0000928816-24-000536.txt : 20240416 0000928816-24-000536.hdr.sgml : 20240416 20240416142857 ACCESSION NUMBER: 0000928816-24-000536 CONFORMED SUBMISSION TYPE: N-MFP2/A PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20240331 FILED AS OF DATE: 20240416 DATE AS OF CHANGE: 20240416 FILER: COMPANY DATA: COMPANY CONFORMED NAME: PUTNAM VARIABLE TRUST CENTRAL INDEX KEY: 0000822671 ORGANIZATION NAME: 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: 24847258 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 2024-03-31 0000822671 549300S9JYWEMKQCLW53 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 10 22 73229544.83 72351500.07 73409818.55 74892880.65 75615661.51 75800989.99 74924854.18 75655698.86 75640649.40 76364099.63 0.9400 0.9365 0.9421 0.9621 0.9632 0.9730 0.9698 0.9709 0.9718 0.9727 11118.60 78738795.16 78741174.48 115301.30 492462.43 78375131.95 78372825.0700 1.0000 0.0541 1.0000 1.0000 1.0000 1.0000 1.0000 C000010859 500.00 41469570.53 41467796.1400 1.0000 1.0000 1.0000 1.0000 1.0000 641876.70 162554.07 151972.47 1141675.06 911847.97 274164.96 527713.75 130351.50 676393.59 451484.06 2475058.70 2051936.88 0.0494 N C000010860 500.00 36905561.42 36905028.9300 1.0000 1.0000 1.0000 1.0000 1.0000 149704.07 81407.21 90850.55 154472.18 72899.79 42655.17 174765.56 79059.43 1828.61 52860.83 478630.65 335529.55 0.0469 N UNITED STATES OF AMERICA US TREASURY FRN 05.4408 10/31/2024 91282CFS5 US91282CFS52 U.S. Treasury Debt Y S&P A-1+ Fitch F1+ 2024-03-29 2024-10-31 2024-10-31 N N N 0.0544 700280.52 700280.52 0.0089 N Y Y N N/A UNITED STATES OF AMERICA US TREASURY FRN 05.5008 01/31/2025 91282CGF2 US91282CGF23 U.S. Treasury Debt Y S&P A-1+ Fitch F1+ 2024-03-29 2025-01-31 2025-01-31 N N N 0.0550 650625.56 650625.56 0.0083 N Y Y N N/A UNITED STATES OF AMERICA TREASURY BILL 00.0000 06/13/2024 912797FS1 US912797FS14 U.S. Treasury Debt Y Moody's P-1 S&P A-1+ Fitch F1+ 2024-06-13 2024-06-13 2024-06-13 N N N 0.0531 742068.09 742068.09 0.0095 N Y Y N N/A UNITED STATES OF AMERICA US TREASURY FRN 05.4258 07/31/2025 91282CHS3 US91282CHS35 U.S. Treasury Debt Y 2024-03-29 2025-07-31 2025-07-31 N N N 0.0543 649710.69 649710.69 0.0083 N Y Y N N/A UNITED STATES OF AMERICA US TREASURY FRN 05.4698 04/30/2025 91282CGY1 US91282CGY12 U.S. Treasury Debt Y 2024-03-29 2025-04-30 2025-04-30 N N N 0.0547 700259.09 700259.09 0.0089 N Y Y N N/A FED HOME LN DISCOUNT NT FED HOME LN DISCOUNT NT 00.0000 06/17/2024 313384YF0 US313384YF08 U.S. Government Agency Debt Y Moody's P-1 S&P A-1+ Fitch F1+ 2024-06-17 2024-06-17 2024-06-17 N N N 0.0547 691865.13 691865.13 0.0088 N N N N N/A FED HOME LN DISCOUNT NT FED HOME LN DISCOUNT NT 00.0000 04/12/2024 313384VM8 US313384VM85 U.S. Government Agency Debt Y Moody's P-1 S&P A-1+ Fitch F1+ 2024-04-12 2024-04-12 2024-04-12 N N N 0.0550 748381.25 748381.25 0.0095 N N Y N N/A UNITED STATES OF AMERICA TREASURY BILL 00.0000 06/06/2024 912797HT7 US912797HT78 U.S. Treasury Debt Y Moody's P-1 S&P A-1+ Fitch F1+ 2024-06-06 2024-06-06 2024-06-06 N N N 0.0527 742825.94 742825.94 0.0095 N Y Y N N/A FED HOME LN DISCOUNT