0000928816-23-000592.txt : 20230519
0000928816-23-000592.hdr.sgml : 20230519
20230519132015
ACCESSION NUMBER: 0000928816-23-000592
CONFORMED SUBMISSION TYPE: N-MFP2/A
PUBLIC DOCUMENT COUNT: 1
CONFORMED PERIOD OF REPORT: 20230430
FILED AS OF DATE: 20230519
DATE AS OF CHANGE: 20230519
FILER:
COMPANY DATA:
COMPANY CONFORMED NAME: PUTNAM VARIABLE TRUST
CENTRAL INDEX KEY: 0000822671
IRS NUMBER: 046649095
STATE OF INCORPORATION: MA
FISCAL YEAR END: 1231
FILING VALUES:
FORM TYPE: N-MFP2/A
SEC ACT: 1940 Act
SEC FILE NUMBER: 811-05346
FILM NUMBER: 23939198
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 CAPITAL MANAGER TRUST /MA/
DATE OF NAME CHANGE: 19920703
0000822671
S000003882
Putnam VT Government Money Market Fund
C000010859
Class IA Shares
C000010860
Class IB Shares
N-MFP2/A
1
primary_doc.xml
N-MFP2/A
0000822671
XXXXXXXX
2023-04-30
0000822671
S000003882
2
N
N
033-17486
Putnam Investment Management, LLC
801-07974
Putnam Investment Limited
801-61441
PricewaterhouseCoopers, LLP
Boston
MA
Not Applicable
Putnam Investor Services, Inc.
0001448300
084-06331
N
N
N
Government/Agency
Exempt Government
N
4
17
64651445.91
65012425.01
65368453.87
65391790.91
67744242.38
67757829.83
68215058.98
68239617.25
0.9289
0.9347
0.9422
0.9431
0.9733
0.9742
0.9832
0.9842
9317.26
69484242.38
69487174.15
127083.86
490310.02
69133265.25
69129184.0900
1.0000
0.0482
1.0000
1.0000
1.0000
1.0000
C000010859
500.00
39254450.83
39252049.9000
1.0000
1.0000
1.0000
1.0000
388274.33
251187.99
122223.06
526124.16
375614.76
42561.33
64176.98
253060.03
950289.13
1072933.51
0.0436
N
C000010860
500.00
29878814.42
29877134.1900
1.0000
1.0000
1.0000
1.0000
107443.52
189181.58
15692.95
80189.62
24687.75
64640.44
52835.87
33500.75
200660.09
367512.39
0.0411
N
FHLMC
FREDDIE MAC 02.7500 06/19/2023
3137EAEN5
US3137EAEN50
U.S. Government Agency Debt
Y
Moody's
P-1
S&P
A-1+
Fitch
F1+
2023-06-19
2023-06-19
2023-06-19
N
N
N
0.0302
598129.99
598129.99
0.0087
N
N
Y
N
N/A
FNMA
FANNIE MAE 02.8750 09/12/2023
3135G0U43
US3135G0U433
U.S. Government Agency Debt
Y
Moody's
P-1
S&P
A-1+
Fitch
F1+
2023-09-12
2023-09-12
2023-09-12
N
N
N
0.0424
396917.12
396917.12
0.0057
N
N
N
N
N/A
FHLMC
FREDDIE MAC 00.3750 05/05/2023
3137EAER6
US3137EAER64
U.S. Government Agency Debt
Y
Moody's
P-1
S&P
A-1+
Fitch
F1+
2023-05-05
2023-05-05
2023-05-05
N
N
N
0.0298
749573.07
749573.07
0.0108
N
N
Y
N
N/A
FNMA
FANNIE MAE 00.2500 05/22/2023
3135G04Q3
US3135G04Q36
U.S. Government Agency Debt
Y
Moody's
P-1
S&P
A-1+
Fitch
F1+
2023-05-22
2023-05-22
2023-05-22
N
N
N
0.0311
747719.43
747719.43
0.0108
N
N
Y
N
N/A
FEDERAL FARM CREDIT BANKS FUNDING CORP
FEDERAL FARM CREDIT BANK 00.1250 05/10/2023
3133EMYX4
US3133EMYX47
U.S. Government Agency Debt
Y
Moody's
P-1
S&P
A-1+
Fitch
F1+
2023-05-10
2023-05-10
2023-05-10
N
N
N
0.0302
749015.84
749015.84
0.0108
N
N
Y
N
N/A
FEDERAL FARM CREDIT BANKS FUNDING CORP
FEDERAL FARM CREDIT BANK 05.1300 06/09/2023
3133ELH72
US3133ELH724
U.S. Government Agency Debt
Y
Moody's
P-1
S&P
A-1+
Fitch
F1+
2023-04-29
2023-06-09
2023-06-09
N
N
N
0.0512
850257.32
850257.32
0.0123
N
N
Y
N
N/A
UNITED STATES OF AMERICA
US TREASURY FRN 05.2707 10/31/2024
91282CFS5
US91282CFS52
U.S. Treasury Debt
Y
S&P
A-1+
Fitch
F1+
2023-04-29
2024-10-31
2024-10-31
N
N
N
0.0527
700514.03
700514.03
0.0101
N
Y
Y
N
N/A
UNITED STATES OF AMERICA
US TREASURY FRN 05.3307 01/31/2025
91282CGF2
US91282CGF23
U.S. Treasury Debt
Y
S&P
A-1+
Fitch
F1+
2023-04-29
2025-01-31
2025-01-31
N
N
N
0.0533
651115.58
651115.58
0.0094
N
Y
Y
N
N/A
CITIGROUP GLOBAL MARKETS INC.
