Putnam VT Diversified Income Fund

Fund Profile

Fund profile

Fund manager

Putnam Variable Trust

Total assets

$163.85 mm

Liabilities

$53.86 mm

Net assets

$109.98 mm

Number of holdings

722.00

Top 200 of 722 Holdings

As of Sep 2024

Security	$Holding	Balance	% of Fund	Category	Position	Country
SHORT TERM INV FUND	31.17 mm	31.17 mm shares	28.34	Short-term investment vehicle	Long	USA
GOVERNMENT FUTURES	18.74 mm	90.00 contracts	17.04	Interest rate derivative	N/A	USA
FNMA TBA	9.28 mm	9.00 mm principal	8.44	ABS-mortgage backed security	Long	USA
FNMA TBA	8.18 mm	8.00 mm principal	7.44	ABS-mortgage backed security	Long	USA
FNMA TBA	4.00 mm	4.00 mm principal	3.64	ABS-mortgage backed security	Long	USA
GNMA TBA	3.95 mm	4.00 mm principal	3.59	ABS-mortgage backed security	Long	USA
FNMA TBA	3.93 mm	4.00 mm principal	3.58	ABS-mortgage backed security	Short	USA
FNMA TBA	3.04 mm	3.00 mm principal	2.76	ABS-mortgage backed security	Short	USA
GNMA TBA	3.03 mm	3.00 mm principal	2.75	ABS-mortgage backed security	Long	USA
GNMA TBA	3.01 mm	3.00 mm principal	2.73	ABS-mortgage backed security	Long	USA
FNMA TBA	3.00 mm	3.00 mm principal	2.73	ABS-mortgage backed security	Short	USA
GNMA TBA	2.90 mm	3.00 mm principal	2.64	ABS-mortgage backed security	Long	USA
FNMA TBA	2.88 mm	3.00 mm principal	2.62	ABS-mortgage backed security	Short	USA
GOVERNMENT FUTURES	2.00 mm	15.00 contracts	1.82	Interest rate derivative	N/A	Germany
Interest Rate Swap	1.74 mm	81.26 mm contracts	1.59	Interest rate derivative	N/A	USA
GOVERNMENT FUTURES	1.30 mm	11.00 contracts	1.18	Interest rate derivative	N/A	USA
CORP CMO	1.13 mm	1.02 mm principal	1.02	ABS-collateralized bond/debt obligation	Long	USA
CORP CMO	1.11 mm	964.94 k principal	1.01	ABS-collateralized bond/debt obligation	Long	USA
FNMA TBA	1.01 mm	1.00 mm principal	0.92	ABS-mortgage backed security	Long	USA
CURRENCY FORWARDS MORGAN STANLEY AND CO. INTERNATIONAL	992.68 k	1.00 contracts	0.90	DFE	N/A	USA
FNMA TBA	863.32 k	1.00 mm principal	0.78	ABS-mortgage backed security	Long	USA
Total Return Swap	845.67 k	895.00 k contracts	0.77	Credit derivative	N/A	USA
CORP CMO	694.66 k	818.68 k principal	0.63	ABS-collateralized bond/debt obligation	Long	USA
CURRENCY FORWARDS GOLDMAN SACHS INTL FX	672.73 k	1.00 contracts	0.61	DFE	N/A	USA
Interest Rate Swap	663.17 k	63.70 mm contracts	0.60	Interest rate derivative	N/A	USA
GOVERNMENT BOND	654.33 k	760.00 k principal	0.59	Debt	Long	Mexico
Interest Rate Swap	638.86 k	12.74 mm contracts	0.58	Interest rate derivative	N/A	USA
SHORT TERM INV FUND	630.00 k	630.00 k shares	0.57	Short-term investment vehicle	Long	USA
CURRENCY FORWARDS STATE STREET B AND T CO	629.55 k	1.00 contracts	0.57	DFE	N/A	USA