NT FED HOME LN DISCOUNT NT 00.0000 06/10/2024 313384XY0 US313384XY06 U.S. Government Agency Debt Y Moody's P-1 S&P A-1+ Fitch F1+ 2024-06-10 2024-06-10 2024-06-10 N N N 0.0521 742037.30 742037.30 0.0095 N N N N N/A UNITED STATES OF AMERICA TREASURY BILL 00.0000 06/27/2024 912796Y45 US912796Y452 U.S. Treasury Debt Y Moody's P-1 S&P A-1+ Fitch F1+ 2024-06-27 2024-06-27 2024-06-27 N N N 0.0527 740543.28 740543.28 0.0094 N Y Y N N/A FEDERAL FARM CREDIT DISCOUNT NOTES FED FARM CRD DISCOUNT NT 00.0000 06/24/2024 313312YN4 US313312YN47 U.S. Government Agency Debt Y Moody's P-1 S&P A-1+ Fitch F1+ 2024-06-24 2024-06-24 2024-06-24 N N N 0.0522 157979.91 157979.91 0.0020 N N N N N/A UNITED STATES OF AMERICA TREASURY BILL 00.0000 07/05/2024 912796Y52 US912796Y528 U.S. Treasury Debt Y Moody's P-1 S&P A-1+ Fitch F1+ 2024-07-05 2024-07-05 2024-07-05 N N N 0.0527 739733.40 739733.40 0.0094 N Y Y N N/A FED HOME LN DISCOUNT NT FED HOME LN DISCOUNT NT 00.0000 08/30/2024 313384D97 US313384D977 U.S. Government Agency Debt Y Moody's P-1 S&P A-1+ Fitch F1+ 2024-08-30 2024-08-30 2024-08-30 N N N 0.0507 782485.00 782485.00 0.0100 N N N N N/A J.P. MORGAN SECURITIES, LLC. REPO TRIPA MORTG 5.33 04/01/2024 TRIPARTY2 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FNMA 2028-04-01 3.5100% 212496.00 194814.63 Agency Mortgage-Backed Securities FNMA 2048-09-01 4.0200% 115270.93 97284.40 Agency Mortgage-Backed Securities FNMA 2048-08-01 4.2800% 408565.50 365682.75 Agency Mortgage-Backed Securities FNMA 2054-04-01 5.5000% 3527217.38 3530152.02 Agency Mortgage-Backed Securities FNMA 2028-11-01 3.8300% 1135875.00 1097756.74 Agency Mortgage-Backed Securities FNMA 2034-05-01 3.5900% 34325.09 31334.09 Agency Mortgage-Backed Securities FNMA 2034-05-01 3.5900% 116500.00 97997.79 Agency Mortgage-Backed Securities FNMA 2039-06-01 3.3700% 48349.01 40646.03 Agency Mortgage-Backed Securities FNMA 2048-10-01 3.0000% 58250.00 7518.71 Agency Mortgage-Backed Securities FNMA 2041-11-01 2.1600% 1161854.50 763074.67 Agency Mortgage-Backed Securities FNMA 2029-06-01 3.1000% 2330000.00 2162291.26 Agency Mortgage-Backed Securities FNMA 2032-10-01 3.5700% 9333048.00 8559501.65 Agency Mortgage-Backed Securities FNMA 2029-12-01 4.9700% 508449.80 505098.36 Agency Mortgage-Backed Securities FNMA 2033-01-01 5.0650% 4344168.50 4464296.70 Agency Mortgage-Backed Securities FNMA 2051-09-01 4.0000% 171455.85 114181.83 Agency Mortgage-Backed Securities FNMA 2053-07-01 5.5000% 638756.45 604385.01 Agency Mortgage-Backed Securities FNMA 2035-07-01 2.5000% 2330000.00 909341.85 Agency Mortgage-Backed Securities FNMA 2052-01-01 3.5000% 23300.00 17341.92 Agency Mortgage-Backed Securities FNMA 2052-06-01 3.5000% 123728.13 101432.80 Agency Mortgage-Backed Securities FNMA 2036-02-01 2.0000% 97148.30 48308.45 Agency Mortgage-Backed Securities FNMA 2038-04-01 5.2860% 3497353.30 44898.62 Agency Mortgage-Backed Securities FNMA 2053-01-01 5.0000% 13281.00 12178.53 Agency Mortgage-Backed Securities Y 2024-04-01 2024-04-01 2024-04-01 N N N 0.0533 23300000.00 23300000.00 0.2973 N Y Y N N/A BofA