REPO TRIPA MORTG 4.8 05/01/2023
TRIPARTY2
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Y
N
FMAC
2046-11-01
3.9080%
135889.98
38694.87
Agency Mortgage-Backed Securities
FMAC
2048-11-01
3.0070%
35230.74
8870.54
Agency Mortgage-Backed Securities
FMAC
2047-08-01
2.8270%
13991.64
3776.87
Agency Mortgage-Backed Securities
FMAC
2043-08-01
3.5000%
18849.20
3092.53
Agency Mortgage-Backed Securities
FMAC
2047-09-01
3.5000%
17698.87
2639.71
Agency Mortgage-Backed Securities
FMAC
2048-02-01
3.5000%
32663.93
4956.70
Agency Mortgage-Backed Securities
FMAC
2048-11-01
3.5000%
100881.96
10443.54
Agency Mortgage-Backed Securities
FMAC
2049-04-01
3.5000%
377472.18
33452.38
Agency Mortgage-Backed Securities
FMAC
2044-02-01
4.0000%
100578.02
9018.39
Agency Mortgage-Backed Securities
FMAC
2044-04-01
4.0000%
60697.53
4685.53
Agency Mortgage-Backed Securities
FMAC
2045-03-01
4.0000%
30449.42
3487.36
Agency Mortgage-Backed Securities
FMAC
2045-08-01
4.0000%
65730.49
7533.66
Agency Mortgage-Backed Securities
FMAC
2045-11-01
4.5000%
312977.68
29885.18
Agency Mortgage-Backed Securities
FMAC
2047-05-01
4.0000%
83547.18
11067.66
Agency Mortgage-Backed Securities
FMAC
2047-01-01
3.0000%
508731.84
119671.73
Agency Mortgage-Backed Securities
FMAC
2044-10-01
3.8150%
956262.85
18680.97
Agency Mortgage-Backed Securities
FMAC
2047-07-01
5.0000%
447862.18
55917.18
Agency Mortgage-Backed Securities
FMAC
2043-05-01
3.0950%
333401.24
5840.55
Agency Mortgage-Backed Securities
FMAC
2043-06-01
3.6820%
349992.20
10482.54
Agency Mortgage-Backed Securities
FMAC
2045-10-01
3.0240%
609992.82
75855.23
Agency Mortgage-Backed Securities
FMAC
2049-06-01
3.2470%
751703.98
154517.64
Agency Mortgage-Backed Securities
FMAC
2049-08-01
3.1280%
536372.81
55823.96
Agency Mortgage-Backed Securities
FMAC
2049-02-01
3.4800%
551013.75
448713.08
Agency Mortgage-Backed Securities
FMAC
2048-05-01
5.0000%
286044.59
29123.36
Agency Mortgage-Backed Securities
FMAC
2049-01-01
5.0000%
7444607.54
944055.10
Agency Mortgage-Backed Securities
FMAC
2049-01-01
5.0000%
407425.80
69091.73
Agency Mortgage-Backed Securities
FMAC
2049-06-01
5.0000%
237160.43
33444.77
Agency Mortgage-Backed Securities
FMAC
2048-11-01
4.5000%
163894.90
54887.88
Agency Mortgage-Backed Securities
FMAC
2050-03-01
5.0000%
1079639.88
216939.15
Agency Mortgage-Backed Securities
FMAC
2050-03-01
4.0000%
1624036.29
652333.81
Agency Mortgage-Backed Securities
FMAC
2049-10-01
5.0000%
347238.37
65597.09
Agency Mortgage-Backed Securities
FMAC
2050-01-01
5.0000%
321747.92
69635.09
Agency Mortgage-Backed Securities
FMAC
2049-07-01
4.0000%
172534.98
53611.82
Agency Mortgage-Backed Securities
FMAC
2050-07-01
5.0000%
38854.22
9584.93
Agency Mortgage-Backed Securities
FMAC
2049-06-01
4.5000%
115060.26
19523.53
Agency Mortgage-Backed Securities
FMAC
2049-06-01
5.0000%
107868.97
14559.94
Agency Mortgage-Backed Securities
FMAC
2047-03-01
4.5000%
90593.32
30074.87