GOVERNMENT BOND	602.71 k	590.00 k principal	0.55	Debt	Long	Brazil
GOVERNMENT BOND	598.89 k	600.00 k principal	0.54	Debt	Long	Viet Nam
CURRENCY FORWARDS MORGAN STANLEY AND CO. INTERNATIONAL	571.74 k	1.00 contracts	0.52	DFE	N/A	USA
CORP CMO	569.61 k	494.87 k principal	0.52	ABS-collateralized bond/debt obligation	Long	USA
FHLMC CMO IO	567.91 k	2.79 mm principal	0.52	ABS-mortgage backed security	Long	USA
COMMERCIAL MORTGAGE BACKED SECURITIES	566.16 k	558.11 k principal	0.51	ABS-mortgage backed security	Long	USA
GOVERNMENT BOND	561.68 k	570.00 k principal	0.51	Debt	Long	Côte d'Ivoire
VAR.RT. CORP. BONDS	559.74 k	540.00 k principal	0.51	Debt	Long	USA
CORP CMO	549.68 k	515.29 k principal	0.50	ABS-collateralized bond/debt obligation	Long	USA
CURRENCY FORWARDS MORGAN STANLEY AND CO. INTERNATIONAL	524.64 k	1.00 contracts	0.48	DFE	N/A	USA
CORP. NOTE	523.50 k	545.00 k principal	0.48	Debt	Long	USA
GOVERNMENT BOND	503.72 k	460.00 k principal	0.46	Debt	Long	Panama
CURRENCY FORWARDS TORONTO-DOMINION BANK/THE	503.41 k	1.00 contracts	0.46	DFE	N/A	Canada
GNMA CMO IO	499.99 k	3.01 mm principal	0.45	ABS-mortgage backed security	Long	USA
FHLMC CMO IO	493.69 k	2.17 mm principal	0.45	ABS-mortgage backed security	Long	USA
CORP CMO	479.10 k	502.30 k principal	0.44	ABS-collateralized bond/debt obligation	Long	USA
COMMERCIAL MORTGAGE BACKED SECURITIES	467.76 k	460.00 k principal	0.43	ABS-mortgage backed security	Long	USA
GNMA CMO IO	455.65 k	3.39 mm principal	0.41	ABS-mortgage backed security	Long	USA
CORP CMO	455.30 k	428.39 k principal	0.41	ABS-collateralized bond/debt obligation	Long	USA
CORP CMO	454.47 k	389.00 k principal	0.41	ABS-collateralized bond/debt obligation	Long	USA
CURRENCY FORWARDS CITIBANK N.A.	451.23 k	1.00 contracts	0.41	DFE	N/A	USA
CURRENCY FORWARDS HSBC BANK USA	447.88 k	1.00 contracts	0.41	DFE	N/A	USA
FNMA CMO IO	444.72 k	1.98 mm principal	0.40	ABS-mortgage backed security	Long	USA
GNMA CMO IO	442.98 k	2.41 mm principal	0.40	ABS-mortgage backed security	Long	USA
GOVERNMENT BOND	442.93 k	420.00 k principal	0.40	Debt	Long	Guatemala
CORP CMO	424.93 k	333.00 k principal	0.39	ABS-collateralized bond/debt obligation	Long	USA
GNMA CMO IO	424.50 k	2.67 mm principal	0.39	ABS-mortgage backed security	Long	USA
VAR.RT. CORP. BONDS	415.32 k	405.00 k principal	0.38	Debt	Long	USA
GOVERNMENT BOND	400.31 k	390.00 k principal	0.36	Debt	Long	Dominican Republic
U.S. T BILLS	397.47 k	400.00 k principal	0.36	Debt	Long	USA
Interest Rate Swap	387.26 k	8.59 mm contracts	0.35	Interest rate derivative	N/A	USA
EC Ecopetrol S.A.	386.27 k	360.00 k principal	0.35	Debt	Long	Colombia
Interest Rate Swap	384.13 k	3.16 mm contracts	0.35	Interest rate derivative	N/A	USA
