0000869392-20-000333.txt : 20200224 0000869392-20-000333.hdr.sgml : 20200224 20200224103505 ACCESSION NUMBER: 0000869392-20-000333 CONFORMED SUBMISSION TYPE: NPORT-P PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20191231 FILED AS OF DATE: 20200224 PERIOD START: 20201231 FILER: COMPANY DATA: COMPANY CONFORMED NAME: PUTNAM VARIABLE TRUST CENTRAL INDEX KEY: 0000822671 IRS NUMBER: 046649095 STATE OF INCORPORATION: NY FISCAL YEAR END: 1231 FILING VALUES: FORM TYPE: NPORT-P SEC ACT: 1940 Act SEC FILE NUMBER: 811-05346 FILM NUMBER: 20642492 BUSINESS ADDRESS: STREET 1: ONE POST OFFICE SQ STREET 2: MAILSTOP A 14 CITY: BOSTON STATE: MA ZIP: 02109 BUSINESS PHONE: 8002551581 FORMER COMPANY: FORMER CONFORMED NAME: PUTNAM CAPITAL MANAGER TRUST /MA/ DATE OF NAME CHANGE: 19920703 0000822671 S000003871 Putnam VT Mortgage Securities Fund C000010837 Class IA Shares C000010838 Class IB shares NPORT-P 1 primary_doc.xml NPORT-P false 0000822671 XXXXXXXX S000003871 C000010838 C000010837 Putnam Variable Trust 811-05346 0000822671 549300TBVD21LYBGBD46 100 FEDERAL STREET BOSTON 02110 1-800-225-1581 Putnam VT Mortgage Securities Fund S000003871 BNJ2SUHEY4BD8C3LUN07 2020-12-31 2019-12-31 N 98721679.4696439688 39923707.2696439688 58797972.18 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 5186.72 USD N COUNTRYWIDE ASSET-BACKED CERTIFICATES N/A 23246BAE1 384070.34 PA USD 376230.31 0.639869532997 Long ABS-MBS CORP US N 2 2047-06-25 Floating 1.972 N N N N N N CARRINGTON MORTGAGE LOAN TRUST SERIES 2006-NC2 N/A 14453FAD1 490000 PA USD 464231.93 0.789537313598 Long ABS-MBS CORP US N 2 2036-06-25 Floating 2.032 N N N N N N WELLS FARGO HOME EQUITY ASSET-BACKED SECURITIES 2007-2 TRUST N/A 9497EYAC3 88544.41 PA USD 86119.53 0.146466836877 Long ABS-MBS CORP US N 2 2037-04-25 Floating 2.022 N N N N N N MORGAN STANLEY ABS CAPITAL I INC TRUST 2004-HE9 N/A 61744CJU1 49762.78 PA USD 49596.31 0.084350374955 Long ABS-MBS CORP US N 2 2034-11-25 Floating 2.722 N N N N N N LEGACY 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B4TYDEB6GKMZO031MB27 N/A 1981700 NC USD -2814.01 -0.004785896342 N/A DIR CORP US N 2 BANK OF AMERICA N.A. B4TYDEB6GKMZO031MB27 Put Written BANK OF AMERICA N.A. B4TYDEB6GKMZO031MB27 2055-12-02 0 USD 0 USD 1981700 USD 1 3.195 USD 2025-11-28 XXXX -2814.01 N N N BANK OF AMERICA N.A. B4TYDEB6GKMZO031MB27 N/A 1981700 NC USD 27426.73 0.046645707298 N/A DIR CORP US N 2 BANK OF AMERICA N.A. B4TYDEB6GKMZO031MB27 Call Written BANK OF AMERICA N.A. B4TYDEB6GKMZO031MB27 2055-12-02 0 USD 0 USD 1981700 USD 1 3.195 USD 2025-11-28 XXXX 27426.73 N N N BANK OF AMERICA N.A. B4TYDEB6GKMZO031MB27 N/A 4197400 NC USD 5246.75 0.008923351955 N/A DIR CORP US N 2 BANK OF AMERICA N.A. B4TYDEB6GKMZO031MB27 Put Purchased BANK OF AMERICA N.A. B4TYDEB6GKMZO031MB27 2038-11-29 0 USD 0 USD 4197400 USD 1 3.312 USD 2028-11-27 XXXX 5246.75 N N N BANK OF AMERICA N.A. B4TYDEB6GKMZO031MB27 N/A 4197400 NC USD -19056.2 -0.032409621103 N/A DIR CORP US N 2 BANK OF AMERICA N.A. B4TYDEB6GKMZO031MB27 Call Purchased BANK OF AMERICA N.A. B4TYDEB6GKMZO031MB27 2038-11-29 0 USD 0 USD 4197400 USD 1 3.312 USD 2028-11-27 XXXX -19056.2 N N N MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 N/A 1376200 NC USD 2642.3 0.004493862462 N/A DIR CORP US N 2 MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 Put Purchased MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 2056-04-28 0 USD 0 USD 