Agency Mortgage-Backed Securities
FMAC
2047-10-01
4.5000%
563636.52
142073.08
Agency Mortgage-Backed Securities
FMAC
2050-02-01
3.0000%
10669.88
2847.13
Agency Mortgage-Backed Securities
FMAC
2050-05-01
4.5000%
58070.12
35232.17
Agency Mortgage-Backed Securities
FMAC
2050-06-01
5.0000%
85478.73
28172.71
Agency Mortgage-Backed Securities
FMAC
2050-10-01
5.0000%
50453.64
33710.58
Agency Mortgage-Backed Securities
FMAC
2047-07-01
3.5000%
18641.29
16905.00
Agency Mortgage-Backed Securities
FMAC
2049-08-01
5.0000%
24146.19
4812.29
Agency Mortgage-Backed Securities
FMAC
2049-08-01
5.0000%
115331.14
18826.78
Agency Mortgage-Backed Securities
FMAC
2048-12-01
5.0000%
155663.44
32780.42
Agency Mortgage-Backed Securities
FMAC
2050-10-01
2.0000%
131360.32
80054.53
Agency Mortgage-Backed Securities
FMAC
2051-01-01
2.5000%
35230.74
21015.79
Agency Mortgage-Backed Securities
FMAC
2043-04-01
5.5000%
98962.89
100925.32
Agency Mortgage-Backed Securities
FNMA
2044-01-01
3.7340%
167259.33
9813.23
Agency Mortgage-Backed Securities
FNMA
2044-12-01
3.8280%
80527.40
6669.34
Agency Mortgage-Backed Securities
FNMA
2045-03-01
3.8970%
163406.90
7594.40
Agency Mortgage-Backed Securities
FNMA
2045-05-01
3.1980%
100659.25
6323.55
Agency Mortgage-Backed Securities
FNMA
2045-08-01
3.8280%
369922.73
11094.55
Agency Mortgage-Backed Securities
FNMA
2046-08-01
2.8870%
503296.24
82841.33
Agency Mortgage-Backed Securities
FNMA
2046-07-01
2.6800%
754944.35
168466.99
Agency Mortgage-Backed Securities
FNMA
2046-07-01
3.5970%
150988.87
11066.67
Agency Mortgage-Backed Securities
FNMA
2046-03-01
4.1930%
754944.35
64036.52
Agency Mortgage-Backed Securities
FNMA
2046-04-01
2.9530%
754944.35
101643.14
Agency Mortgage-Backed Securities
FNMA
2046-01-01
3.9180%
50329.62
5546.42
Agency Mortgage-Backed Securities
FNMA
2045-02-01
3.8610%
322109.59
16954.78
Agency Mortgage-Backed Securities
FNMA
2046-07-01
2.6970%
754944.35
213145.65
Agency Mortgage-Backed Securities
FNMA
2045-06-01
3.7700%
50329.62
39583.56
Agency Mortgage-Backed Securities
FNMA
2045-12-01
3.9500%
503296.24
426056.62
Agency Mortgage-Backed Securities
FNMA
2048-08-01
4.0400%
276956.02
237038.35
Agency Mortgage-Backed Securities
FNMA
2046-06-01
4.0000%
445417.17
110571.18
Agency Mortgage-Backed Securities
FNMA
2045-03-01
4.1830%
201318.49
24380.79
Agency Mortgage-Backed Securities
FNMA
2045-10-01
3.8500%
57879.07
6409.93
Agency Mortgage-Backed Securities
FNMA
2046-09-01
3.8600%
50329.62
3236.30
Agency Mortgage-Backed Securities
FNMA
2046-11-01
3.0000%
233558.09
57779.13
Agency Mortgage-Backed Securities
FNMA
2047-06-01
5.0000%
140922.95
20979.96
Agency Mortgage-Backed Securities
FNMA
2047-07-01
4.0000%
186219.61
29135.08
Agency Mortgage-Backed Securities
FNMA
2048-04-01
5.0000%
111293.14
8318.31
Agency Mortgage-Backed Securities
FNMA
2048-08-01
4.5000%
71716.09
11965.92
Agency Mortgage-Backed Securities
FNMA
2048-07-01
4.5000%
11475.15
5935.03
