Putnam VT Mortgage Securities Fund

Fund Profile

Fund profile

Fund manager

Putnam Variable Trust

Total assets

$109.97 mm

Liabilities

$78.48 mm

Net assets

$31.50 mm

Number of holdings

402.00

Top 200 of 402 Holdings

As of Sep 2024

Security	$Holding	Balance	% of Fund	Category	Position	Country
GOVERNMENT FUTURES	14.16 mm	68.00 contracts	44.96	Interest rate derivative	N/A	USA
GOVERNMENT FUTURES	12.18 mm	103.00 contracts	38.68	Interest rate derivative	N/A	USA
FNMA TBA	10.99 mm	11.00 mm principal	34.90	ABS-mortgage backed security	Long	USA
FNMA TBA	9.11 mm	9.00 mm principal	28.91	ABS-mortgage backed security	Long	USA
GNMA TBA	8.01 mm	8.00 mm principal	25.44	ABS-mortgage backed security	Long	USA
FNMA TBA	8.00 mm	8.00 mm principal	25.39	ABS-mortgage backed security	Short	USA
FNMA TBA	7.16 mm	7.00 mm principal	22.72	ABS-mortgage backed security	Long	USA
FNMA TBA	5.18 mm	6.00 mm principal	16.44	ABS-mortgage backed security	Long	USA
FNMA TBA	4.96 mm	6.00 mm principal	15.75	ABS-mortgage backed security	Long	USA
SHORT TERM INV FUND	4.30 mm	4.30 mm shares	13.67	Short-term investment vehicle	Long	USA
FNMA TBA	3.04 mm	3.00 mm principal	9.64	ABS-mortgage backed security	Short	USA
FNMA TBA	2.79 mm	3.00 mm principal	8.87	ABS-mortgage backed security	Long	USA
FNMA TBA	1.97 mm	2.00 mm principal	6.24	ABS-mortgage backed security	Long	USA
FNMA TBA	1.92 mm	2.00 mm principal	6.10	ABS-mortgage backed security	Long	USA
FNMA TBA	1.80 mm	2.00 mm principal	5.70	ABS-mortgage backed security	Long	USA
GNMA TBA	1.76 mm	2.00 mm principal	5.60	ABS-mortgage backed security	Long	USA
GNMA TBA	1.70 mm	2.00 mm principal	5.38	ABS-mortgage backed security	Long	USA
FNMA TBA	1.03 mm	1.00 mm principal	3.27	ABS-mortgage backed security	Short	USA
GNMA TBA	1.01 mm	1.00 mm principal	3.21	ABS-mortgage backed security	Long	USA
GNMA TBA	987.52 k	1.00 mm principal	3.14	ABS-mortgage backed security	Long	USA
GNMA TBA	966.92 k	1.00 mm principal	3.07	ABS-mortgage backed security	Long	USA
GNMA TBA	939.60 k	1.00 mm principal	2.98	ABS-mortgage backed security	Long	USA
FNMA TBA	937.58 k	1.00 mm principal	2.98	ABS-mortgage backed security	Long	USA
FNMA TBA	915.07 k	1.00 mm principal	2.91	ABS-mortgage backed security	Long	USA
GNMA TBA	912.03 k	1.00 mm principal	2.90	ABS-mortgage backed security	Long	USA
FNMA TBA	892.72 k	1.00 mm principal	2.83	ABS-mortgage backed security	Long	USA
U.S. T BILLS	598.19 k	600.00 k principal	1.90	Debt	Long	USA
CORP CMO	527.01 k	413.00 k principal	1.67	ABS-collateralized bond/debt obligation	Long	USA
CORP CMO	503.54 k	431.00 k principal	1.60	ABS-collateralized bond/debt obligation	Long	USA
Interest Rate Swap	470.64 k	45.21 mm contracts	1.49	Interest rate derivative	N/A	USA
GNMA CMO IO	337.33 k	4.68 mm principal	1.07	ABS-mortgage backed security	Long	USA
ASSET BACKED SECURITY	303.25 k	313.98 k principal	0.96	ABS-mortgage backed security	Long	USA
