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Form N-MFP2 PUTNAM VARIABLE TRUST For: Apr 30

May 6, 2021 2:39 PM EDT


  
    N-MFP2
    
      
        
          0000822671
          XXXXXXXX
        
      
      
      
    
  
  
    
      2021-04-30
      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
      33
      59
      
        64348695.04
        62747011.77
        61866060.48
        63609183.22
        63228962.57
      
      
        66238718.09
        65486407.89
        64100302.96
        65843304.98
        65462998.11
      
      
        0.7768
        0.7671
        0.7576
        0.7627
        0.7616
      
      
        0.7996
        0.8005
        0.7849
        0.7894
        0.7885
      
      595.75
      81514899.52
      81501459.41
      113981.26
      119320.12
      81496716.31
      81498789.6100
      1.0000
      0.0006
      
        1.0002
        1.0002
        1.0002
        1.0001
        1.0001
      
    
    
      C000010859
      500.00
      44186149.26
      44186999.3100
      
        1.0002
        1.0002
        1.0002
        1.0001
        1.0001
      
      
        112698.72
        551475.00
      
      
        7608.49
        633995.65
      
      
        74906.63
        263775.00
      
      
        2111488.51
        156071.80
      
      
        475887.96
        668444.31
      
      
        2670358.11
        1994005.11
      
      0.0001
      Y
      Putnam Investment Management, LLC Voluntary Expense Waiver 11799.69
    
    
      C000010860
      500.00
      37310567.05
      37311790.3000
      
        1.0002
        1.0001
        1.0001
        1.0001
        1.0001
      
      
        404346.71
        71306.72
      
      
        78287.10
        177955.16
      
      
        9758.92
        105631.16
      
      
        1256.81
        89095.21
      
      
        44625.64
        167223.63
      
      
        135824.06
        595779.15
      
      0.0001
      Y
      Putnam Investment Management, LLC Voluntary Expense Waiver 17948.57
    
    
      FHLMC
      FREDDIE MAC 02.3750 01/13/2022
      3137EADB2
      US3137EADB22
      U.S. Government Agency Debt
      Y
      
        Moody's
        P-1
      
      
        S&P
        A-1+
      
      
        Fitch
        F1+
      
      2022-01-13
      2022-01-13
      2022-01-13
      N
      N
      N
      0.0006
      556859.99
      556859.99
      0.0068
      N
      N
      N
      N
      N/A
    
    
      FNMA
      FANNIE MAE 01.2500 05/06/2021
      3135G0K69
      US3135G0K699
      U.S. Government Agency Debt
      Y
      
        Moody's
        P-1
      
      
        S&P
        A-1+
      
      
        Fitch
        F1+
      
      2021-05-06
      2021-05-06
      2021-05-06
      N
      N
      N
      0.0012
      700066.35
      700066.35
      0.0086
      N
      N
      Y
      N
      N/A
    
    
      FHLB
      FEDERAL HOME LOAN BANK 01.1250 07/14/2021
      3130A8QS5
      US3130A8QS58
      U.S. Government Agency Debt
      Y
      
        Moody's
        P-1
      
      
        S&P
        A-1+
      
      
        Fitch
        F1+
      
      2021-07-14
      2021-07-14
      2021-07-14
      N
      N
      N
      0.0012
      1002236.38
      1002236.38
      0.0123
      N
      N
      N
      N
      N/A
    
    
      FHLMC
      FREDDIE MAC 01.1250 08/12/2021
      3137EAEC9
      US3137EAEC95
      U.S. Government Agency Debt
      Y
      
        Moody's
        P-1
      
      
        S&P
        A-1+
      
      
        Fitch
        F1+
      
      2021-08-12
      2021-08-12
      2021-08-12
      N
      N
      N
      0.0013
      1002960.00
      1002960.00
      0.0123
      N
      N
      N
      N
      N/A
    
    
      FNMA
      FANNIE MAE 01.2500 08/17/2021
      3135G0N82
      US3135G0N826
      U.S. Government Agency Debt
      Y
      
        Moody's
        P-1
      
      
        S&P
        A-1+
      
      
        Fitch
        F1+
      
      2021-08-17
      2021-08-17
      2021-08-17
      N
      N
      N
      0.0013
      852972.76
      852972.76
      0.0105
      N
      N
      N
      N
      N/A
    
    
      FHLB
      FEDERAL HOME LOAN BANK 01.8750 11/29/2021
      3130AABG2
      US3130AABG20
      U.S. Government Agency Debt
      Y
      
        Moody's
        P-1
      
      
        S&P
        A-1+
      
      
        Fitch
        F1+
      
      2021-11-29
      2021-11-29
      2021-11-29
      N
      N
      N
      0.0005
      1247927.47
      1247927.47
      0.0153
      N
      N
      N
      N
      N/A
    
