Putnam VT Diversified Income Fund

Fund Profile

Fund profile

Fund manager

Putnam Variable Trust

Total assets

$140.53 mm

Liabilities

$34.89 mm

Net assets

$105.64 mm

Number of holdings

691.00

Top 200 of 691 Holdings

As of Dec 2024

Security	$Holding	Balance	% of Fund	Category	Position	Country
SHORT TERM INV FUND	30.06 mm	30.06 mm shares	28.46	Short-term investment vehicle	Long	USA
GOVERNMENT FUTURES	16.24 mm	79.00 contracts	15.38	Interest rate derivative	N/A	USA
FNMA TBA	5.92 mm	6.00 mm principal	5.61	ABS-mortgage backed security	Long	USA
FNMA TBA	4.08 mm	4.00 mm principal	3.87	ABS-mortgage backed security	Long	USA
GNMA TBA	3.78 mm	4.00 mm principal	3.58	ABS-mortgage backed security	Long	USA
FNMA TBA	3.76 mm	4.00 mm principal	3.56	ABS-mortgage backed security	Short	USA
GNMA TBA	2.98 mm	3.00 mm principal	2.82	ABS-mortgage backed security	Long	USA
GNMA TBA	2.91 mm	3.00 mm principal	2.76	ABS-mortgage backed security	Long	USA
GNMA TBA	2.76 mm	3.00 mm principal	2.62	ABS-mortgage backed security	Long	USA
FNMA TBA	2.74 mm	3.00 mm principal	2.60	ABS-mortgage backed security	Short	USA
GOVERNMENT FUTURES	1.83 mm	15.00 contracts	1.73	Interest rate derivative	N/A	Germany
GOVERNMENT FUTURES	1.22 mm	11.00 contracts	1.16	Interest rate derivative	N/A	USA
CORP CMO	1.11 mm	1.02 mm principal	1.05	ABS-collateralized bond/debt obligation	Long	USA
CORP CMO	1.08 mm	964.03 k principal	1.03	ABS-collateralized bond/debt obligation	Long	USA
FNMA TBA	965.23 k	1.00 mm principal	0.91	ABS-mortgage backed security	Long	USA
CURRENCY FORWARDS MORGAN STANLEY AND CO. INTERNATIONAL	886.94 k	1.00 contracts	0.84	DFE	N/A	USA
Total Return Swap	845.70 k	895.00 k contracts	0.80	Credit derivative	N/A	USA
FNMA TBA	814.61 k	1.00 mm principal	0.77	ABS-mortgage backed security	Long	USA
Interest Rate Swap	804.66 k	64.91 mm contracts	0.76	Interest rate derivative	N/A	USA
CURRENCY FORWARDS STATE STREET B AND T CO	740.08 k	1.00 contracts	0.70	DFE	N/A	USA
CORP CMO	667.16 k	797.72 k principal	0.63	ABS-collateralized bond/debt obligation	Long	USA
SHORT TERM INV FUND	650.00 k	650.00 k shares	0.62	Short-term investment vehicle	Long	USA
GOVERNMENT BOND	618.52 k	760.00 k principal	0.59	Debt	Long	Mexico
COMMERCIAL MORTGAGE BACKED SECURITIES	563.50 k	553.16 k principal	0.53	ABS-mortgage backed security	Long	USA
CORP CMO	557.36 k	494.69 k principal	0.53	ABS-collateralized bond/debt obligation	Long	USA
VAR.RT. CORP. BONDS	552.79 k	540.00 k principal	0.52	Debt	Long	USA
GOVERNMENT BOND	551.70 k	590.00 k principal	0.52	Debt	Long	Brazil
FHLMC CMO IO	551.20 k	2.71 mm principal	0.52	ABS-mortgage backed security	Long	USA
