FREDDIE MAC GOLD POOL) | Long | ABS-mortgage backed security | US | $17K | – | 0.05 |
| FR30 (FREDDIE MAC GOLD POOL) | Long | ABS-mortgage backed security | US | $8K | – | 0.02 |
| FR30 (FREDDIE MAC GOLD POOL) | Long | ABS-mortgage backed security | US | $4K | – | 0.01 |
| FR30 (FREDDIE MAC GOLD POOL) | Long | ABS-mortgage backed security | US | $3K | – | 0.01 |
| FR30 (FREDDIE MAC GOLD POOL) | Long | ABS-mortgage backed security | US | $1K | – | 0.00 |
| GII30 (GINNIE MAE I POOL) | Long | ABS-mortgage backed security | US | $47K | – | 0.14 |
| GII30 (GINNIE MAE I POOL) | Long | ABS-mortgage backed security | US | $40K | – | 0.12 |
| GII30 (GINNIE MAE I POOL) | Long | ABS-mortgage backed security | US | $26K | – | 0.08 |
| GII30 (GINNIE MAE I POOL) | Long | ABS-mortgage backed security | US | $22K | – | 0.07 |
| GII30 (GINNIE MAE I POOL) | Long | ABS-mortgage backed security | US | $11K | – | 0.03 |
| GII30 (GINNIE MAE I POOL) | Long | ABS-mortgage backed security | US | $6K | – | 0.02 |
| GN30 (GINNIE MAE I POOL) | Long | ABS-mortgage backed security | US | $2K | – | 0.01 |
| GN30 (GINNIE MAE I POOL) | Long | ABS-mortgage backed security | US | $973.21 | – | 0.00 |
| GN30 (GINNIE MAE I POOL) | Long | ABS-mortgage backed security | US | $449.12 | – | 0.00 |
| GN30 (GINNIE MAE I POOL) | Long | ABS-mortgage backed security | US | $415.74 | – | 0.00 |
| GN30 (GINNIE MAE I POOL) | Long | ABS-mortgage backed security | US | $270.44 | – | 0.00 |
| GN30 (GINNIE MAE I POOL) | Long | ABS-mortgage backed security | US | $186.89 | – | 0.00 |
| GN30 (GINNIE MAE I POOL) | Long | ABS-mortgage backed security | US | $43.22 | – | 0.00 |
| GN30 (GINNIE MAE I POOL) | Long | ABS-mortgage backed security | US | $22.26 | – | 0.00 |
| GNMA CMO IO | Long | ABS-mortgage backed security | US | $252K | – | 0.75 |
| GNMA CMO IO | Long | ABS-mortgage backed security | US | $250K | – | 0.74 |
| GNMA CMO IO | Long | ABS-mortgage backed security | US | $249K | – | 0.74 |
| GNMA CMO IO | Long | ABS-mortgage backed security | US | $235K | – | 0.70 |
| GNMA CMO IO | Long | ABS-mortgage backed security | US | $231K | – | 0.69 |
| GNMA CMO IO | Long | ABS-mortgage backed security | US | $224K | – | 0.67 |
| GNMA CMO IO | Long | ABS-mortgage backed security | US | $223K | – | 0.66 |
| GNMA CMO IO | Long | ABS-mortgage backed security | US | $218K | – | 0.65 |
| GNMA CMO IO | Long | ABS-mortgage backed security | US | $208K | – | 0.62 |
| GNMA CMO IO | Long | ABS-mortgage backed security | US | $202K | – | 0.60 |
| GNMA CMO IO | Long | ABS-mortgage backed security | US | $192K | – | 0.57 |
| GNMA CMO IO | Long | ABS-mortgage backed security | US | $189K | – | 0.56 |
| GNMA CMO IO | Long | ABS-mortgage backed security | US | $183K | – | 0.54 |
| GNMA CMO IO | Long | ABS-mortgage backed security | US | $183K | – | 0.54 |
| GNMA CMO IO | Long | ABS-mortgage backed security | US | $177K | – | 0.52 |
| GNMA CMO IO | Long | ABS-mortgage backed security | US | $169K | – | 0.50 |
| GNMA CMO IO | Long | ABS-mortgage backed security | US | $156K | – | 0.46 |