    
      FEDERAL FARM CREDIT BANKS FUNDING CORP
      FEDERAL FARM CREDIT BANK 02.7000 08/27/2021
      3133EJYF0
      US3133EJYF02
      U.S. Government Agency Debt
      Y
      
        Moody's
        P-1
      
      
        S&P
        A-1+
      
      
        Fitch
        F1+
      
      2021-08-27
      2021-08-27
      2021-08-27
      N
      N
      N
      0.0012
      1008243.88
      1008243.88
      0.0124
      N
      N
      N
      N
      N/A
    
    
      UNITED STATES OF AMERICA
      US TREASURY FRN 00.2400 07/31/2021
      9128287G9
      US9128287G95
      U.S. Treasury Debt
      Y
      2021-05-01
      2021-07-31
      2021-07-31
      N
      N
      N
      0.0024
      1750925.79
      1750925.79
      0.0215
      N
      Y
      Y
      N
      N/A
    
    
      FEDERAL FARM CREDIT BANKS FUNDING CORP
      FEDERAL FARM CREDIT BANK 01.5500 08/16/2021
      3133EKZV1
      US3133EKZV16
      U.S. Government Agency Debt
      Y
      
        Moody's
        P-1
      
      
        S&P
        A-1+
      
      
        Fitch
        F1+
      
      2021-08-16
      2021-08-16
      2021-08-16
      N
      N
      N
      0.0013
      853521.31
      853521.31
      0.0105
      N
      N
      N
      N
      N/A
    
    
      FNMA
      FANNIE MAE 00.1100 12/03/2021
      3135G0Y72
      US3135G0Y724
      U.S. Government Agency Debt
      Y
      
        Moody's
        P-1
      
      
        S&P
        A-1+
      
      
        Fitch
        F1+
      
      2021-05-01
      2021-12-03
      2021-12-03
      N
      N
      N
      0.0011
      575160.88
      575160.88
      0.0071
      N
      N
      N
      N
      N/A
    
    
      FHLMC
      FREDDIE MAC 00.1600 03/04/2022
      3134GVFL7
      US3134GVFL73
      U.S. Government Agency Debt
      Y
      
        Moody's
        P-1
      
      
        S&P
        A-1+
      
      
        Fitch
        F1+
      
      2021-05-01
      2022-03-04
      2022-03-04
      N
      N
      N
      0.0016
      1001055.84
      1001055.84
      0.0123
      N
      N
      N
      N
      N/A
    
    
      FNMA
      FANNIE MAE 00.1800 03/09/2022
      3135G0Z55
      US3135G0Z556
      U.S. Government Agency Debt
      Y
      
        Moody's
        P-1
      
      
        S&P
        A-1+
      
      
        Fitch
        F1+
      
      2021-05-01
      2022-03-09
      2022-03-09
      N
      N
      N
      0.0018
      1001212.83
      1001212.83
      0.0123
      N
      N
      N
      N
      N/A
    
    
      FHLMC
      FREDDIE MAC 00.3300 09/30/2021
      3134GVHV3
      US3134GVHV38
      U.S. Government Agency Debt
      Y
      
        Moody's
        P-1
      
      
        S&P
        A-1+
      
      
        Fitch
        F1+
      
      2021-05-01
      2021-09-30
      2021-09-30
      N
      N
      N
      0.0033
      1001060.30
      1001060.30
      0.0123
      N
      N
      N
      N
      N/A
    
    
      FNMA
      FANNIE MAE 00.3600 04/07/2022
      3135G03B7
      US3135G03B75
      U.S. Government Agency Debt
      Y
      
        Moody's
        P-1
      
      
        S&P
        A-1+
      
      
        Fitch
        F1+
      
      2021-05-01
      2022-04-07
      2022-04-07
      N
      N
      N
      0.0036
      1003230.22
      1003230.22
      0.0123
      N
      N
      N
      N
      N/A
    
    
      FHLMC
      FREDDIE MAC 00.2700 05/05/2022
      3134GVQW1
      US3134GVQW10
      U.S. Government Agency Debt
      Y
      
        Moody's
        P-1
      
      
        S&P
        A-1+
      
      
        Fitch
        F1+
      
      2021-05-01
      2022-05-05
      2022-05-05
      N
      N
      N
      0.0027
      1002196.39
      1002196.39
      0.0123
      N
      N
      N
      N
      N/A
    
    
      UNITED STATES OF AMERICA
      TREASURY BILL 00.0000 06/17/2021
      9127963H0
      US9127963H06
      U.S. Treasury Debt
      Y
      
        Moody's
        P-1
      
      
        S&P
        A-1+
      
      
        Fitch
        F1+
      
      2021-06-17
      2021-06-17
      2021-06-17
      N
      N
      N
      0.0009
      849989.38
      849989.38
      0.0104
      N
      Y
      Y
      N
      N/A
    