1376200 USD 1 2.8025 USD 2026-04-24 XXXX 2642.3 N N N MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 N/A 1376200 NC USD -17931.89 -0.030497463323 N/A DIR CORP US N 2 MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 Call Purchased MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 2056-04-28 0 USD 0 USD 1376200 USD 1 2.8025 USD 2026-04-24 XXXX -17931.89 N N N MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 N/A 1238600 NC USD 16114.19 0.027406030179 N/A DIR CORP US N 2 MORGAN STANLEY AND CO. 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INTERNATIONAL 4PQUHN3JPFGFNF3BB653 N/A 237000 NC USD -18988.44 -0.032294379034 N/A DIR CORP US N 2 MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 Put Purchased MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 2049-11-15 0 USD 0 USD 237000 USD 1 2.505 USD 2024-11-13 XXXX -18988.44 N N N MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 N/A 790100 NC USD 157972.59 0.268670132903 N/A DIR CORP US N 2 MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 Call Purchased MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 2048-04-06 -95128.04 USD 0 USD 790100 USD 1 3 USD 2047-04-06 XXXX 62844.55 N N N MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 N/A 790100 NC USD 158114.81 0.268912011992 N/A DIR CORP US N 2 MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 Call Purchased MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 2048-04-17 -89715.86 USD 0 USD 790100 USD 1 3 USD 2047-04-17 XXXX 68398.95 N N N MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 N/A 67100 NC USD 10372.32 0.017640608367 N/A DIR CORP US N 2 MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 Call Purchased MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 2053-10-19 0 USD 0 USD 67100 USD 1 3.27 USD 2023-10-17 XXXX 10372.32 N N N MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 N/A 67100 NC USD -5969.89 -0.010153224301 N/A DIR CORP US N 2 MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 Put Purchased MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 2053-10-19 0 USD 0 USD 67100 USD 1 3.27 USD 2023-10-17 XXXX -5969.89 N N N MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 N/A 790100 NC USD 158778.5 0.27004077541 N/A DIR CORP US N 2 MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 Call Purchased MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 2049-02-02 -96155.17 USD 0 USD 790100 USD 1 3 USD 2048-02-03 XXXX 62623.33 N N N MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 N/A 2376000 NC USD 183165.84 0.311517273826 N/A DIR CORP US N 2 MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 Call Written MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 2030-02-20 0 USD 48411 USD 2376000 USD 1 2.7225 USD 2020-02-18 XXXX -134754.84 N N N MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 N/A 3267200 NC USD 257063.3 0.437197560509 N/A DIR CORP US N 2 MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 Call Purchased MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 2031-02-18 -98164.51 USD 0 USD 3267200 USD 1 2.764 USD 2021-02-16 XXXX 158898.79 N N N MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 N/A 891000 NC USD 78693.12 0.133836452317 N/A DIR CORP US N 2 MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 Call Written MORGAN STANLEY AND CO. 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