| GNMA CMO IO | Long | ABS-mortgage backed security | US | $155K | – | 0.46 |
| GNMA CMO IO | Long | ABS-mortgage backed security | US | $154K | – | 0.46 |
| GNMA CMO IO | Long | ABS-mortgage backed security | US | $148K | – | 0.44 |
| GNMA CMO IO | Long | ABS-mortgage backed security | US | $141K | – | 0.42 |
| GNMA CMO IO | Long | ABS-mortgage backed security | US | $141K | – | 0.42 |
| GNMA CMO IO | Long | ABS-mortgage backed security | US | $131K | – | 0.39 |
| GNMA CMO IO | Long | ABS-mortgage backed security | US | $124K | – | 0.37 |
| GNMA CMO IO | Long | ABS-mortgage backed security | US | $122K | – | 0.36 |
| GNMA CMO IO | Long | ABS-mortgage backed security | US | $114K | – | 0.34 |
| GNMA CMO IO | Long | ABS-mortgage backed security | US | $112K | – | 0.33 |
| GNMA CMO IO | Long | ABS-mortgage backed security | US | $105K | – | 0.31 |
| GNMA CMO IO | Long | ABS-mortgage backed security | US | $102K | – | 0.30 |
| GNMA CMO IO | Long | ABS-mortgage backed security | US | $99K | – | 0.29 |
| GNMA CMO IO | Long | ABS-mortgage backed security | US | $95K | – | 0.28 |
| GNMA CMO IO | Long | ABS-mortgage backed security | US | $91K | – | 0.27 |
| GNMA CMO IO | Long | ABS-mortgage backed security | US | $90K | – | 0.27 |
| GNMA CMO IO | Long | ABS-mortgage backed security | US | $82K | – | 0.24 |
| GNMA CMO IO | Long | ABS-mortgage backed security | US | $78K | – | 0.23 |
| GNMA CMO IO | Long | ABS-mortgage backed security | US | $75K | – | 0.22 |
| GNMA CMO IO | Long | ABS-mortgage backed security | US | $67K | – | 0.20 |
| GNMA CMO IO | Long | ABS-mortgage backed security | US | $65K | – | 0.19 |
| GNMA CMO IO | Long | ABS-mortgage backed security | US | $62K | – | 0.18 |
| GNMA CMO IO | Long | ABS-mortgage backed security | US | $60K | – | 0.18 |
| GNMA CMO IO | Long | ABS-mortgage backed security | US | $59K | – | 0.17 |
| GNMA CMO IO | Long | ABS-mortgage backed security | US | $57K | – | 0.17 |
| GNMA CMO IO | Long | ABS-mortgage backed security | US | $54K | – | 0.16 |
| GNMA CMO IO | Long | ABS-mortgage backed security | US | $52K | – | 0.15 |
| GNMA CMO IO | Long | ABS-mortgage backed security | US | $52K | – | 0.15 |
| GNMA CMO IO | Long | ABS-mortgage backed security | US | $52K | – | 0.15 |
| GNMA CMO IO | Long | ABS-mortgage backed security | US | $47K | – | 0.14 |
| GNMA CMO IO | Long | ABS-mortgage backed security | US | $47K | – | 0.14 |
| GNMA CMO IO | Long | ABS-mortgage backed security | US | $45K | – | 0.13 |
| GNMA CMO IO | Long | ABS-mortgage backed security | US | $44K | – | 0.13 |
| GNMA CMO IO | Long | ABS-mortgage backed security | US | $41K | – | 0.12 |
| GNMA CMO IO | Long | ABS-mortgage backed security | US | $40K | – | 0.12 |
| GNMA CMO IO | Long | ABS-mortgage backed security | US | $39K | – | 0.12 |
| GNMA CMO IO | Long | ABS-mortgage backed security | US | $39K | – | 0.12 |
| GNMA CMO IO | Long | ABS-mortgage backed security | US | $39K | – | 0.11 |
| GNMA CMO IO | Long | ABS-mortgage backed security | US | $38K | – | 0.11 |
| GNMA CMO IO | Long | ABS-mortgage backed security | US | $38K | – | 0.11 |