CORP CMO	546.80 k	515.46 k principal	0.52	ABS-collateralized bond/debt obligation	Long	USA
GOVERNMENT BOND	536.22 k	540.00 k principal	0.51	Debt	Long	Dominican Republic
GOVERNMENT BOND	520.67 k	570.00 k principal	0.49	Debt	Long	Côte d'Ivoire
CURRENCY FORWARDS MORGAN STANLEY AND CO. INTERNATIONAL	511.76 k	1.00 contracts	0.48	DFE	N/A	USA
CORP. NOTE	509.08 k	545.00 k principal	0.48	Debt	Long	USA
GNMA CMO IO	500.88 k	2.97 mm principal	0.47	ABS-mortgage backed security	Long	USA
U.S. T BILLS	499.59 k	500.00 k principal	0.47	Debt	Long	USA
Interest Rate Swap	483.27 k	18.85 mm contracts	0.46	Interest rate derivative	N/A	USA
FHLMC CMO IO	481.28 k	2.12 mm principal	0.46	ABS-mortgage backed security	Long	USA
CURRENCY FORWARDS GOLDMAN SACHS INTL FX	479.46 k	1.00 contracts	0.45	DFE	N/A	USA
COMMERCIAL MORTGAGE BACKED SECURITIES	470.84 k	460.00 k principal	0.45	ABS-mortgage backed security	Long	USA
CORP CMO	468.49 k	495.47 k principal	0.44	ABS-collateralized bond/debt obligation	Long	USA
GOVERNMENT BOND	467.17 k	460.00 k principal	0.44	Debt	Long	Panama
CORP CMO	459.42 k	389.00 k principal	0.43	ABS-collateralized bond/debt obligation	Long	USA
CORP CMO	437.02 k	408.36 k principal	0.41	ABS-collateralized bond/debt obligation	Long	USA
FNMA CMO IO	436.47 k	1.92 mm principal	0.41	ABS-mortgage backed security	Long	USA
GNMA CMO IO	435.90 k	2.60 mm principal	0.41	ABS-mortgage backed security	Long	USA
CORP CMO	427.90 k	333.00 k principal	0.41	ABS-collateralized bond/debt obligation	Long	USA
CURRENCY FORWARDS TORONTO-DOMINION BANK/THE	425.71 k	1.00 contracts	0.40	DFE	N/A	Canada
CURRENCY FORWARDS CITIBANK N.A.	419.98 k	1.00 contracts	0.40	DFE	N/A	USA
GNMA CMO IO	419.07 k	2.39 mm principal	0.40	ABS-mortgage backed security	Long	USA
CURRENCY FORWARDS MORGAN STANLEY AND CO. INTERNATIONAL	417.20 k	1.00 contracts	0.39	DFE	N/A	USA
CURRENCY FORWARDS HSBC BANK USA	416.86 k	1.00 contracts	0.39	DFE	N/A	USA
GOVERNMENT BOND	416.22 k	420.00 k principal	0.39	Debt	Long	Guatemala
VAR.RT. CORP. BONDS	406.19 k	405.00 k principal	0.38	Debt	Long	USA
Credit Default Swap Basket Index	369.40 k	4.80 mm contracts	0.35	Credit derivative	N/A	USA
GNMA CMO IO	368.81 k	3.31 mm principal	0.35	ABS-mortgage backed security	Long	USA
EC Ecopetrol S.A.	367.12 k	360.00 k principal	0.35	Debt	Long	Colombia
GOVERNMENT BOND	366.78 k	370.00 k principal	0.35	Debt	Long	Chile
CORP. NOTE	364.59 k	360.00 k principal	0.35	Debt	Long	Mauritius
GOVERNMENT BOND	352.80 k	350.00 k principal	0.33	Debt	Long	Colombia
CORP CMO	334.70 k	322.64 k principal	0.32	ABS-collateralized bond/debt obligation	Long	USA
Interest Rate Swap	331.98 k	8.59 mm contracts	0.31	Interest rate derivative	N/A	USA
CURRENCY FORWARDS STATE STREET B AND T CO	331.86 k	1.00 contracts	0.31	DFE	N/A	USA