Securities, Inc. REPO TRIPA MORTG 5.33 04/01/2024 TRIPARTY2 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FMAC 2049-05-01 3.2880% 1732273.03 1722978.99 Agency Mortgage-Backed Securities FMAC 2032-07-01 3.0000% 1288560.23 274505.17 Agency Mortgage-Backed Securities FMAC 2038-09-01 6.0000% 200193.72 6683.23 Agency Mortgage-Backed Securities FMAC 2048-01-01 3.5000% 2320928.58 335380.44 Agency Mortgage-Backed Securities FMAC 2049-02-01 3.0000% 66575.61 17662.39 Agency Mortgage-Backed Securities FMAC 2049-07-01 3.5000% 30667.73 3224.92 Agency Mortgage-Backed Securities FMAC 2048-01-01 4.0000% 125322.96 13332.90 Agency Mortgage-Backed Securities FMAC 2051-01-01 2.5000% 43044.53 23233.87 Agency Mortgage-Backed Securities FMAC 2052-02-01 4.0000% 87583.95 65198.88 Agency Mortgage-Backed Securities FMAC 2052-07-01 5.5000% 101866.18 92560.58 Agency Mortgage-Backed Securities FMAC 2052-08-01 5.0000% 216283.63 200437.99 Agency Mortgage-Backed Securities FMAC 2052-10-01 6.0000% 24552.05 10382.61 Agency Mortgage-Backed Securities FMAC 2053-03-01 4.5000% 43950.99 41288.98 Agency Mortgage-Backed Securities FMAC 2053-05-01 5.5000% 23767.84 23545.91 Agency Mortgage-Backed Securities FMAC 2053-10-01 5.0000% 13359.02 12790.84 Agency Mortgage-Backed Securities FMAC 2053-12-01 7.0000% 312767.84 323772.06 Agency Mortgage-Backed Securities FMAC 2052-02-01 2.5000% 3789145.03 2762151.25 Agency Mortgage-Backed Securities FMAC 2053-05-01 6.0000% 696992.20 645488.99 Agency Mortgage-Backed Securities FMAC 2038-05-01 5.0000% 102913.53 90955.22 Agency Mortgage-Backed Securities FMAC 2054-02-01 5.0000% 171994.27 168645.42 Agency Mortgage-Backed Securities FNMA 2030-06-01 3.6900% 825453.75 785648.30 Agency Mortgage-Backed Securities FNMA 2043-04-01 3.0000% 21328.42 4002.81 Agency Mortgage-Backed Securities FNMA 2044-04-01 4.0000% 42952.01 3563.62 Agency Mortgage-Backed Securities FNMA 2031-01-01 3.5000% 114924.62 18946.98 Agency Mortgage-Backed Securities FNMA 2053-10-01 6.0000% 314399.08 318541.91 Agency Mortgage-Backed Securities FNMA 2048-02-01 4.0000% 15898.26 5264.58 Agency Mortgage-Backed Securities FNMA 2048-10-01 5.0000% 121930.61 24111.35 Agency Mortgage-Backed Securities FNMA 2029-01-01 4.0200% 738087.30 718849.79 Agency Mortgage-Backed Securities FNMA 2034-05-01 3.5900% 808645.42 738182.08 Agency Mortgage-Backed Securities FNMA 2045-09-01 4.5000% 2717920.59 869230.12 Agency Mortgage-Backed Securities FNMA 2033-09-01 3.5000% 283483.25 87888.38 Agency Mortgage-Backed Securities FNMA 2049-05-01 4.5000% 44584.18 29419.44 Agency Mortgage-Backed Securities FNMA 2036-11-01 2.0000% 85904.02 58974.85 Agency Mortgage-Backed Securities FNMA 2052-08-01 5.0000% 100436.23 92616.16 Agency Mortgage-Backed Securities FNMA 2047-10-01 3.5000% 60132.81 7597.34 Agency Mortgage-Backed Securities FNMA 2052-06-01 4.0000% 3264.35 2771.76 Agency Mortgage-Backed Securities FNMA 2034-10-01 3.5000% 136415.58 26415.71 Agency Mortgage-Backed Securities FNMA 2036-02-01 1.5000% 2056775.79 1217406.84 Agency Mortgage-Backed Securities FNMA 2052-03-01 3.0000% 77313.61 59239.75 