GOVERNMENT BOND	384.04 k	380.00 k principal	0.35	Debt	Long	South Africa
GOVERNMENT BOND	378.64 k	370.00 k principal	0.34	Debt	Long	Chile
GOVERNMENT BOND	373.91 k	350.00 k principal	0.34	Debt	Long	Colombia
CORP. NOTE	365.20 k	360.00 k principal	0.33	Debt	Long	Mauritius
CURRENCY FORWARDS STATE STREET B AND T CO	363.84 k	1.00 contracts	0.33	DFE	N/A	USA
Credit Default Swap Basket Index	350.26 k	4.80 mm contracts	0.32	Credit derivative	N/A	USA
GOVERNMENT BOND	344.25 k	330.00 k principal	0.31	Debt	Long	Romania
GNMA CMO IO	337.64 k	2.29 mm principal	0.31	ABS-mortgage backed security	Long	USA
CORP CMO	334.28 k	322.96 k principal	0.30	ABS-collateralized bond/debt obligation	Long	USA
COMMERCIAL MORT BACKED SEC IO	329.72 k	4.86 mm principal	0.30	ABS-mortgage backed security	Long	USA
GNMA CMO IO	325.01 k	2.52 mm principal	0.30	ABS-mortgage backed security	Long	USA
GNMA CMO IO	324.87 k	2.09 mm principal	0.30	ABS-mortgage backed security	Long	USA
FHLMC CMO IO	324.65 k	1.54 mm principal	0.30	ABS-mortgage backed security	Long	USA
COMMERCIAL MORTGAGE BACKED SECURITIES	323.37 k	321.02 k principal	0.29	ABS-mortgage backed security	Long	USA
CORP CMO	320.07 k	311.15 k principal	0.29	ABS-collateralized bond/debt obligation	Long	USA
CORP. NOTE	315.46 k	285.00 k principal	0.29	Debt	Long	Sweden
CURRENCY FORWARDS BANK OF AMERICA N.A.	314.23 k	1.00 contracts	0.29	DFE	N/A	USA
CORP CMO	313.75 k	237.00 k principal	0.29	ABS-collateralized bond/debt obligation	Long	USA
CORP. NOTE	312.94 k	300.00 k principal	0.28	Debt	Long	USA
CORPORATE BONDS	311.26 k	285.00 k principal	0.28	Debt	Long	USA
GNMA CMO IO	310.69 k	2.11 mm principal	0.28	ABS-mortgage backed security	Long	USA
BANK LOAN NOTE	306.09 k	306.02 k principal	0.28	Debt	Long	USA
FHLMC CMO IO	301.52 k	2.03 mm principal	0.27	ABS-mortgage backed security	Long	USA
VAR.RT. CORP. BONDS	300.90 k	285.00 k principal	0.27	Debt	Long	USA
IHS IHS Holding Limited	300.66 k	320.00 k principal	0.27	Debt	Long	Nigeria
CORP CMO	292.11 k	276.00 k principal	0.27	ABS-collateralized bond/debt obligation	Long	USA
GOVERNMENT BOND	291.83 k	280.00 k principal	0.27	Debt	Long	Serbia
GOVERNMENT BOND	290.34 k	310.00 k principal	0.26	Debt	Long	Benin
FHLMC CMO IO	287.91 k	1.45 mm principal	0.26	ABS-mortgage backed security	Long	USA
CORP. NOTE	285.79 k	249.00 k principal	0.26	Debt	Long	Netherlands
GOVERNMENT BOND	284.82 k	260.00 k principal	0.26	Debt	Long	Romania
GNMA CMO IO	284.52 k	1.98 mm principal	0.26	ABS-mortgage backed security	Long	USA
Nationstar Mortgage Holdings Inc	284.40 k	290.00 k principal	0.26	Debt	Long	USA
IT Gartner, Inc.	281.82 k	295.00 k principal	0.26	Debt	Long	USA
CORP. NOTE	281.17 k	295.00 k principal	0.26	Debt	Long	Italy