CORP CMO	299.94 k	292.00 k principal	0.95	ABS-collateralized bond/debt obligation	Long	USA
CORP CMO	278.79 k	222.00 k principal	0.89	ABS-collateralized bond/debt obligation	Long	USA
CORP CMO	278.64 k	348.82 k principal	0.88	ABS-collateralized bond/debt obligation	Long	USA
GNMA CMO IO	256.37 k	1.42 mm principal	0.81	ABS-mortgage backed security	Long	USA
CORP CMO	254.79 k	246.16 k principal	0.81	ABS-collateralized bond/debt obligation	Long	USA
COMMERCIAL MORTGAGE BACKED SECURITIES	253.55 k	251.71 k principal	0.80	ABS-mortgage backed security	Long	USA
GNMA CMO IO	248.93 k	1.97 mm principal	0.79	ABS-mortgage backed security	Long	USA
GNMA CMO IO	247.12 k	4.39 mm principal	0.78	ABS-mortgage backed security	Long	USA
CORP CMO	246.84 k	244.03 k principal	0.78	ABS-collateralized bond/debt obligation	Long	USA
CORP CMO	238.48 k	200.00 k principal	0.76	ABS-collateralized bond/debt obligation	Long	USA
GNMA CMO IO	237.79 k	3.94 mm principal	0.75	ABS-mortgage backed security	Long	USA
CORP CMO	235.66 k	231.22 k principal	0.75	ABS-collateralized bond/debt obligation	Long	USA
CORP CMO	234.11 k	205.00 k principal	0.74	ABS-collateralized bond/debt obligation	Long	USA
FHLMC CMO IO	231.39 k	1.05 mm principal	0.73	ABS-mortgage backed security	Long	USA
GNMA CMO IO	225.06 k	3.18 mm principal	0.71	ABS-mortgage backed security	Long	USA
GNMA CMO IO	223.76 k	1.89 mm principal	0.71	ABS-mortgage backed security	Long	USA
CORP CMO	223.72 k	196.08 k principal	0.71	ABS-collateralized bond/debt obligation	Long	USA
GNMA CMO IO	222.08 k	1.15 mm principal	0.71	ABS-mortgage backed security	Long	USA
CORP CMO	218.90 k	212.80 k principal	0.69	ABS-collateralized bond/debt obligation	Long	USA
FNMA CMO IO	214.25 k	2.63 mm principal	0.68	ABS-mortgage backed security	Long	USA
GNMA CMO IO	214.03 k	1.10 mm principal	0.68	ABS-mortgage backed security	Long	USA
GNMA CMO IO	213.08 k	3.22 mm principal	0.68	ABS-mortgage backed security	Long	USA
GNMA CMO IO	211.61 k	1.31 mm principal	0.67	ABS-mortgage backed security	Long	USA
CORP CMO	209.54 k	366.13 k principal	0.67	ABS-collateralized bond/debt obligation	Long	USA
GNMA CMO IO	206.17 k	1.43 mm principal	0.65	ABS-mortgage backed security	Long	USA
GNMA CMO IO	204.05 k	3.86 mm principal	0.65	ABS-mortgage backed security	Long	USA
GNMA CMO IO	201.86 k	184.62 k principal	0.64	ABS-mortgage backed security	Long	USA
FNMA CMO IO	196.70 k	1.05 mm principal	0.62	ABS-mortgage backed security	Long	USA
CORP CMO	196.37 k	196.00 k principal	0.62	ABS-collateralized bond/debt obligation	Long	USA
GNMA CMO IO	194.72 k	4.20 mm principal	0.62	ABS-mortgage backed security	Long	USA
FNMA CMO IO	192.83 k	1.01 mm principal	0.61	ABS-mortgage backed security	Long	USA
GNMA CMO IO	191.71 k	1.28 mm principal	0.61	ABS-mortgage backed security	Long	USA
GNMA CMO IO	190.77 k	1.14 mm principal	0.61	ABS-mortgage backed security	Long	USA