FHLMC CMO IO	323.90 k	1.50 mm principal	0.31	ABS-mortgage backed security	Long	USA
COMMERCIAL MORTGAGE BACKED SECURITIES	318.41 k	314.56 k principal	0.30	ABS-mortgage backed security	Long	USA
GOVERNMENT BOND	316.46 k	330.00 k principal	0.30	Debt	Long	Romania
CORP CMO	315.91 k	237.00 k principal	0.30	ABS-collateralized bond/debt obligation	Long	USA
COMMERCIAL MORT BACKED SEC IO	314.84 k	4.85 mm principal	0.30	ABS-mortgage backed security	Long	USA
CURRENCY FORWARDS BANK OF AMERICA N.A.	310.33 k	1.00 contracts	0.29	DFE	N/A	USA
CORP. NOTE	307.61 k	300.00 k principal	0.29	Debt	Long	USA
BANK LOAN NOTE	306.13 k	305.26 k principal	0.29	Debt	Long	USA
CORPORATE BONDS	303.06 k	285.00 k principal	0.29	Debt	Long	USA
U.S. T BILLS	299.51 k	300.00 k principal	0.28	Debt	Long	USA
CORP. NOTE	296.20 k	285.00 k principal	0.28	Debt	Long	Sweden
CORP CMO	295.23 k	289.00 k principal	0.28	ABS-collateralized bond/debt obligation	Long	USA
VAR.RT. CORP. BONDS	295.11 k	285.00 k principal	0.28	Debt	Long	USA
CORP CMO	290.17 k	276.00 k principal	0.27	ABS-collateralized bond/debt obligation	Long	USA
FHLMC CMO IO	287.59 k	1.42 mm principal	0.27	ABS-mortgage backed security	Long	USA
CURRENCY FORWARDS BANK OF AMERICA N.A.	286.61 k	1.00 contracts	0.27	DFE	N/A	USA
GOVERNMENT BOND	284.82 k	280.00 k principal	0.27	Debt	Long	Serbia
ARCC Ares Capital Corporation	279.91 k	270.00 k principal	0.26	Debt	Long	USA
CORP. NOTE	278.61 k	249.00 k principal	0.26	Debt	Long	Netherlands
CORP. NOTE	278.38 k	295.00 k principal	0.26	Debt	Long	Italy
Nationstar Mortgage Holdings Inc	277.49 k	290.00 k principal	0.26	Debt	Long	USA
CORP. NOTE	276.54 k	260.00 k principal	0.26	Debt	Long	USA
BANK LOAN NOTE	275.17 k	274.30 k principal	0.26	Debt	Long	USA
IT Gartner, Inc.	274.28 k	295.00 k principal	0.26	Debt	Long	USA
GOVERNMENT BOND	272.47 k	310.00 k principal	0.26	Debt	Long	Benin
CORPORATE BONDS	271.98 k	295.00 k principal	0.26	Debt	Long	USA
PM Philip Morris International Inc.	271.51 k	270.00 k principal	0.26	Debt	Long	USA
CORP. NOTE	271.43 k	260.00 k principal	0.26	Debt	Long	USA
ET+E Energy Transfer Operating, L.P.	271.16 k	270.00 k principal	0.26	Debt	Long	USA
CURRENCY FORWARDS BARCLAYS BANK PLC WHOLESALE, LONDON	270.84 k	1.00 contracts	0.26	DFE	N/A	UK
CORP. NOTE	269.91 k	265.00 k principal	0.26	Debt	Long	Canada
CORP. NOTE	269.76 k	275.00 k principal	0.26	Debt	Long	USA
PCG PG&E Corporation	269.35 k	275.00 k principal	0.25	Debt	Long	USA
T AT&T Inc.	269.14 k	275.00 k principal	0.25	Debt	Long	USA
VAR.RT. CORP. BONDS	269.12 k	265.00 k principal	0.25	Debt	Long	USA
MTDR Matador Resources Company	269.02 k	265.00 k principal	0.25	Debt	Long	USA