ARCC Ares Capital Corporation	281.13 k	270.00 k principal	0.26	Debt	Long	USA
PM Philip Morris International Inc.	280.17 k	270.00 k principal	0.25	Debt	Long	USA
ET+E Energy Transfer Operating, L.P.	277.84 k	270.00 k principal	0.25	Debt	Long	USA
CORP. NOTE	277.83 k	260.00 k principal	0.25	Debt	Long	USA
CORPORATE BONDS	277.72 k	295.00 k principal	0.25	Debt	Long	USA
CORP. NOTE	277.50 k	265.00 k principal	0.25	Debt	Long	Canada
CORP. NOTE	276.86 k	275.00 k principal	0.25	Debt	Long	USA
VAR.RT. CORP. BONDS	275.77 k	265.00 k principal	0.25	Debt	Long	USA
CORP. NOTE	275.32 k	255.00 k principal	0.25	Debt	Long	USA
CORP. NOTE	274.72 k	260.00 k principal	0.25	Debt	Long	USA
CORP. NOTE	274.66 k	250.00 k principal	0.25	Debt	Long	USA
T AT&T Inc.	274.45 k	275.00 k principal	0.25	Debt	Long	USA
CORPORATE BONDS	274.44 k	276.00 k principal	0.25	Debt	Long	USA
PCG PG&E Corporation	273.36 k	275.00 k principal	0.25	Debt	Long	USA
BANK LOAN NOTE	272.64 k	274.30 k principal	0.25	Debt	Long	USA
FNMA CMO IO	272.26 k	2.40 mm principal	0.25	ABS-mortgage backed security	Long	USA
ASSET BACKED SECURITY	271.51 k	344.95 k principal	0.25	ABS-mortgage backed security	Long	USA
THC Tenet Healthcare Corporation	271.23 k	260.00 k principal	0.25	Debt	Long	USA
CORPORATE BONDS	271.21 k	260.00 k principal	0.25	Debt	Long	USA
MTDR Matador Resources Company	269.75 k	265.00 k principal	0.25	Debt	Long	USA
CORP. NOTE	269.19 k	260.00 k principal	0.24	Debt	Long	USA
CORP. NOTE	268.31 k	269.00 k principal	0.24	Debt	Long	Bermuda
FHLMC CMO IO	268.21 k	1.98 mm principal	0.24	ABS-mortgage backed security	Long	USA
CORP. NOTE	267.02 k	265.00 k principal	0.24	Debt	Long	USA
AMT American Tower Corporation	265.81 k	275.00 k principal	0.24	Debt	Long	USA
FHLMC CMO IO	264.58 k	1.67 mm principal	0.24	ABS-mortgage backed security	Long	USA
CORP. NOTE	264.51 k	250.00 k principal	0.24	Debt	Long	Austria
COMMERCIAL MORTGAGE BACKED SECURITIES	264.04 k	283.00 k principal	0.24	ABS-mortgage backed security	Long	USA
BANK LOAN NOTE	262.26 k	263.02 k principal	0.24	Debt	Long	USA
COMMERCIAL MORTGAGE BACKED SECURITIES	259.93 k	264.89 k principal	0.24	ABS-mortgage backed security	Long	USA
CIVI Civitas Resources, Inc.	259.65 k	245.00 k principal	0.24	Debt	Long	USA
GOVERNMENT BOND	258.44 k	260.00 k principal	0.23	Debt	Long	Benin
CORP. NOTE	256.81 k	250.00 k principal	0.23	Debt	Long	France
ATI ATI Inc.	256.39 k	265.00 k principal	0.23	Debt	Long	USA
CORP CMO	254.15 k	250.00 k principal	0.23	ABS-collateralized bond/debt obligation	Long	USA
GNMA CMO IO	252.55 k	1.60 mm principal	0.23	ABS-mortgage backed security	Long	USA
COMMERCIAL MORTGAGE BACKED SECURITIES	251.45 k	261.00 k principal	0.23	ABS-mortgage backed security	Long	USA