| GNMA CMO IO | Long | ABS-mortgage backed security | US | $36K | – | 0.11 |
| GNMA CMO IO | Long | ABS-mortgage backed security | US | $36K | – | 0.11 |
| GNMA CMO IO | Long | ABS-mortgage backed security | US | $36K | – | 0.11 |
| GNMA CMO IO | Long | ABS-mortgage backed security | US | $35K | – | 0.10 |
| GNMA CMO IO | Long | ABS-mortgage backed security | US | $35K | – | 0.10 |
| GNMA CMO IO | Long | ABS-mortgage backed security | US | $34K | – | 0.10 |
| GNMA CMO IO | Long | ABS-mortgage backed security | US | $33K | – | 0.10 |
| GNMA CMO IO | Long | ABS-mortgage backed security | US | $31K | – | 0.09 |
| GNMA CMO IO | Long | ABS-mortgage backed security | US | $29K | – | 0.09 |
| GNMA CMO IO | Long | ABS-mortgage backed security | US | $28K | – | 0.08 |
| GNMA CMO IO | Long | ABS-mortgage backed security | US | $27K | – | 0.08 |
| GNMA CMO IO | Long | ABS-mortgage backed security | US | $27K | – | 0.08 |
| GNMA CMO IO | Long | ABS-mortgage backed security | US | $27K | – | 0.08 |
| GNMA CMO IO | Long | ABS-mortgage backed security | US | $27K | – | 0.08 |
| GNMA CMO IO | Long | ABS-mortgage backed security | US | $24K | – | 0.07 |
| GNMA CMO IO | Long | ABS-mortgage backed security | US | $23K | – | 0.07 |
| GNMA CMO IO | Long | ABS-mortgage backed security | US | $23K | – | 0.07 |
| GNMA CMO IO | Long | ABS-mortgage backed security | US | $22K | – | 0.07 |
| GNMA CMO IO | Long | ABS-mortgage backed security | US | $22K | – | 0.07 |
| GNMA CMO IO | Long | ABS-mortgage backed security | US | $20K | – | 0.06 |
| GNMA CMO IO | Long | ABS-mortgage backed security | US | $19K | – | 0.06 |
| GNMA CMO IO | Long | ABS-mortgage backed security | US | $19K | – | 0.06 |
| GNMA CMO IO | Long | ABS-mortgage backed security | US | $18K | – | 0.05 |
| GNMA CMO IO | Long | ABS-mortgage backed security | US | $17K | – | 0.05 |
| GNMA CMO IO | Long | ABS-mortgage backed security | US | $16K | – | 0.05 |
| GNMA CMO IO | Long | ABS-mortgage backed security | US | $15K | – | 0.05 |
| GNMA CMO IO | Long | ABS-mortgage backed security | US | $15K | – | 0.05 |
| GNMA CMO IO | Long | ABS-mortgage backed security | US | $15K | – | 0.04 |
| GNMA CMO IO | Long | ABS-mortgage backed security | US | $15K | – | 0.04 |
| GNMA CMO IO | Long | ABS-mortgage backed security | US | $14K | – | 0.04 |
| GNMA CMO IO | Long | ABS-mortgage backed security | US | $13K | – | 0.04 |
| GNMA CMO IO | Long | ABS-mortgage backed security | US | $13K | – | 0.04 |
| GNMA CMO IO | Long | ABS-mortgage backed security | US | $13K | – | 0.04 |
| GNMA CMO IO | Long | ABS-mortgage backed security | US | $11K | – | 0.03 |
| GNMA CMO IO | Long | ABS-mortgage backed security | US | $11K | – | 0.03 |
| GNMA CMO IO | Long | ABS-mortgage backed security | US | $11K | – | 0.03 |
| GNMA CMO IO | Long | ABS-mortgage backed security | US | $9K | – | 0.03 |
| GNMA CMO IO | Long | ABS-mortgage backed security | US | $7K | – | 0.02 |
| GNMA CMO IO | Long | ABS-mortgage backed security | US | $5K | – | 0.01 |
| GNMA CMO IO | Long | ABS-mortgage backed security | US | $4K | – | 0.01 |