GNMA CMO IO	268.97 k	2.23 mm principal	0.25	ABS-mortgage backed security	Long	USA
CORP. NOTE	268.19 k	255.00 k principal	0.25	Debt	Long	USA
CORP. NOTE	267.77 k	250.00 k principal	0.25	Debt	Long	USA
FHLMC CMO IO	266.75 k	1.98 mm principal	0.25	ABS-mortgage backed security	Long	USA
ASSET BACKED SECURITY	266.45 k	343.49 k principal	0.25	ABS-mortgage backed security	Long	USA
CORPORATE BONDS	266.40 k	260.00 k principal	0.25	Debt	Long	USA
COMMERCIAL MORTGAGE BACKED SECURITIES	265.90 k	283.00 k principal	0.25	ABS-mortgage backed security	Long	USA
CORP. NOTE	265.64 k	260.00 k principal	0.25	Debt	Long	USA
CORP. NOTE	264.94 k	269.00 k principal	0.25	Debt	Long	Bermuda
CORPORATE BONDS	264.68 k	276.00 k principal	0.25	Debt	Long	USA
AMT American Tower Corporation	264.20 k	275.00 k principal	0.25	Debt	Long	USA
CORP. NOTE	263.06 k	250.00 k principal	0.25	Debt	Long	Austria
THC Tenet Healthcare Corporation	262.87 k	260.00 k principal	0.25	Debt	Long	USA
CORP. NOTE	261.04 k	265.00 k principal	0.25	Debt	Long	USA
CORPORATE BONDS	260.73 k	280.00 k principal	0.25	Debt	Long	Kazakhstan
CIVI Civitas Resources, Inc.	255.73 k	245.00 k principal	0.24	Debt	Long	USA
ATI ATI Inc.	252.67 k	265.00 k principal	0.24	Debt	Long	USA
CORP CMO	252.64 k	250.00 k principal	0.24	ABS-collateralized bond/debt obligation	Long	USA
Interest Rate Swap	252.53 k	11.87 mm contracts	0.24	Interest rate derivative	N/A	USA
GOVERNMENT BOND	252.49 k	260.00 k principal	0.24	Debt	Long	Egypt
COMMERCIAL MORTGAGE BACKED SECURITIES	252.35 k	261.00 k principal	0.24	ABS-mortgage backed security	Long	USA
COMMERCIAL MORTGAGE BACKED SECURITIES	249.43 k	264.00 k principal	0.24	ABS-mortgage backed security	Long	USA
GOVERNMENT BOND	245.73 k	260.00 k principal	0.23	Debt	Long	Benin
BANK LOAN NOTE	243.83 k	247.84 k principal	0.23	Debt	Long	USA
CORP. NOTE	242.26 k	250.00 k principal	0.23	Debt	Long	France
GNMA CMO IO	241.43 k	2.06 mm principal	0.23	ABS-mortgage backed security	Long	USA
CORP CMO	240.92 k	253.00 k principal	0.23	ABS-collateralized bond/debt obligation	Long	USA
BANK LOAN NOTE	238.84 k	237.60 k principal	0.23	Debt	Long	USA
GOVERNMENT BOND	236.55 k	230.00 k principal	0.22	Debt	Long	Serbia
GNMA CMO IO	236.26 k	2.42 mm principal	0.22	ABS-mortgage backed security	Long	USA
CORP. NOTE	235.31 k	250.00 k principal	0.22	Debt	Long	USA
GOVERNMENT BOND	234.16 k	270.00 k principal	0.22	Debt	Long	Paraguay
Mortgage Backed Swap Basket Index	233.11 k	694.00 k contracts	0.22	Credit derivative	N/A	USA
COMMERCIAL MORT BACKED SEC IO	232.29 k	2.72 mm principal	0.22	ABS-mortgage backed security	Long	USA
COMMERCIAL MORTGAGE BACKED SECURITIES	231.45 k	237.00 k principal	0.22	ABS-mortgage backed security	Long	USA