Agency Mortgage-Backed Securities
FNMA
2047-09-01
3.8500%
100659.25
3636.30
Agency Mortgage-Backed Securities
FNMA
2047-08-01
4.2920%
523428.09
34016.13
Agency Mortgage-Backed Securities
FNMA
2048-01-01
4.0000%
155017.56
49890.53
Agency Mortgage-Backed Securities
FNMA
2048-01-01
5.0000%
141827.07
12295.15
Agency Mortgage-Backed Securities
FNMA
2048-06-01
5.0000%
109845.56
10339.85
Agency Mortgage-Backed Securities
FNMA
2048-07-01
5.0000%
30245.94
4109.86
Agency Mortgage-Backed Securities
FNMA
2048-07-01
4.5000%
330847.32
42044.38
Agency Mortgage-Backed Securities
FNMA
2048-08-01
5.0000%
37404.37
6288.51
Agency Mortgage-Backed Securities
FNMA
2048-07-01
5.0000%
20991.73
3426.00
Agency Mortgage-Backed Securities
FNMA
2048-07-01
4.5000%
586226.97
89905.78
Agency Mortgage-Backed Securities
FNMA
2048-12-01
4.5000%
93439.92
13082.18
Agency Mortgage-Backed Securities
FNMA
2049-02-01
4.5000%
1564093.71
199872.22
Agency Mortgage-Backed Securities
FNMA
2048-10-01
4.5000%
197961.91
39005.43
Agency Mortgage-Backed Securities
FNMA
2048-10-01
5.0000%
82307.00
6523.92
Agency Mortgage-Backed Securities
FNMA
2049-05-01
5.0000%
228123.65
11625.34
Agency Mortgage-Backed Securities
FNMA
2044-06-01
4.2200%
5824.35
4970.08
Agency Mortgage-Backed Securities
FNMA
2047-06-01
2.6870%
125824.06
22726.15
Agency Mortgage-Backed Securities
FNMA
2048-09-01
4.0000%
369822.17
42124.12
Agency Mortgage-Backed Securities
FNMA
2045-05-01
3.5930%
493934.93
75785.87
Agency Mortgage-Backed Securities
FNMA
2048-07-01
5.0000%
295538.82
25195.36
Agency Mortgage-Backed Securities
FNMA
2048-09-01
5.0000%
163375.24
19931.01
Agency Mortgage-Backed Securities
FNMA
2048-11-01
4.5000%
45698.49
5127.36
Agency Mortgage-Backed Securities
FNMA
2049-01-01
5.0000%
127084.46
24096.78
Agency Mortgage-Backed Securities
FNMA
2049-04-01
5.0000%
430007.85
47286.30
Agency Mortgage-Backed Securities
FNMA
2048-12-01
5.0000%
448071.10
63947.41
Agency Mortgage-Backed Securities
FNMA
2044-07-01
5.0000%
120146.83
122764.71
Agency Mortgage-Backed Securities
FNMA
2047-03-01
3.0000%
122141.14
111839.51
Agency Mortgage-Backed Securities
FNMA
2043-08-01
5.4470%
105692.21
18916.61
Agency Mortgage-Backed Securities
FNMA
2049-01-01
3.7120%
5032.96
3818.79
Agency Mortgage-Backed Securities
FNMA
2048-10-01
5.0000%
285880.77
49784.61
Agency Mortgage-Backed Securities
FNMA
2048-12-01
5.0000%
297169.95
38708.04
Agency Mortgage-Backed Securities
FNMA
2048-12-01
5.0000%
77000.40
9346.34
Agency Mortgage-Backed Securities
FNMA
2049-01-01
5.0000%
537390.38
11713.80
Agency Mortgage-Backed Securities
FNMA
2049-01-01
4.5000%
74226.68
5992.31
Agency Mortgage-Backed Securities
FNMA
2049-01-01
5.0000%
285293.92
42463.30
Agency Mortgage-Backed Securities
FNMA
2049-02-01
4.5000%
113145.47
11928.88
Agency Mortgage-Backed Securities
FNMA
2049-04-01
5.0000%
29007.18
5697.63
Agency Mortgage-Backed Securities
FNMA
2049-07-01
3.2980%
575536.86
70752.53