GOVERNMENT BOND	251.39 k	260.00 k principal	0.23	Debt	Long	Egypt
BANK LOAN NOTE	250.48 k	253.97 k principal	0.23	Debt	Long	USA
GNMA CMO IO	249.71 k	1.76 mm principal	0.23	ABS-mortgage backed security	Long	USA
COMMERCIAL MORTGAGE BACKED SECURITIES	249.13 k	264.00 k principal	0.23	ABS-mortgage backed security	Long	USA
GOVERNMENT BOND	247.43 k	270.00 k principal	0.22	Debt	Long	Paraguay
GOVERNMENT BOND	246.31 k	230.00 k principal	0.22	Debt	Long	Serbia
BANK LOAN NOTE	244.96 k	245.11 k principal	0.22	Debt	Long	USA
CORP CMO	244.88 k	253.00 k principal	0.22	ABS-collateralized bond/debt obligation	Long	USA
COMMERCIAL MORT BACKED SEC IO	244.37 k	2.72 mm principal	0.22	ABS-mortgage backed security	Long	USA
BANK LOAN NOTE	244.02 k	237.01 k principal	0.22	Debt	Long	Cayman Islands
GNMA CMO IO	242.29 k	2.08 mm principal	0.22	ABS-mortgage backed security	Long	USA
CORP. NOTE	241.47 k	250.00 k principal	0.22	Debt	Long	USA
Mortgage Backed Swap Basket Index	235.34 k	694.00 k contracts	0.21	Credit derivative	N/A	USA
COMMERCIAL MORTGAGE BACKED SECURITIES	232.78 k	555.00 k principal	0.21	ABS-mortgage backed security	Long	USA
COMMERCIAL MORTGAGE BACKED SECURITIES	232.21 k	240.00 k principal	0.21	ABS-mortgage backed security	Long	USA
Interest Rate Swap	230.18 k	11.12 mm contracts	0.21	Interest rate derivative	N/A	USA
COMMERCIAL MORTGAGE BACKED SECURITIES	229.93 k	233.00 k principal	0.21	ABS-mortgage backed security	Long	USA
GNMA CMO IO	229.56 k	1.04 mm principal	0.21	ABS-mortgage backed security	Long	USA
COMMERCIAL MORTGAGE BACKED SECURITIES	228.97 k	234.00 k principal	0.21	ABS-mortgage backed security	Long	USA
GOVERNMENT BOND	228.64 k	200.00 k principal	0.21	Debt	Long	Turkey
PERPETUAL BONDS	228.16 k	200.00 k principal	0.21	Debt	Long	France
COMMERCIAL MORTGAGE BACKED SECURITIES	226.13 k	229.00 k principal	0.21	ABS-mortgage backed security	Long	USA
COMMERCIAL MORTGAGE BACKED SECURITIES	224.15 k	243.00 k principal	0.20	ABS-mortgage backed security	Long	USA
GNMA CMO IO	224.09 k	4.47 mm principal	0.20	ABS-mortgage backed security	Long	USA
SWAPTION	222.69 k	2.12 mm contracts	0.20	Interest rate derivative	N/A	USA
CORP. NOTE	219.47 k	213.00 k principal	0.20	Debt	Long	USA
GOVERNMENT BOND	219.29 k	235.00 k principal	0.20	Debt	Long	Indonesia
CORP. NOTE	218.44 k	210.00 k principal	0.20	Debt	Long	France
CORP. NOTE	216.76 k	200.00 k principal	0.20	Debt	Long	Czechia
CURRENCY FORWARDS GOLDMAN SACHS INTL FX	216.64 k	1.00 contracts	0.20	DFE	N/A	USA
CORP. NOTE	216.59 k	200.00 k principal	0.20	Debt	Long	Luxembourg
COMMERCIAL MORTGAGE BACKED SECURITIES	215.72 k	237.00 k principal	0.20	ABS-mortgage backed security	Long	USA
