0000869392-24-000979.txt : 20240530 0000869392-24-000979.hdr.sgml : 20240530 20240529182023 ACCESSION NUMBER: 0000869392-24-000979 CONFORMED SUBMISSION TYPE: NPORT-P PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20240331 FILED AS OF DATE: 20240530 DATE AS OF CHANGE: 20240529 PERIOD START: 20240930 FILER: COMPANY DATA: COMPANY CONFORMED NAME: PUTNAM MORTGAGE SECURITIES FUND CENTRAL INDEX KEY: 0000732337 ORGANIZATION NAME: IRS NUMBER: 042811119 STATE OF INCORPORATION: MA FISCAL YEAR END: 0930 FILING VALUES: FORM TYPE: NPORT-P SEC ACT: 1940 Act SEC FILE NUMBER: 811-03897 FILM NUMBER: 241000089 BUSINESS ADDRESS: STREET 1: 100 FEDERAL STREET CITY: BOSTON STATE: MA ZIP: 02110 BUSINESS PHONE: 6172921000 MAIL ADDRESS: STREET 1: 100 FEDERAL STREET CITY: BOSTON STATE: MA ZIP: 02110 FORMER COMPANY: FORMER CONFORMED NAME: PUTNAM U S GOVERNMENT INCOME TRUST DATE OF NAME CHANGE: 19920703 FORMER COMPANY: FORMER CONFORMED NAME: PUTNAM U S GOVERNMENT GUARANTEED SECURITIES INCOME TRUST DATE OF NAME CHANGE: 19910102 FORMER COMPANY: FORMER CONFORMED NAME: PUTNAM UNITED STATES GOVERNMENT SECURITIES INCOME FUND DATE OF NAME CHANGE: 19840806 0000732337 S000006570 PUTNAM MORTGAGE SECURITIES FUND C000017922 Class A Shares PGSIX C000017923 Class B Shares PGSBX C000017924 Class C Shares PGVCX C000017926 Class R Shares PGVRX C000017927 Class Y Shares PUSYX C000200295 Class R6 Shares NPORT-P 1 primary_doc.xml NPORT-P false 0000732337 XXXXXXXX S000006570 C000200295 C000017924 C000017922 C000017923 C000017926 C000017927 Putnam Mortgage Securities Fund 811-03897 0000732337 V36NQTUWG8SKLKSHZZ27 100 FEDERAL STREET BOSTON 02110 1-800-225-1581 Putnam Mortgage Securities Fund S000006570 V36NQTUWG8SKLKSHZZ27 2024-09-30 2024-03-31 N 985420241.4400000014 564882973.4800000014 420537267.53 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 1807680 USD N CWABS ASSET-BACKED CERTIFICATES TRUST 2007-10 N/A 23246BAE1 3536559.73 PA USD 3313787.94 0.787989126258 Long ABS-MBS CORP US N 2 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Fixed 4.522 N N N N N N JPMDB COMMERCIAL MORTGAGE SECURITIES TRUST 2018-C8 N/A 46591ABG9 835000 PA USD 676067.52 0.160762808008 Long ABS-MBS CORP US N 2 2051-06-15 Variable 4.761 N N N N N N UBS COMMERCIAL MORTGAGE TRUST 2018-C11 N/A 90276XAC9 2564000 PA USD 1377549 0.327568828345 Long ABS-MBS CORP US N 2 2051-06-15 Variable 3 N N N N N N UBS COMMERCIAL MORTGAGE TRUST 2018-C11 N/A 90276XBA2 1439000 PA USD 1176180.46 0.279685191020 Long ABS-MBS CORP US N 2 2051-06-15 Variable 4.882 N N N N N N WELLS FARGO COMMERCIAL MORTGAGE TRUST 2015-C31 N/A 94989WAD9 1550000 PA USD 1007499.38 0.239574339254 Long ABS-MBS CORP US N 2 2048-11-15 Variable 4.594 N N N N N N WELLS FARGO COMMERCIAL MORTGAGE TRUST 2018-C46 N/A 95001QAZ4 823000 PA USD 703741.87 0.167343520857 Long ABS-MBS CORP US N 2 2051-08-15 Variable 4.965 N N N N N N GS MORTGAGE SECURITIES TRUST 2014-GC24 N/A 36253GAS1 2326000 PA USD 1267241.09 0.301338594185 Long ABS-MBS CORP US N 2 2047-09-10 Variable 4.521 N N N N N N CITIGROUP 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B4TYDEB6GKMZO031MB27 N/A 2526100 NC USD 481474.66 0.114490366770 N/A DIR CORP US N 2 BANK OF AMERICA N.A. B4TYDEB6GKMZO031MB27 Put Purchased BANK OF AMERICA N.A. B4TYDEB6GKMZO031MB27 2058-12-18 0 USD 0 USD 2526100 USD 1 1.405 USD 2028-12-14 XXXX 481474.66 N N N UNITED STATES OF AMERICA 254900HROIFWPRGM1V77 912797HR1 2500000 PA USD 2481045.27 0.589970369231 Long DBT UST US N 2 2024-05-23 Fixed 0 N N N N N N UNITED STATES OF AMERICA 254900HROIFWPRGM1V77 912797HG5 2400000 PA USD 2391589 0.568698468520 Long DBT UST US N 2 2024-04-25 Fixed 0 N N N N N N 2024-05-29 Putnam Mortgage Securities Fund Janet C. Smith Janet C. Smith Principal Financial Officer