Agency Mortgage-Backed Securities FNMA 2052-04-01 1.5000% 382741.91 287838.45 Agency Mortgage-Backed Securities FNMA 2039-03-01 6.5000% 71587.25 72106.17 Agency Mortgage-Backed Securities FNMA 2052-07-01 4.5000% 2300259.39 1974619.56 Agency Mortgage-Backed Securities GNMA 2030-02-20 3.0000% 1856662.04 139148.21 Agency Mortgage-Backed Securities GNMA 2045-08-20 5.5000% 50417.41 3895.65 Agency Mortgage-Backed Securities GNMA 2053-04-20 3.5000% 8268886.88 7157849.62 Agency Mortgage-Backed Securities GNMA 2052-06-20 2.5000% 2825271.74 2278649.92 Agency Mortgage-Backed Securities Y 2024-04-01 2024-04-01 2024-04-01 N N N 0.0533 23350000.00 23350000.00 0.2979 N Y Y N N/A CITIGROUP GLOBAL MARKETS INC. REPO TRIPA MORTG 5.33 04/01/2024 TRIPARTY2 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N GNMA 2053-02-20 3.5000% 2770134.58 2382394.91 Agency Mortgage-Backed Securities GNMA 2053-02-20 5.0000% 13435.94 12568.35 Agency Mortgage-Backed Securities GNMA 2053-03-20 4.0000% 14987820.31 13377196.76 Agency Mortgage-Backed Securities GNMA 2053-03-20 5.5000% 5289487.41 4966481.74 Agency Mortgage-Backed Securities GNMA 2053-02-20 7.0000% 11953.70 9450.64 Agency Mortgage-Backed Securities GNMA 2053-02-20 2.5000% 2144089.60 1717258.31 Agency Mortgage-Backed Securities GNMA 2053-02-20 7.0000% 43085.28 44743.45 Agency Mortgage-Backed Securities GNMA 2053-02-20 7.5000% 19724.55 20341.80 Agency Mortgage-Backed Securities GNMA 2053-02-20 7.0000% 94391.07 95969.04 Agency Mortgage-Backed Securities GNMA 2053-02-20 5.5000% 52784.74 51918.79 Agency Mortgage-Backed Securities GNMA 2053-02-20 5.5000% 56757.02 56657.27 Agency Mortgage-Backed Securities GNMA 2053-02-20 5.5000% 48254.80 48276.61 Agency Mortgage-Backed Securities GNMA 2053-02-20 6.0000% 60103.64 61036.50 Agency Mortgage-Backed Securities GNMA 2053-02-20 7.2500% 76542.24 79597.68 Agency Mortgage-Backed Securities GNMA 2053-02-20 6.5000% 52438.95 54196.08 Agency Mortgage-Backed Securities GNMA 2053-02-20 6.5000% 34347.69 34728.58 Agency Mortgage-Backed Securities GNMA 2053-02-20 6.0000% 125654.11 112835.44 Agency Mortgage-Backed Securities GNMA 2053-02-20 5.0000% 170522.29 141097.55 Agency Mortgage-Backed Securities GNMA 2053-02-20 7.5000% 64731.37 67292.39 Agency Mortgage-Backed Securities GNMA 2053-02-20 7.5000% 58197.86 38346.99 Agency Mortgage-Backed Securities GNMA 2053-02-20 6.0000% 55329.27 56349.44 Agency Mortgage-Backed Securities GNMA 2053-02-20 6.0000% 109373.18 110670.87 Agency Mortgage-Backed Securities GNMA 2053-02-20 6.5000% 24974.75 25283.52 Agency Mortgage-Backed Securities GNMA 2053-02-20 6.0000% 66180.22 65716.64 Agency Mortgage-Backed Securities GNMA 2053-02-20 7.5000% 50131.53 52654.92 Agency Mortgage-Backed Securities GNMA 2053-02-20 6.0000% 81327.45 81970.19 Agency Mortgage-Backed Securities U.S. TREASURY 2028-08-15 5.5000% 1240.75 1311.84 U.S. Treasuries (including strips) Y 2024-04-01 2024-04-01 2024-04-01 N N N 0.0533 23300000.00 23300000.00 0.2973 N Y Y N N/A Putnam Variable Trust 2024-04-16 /s/ Janet C. Smith Janet C. Smith Principal Accounting Officer