GNMA CMO IO	214.99 k	1.71 mm principal	0.20	ABS-mortgage backed security	Long	USA
FNMA CMO IO	214.20 k	1.54 mm principal	0.19	ABS-mortgage backed security	Long	USA
BANK LOAN NOTE	213.98 k	213.30 k principal	0.19	Debt	Long	USA
CORP. NOTE	213.88 k	200.00 k principal	0.19	Debt	Long	UK
CORPORATE BONDS	213.32 k	200.00 k principal	0.19	Debt	Long	Mexico
CURRENCY FORWARDS BARCLAYS BANK PLC WHOLESALE, LONDON	213.05 k	1.00 contracts	0.19	DFE	N/A	UK
COMMERCIAL MORT BACKED SEC IO	212.03 k	3.82 mm principal	0.19	ABS-mortgage backed security	Long	USA
COMMERCIAL MORTGAGE BACKED SECURITIES	211.42 k	336.00 k principal	0.19	ABS-mortgage backed security	Long	USA
GOVERNMENT BOND	207.88 k	200.00 k principal	0.19	Debt	Long	Costa Rica
CORP. NOTE	203.70 k	200.00 k principal	0.19	Debt	Long	USA
GOVERNMENT BOND	203.13 k	200.00 k principal	0.18	Debt	Long	Brazil
GOVERNMENT BOND	201.56 k	200.00 k principal	0.18	Debt	Long	Indonesia
CORP. NOTE	200.17 k	200.00 k principal	0.18	Debt	Long	Ireland
CURRENCY FORWARDS BANK OF AMERICA N.A.	199.76 k	1.00 contracts	0.18	DFE	N/A	USA
Interest Rate Swap	199.18 k	10.39 mm contracts	0.18	Interest rate derivative	N/A	USA
U.S. T BILLS	198.09 k	200.00 k principal	0.18	Debt	Long	USA
FHLMC CMO IO	197.42 k	1.52 mm principal	0.18	ABS-mortgage backed security	Long	USA
GOVERNMENT BOND	197.41 k	200.00 k principal	0.18	Debt	Long	Mongolia
CORP. NOTE	197.07 k	200.00 k principal	0.18	Debt	Long	Mexico
CORP CMO	196.45 k	221.36 k principal	0.18	ABS-collateralized bond/debt obligation	Long	USA
CORP. NOTE	195.11 k	200.00 k principal	0.18	Debt	Long	USA
BANK LOAN NOTE	193.42 k	193.88 k principal	0.18	Debt	Long	Canada
COMMERCIAL MORT BACKED SEC IO	192.92 k	3.41 mm principal	0.18	ABS-mortgage backed security	Long	USA
COMMERCIAL MORTGAGE BACKED SECURITIES	191.51 k	203.00 k principal	0.17	ABS-mortgage backed security	Long	USA
GNMA CMO IO	190.52 k	1.45 mm principal	0.17	ABS-mortgage backed security	Long	USA
ASSET BACKED SECURITY	187.62 k	202.00 k principal	0.17	ABS-mortgage backed security	Long	USA
COMMERCIAL MORTGAGE BACKED SECURITIES	187.26 k	513.00 k principal	0.17	ABS-mortgage backed security	Long	USA
COMMERCIAL MORTGAGE BACKED SECURITIES	183.65 k	192.32 k principal	0.17	ABS-mortgage backed security	Long	USA
CORP CMO	183.43 k	135.00 k principal	0.17	ABS-collateralized bond/debt obligation	Long	USA
CORP. NOTE	183.22 k	200.00 k principal	0.17	Debt	Long	USA
CORP. NOTE	183.16 k	175.00 k principal	0.17	Debt	Long	USA
CURRENCY FORWARDS JP MORGANCHASE BANK	182.20 k	1.00 contracts	0.17	DFE	N/A	USA
CORP CMO	181.05 k	152.00 k principal	0.16	ABS-collateralized bond/debt obligation	Long	USA
CORP CMO	180.58 k	282.40 k principal	0.16	ABS-collateralized bond/debt obligation	Long	USA