Agency Mortgage-Backed Securities
FNMA
2049-02-01
5.0000%
39003.70
4620.08
Agency Mortgage-Backed Securities
FNMA
2049-03-01
5.0000%
51262.89
9802.78
Agency Mortgage-Backed Securities
FNMA
2049-05-01
5.0000%
129326.25
30481.85
Agency Mortgage-Backed Securities
FNMA
2049-04-01
5.0000%
153357.48
28709.29
Agency Mortgage-Backed Securities
FNMA
2049-04-01
5.0000%
145965.52
10857.17
Agency Mortgage-Backed Securities
FNMA
2049-04-01
5.0000%
51363.49
9101.81
Agency Mortgage-Backed Securities
FNMA
2049-07-01
5.0000%
19878.24
5344.12
Agency Mortgage-Backed Securities
FNMA
2049-08-01
3.5000%
36992.27
4941.54
Agency Mortgage-Backed Securities
FNMA
2049-06-01
5.0000%
50069.72
2570.74
Agency Mortgage-Backed Securities
FNMA
2049-07-01
3.5000%
36488.98
5979.53
Agency Mortgage-Backed Securities
FNMA
2049-09-01
5.0000%
277427.76
55323.08
Agency Mortgage-Backed Securities
FNMA
2049-12-01
3.5000%
33972.50
9231.62
Agency Mortgage-Backed Securities
FNMA
2050-01-01
5.0000%
62280.85
10606.75
Agency Mortgage-Backed Securities
FNMA
2049-10-01
5.0000%
23403.27
2929.04
Agency Mortgage-Backed Securities
FNMA
2050-01-01
5.0000%
176038.98
33481.17
Agency Mortgage-Backed Securities
FNMA
2050-04-01
5.0000%
86846.68
15249.13
Agency Mortgage-Backed Securities
FNMA
2050-05-01
5.0000%
152161.05
74897.92
Agency Mortgage-Backed Securities
FNMA
2050-02-01
5.0000%
50455.15
37966.19
Agency Mortgage-Backed Securities
FNMA
2050-11-01
2.5000%
42959.10
25041.81
Agency Mortgage-Backed Securities
FNMA
2051-01-01
2.5000%
23168.29
14829.24
Agency Mortgage-Backed Securities
FNMA
2052-10-01
4.0690%
135691.53
129656.73
Agency Mortgage-Backed Securities
FNMA
2047-10-01
4.5000%
372187.57
151719.90
Agency Mortgage-Backed Securities
FNMA
2047-09-01
4.0000%
1465592.85
260455.83
Agency Mortgage-Backed Securities
FNMA
2048-06-01
5.0000%
40480.02
3433.70
Agency Mortgage-Backed Securities
FNMA
2048-07-01
4.5000%
198144.36
22215.69
Agency Mortgage-Backed Securities
FNMA
2048-09-01
5.0000%
368336.49
35664.79
Agency Mortgage-Backed Securities
FNMA
2048-10-01
4.5000%
454874.05
43877.34
Agency Mortgage-Backed Securities
FNMA
2048-12-01
5.0000%
59329.92
7144.91
Agency Mortgage-Backed Securities
FNMA
2049-09-01
4.5000%
452211.67
137767.23
Agency Mortgage-Backed Securities
FNMA
2050-03-01
5.0000%
125678.51
18312.31
Agency Mortgage-Backed Securities
FNMA
2049-12-01
5.0000%
409930.46
96675.65
Agency Mortgage-Backed Securities
FNMA
2050-07-01
2.5000%
41717.87
19068.88
Agency Mortgage-Backed Securities
FNMA
2050-08-01
3.0000%
50329.62
22570.62
Agency Mortgage-Backed Securities
FNMA
2050-10-01
2.5000%
1990197.44
1290642.90
Agency Mortgage-Backed Securities
FNMA
2051-02-01
5.0000%
136797.28
55689.82
Agency Mortgage-Backed Securities
FNMA
2046-05-01
2.5000%
6341.53
4905.33
Agency Mortgage-Backed Securities
FNMA
2052-08-01
3.2220%
454134.56
390105.03
Agency Mortgage-Backed Securities
FNMA
2052-09-01
3.7860%
358356.94
336669.62