    
      FHLB
      FEDERAL HOME LOAN BANK 00.1250 09/10/2021
      3130AK5A0
      US3130AK5A00
      U.S. Government Agency Debt
      Y
      
        Moody's
        P-1
      
      
        S&P
        A-1+
      
      
        Fitch
        F1+
      
      2021-09-10
      2021-09-10
      2021-09-10
      N
      N
      N
      0.0014
      850089.51
      850089.51
      0.0104
      N
      N
      N
      N
      N/A
    
    
      UNITED STATES OF AMERICA
      TREASURY BILL 00.0000 09/09/2021
      9127964L0
      US9127964L09
      U.S. Treasury Debt
      Y
      
        Moody's
        P-1
      
      
        S&P
        A-1+
      
      
        Fitch
        F1+
      
      2021-09-09
      2021-09-09
      2021-09-09
      N
      N
      N
      0.0008
      849939.08
      849939.08
      0.0104
      N
      Y
      Y
      N
      N/A
    
    
      FEDERAL FARM CREDIT BANKS FUNDING CORP
      FEDERAL FARM CREDIT BANKS FUN 313313FD5 GDC 05/04/2021
      313313FD5
      NA
      U.S. Government Agency Debt
      Y
      
        Moody's
        P-1
      
      
        S&P
        A-1+
      
      
        Fitch
        F1+
      
      2021-05-04
      2021-05-04
      2021-05-04
      N
      N
      N
      0.0013
      684000.00
      684000.00
      0.0084
      N
      N
      Y
      N
      N/A
    
    
      FHLMC
      FREDDIE MAC 00.1050 08/19/2022
      3134GW2U9
      US3134GW2U94
      U.S. Government Agency Debt
      Y
      
        Moody's
        P-1
      
      
        S&P
        A-1+
      
      
        Fitch
        F1+
      
      2021-05-01
      2022-08-19
      2022-08-19
      N
      N
      N
      0.0011
      750795.76
      750795.76
      0.0092
      N
      N
      N
      N
      N/A
    
    
      UNITED STATES OF AMERICA
      TREASURY BILL 00.0000 10/07/2021
      9127964V8
      US9127964V80
      U.S. Treasury Debt
      Y
      
        Moody's
        P-1
      
      
        S&P
        A-1+
      
      
        Fitch
        F1+
      
      2021-10-07
      2021-10-07
      2021-10-07
      N
      N
      N
      0.0008
      849925.86
      849925.86
      0.0104
      N
      Y
      Y
      N
      N/A
    
    
      FHLB
      FEDERAL HOME LOAN BANK 00.1250 10/15/2021
      3130AKCN4
      US3130AKCN44
      U.S. Government Agency Debt
      Y
      
        Moody's
        P-1
      
      
        S&P
        A-1+
      
      
        Fitch
        F1+
      
      2021-10-15
      2021-10-15
      2021-10-15
      N
      N
      N
      0.0013
      640213.02
      640213.02
      0.0079
      N
      N
      N
      N
      N/A
    
    
      FEDERAL FARM CREDIT BANKS FUNDING CORP
      FEDERAL FARM CREDIT BANKS FUN 313313MG0 GDC 09/28/2021
      313313MG0
      NA
      U.S. Government Agency Debt
      Y
      
        Moody's
        P-1
      
      
        S&P
        A-1+
      
      
        Fitch
        F1+
      
      2021-09-28
      2021-09-28
      2021-09-28
      N
      N
      N
      0.0011
      849930.11
      849930.11
      0.0104
      N
      N
      N
      N
      N/A
    
    
      UNITED STATES OF AMERICA
      TREASURY BILL 00.0000 11/04/2021
      9127964W6
      US9127964W63
      U.S. Treasury Debt
      Y
      
        Moody's
        P-1
      
      
        S&P
        A-1+
      
      
        Fitch
        F1+
      
      2021-11-04
      2021-11-04
      2021-11-04
      N
      N
      N
      0.0010
      849856.29
      849856.29
      0.0104
      N
      Y
      Y
      N
      N/A
    
    
      UNITED STATES OF AMERICA
      TREASURY BILL 00.0000 12/02/2021
      9127965G0
      US9127965G05
      U.S. Treasury Debt
      Y
      
        Moody's
        P-1
      
      
        S&P
        A-1+
      
      
        Fitch
        F1+
      
      2021-12-02
      2021-12-02
      2021-12-02
      N
      N
      N
      0.0011
      849849.13
      849849.13
      0.0104
      N
      Y
      Y
      N
      N/A
    
    
      FANNIE MAE DISCOUNT NOTES
      FANNIE MAE DISCOUNT NOTES 313589GJ6 GDC 06/02/2021
      313589GJ6
      NA
      U.S. Government Agency Debt
      Y
      