| GNMA CMO IO | Long | ABS-mortgage backed security | US | $4K | – | 0.01 |
| GNMA CMO IO | Long | ABS-mortgage backed security | US | $3K | – | 0.01 |
| GNMA CMO IO | Long | ABS-mortgage backed security | US | $836.98 | – | 0.00 |
| GNMA TBA (GINNIE MAE I POOL) | Long | ABS-mortgage backed security | US | $2M | – | 4.99 |
| GNMA TBA (GINNIE MAE I POOL) | Long | ABS-mortgage backed security | US | $2M | – | 4.80 |
| GNMA TBA (GINNIE MAE I POOL) | Long | ABS-mortgage backed security | US | $992K | – | 2.94 |
| GNMA TBA (GINNIE MAE I POOL) | Long | ABS-mortgage backed security | US | $951K | – | 2.82 |
| GNMA TBA (GINNIE MAE I POOL) | Long | ABS-mortgage backed security | US | $924K | – | 2.74 |
| GNMA TBA (GINNIE MAE I POOL) | Long | ABS-mortgage backed security | US | $899K | – | 2.67 |
| GNMA TBA (GINNIE MAE I POOL) | Long | ABS-mortgage backed security | US | $872K | – | 2.59 |
| GOVERNMENT FUTURES (CHICAGO BOARD OF TRADE) | Derivative-interest rate | US | $16M | – | 46.65 | |
| GOVERNMENT FUTURES (CHICAGO BOARD OF TRADE) | Derivative-interest rate | US | $12M | – | 35.03 | |
| GOVT CMO (FREDDIE MAC STRIPS) | Long | ABS-mortgage backed security | US | $91K | – | 0.27 |
| GOVT CMO (FREDDIE MAC REMICS) | Long | ABS-mortgage backed security | US | $64K | – | 0.19 |
| GOVT CMO (FANNIE MAE REMICS) | Long | ABS-mortgage backed security | US | $13K | – | 0.04 |
| GOVT CMO (FREDDIE MAC REMICS) | Long | ABS-mortgage backed security | US | $10K | – | 0.03 |
| GOVT CMO (FANNIE MAE TRUST 2003-W8) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| Interest Rate Swap (LCH Limited) | Derivative-interest rate | US | $86K | – | 0.25 | |
| Interest Rate Swap (LCH Limited) | Derivative-interest rate | US | $70K | – | 0.21 | |
| Interest Rate Swap (LCH Limited) | Derivative-interest rate | US | $70K | – | 0.21 | |
| Interest Rate Swap (LCH Limited) | Derivative-interest rate | US | $28K | – | 0.08 | |
| Interest Rate Swap (LCH Limited) | Derivative-interest rate | US | $26K | – | 0.08 | |
| Interest Rate Swap (LCH Limited) | Derivative-interest rate | US | $22K | – | 0.06 | |
| Interest Rate Swap (LCH Limited) | Derivative-interest rate | US | $20K | – | 0.06 | |
| Interest Rate Swap (LCH Limited) | Derivative-interest rate | US | $11K | – | 0.03 | |
| Interest Rate Swap (LCH Limited) | Derivative-interest rate | US | $9K | – | 0.03 | |
| Interest Rate Swap (LCH Limited) | Derivative-interest rate | US | $5K | – | 0.02 | |
| Interest Rate Swap (LCH Limited) | Derivative-interest rate | US | $1K | – | 0.00 | |
| Interest Rate Swap (LCH Limited) | Derivative-interest rate | US | $965.12 | – | 0.00 | |
| Interest Rate Swap (LCH Limited) | Derivative-interest rate | US | $810.33 | – | 0.00 | |
| Interest Rate Swap (LCH Limited) | Derivative-interest rate | US | $774.64 | – | 0.00 | |
| Interest Rate Swap (LCH Limited) | Derivative-interest rate | US | $335.81 | – | 0.00 | |
| Interest Rate Swap (LCH Limited) | Derivative-interest rate | US | $190.6 | – | 0.00 | |