Agency Mortgage-Backed Securities
FNMA
2043-04-01
5.0000%
80966.22
83536.34
Agency Mortgage-Backed Securities
FNMA
2043-04-01
5.0000%
1584.38
1637.95
Agency Mortgage-Backed Securities
FNMA
2049-05-01
5.0000%
137374.00
19830.01
Agency Mortgage-Backed Securities
FNMA
2049-01-01
5.0000%
137995.42
38622.30
Agency Mortgage-Backed Securities
FNMA
2049-10-01
5.0000%
55110.94
12404.78
Agency Mortgage-Backed Securities
FNMA
2049-08-01
5.0000%
111314.98
41156.26
Agency Mortgage-Backed Securities
FNMA
2050-04-01
3.5000%
191252.57
74781.24
Agency Mortgage-Backed Securities
FNMA
2046-01-01
4.0000%
2833558.26
861397.85
Agency Mortgage-Backed Securities
FNMA
2049-09-01
5.0000%
1545111.44
456615.41
Agency Mortgage-Backed Securities
FNMA
2049-12-01
5.0000%
214447.58
46988.87
Agency Mortgage-Backed Securities
FNMA
2050-03-01
5.0000%
482532.25
103167.50
Agency Mortgage-Backed Securities
FNMA
2048-09-01
4.5000%
100359.53
18077.42
Agency Mortgage-Backed Securities
FNMA
2050-02-01
4.5000%
52879.78
12100.98
Agency Mortgage-Backed Securities
FNMA
2049-03-01
4.0000%
26391.70
5215.68
Agency Mortgage-Backed Securities
FNMA
2050-02-01
4.5000%
23184.34
5307.74
Agency Mortgage-Backed Securities
FNMA
2050-10-01
3.5000%
7499.11
2819.61
Agency Mortgage-Backed Securities
FNMA
2050-09-01
4.5000%
1671351.42
499768.23
Agency Mortgage-Backed Securities
FNMA
2050-12-01
2.5000%
169122.63
109645.85
Agency Mortgage-Backed Securities
FNMA
2050-06-01
5.0000%
88358.89
31197.76
Agency Mortgage-Backed Securities
FNMA
2050-06-01
5.0000%
338503.06
107423.52
Agency Mortgage-Backed Securities
FNMA
2049-08-01
3.5000%
1392486.25
680189.80
Agency Mortgage-Backed Securities
FNMA
2051-03-01
2.0000%
11684.68
8460.96
Agency Mortgage-Backed Securities
FNMA
2049-10-01
4.0000%
150586.23
91799.56
Agency Mortgage-Backed Securities
FNMA
2051-01-01
4.0000%
1552094.73
608854.93
Agency Mortgage-Backed Securities
FNMA
2050-05-01
4.0000%
8029.99
4220.74
Agency Mortgage-Backed Securities
FNMA
2051-03-01
4.5000%
27016.19
14909.32
Agency Mortgage-Backed Securities
FNMA
2050-04-01
3.0000%
387034.81
243567.54
Agency Mortgage-Backed Securities
FNMA
2049-10-01
5.0000%
77691.47
35546.67
Agency Mortgage-Backed Securities
FNMA
2050-03-01
5.0000%
33684.61
19875.57
Agency Mortgage-Backed Securities
FNMA
2050-12-01
3.5000%
10811.51
8127.59
Agency Mortgage-Backed Securities
FNMA
2050-03-01
5.0000%
61180.89
47047.02
Agency Mortgage-Backed Securities
FNMA
2045-04-01
4.0000%
760658.93
742866.36
Agency Mortgage-Backed Securities
FNMA
2045-07-01
5.0000%
2382505.53
2427075.06
Agency Mortgage-Backed Securities
FNMA
2049-01-01
4.0000%
911220.45
886501.77
Agency Mortgage-Backed Securities
FNMA
2050-03-01
4.5000%
616985.67
614895.32
Agency Mortgage-Backed Securities
FNMA
2050-03-01
4.0000%
435732.29
423278.19
Agency Mortgage-Backed Securities
FNMA
2049-07-01
6.0000%
312616.01
326913.20
Agency Mortgage-Backed Securities
FNMA
2050-01-01
5.0000%
291411.54