        Moody's
        P-1
      
      
        S&P
        A-1+
      
      
        Fitch
        F1+
      
      2021-06-02
      2021-06-02
      2021-06-02
      N
      N
      N
      0.0009
      850000.00
      850000.00
      0.0104
      N
      N
      Y
      N
      N/A
    
    
      UNITED STATES OF AMERICA
      TREASURY BILL 00.0000 06/10/2021
      912796B24
      US912796B245
      U.S. Treasury Debt
      Y
      
        Moody's
        P-1
      
      
        S&P
        A-1+
      
      
        Fitch
        F1+
      
      2021-06-10
      2021-06-10
      2021-06-10
      N
      N
      N
      0.0005
      849991.02
      849991.02
      0.0104
      N
      Y
      Y
      N
      N/A
    
    
      UNITED STATES OF AMERICA
      TREASURY BILL 00.0000 07/08/2021
      912796B57
      US912796B575
      U.S. Treasury Debt
      Y
      
        Moody's
        P-1
      
      
        S&P
        A-1+
      
      
        Fitch
        F1+
      
      2021-07-08
      2021-07-08
      2021-07-08
      N
      N
      N
      0.0009
      849976.63
      849976.63
      0.0104
      N
      Y
      Y
      N
      N/A
    
    
      UNITED STATES OF AMERICA
      TREASURY BILL 00.0000 07/22/2021
      912796C49
      US912796C490
      U.S. Treasury Debt
      Y
      
        Moody's
        P-1
      
      
        S&P
        A-1+
      
      
        Fitch
        F1+
      
      2021-07-22
      2021-07-22
      2021-07-22
      N
      N
      N
      0.0009
      849971.67
      849971.67
      0.0104
      N
      Y
      Y
      N
      N/A
    
    
      FHLB
      FHLB 313385HX7 GDC 07/09/2021
      313385HX7
      NA
      U.S. Government Agency Debt
      Y
      
        Moody's
        P-1
      
      
        S&P
        A-1+
      
      
        Fitch
        F1+
      
      2021-07-09
      2021-07-09
      2021-07-09
      N
      N
      N
      0.0009
      849984.18
      849984.18
      0.0104
      N
      N
      N
      N
      N/A
    
    
      UNITED STATES OF AMERICA
      TREASURY BILL 00.0000 12/30/2021
      912796A90
      US912796A908
      U.S. Treasury Debt
      Y
      
        Moody's
        P-1
      
      
        S&P
        A-1+
      
      
        Fitch
        F1+
      
      2021-12-30
      2021-12-30
      2021-12-30
      N
      N
      N
      0.0006
      849815.07
      849815.07
      0.0104
      N
      Y
      Y
      N
      N/A
    
    
      UNITED STATES OF AMERICA
      TREASURY BILL 00.0000 08/05/2021
      912796C64
      US912796C649
      U.S. Treasury Debt
      Y
      
        Moody's
        P-1
      
      
        S&P
        A-1+
      
      
        Fitch
        F1+
      
      2021-08-05
      2021-08-05
      2021-08-05
      N
      N
      N
      0.0005
      849955.83
      849955.83
      0.0104
      N
      Y
      Y
      N
      N/A
    
    
      UNITED STATES OF AMERICA
      CASH MGMT BILL 00.0000 07/13/2021
      912796H93
      US912796H937
      U.S. Treasury Debt
      Y
      
        Moody's
        P-1
      
      
        S&P
        A-1+
      
      
        Fitch
        F1+
      
      2021-07-13
      2021-07-13
      2021-07-13
      N
      N
      N
      0.0005
      849986.59
      849986.59
      0.0104
      N
      Y
      Y
      N
      N/A
    
    
      CITIGROUP GLOBAL MARKETS INC.
      REPO TRIPA MORTG 0.01 05/03/2021
      TRIPARTY2
      U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
      Y
      
        N
        
          FMAC
          
            2050-12-01
          
          3.0000%
          248096.45
          247183.61
          Agency Mortgage-Backed Securities
        
        
          FMAC
          
            2051-02-01
          
          1.5000%
          85210.77
          82531.19
          Agency Mortgage-Backed Securities
        
        
          FMAC
          
            2050-12-01
          
          2.5000%
          13896.12
          13873.16
          Agency Mortgage-Backed Securities
        
        
          FMAC
          
            2051-01-01
          
          1.5000%
          13501.71
          13013.00
          Agency Mortgage-Backed Securities
        
        
          FMAC
          
            2050-11-01
          
          2.5000%
          1111.39
          1100.29
          Agency Mortgage-Backed Securities
        
        
          FMAC
          
            2050-12-01
          
          3.0000%
          14972.56
          15613.61
          Agency Mortgage-Backed Securities
        