| Mortgage Backed Swap Basket Index (CITIGROUP GLOBAL MARKETS INC) | Derivative-credit | US | $76K | – | 0.23 | |
| Mortgage Backed Swap Basket Index (CITIGROUP GLOBAL MARKETS INC) | Derivative-credit | US | $64K | – | 0.19 | |
| Mortgage Backed Swap Basket Index (CITIGROUP GLOBAL MARKETS INC) | Derivative-credit | US | $45K | – | 0.13 | |
| Mortgage Backed Swap Basket Index (MORGAN STANLEY AND CO. INTERNATIONAL) | Derivative-credit | US | $42K | – | 0.12 | |
| Mortgage Backed Swap Basket Index (CITIGROUP GLOBAL MARKETS INC) | Derivative-credit | US | $33K | – | 0.10 | |
| Mortgage Backed Swap Basket Index (MORGAN STANLEY AND CO. INTERNATIONAL) | Derivative-credit | US | $32K | – | 0.09 | |
| Mortgage Backed Swap Basket Index (CITIGROUP GLOBAL MARKETS INC) | Derivative-credit | US | $32K | – | 0.09 | |
| Mortgage Backed Swap Basket Index (MORGAN STANLEY AND CO. INTERNATIONAL) | Derivative-credit | US | $21K | – | 0.06 | |
| Mortgage Backed Swap Basket Index (CITIGROUP GLOBAL MARKETS INC) | Derivative-credit | US | $20K | – | 0.06 | |
| Mortgage Backed Swap Basket Index (J.P. MORGAN SECURITIES, LLC) | Derivative-credit | US | $20K | – | 0.06 | |
| Mortgage Backed Swap Basket Index (MORGAN STANLEY AND CO. INTERNATIONAL) | Derivative-credit | US | $19K | – | 0.06 | |
| Mortgage Backed Swap Basket Index (MORGAN STANLEY AND CO. INTERNATIONAL) | Derivative-credit | US | $18K | – | 0.05 | |
| Mortgage Backed Swap Basket Index (CITIGROUP GLOBAL MARKETS INC) | Derivative-credit | US | $18K | – | 0.05 | |
| Mortgage Backed Swap Basket Index (J.P. MORGAN SECURITIES, LLC) | Derivative-credit | US | $14K | – | 0.04 | |
| Mortgage Backed Swap Basket Index (CITIGROUP GLOBAL MARKETS INC) | Derivative-credit | US | $14K | – | 0.04 | |
| Mortgage Backed Swap Basket Index (GOLDMAN SACHS INTERNATIONAL) | Derivative-credit | US | $13K | – | 0.04 | |
| Mortgage Backed Swap Basket Index (CITIGROUP GLOBAL MARKETS INC) | Derivative-credit | US | $13K | – | 0.04 | |
| Mortgage Backed Swap Basket Index (MORGAN STANLEY AND CO. INTERNATIONAL) | Derivative-credit | US | $12K | – | 0.04 | |
| Mortgage Backed Swap Basket Index (CITIGROUP GLOBAL MARKETS INC) | Derivative-credit | US | $12K | – | 0.04 | |
| Mortgage Backed Swap Basket Index (J.P. MORGAN SECURITIES, LLC) | Derivative-credit | US | $10K | – | 0.03 | |
| Mortgage Backed Swap Basket Index (CITIGROUP GLOBAL MARKETS INC) | Derivative-credit | US | $10K | – | 0.03 | |
| Mortgage Backed Swap Basket Index (CITIGROUP GLOBAL MARKETS INC) | Derivative-credit | US | $10K | – | 0.03 | |
| Mortgage Backed Swap Basket Index (CITIGROUP GLOBAL MARKETS INC) | Derivative-credit | US | $9K | – | 0.03 | |
| Mortgage Backed Swap Basket Index (MORGAN STANLEY AND CO. INTERNATIONAL) | Derivative-credit | US | $8K | – | 0.02 | |
| Mortgage Backed Swap Basket Index (MORGAN STANLEY AND CO. INTERNATIONAL) | Derivative-credit | US | $7K | – | 0.02 | |
| Mortgage Backed Swap Basket Index (MERRILL LYNCH INTERNATIONAL) | Derivative-credit | GB | $7K | – | 0.02 | |
| Mortgage Backed Swap Basket Index (MERRILL LYNCH INTERNATIONAL) | Derivative-credit | GB | $7K | – | 0.02 | |