COMMERCIAL MORTGAGE BACKED SECURITIES	230.85 k	240.00 k principal	0.22	ABS-mortgage backed security	Long	USA
COMMERCIAL MORTGAGE BACKED SECURITIES	230.66 k	233.00 k principal	0.22	ABS-mortgage backed security	Long	USA
SWAPTION	229.21 k	2.12 mm contracts	0.22	Interest rate derivative	N/A	USA
COMMERCIAL MORTGAGE BACKED SECURITIES	227.67 k	234.00 k principal	0.22	ABS-mortgage backed security	Long	USA
BANK LOAN NOTE	227.47 k	221.21 k principal	0.22	Debt	Long	Cayman Islands
GNMA CMO IO	227.02 k	1.95 mm principal	0.21	ABS-mortgage backed security	Long	USA
COMMERCIAL MORTGAGE BACKED SECURITIES	226.83 k	229.00 k principal	0.21	ABS-mortgage backed security	Long	USA
PERPETUAL BONDS	226.09 k	200.00 k principal	0.21	Debt	Long	France
COMMERCIAL MORTGAGE BACKED SECURITIES	224.69 k	243.00 k principal	0.21	ABS-mortgage backed security	Long	USA
COMMERCIAL MORTGAGE BACKED SECURITIES	221.65 k	224.54 k principal	0.21	ABS-mortgage backed security	Long	USA
GOVERNMENT BOND	221.46 k	200.00 k principal	0.21	Debt	Long	Turkey
GOVERNMENT BOND	219.08 k	220.00 k principal	0.21	Debt	Long	Romania
CORP. NOTE	218.44 k	210.00 k principal	0.21	Debt	Long	France
CORP. NOTE	215.11 k	200.00 k principal	0.20	Debt	Long	Czechia
BANK LOAN NOTE	215.10 k	213.30 k principal	0.20	Debt	Long	USA
CORP. NOTE	214.14 k	213.00 k principal	0.20	Debt	Long	USA
CORP. NOTE	212.75 k	200.00 k principal	0.20	Debt	Long	UK
Interest Rate Swap	212.48 k	18.39 mm contracts	0.20	Interest rate derivative	N/A	USA
GOVERNMENT BOND	210.77 k	235.00 k principal	0.20	Debt	Long	Indonesia
GNMA CMO IO	206.47 k	1.02 mm principal	0.20	ABS-mortgage backed security	Long	USA
CORPORATE BONDS	206.44 k	200.00 k principal	0.20	Debt	Long	Mexico
GNMA CMO IO	205.85 k	1.71 mm principal	0.19	ABS-mortgage backed security	Long	USA
CORP. NOTE	204.24 k	200.00 k principal	0.19	Debt	Long	Luxembourg
CORP. NOTE	204.07 k	200.00 k principal	0.19	Debt	Long	South Africa
CORP. NOTE	201.94 k	200.00 k principal	0.19	Debt	Long	USA
GOVERNMENT BOND	201.75 k	200.00 k principal	0.19	Debt	Long	Costa Rica
FHLMC CMO IO	200.82 k	1.64 mm principal	0.19	ABS-mortgage backed security	Long	USA
GNMA CMO IO	200.67 k	1.55 mm principal	0.19	ABS-mortgage backed security	Long	USA
COMMERCIAL MORT BACKED SEC IO	200.49 k	4.15 mm principal	0.19	ABS-mortgage backed security	Long	USA
COMMERCIAL MORT BACKED SEC IO	200.47 k	3.82 mm principal	0.19	ABS-mortgage backed security	Long	USA
FNMA CMO IO	199.56 k	2.33 mm principal	0.19	ABS-mortgage backed security	Long	USA
GOVERNMENT BOND	199.23 k	200.00 k principal	0.19	Debt	Long	Jordan
GOVERNMENT BOND	197.77 k	200.00 k principal	0.19	Debt	Long	Indonesia