        
          FMAC
          
            2050-12-01
          
          3.0000%
          7689.65
          5092.83
          Agency Mortgage-Backed Securities
        
        
          FMAC
          
            2050-12-01
          
          3.0000%
          43986.25
          47088.44
          Agency Mortgage-Backed Securities
        
        
          FMAC
          
            2050-12-01
          
          3.0000%
          381449.67
          394521.83
          Agency Mortgage-Backed Securities
        
        
          FMAC
          
            2050-12-01
          
          2.5000%
          168489.85
          167966.54
          Agency Mortgage-Backed Securities
        
        
          FMAC
          
            2050-12-01
          
          3.5000%
          46691.06
          50509.59
          Agency Mortgage-Backed Securities
        
        
          FMAC
          
            2051-01-01
          
          2.0000%
          146700.51
          146152.95
          Agency Mortgage-Backed Securities
        
        
          FMAC
          
            2050-12-01
          
          2.5000%
          13279.72
          13715.53
          Agency Mortgage-Backed Securities
        
        
          FMAC
          
            2050-12-01
          
          2.0000%
          49011.00
          49077.45
          Agency Mortgage-Backed Securities
        
        
          FMAC
          
            2051-01-01
          
          3.5000%
          39338.91
          36593.85
          Agency Mortgage-Backed Securities
        
        
          FMAC
          
            2051-01-01
          
          2.5000%
          21686.26
          22419.38
          Agency Mortgage-Backed Securities
        
        
          FMAC
          
            2050-12-01
          
          2.5000%
          11268.76
          11666.24
          Agency Mortgage-Backed Securities
        
        
          FMAC
          
            2051-01-01
          
          3.5000%
          34115.03
          36911.52
          Agency Mortgage-Backed Securities
        
        
          FMAC
          
            2051-01-01
          
          4.0000%
          12526.50
          13455.86
          Agency Mortgage-Backed Securities
        
        
          FMAC
          
            2051-01-01
          
          2.0000%
          235219.59
          236717.78
          Agency Mortgage-Backed Securities
        
        
          FMAC
          
            2051-02-01
          
          2.5000%
          20192.16
          21188.93
          Agency Mortgage-Backed Securities
        
        
          FMAC
          
            2051-01-01
          
          2.5000%
          100109.68
          105723.96
          Agency Mortgage-Backed Securities
        
        
          FMAC
          
            2051-01-01
          
          3.5000%
          26191.30
          28680.74
          Agency Mortgage-Backed Securities
        
        
          FMAC
          
            2051-01-01
          
          4.5000%
          39360.70
          44170.13
          Agency Mortgage-Backed Securities
        
        
          FMAC
          
            2051-02-01
          
          3.0000%
          410904.20
          437798.51
          Agency Mortgage-Backed Securities
        
        
          FMAC
          
            2051-01-01
          
          3.0000%
          10446.33
          10922.85
          Agency Mortgage-Backed Securities
        
        
          FMAC
          
            2051-01-01
          
          2.5000%
          23299.49
          23944.83
          Agency Mortgage-Backed Securities
        
        
          FMAC
          
            2050-12-01
          
          1.5000%
          17258.88
          16677.19
          Agency Mortgage-Backed Securities
        
        
          FMAC
          
            2051-01-01
          
          2.0000%
          388324.87
          386838.61
          Agency Mortgage-Backed Securities
        
        
          FNMA
          
            2051-01-01
          
          4.5000%
          14022.84
          8003.49
          Agency Mortgage-Backed Securities
        
        
          FNMA
          
            2051-01-01
          
          2.0000%
          129558.47
          130988.94
          Agency Mortgage-Backed Securities
        
        
          FNMA
          
            2050-12-01
          
          2.3400%
          43147.21
          41909.92
          Agency Mortgage-Backed Securities
        
        
          FNMA
          
            2050-12-01
          
          2.5000%
          112177.82
          112924.35
          Agency Mortgage-Backed Securities
        
        
          FNMA
          
            2051-01-01
          
          4.0000%
          50330.53
          54203.45
          Agency Mortgage-Backed Securities
        
        
          FNMA
          
            2050-12-01
          
          4.5000%
          50519.21
          46093.34
          Agency Mortgage-Backed Securities
        
        
          FNMA
          
            2051-01-01
          
          4.0000%
          57363.18
          62272.58
          Agency Mortgage-Backed Securities
        
        
          FNMA
          
            2050-12-01
          
          3.0000%
          52267.19
          42773.42
          Agency Mortgage-Backed Securities
        
        
          FNMA
          
            2051-01-01
          
          4.5000%
          92373.81
          100510.82
          Agency Mortgage-Backed Securities
        
        
          FNMA
          
            2050-12-01
          
          2.5000%
          24907.72
          25760.84
          Agency Mortgage-Backed Securities
        