| Mortgage Backed Swap Basket Index (CITIGROUP GLOBAL MARKETS INC) | Derivative-credit | US | $5K | – | 0.02 | |
| Mortgage Backed Swap Basket Index (GOLDMAN SACHS INTERNATIONAL) | Derivative-credit | US | $5K | – | 0.02 | |
| Mortgage Backed Swap Basket Index (MORGAN STANLEY AND CO. INTERNATIONAL) | Derivative-credit | US | $5K | – | 0.01 | |
| Mortgage Backed Swap Basket Index (GOLDMAN SACHS INTERNATIONAL) | Derivative-credit | US | $5K | – | 0.01 | |
| Mortgage Backed Swap Basket Index (CITIGROUP GLOBAL MARKETS INC) | Derivative-credit | US | $4K | – | 0.01 | |
| Mortgage Backed Swap Basket Index (J.P. MORGAN SECURITIES, LLC) | Derivative-credit | US | $4K | – | 0.01 | |
| Mortgage Backed Swap Basket Index (MERRILL LYNCH INTERNATIONAL) | Derivative-credit | GB | $3K | – | 0.01 | |
| Mortgage Backed Swap Basket Index (GOLDMAN SACHS INTERNATIONAL) | Derivative-credit | US | $3K | – | 0.01 | |
| Mortgage Backed Swap Basket Index (MORGAN STANLEY AND CO. INTERNATIONAL) | Derivative-credit | US | $2K | – | 0.01 | |
| Mortgage Backed Swap Basket Index (MORGAN STANLEY AND CO. INTERNATIONAL) | Derivative-credit | US | $2K | – | 0.01 | |
| Mortgage Backed Swap Basket Index (CITIGROUP GLOBAL MARKETS INC) | Derivative-credit | US | $2K | – | 0.01 | |
| Mortgage Backed Swap Basket Index (CITIGROUP GLOBAL MARKETS INC) | Derivative-credit | US | $2K | – | 0.00 | |
| Mortgage Backed Swap Basket Index (GOLDMAN SACHS INTERNATIONAL) | Derivative-credit | US | $2K | – | 0.00 | |
| Mortgage Backed Swap Basket Index (J.P. MORGAN SECURITIES, LLC) | Derivative-credit | US | $1K | – | 0.00 | |
| Mortgage Backed Swap Basket Index (MORGAN STANLEY AND CO. INTERNATIONAL) | Derivative-credit | US | $1K | – | 0.00 | |
| Mortgage Backed Swap Basket Index (GOLDMAN SACHS INTERNATIONAL) | Derivative-credit | US | $1K | – | 0.00 | |
| Mortgage Backed Swap Basket Index (J.P. MORGAN SECURITIES, LLC) | Derivative-credit | US | $916.05 | – | 0.00 | |
| Mortgage Backed Swap Basket Index (MERRILL LYNCH INTERNATIONAL) | Derivative-credit | GB | $403.43 | – | 0.00 | |
| Mortgage Backed Swap Basket Index (CITIGROUP GLOBAL MARKETS INC) | Derivative-credit | US | $340 | – | 0.00 | |
| Mortgage Backed Swap Basket Index (MORGAN STANLEY AND CO. INTERNATIONAL) | Derivative-credit | US | $340 | – | 0.00 | |
| Mortgage Backed Swap Basket Index (J.P. MORGAN SECURITIES, LLC) | Derivative-credit | US | $292 | – | 0.00 | |
| Mortgage Backed Swap Basket Index (CITIGROUP GLOBAL MARKETS INC) | Derivative-credit | US | $292 | – | 0.00 | |
| Mortgage Backed Swap Basket Index (MERRILL LYNCH INTERNATIONAL) | Derivative-credit | GB | $287.2 | – | 0.00 | |
| Mortgage Backed Swap Basket Index (J.P. MORGAN SECURITIES, LLC) | Derivative-credit | US | $287.2 | – | 0.00 | |
| Mortgage Backed Swap Basket Index (J.P. MORGAN SECURITIES, LLC) | Derivative-credit | US | $75.5 | – | 0.00 | |
| SHORT TERM INV FUND (PUTNAM SHORT TERM INVESTMENT FUND) | Long | Short-term investment vehicle | US | $6M | 6M | 16.86 |