GOVERNMENT BOND	196.95 k	200.00 k principal	0.19	Debt	Long	Mongolia
BANK LOAN NOTE	196.21 k	195.39 k principal	0.19	Debt	Long	USA
CORP. NOTE	195.72 k	200.00 k principal	0.19	Debt	Long	Ireland
GOVERNMENT BOND	195.49 k	200.00 k principal	0.19	Debt	Long	Uzbekistan
BANK LOAN NOTE	194.36 k	193.39 k principal	0.18	Debt	Long	Canada
CORP. NOTE	194.13 k	200.00 k principal	0.18	Debt	Long	Mexico
FHLMC CMO IO	193.56 k	1.93 mm principal	0.18	ABS-mortgage backed security	Long	USA
CORP. NOTE	192.25 k	200.00 k principal	0.18	Debt	Long	USA
GNMA CMO IO	192.15 k	2.02 mm principal	0.18	ABS-mortgage backed security	Long	USA
CORP CMO	189.83 k	215.02 k principal	0.18	ABS-collateralized bond/debt obligation	Long	USA
GOVERNMENT BOND	187.07 k	200.00 k principal	0.18	Debt	Long	Brazil
CORP CMO	184.94 k	135.00 k principal	0.18	ABS-collateralized bond/debt obligation	Long	USA
CORP CMO	183.19 k	152.00 k principal	0.17	ABS-collateralized bond/debt obligation	Long	USA
COMMERCIAL MORTGAGE BACKED SECURITIES	182.97 k	336.00 k principal	0.17	ABS-mortgage backed security	Long	USA
COMMERCIAL MORT BACKED SEC IO	182.16 k	3.41 mm principal	0.17	ABS-mortgage backed security	Long	USA
CORP. NOTE	180.69 k	200.00 k principal	0.17	Debt	Long	USA
ASSET BACKED SECURITY	180.46 k	202.00 k principal	0.17	ABS-mortgage backed security	Long	USA
CORP. NOTE	178.07 k	175.00 k principal	0.17	Debt	Long	USA
GOVERNMENT BOND	174.78 k	179.38 k principal	0.17	Debt	Long	Iraq
SO The Southern Company	173.51 k	170.00 k principal	0.16	Debt	Long	USA
CORP CMO	171.75 k	272.31 k principal	0.16	ABS-collateralized bond/debt obligation	Long	USA
GOVERNMENT BOND	171.69 k	230.00 k principal	0.16	Debt	Long	Gabon
GNMA CMO IO	170.76 k	1.66 mm principal	0.16	ABS-mortgage backed security	Long	USA
CURRENCY FORWARDS JP MORGANCHASE BANK	170.54 k	1.00 contracts	0.16	DFE	N/A	USA
COMMERCIAL MORTGAGE BACKED SECURITIES	170.31 k	178.11 k principal	0.16	ABS-mortgage backed security	Long	USA
COMMERCIAL MORTGAGE BACKED SECURITIES	168.24 k	174.62 k principal	0.16	ABS-mortgage backed security	Long	USA
Interest Rate Swap	166.74 k	45.51 mm contracts	0.16	Interest rate derivative	N/A	USA
CORP. NOTE	165.42 k	158.00 k principal	0.16	Debt	Long	USA
GOVERNMENT BOND	165.19 k	200.00 k principal	0.16	Debt	Long	Armenia
CORP. NOTE	164.51 k	165.00 k principal	0.16	Debt	Long	USA
COMMERCIAL MORT BACKED SEC IO	164.23 k	6.57 mm principal	0.16	ABS-mortgage backed security	Long	USA
Interest Rate Swap	163.59 k	12.74 mm contracts	0.15	Interest rate derivative	N/A	USA
Six Flags Entertainment Corp	163.58 k	160.00 k principal	0.15	Debt	Long	USA
COMMERCIAL MORTGAGE BACKED SECURITIES	162.24 k	167.00 k principal	0.15	ABS-mortgage backed security	Long	USA