        
          FNMA
          
            2050-12-01
          
          2.5000%
          4314.72
          4412.45
          Agency Mortgage-Backed Securities
        
        
          FNMA
          
            2050-12-01
          
          3.5000%
          104182.17
          96109.72
          Agency Mortgage-Backed Securities
        
        
          FNMA
          
            2050-12-01
          
          2.0000%
          116322.41
          117743.99
          Agency Mortgage-Backed Securities
        
        
          FNMA
          
            2050-12-01
          
          3.0000%
          128371.53
          138279.54
          Agency Mortgage-Backed Securities
        
        
          FNMA
          
            2050-12-01
          
          2.5000%
          51847.84
          54530.99
          Agency Mortgage-Backed Securities
        
        
          FNMA
          
            2050-12-01
          
          2.5000%
          153637.41
          161396.81
          Agency Mortgage-Backed Securities
        
        
          FNMA
          
            2050-12-01
          
          3.0000%
          121659.29
          132153.60
          Agency Mortgage-Backed Securities
        
        
          FNMA
          
            2050-12-01
          
          3.0000%
          117947.98
          127282.98
          Agency Mortgage-Backed Securities
        
        
          FNMA
          
            2050-12-01
          
          2.5000%
          204613.73
          214666.30
          Agency Mortgage-Backed Securities
        
        
          FNMA
          
            2050-12-01
          
          2.5000%
          50655.04
          52724.03
          Agency Mortgage-Backed Securities
        
        
          FNMA
          
            2050-12-01
          
          2.5000%
          88739.44
          93322.77
          Agency Mortgage-Backed Securities
        
        
          FNMA
          
            2050-12-01
          
          2.0000%
          48842.47
          49432.67
          Agency Mortgage-Backed Securities
        
        
          FNMA
          
            2051-01-01
          
          4.0000%
          51019.42
          51029.30
          Agency Mortgage-Backed Securities
        
        
          FNMA
          
            2050-12-01
          
          3.0000%
          44447.71
          47013.69
          Agency Mortgage-Backed Securities
        
        
          FNMA
          
            2051-01-01
          
          4.0000%
          70438.42
          77166.11
          Agency Mortgage-Backed Securities
        
        
          FNMA
          
            2050-12-01
          
          3.0000%
          49398.76
          52559.30
          Agency Mortgage-Backed Securities
        
        
          FNMA
          
            2050-12-01
          
          3.0000%
          82918.58
          88043.24
          Agency Mortgage-Backed Securities
        
        
          FNMA
          
            2050-12-01
          
          3.0000%
          110917.88
          117097.23
          Agency Mortgage-Backed Securities
        
        
          FNMA
          
            2050-12-01
          
          3.0000%
          68117.75
          72785.30
          Agency Mortgage-Backed Securities
        
        
          FNMA
          
            2050-12-01
          
          3.5000%
          67315.64
          71589.11
          Agency Mortgage-Backed Securities
        
        
          FNMA
          
            2050-12-01
          
          4.5000%
          82329.19
          90634.62
          Agency Mortgage-Backed Securities
        
        
          FNMA
          
            2050-12-01
          
          5.0000%
          100007.29
          36645.15
          Agency Mortgage-Backed Securities
        
        
          FNMA
          
            2050-12-01
          
          3.5000%
          50395.94
          53498.57
          Agency Mortgage-Backed Securities
        
        
          FNMA
          
            2051-01-01
          
          3.5000%
          51733.85
          55660.56
          Agency Mortgage-Backed Securities
        
        
          FNMA
          
            2050-12-01
          
          2.5000%
          154426.53
          161461.21
          Agency Mortgage-Backed Securities
        
        
          FNMA
          
            2051-01-01
          
          2.5000%
          223908.16
          234246.36
          Agency Mortgage-Backed Securities
        
        
          FNMA
          
            2050-12-01
          
          2.5000%
          121116.28
          126199.25
          Agency Mortgage-Backed Securities
        
        
          FNMA
          
            2050-12-01
          
          2.5000%
          44811.22
          46697.57
          Agency Mortgage-Backed Securities
        
        
          FNMA
          
            2050-12-01
          
          3.5000%
          152934.50
          164890.40
          Agency Mortgage-Backed Securities
        
        
          FNMA
          
            2051-01-01
          
          5.0000%
          60103.07
          66853.49
          Agency Mortgage-Backed Securities
        
        
          FNMA
          
            2051-01-01
          
          2.5000%
          48220.76
          50635.71
          Agency Mortgage-Backed Securities
        
        
          FNMA
          
            2051-01-01
          
          3.5000%
          43349.05
          48036.82
          Agency Mortgage-Backed Securities
        
        
          FNMA
          
            2051-01-01
          
          2.5000%
          83141.82
          87713.86
          Agency Mortgage-Backed Securities
        