| SHORT TERM INV FUND (State Street Institutional U.S. Government Money Market Fund, Premier Class) | Long | Short-term investment vehicle | US | $341K | 341K | 1.01 |
| SWAPTION (BARCLAYS BANK PLC) | Derivative-interest rate | US | $135K | – | 0.40 | |
| SWAPTION (CITIBANK N.A.) | Derivative-interest rate | US | $26K | – | 0.08 | |
| SWAPTION (DEUTSCHE BANK AG) | Derivative-interest rate | US | $20K | – | 0.06 | |
| SWAPTION (JP MORGANCHASE BANK) | Derivative-interest rate | US | $17K | – | 0.05 | |
| SWAPTION (BANK OF AMERICA N.A.) | Derivative-interest rate | US | $10K | – | 0.03 | |
| SWAPTION (CITIBANK N.A.) | Derivative-interest rate | US | $10K | – | 0.03 | |
| SWAPTION (CITIBANK N.A.) | Derivative-interest rate | US | $8K | – | 0.02 | |
| SWAPTION (BARCLAYS BANK PLC) | Derivative-interest rate | US | $3K | – | 0.01 | |
| SWAPTION (BANK OF AMERICA N.A.) | Derivative-interest rate | US | $3K | – | 0.01 | |
| SWAPTION (DEUTSCHE BANK AG) | Derivative-interest rate | US | $2K | – | 0.01 | |
| SWAPTION (BANK OF AMERICA N.A.) | Derivative-interest rate | US | $143.47 | – | 0.00 | |
| SWAPTION (BANK OF AMERICA N.A.) | Derivative-interest rate | US | $-174.93 | – | -0.00 | |
| SWAPTION (BANK OF AMERICA N.A.) | Derivative-interest rate | US | $-2K | – | -0.01 | |
| SWAPTION (DEUTSCHE BANK AG) | Derivative-interest rate | US | $-3K | – | -0.01 | |
| SWAPTION (BANK OF AMERICA N.A.) | Derivative-interest rate | US | $-4K | – | -0.01 | |
| SWAPTION (CITIBANK N.A.) | Derivative-interest rate | US | $-7K | – | -0.02 | |
| SWAPTION (BANK OF AMERICA N.A.) | Derivative-interest rate | US | $-9K | – | -0.03 | |
| SWAPTION (CITIBANK N.A.) | Derivative-interest rate | US | $-10K | – | -0.03 | |
| SWAPTION (BANK OF AMERICA N.A.) | Derivative-interest rate | US | $-15K | – | -0.05 | |
| SWAPTION (DEUTSCHE BANK AG) | Derivative-interest rate | US | $-16K | – | -0.05 | |
| SWAPTION (JP MORGANCHASE BANK) | Derivative-interest rate | US | $-17K | – | -0.05 | |
| SWAPTION (CITIBANK N.A.) | Derivative-interest rate | US | $-24K | – | -0.07 | |
| SWAPTION (BARCLAYS BANK PLC) | Derivative-interest rate | US | $-39K | – | -0.12 | |
| U.S. T BILLS (UNITED STATES OF AMERICA) | Long | Debt | US | $997K | – | 2.96 |
Address
Putnam Variable Trust
100 FEDERAL STREET
BOSTON
Massachusetts
02110
United States of America
Websites
Directors
Williams Murphy Jennifer
Pillai Marie
Sutphen Mona K
Ahamed Liaquat
Baumann Barbara M
Domotorffy Katinka
Hill Catharine Bond
Leibler Kenneth R
Putnam, III George
Reynolds Robert L
Singh Manoj P
Transfer Agents
Putnam Investor Services, Inc.
Pricing Services
Reuters
Reuters (equities)
ICE Data Services (Corp)
Custodians
State Street Bank and Trust Company
Shareholder Servicing Agents
Putnam Investor Services, Inc.
Admins
N/A
Brokers
JPMS - J.P. MORGAN SECURITIES, LLC.
GSCO - GOLDMAN SACHS & CO LLC
CGML - CITIGROUP GLOBAL MARKETS INC
MLCO - BofA Securities, Inc.
JEFF - JEFFERIES LLC
BARD - BAIRD (ROBERT W.) & CO., INCORPORATED
RBCD - RBC CAPITAL MARKETS LLC
MSCO - MORGAN STANLEY & CO. LLC
UBSW - UBS SECURITIES L.L.C.
TDSI - TD SECURITIES (USA) LLC