294775.01
Agency Mortgage-Backed Securities
FNMA
2050-04-01
3.5000%
300509.27
285902.72
Agency Mortgage-Backed Securities
FNMA
2048-09-01
5.0000%
425306.00
54665.88
Agency Mortgage-Backed Securities
FNMA
2049-02-01
4.5000%
309704.80
27108.56
Agency Mortgage-Backed Securities
FNMA
2048-07-01
4.5000%
212542.65
21644.96
Agency Mortgage-Backed Securities
FNMA
2048-07-01
5.0000%
222942.52
28048.42
Agency Mortgage-Backed Securities
FNMA
2048-08-01
5.0000%
341834.32
40177.48
Agency Mortgage-Backed Securities
FNMA
2049-06-01
4.5000%
1015814.12
120424.72
Agency Mortgage-Backed Securities
FNMA
2049-07-01
4.5000%
1155309.26
170765.64
Agency Mortgage-Backed Securities
FNMA
2049-05-01
4.5000%
399467.78
63965.70
Agency Mortgage-Backed Securities
FNMA
2049-05-01
5.0000%
85880.31
11469.02
Agency Mortgage-Backed Securities
FNMA
2049-06-01
5.0000%
98868.42
18055.88
Agency Mortgage-Backed Securities
FNMA
2049-08-01
5.0000%
67509.39
9315.96
Agency Mortgage-Backed Securities
FNMA
2049-09-01
5.0000%
124897.59
31152.31
Agency Mortgage-Backed Securities
FNMA
2049-11-01
5.0000%
132854.35
31919.89
Agency Mortgage-Backed Securities
FNMA
2050-06-01
4.5000%
53815.55
14653.46
Agency Mortgage-Backed Securities
FNMA
2050-06-01
5.0000%
402547.70
58296.98
Agency Mortgage-Backed Securities
FNMA
2050-08-01
2.5000%
150988.87
69038.93
Agency Mortgage-Backed Securities
FNMA
2051-01-01
1.5000%
244075.67
162690.63
Agency Mortgage-Backed Securities
FNMA
2050-12-01
1.5000%
13735.41
9019.05
Agency Mortgage-Backed Securities
FNMA
2051-03-01
1.5000%
160806.67
109047.62
Agency Mortgage-Backed Securities
FNMA
2043-04-01
6.0000%
8807.68
9071.43
Agency Mortgage-Backed Securities
FNMA
2043-04-01
6.5000%
5678.84
5898.40
Agency Mortgage-Backed Securities
USTR
2023-06-30
1.3750%
1263.27
1261.14
U.S. Treasuries (including strips)
Y
2023-05-01
2023-05-01
2023-05-01
N
N
N
0.0480
21300000.00
21300000.00
0.3081
N
Y
Y
N
N/A
BofA Securities, Inc.
REPO TRIPA MORTG 4.82 05/01/2023
TRIPARTY2
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Y
N
GNMA
2051-02-20
2.0000%
33763484.38
21869820.02
Agency Mortgage-Backed Securities
Y
2023-05-01
2023-05-01
2023-05-01
N
N
N
0.0482
21441000.00
21441000.00
0.3101
N
Y
Y
N
N/A
ROYAL BANK OF CANADA
REPO TRIPA MORTG 4.8 05/01/2023
TRIPARTY2
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Y
N
FMAC
2052-04-01
3.0000%
3002964.37
2550516.94
Agency Mortgage-Backed Securities
FMAC
2052-02-01
3.0000%
2155799.83
1779006.55
Agency Mortgage-Backed Securities
FMAC
2052-08-01
3.5000%
3084832.18
2722871.64
Agency Mortgage-Backed Securities
USTR
2029-04-30
2.8750%
8836771.43
8643441.96
U.S. Treasuries (including strips)
USTR
2024-10-31
5.2710%
5963909.38
6038853.64
U.S. Treasuries (including strips)
Y
2023-05-01
2023-05-01
2023-05-01
N
N
N
0.0480
21300000.00
21300000.00
0.3081
N
Y
Y
N
N/A
Putnam Variable Trust
2023-05-19
/s/ Janet C. Smith
Janet C. Smith
Principal Accounting Officer