        
          FNMA
          
            2051-01-01
          
          2.0000%
          115369.64
          117232.46
          Agency Mortgage-Backed Securities
        
        
          FNMA
          
            2051-01-01
          
          3.5000%
          51265.79
          56054.60
          Agency Mortgage-Backed Securities
        
        
          FNMA
          
            2051-01-01
          
          4.0000%
          46286.90
          51902.08
          Agency Mortgage-Backed Securities
        
        
          FNMA
          
            2051-01-01
          
          2.0000%
          4314.72
          4227.23
          Agency Mortgage-Backed Securities
        
        
          FNMA
          
            2051-01-01
          
          4.5000%
          79429.91
          87159.27
          Agency Mortgage-Backed Securities
        
        
          FNMA
          
            2050-12-01
          
          4.5000%
          102154.94
          85197.24
          Agency Mortgage-Backed Securities
        
        
          FNMA
          
            2051-01-01
          
          2.0000%
          40558.38
          40349.06
          Agency Mortgage-Backed Securities
        
        
          FNMA
          
            2050-12-01
          
          2.5000%
          88908.40
          92652.94
          Agency Mortgage-Backed Securities
        
        
          FNMA
          
            2051-01-01
          
          2.5000%
          432929.90
          448726.28
          Agency Mortgage-Backed Securities
        
        
          FNMA
          
            2051-02-01
          
          2.0000%
          401237.62
          403176.25
          Agency Mortgage-Backed Securities
        
        
          FNMA
          
            2051-01-01
          
          3.5000%
          71014.91
          76388.99
          Agency Mortgage-Backed Securities
        
        
          FNMA
          
            2051-01-01
          
          3.0000%
          47457.40
          49649.81
          Agency Mortgage-Backed Securities
        
        
          FNMA
          
            2051-01-01
          
          3.5000%
          48411.56
          42414.50
          Agency Mortgage-Backed Securities
        
        
          FNMA
          
            2051-01-01
          
          4.0000%
          58059.88
          62772.77
          Agency Mortgage-Backed Securities
        
        
          FNMA
          
            2051-01-01
          
          4.5000%
          44678.93
          49279.53
          Agency Mortgage-Backed Securities
        
        
          FNMA
          
            2051-01-01
          
          3.5000%
          49125.77
          45987.50
          Agency Mortgage-Backed Securities
        
        
          FNMA
          
            2051-02-01
          
          4.5000%
          65885.57
          72528.70
          Agency Mortgage-Backed Securities
        
        
          FNMA
          
            2051-01-01
          
          4.0000%
          44188.31
          47689.35
          Agency Mortgage-Backed Securities
        
        
          FNMA
          
            2051-01-01
          
          3.0000%
          129149.43
          138474.40
          Agency Mortgage-Backed Securities
        
        
          FNMA
          
            2051-01-01
          
          3.0000%
          46518.90
          50258.78
          Agency Mortgage-Backed Securities
        
        
          FNMA
          
            2051-01-01
          
          2.5000%
          49884.34
          52627.88
          Agency Mortgage-Backed Securities
        
        
          FNMA
          
            2051-02-01
          
          2.0000%
          52449.31
          53073.63
          Agency Mortgage-Backed Securities
        
        
          FNMA
          
            2051-02-01
          
          2.0000%
          49176.17
          49763.43
          Agency Mortgage-Backed Securities
        
        
          FNMA
          
            2051-02-01
          
          3.0000%
          92039.38
          98798.18
          Agency Mortgage-Backed Securities
        
        
          FNMA
          
            2051-02-01
          
          3.5000%
          180992.96
          195084.13
          Agency Mortgage-Backed Securities
        
        
          FNMA
          
            2051-02-01
          
          4.0000%
          45925.37
          49632.93
          Agency Mortgage-Backed Securities
        
        
          FNMA
          
            2051-02-01
          
          3.5000%
          126982.28
          139520.88
          Agency Mortgage-Backed Securities
        
        
          FNMA
          
            2051-02-01
          
          3.0000%
          61920.82
          66505.52
          Agency Mortgage-Backed Securities
        
        
          FNMA
          
            2051-02-01
          
          2.0000%
          57077.76
          57754.71
          Agency Mortgage-Backed Securities
        
        
          FNMA
          
            2051-01-01
          
          2.5000%
          276327.15
          291042.98
          Agency Mortgage-Backed Securities
        
        
          FNMA
          
            2051-01-01
          
          2.3000%
          112182.74
          108631.07
          Agency Mortgage-Backed Securities
        
        
          FNMA
          
            2051-01-01
          
          2.2800%
          144498.71
          140222.26
          Agency Mortgage-Backed Securities
        