FHLMC CMO IO	190.07 k	997.46 k principal	0.60	ABS-mortgage backed security	Long	USA
CORP CMO	177.75 k	173.55 k principal	0.56	ABS-collateralized bond/debt obligation	Long	USA
CORP CMO	177.72 k	154.40 k principal	0.56	ABS-collateralized bond/debt obligation	Long	USA
ASSET BACKED SECURITY	177.09 k	184.35 k principal	0.56	ABS-mortgage backed security	Long	USA
GNMA CMO IO	174.84 k	1.16 mm principal	0.56	ABS-mortgage backed security	Long	USA
CORP CMO	172.82 k	170.00 k principal	0.55	ABS-collateralized bond/debt obligation	Long	USA
GNMA CMO IO	171.45 k	2.60 mm principal	0.54	ABS-mortgage backed security	Long	USA
GNMA CMO IO	163.16 k	2.41 mm principal	0.52	ABS-mortgage backed security	Long	USA
SHORT TERM INV FUND	158.00 k	158.00 k shares	0.50	Short-term investment vehicle	Long	USA
COMMERCIAL MORTGAGE BACKED SECURITIES	152.73 k	170.00 k principal	0.48	ABS-mortgage backed security	Long	USA
COMMERCIAL MORTGAGE BACKED SECURITIES	150.50 k	148.00 k principal	0.48	ABS-mortgage backed security	Long	USA
CORP CMO	141.33 k	138.99 k principal	0.45	ABS-collateralized bond/debt obligation	Long	USA
COMMERCIAL MORTGAGE BACKED SECURITIES	140.03 k	156.00 k principal	0.44	ABS-mortgage backed security	Long	USA
CORP CMO	139.61 k	139.51 k principal	0.44	ABS-collateralized bond/debt obligation	Long	USA
GNMA CMO IO	138.89 k	3.43 mm principal	0.44	ABS-mortgage backed security	Long	USA
GNMA CMO IO	138.58 k	612.93 k principal	0.44	ABS-mortgage backed security	Long	USA
GNMA CMO IO	136.18 k	1.03 mm principal	0.43	ABS-mortgage backed security	Long	USA
COMMERCIAL MORTGAGE BACKED SECURITIES	135.79 k	148.00 k principal	0.43	ABS-mortgage backed security	Long	USA
CORP CMO	135.79 k	114.00 k principal	0.43	ABS-collateralized bond/debt obligation	Long	USA
CORP CMO	135.19 k	138.00 k principal	0.43	ABS-collateralized bond/debt obligation	Long	USA
CORP CMO	134.26 k	134.00 k principal	0.43	ABS-collateralized bond/debt obligation	Long	USA
Interest Rate Swap	131.92 k	6.37 mm contracts	0.42	Interest rate derivative	N/A	USA
GNMA CMO IO	130.48 k	963.54 k principal	0.41	ABS-mortgage backed security	Long	USA
CORP CMO	128.54 k	125.69 k principal	0.41	ABS-collateralized bond/debt obligation	Long	USA
FNMA CMO IO	127.83 k	767.72 k principal	0.41	ABS-mortgage backed security	Long	USA
FHLMC CMO IO	127.78 k	649.42 k principal	0.41	ABS-mortgage backed security	Long	USA
ASSET BACKED SECURITY	127.70 k	131.29 k principal	0.41	ABS-mortgage backed security	Long	USA
CORP CMO	127.24 k	125.55 k principal	0.40	ABS-collateralized bond/debt obligation	Long	USA
GNMA CMO IO	126.46 k	798.94 k principal	0.40	ABS-mortgage backed security	Long	USA
COMMERCIAL MORTGAGE BACKED SECURITIES	124.70 k	137.00 k principal	0.40	ABS-mortgage backed security	Long	USA
GNMA CMO IO	122.86 k	3.55 mm principal	0.39	ABS-mortgage backed security	Long	USA
GNMA CMO IO	120.27 k	595.52 k principal	0.38	ABS-mortgage backed security	Long	USA