        
          FNMA
          
            2051-03-01
          
          2.3900%
          138071.07
          134825.74
          Agency Mortgage-Backed Securities
        
        
          FNMA
          
            2050-12-01
          
          4.5000%
          606902.68
          664448.62
          Agency Mortgage-Backed Securities
        
        
          FNMA
          
            2051-01-01
          
          3.5000%
          814200.42
          867992.15
          Agency Mortgage-Backed Securities
        
        
          FNMA
          
            2050-12-01
          
          4.5000%
          41118.99
          45264.54
          Agency Mortgage-Backed Securities
        
        
          FNMA
          
            2050-12-01
          
          4.0000%
          191780.62
          166978.76
          Agency Mortgage-Backed Securities
        
        
          FNMA
          
            2051-02-01
          
          2.5000%
          662496.26
          686433.69
          Agency Mortgage-Backed Securities
        
        
          FNMA
          
            2050-12-01
          
          2.0000%
          872623.20
          874596.61
          Agency Mortgage-Backed Securities
        
        
          FNMA
          
            2051-01-01
          
          2.0000%
          7809.64
          7795.30
          Agency Mortgage-Backed Securities
        
        
          FNMA
          
            2050-12-01
          
          4.0000%
          1171039.78
          1172691.93
          Agency Mortgage-Backed Securities
        
        
          FNMA
          
            2051-01-01
          
          2.5000%
          12944.16
          13326.02
          Agency Mortgage-Backed Securities
        
        
          FNMA
          
            2050-12-01
          
          4.0000%
          510238.13
          540341.83
          Agency Mortgage-Backed Securities
        
        
          FNMA
          
            2051-02-01
          
          2.5000%
          4314.72
          4468.95
          Agency Mortgage-Backed Securities
        
        
          FNMA
          
            2051-01-01
          
          1.5000%
          43362.94
          42168.40
          Agency Mortgage-Backed Securities
        
        
          FNMA
          
            2050-12-01
          
          4.0000%
          370364.93
          401619.37
          Agency Mortgage-Backed Securities
        
        
          FNMA
          
            2051-02-01
          
          4.0000%
          174223.38
          172224.06
          Agency Mortgage-Backed Securities
        
        
          FNMA
          
            2050-11-01
          
          1.5000%
          35943.18
          34232.23
          Agency Mortgage-Backed Securities
        
        
          FNMA
          
            2051-01-01
          
          3.0000%
          273984.77
          278662.93
          Agency Mortgage-Backed Securities
        
        
          FNMA
          
            2050-12-01
          
          2.5000%
          4746.19
          4737.68
          Agency Mortgage-Backed Securities
        
        
          FNMA
          
            2050-12-01
          
          4.5000%
          14879.01
          12279.76
          Agency Mortgage-Backed Securities
        
        
          FNMA
          
            2051-02-01
          
          2.0000%
          1395812.18
          1393598.91
          Agency Mortgage-Backed Securities
        
        
          U.S. TREASURY
          
            2048-02-15
          
          1.0000%
          108743.91
          147434.23
          U.S. Treasuries (including strips)
        
      
      Y
      2021-05-03
      2021-05-03
      2021-05-03
      N
      N
      N
      0.0001
      17000000.00
      17000000.00
      0.2086
      N
      Y
      Y
      N
      N/A
    
    
      BofA Securities, Inc.
      REPO TRIPA MORTG 0.01 05/03/2021
      TRIPARTY2
      U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
      Y
      
        N
        
          FNMA
          
            2051-04-01
          
          2.0000%
          6345824.70
          6422736.80
          Agency Mortgage-Backed Securities
        
        
          FNMA
          
            2050-08-01
          
          3.0000%
          7673376.72
          6196606.33
          Agency Mortgage-Backed Securities
        
        
          FNMA
          
            2051-04-01
          
          2.0000%
          5816454.89
          5874276.91
          Agency Mortgage-Backed Securities
        
      
      Y
      2021-05-03
      2021-05-03
      2021-05-03
      N
      N
      N
      0.0001
      18131000.00
      18131000.00
      0.2225
      N
      Y
      Y
      N
      N/A
    
    
      GOLDMAN SACHS & CO LLC
      REPO TRIPA MORTG 0.01 05/03/2021
      TRIPARTY2
      U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
      Y
      
        N
        
          U.S. TREASURY
          
            2021-05-15
          
          8.1250%
          16663400.00
          17340072.13
          U.S. Treasuries (including strips)
        
      
      Y
      2021-05-03
      2021-05-03
      2021-05-03
      N
      N
      N
      0.0001
      17000000.00
      17000000.00
      0.2086
      N
      Y
      Y
      N
      N/A
    
    
      Putnam Variable Trust
      2021-05-06
      /s/ Janet C. Smith
      Janet C. Smith
      Principal Accounting Officer
    
  





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