CORP CMO	119.84 k	119.05 k principal	0.38	ABS-collateralized bond/debt obligation	Long	USA
GNMA CMO IO	118.54 k	792.08 k principal	0.38	ABS-mortgage backed security	Long	USA
CORP CMO	118.41 k	148.15 k principal	0.38	ABS-collateralized bond/debt obligation	Long	USA
GNMA CMO IO	117.09 k	864.44 k principal	0.37	ABS-mortgage backed security	Long	USA
COMMERCIAL MORTGAGE BACKED SECURITIES	115.75 k	125.00 k principal	0.37	ABS-mortgage backed security	Long	USA
COMMERCIAL MORTGAGE BACKED SECURITIES	114.95 k	144.00 k principal	0.36	ABS-mortgage backed security	Long	USA
COMMERCIAL MORTGAGE BACKED SECURITIES	113.99 k	155.00 k principal	0.36	ABS-mortgage backed security	Long	USA
COMMERCIAL MORTGAGE BACKED SECURITIES	113.11 k	122.00 k principal	0.36	ABS-mortgage backed security	Long	USA
FNMA CMO IO	113.08 k	681.33 k principal	0.36	ABS-mortgage backed security	Long	USA
COMMERCIAL MORTGAGE BACKED SECURITIES	111.11 k	116.00 k principal	0.35	ABS-mortgage backed security	Long	USA
COMMERCIAL MORTGAGE BACKED SECURITIES	111.03 k	119.00 k principal	0.35	ABS-mortgage backed security	Long	USA
FNMA CMO IO	110.96 k	657.81 k principal	0.35	ABS-mortgage backed security	Long	USA
COMMERCIAL MORTGAGE BACKED SECURITIES	110.56 k	145.00 k principal	0.35	ABS-mortgage backed security	Long	USA
COMMERCIAL MORTGAGE BACKED SECURITIES	110.45 k	124.00 k principal	0.35	ABS-mortgage backed security	Long	USA
CORP CMO	110.12 k	104.28 k principal	0.35	ABS-collateralized bond/debt obligation	Long	USA
COMMERCIAL MORTGAGE BACKED SECURITIES	109.67 k	118.00 k principal	0.35	ABS-mortgage backed security	Long	USA
GNMA CMO IO	108.36 k	569.88 k principal	0.34	ABS-mortgage backed security	Long	USA
COMMERCIAL MORTGAGE BACKED SECURITIES	107.63 k	150.00 k principal	0.34	ABS-mortgage backed security	Long	USA
COMMERCIAL MORTGAGE BACKED SECURITIES	105.77 k	116.75 k principal	0.34	ABS-mortgage backed security	Long	USA
CORP CMO	103.23 k	118.21 k principal	0.33	ABS-collateralized bond/debt obligation	Long	USA
COMMERCIAL MORTGAGE BACKED SECURITIES	102.60 k	122.00 k principal	0.33	ABS-mortgage backed security	Long	USA
COMMERCIAL MORTGAGE BACKED SECURITIES	100.54 k	109.00 k principal	0.32	ABS-mortgage backed security	Long	USA
COMMERCIAL MORTGAGE BACKED SECURITIES	100.42 k	117.00 k principal	0.32	ABS-mortgage backed security	Long	USA
GNMA CMO IO	100.10 k	2.85 mm principal	0.32	ABS-mortgage backed security	Long	USA
COMMERCIAL MORT BACKED SEC IO	99.74 k	1.47 mm principal	0.32	ABS-mortgage backed security	Long	USA
GNMA CMO IO	98.35 k	549.51 k principal	0.31	ABS-mortgage backed security	Long	USA
FHLMC CMO IO	97.79 k	509.21 k principal	0.31	ABS-mortgage backed security	Long	USA
COMMERCIAL MORTGAGE BACKED SECURITIES	97.55 k	104.00 k principal	0.31	ABS-mortgage backed security	Long	USA
COMMERCIAL MORTGAGE BACKED SECURITIES	96.99 k	104.91 k principal	0.31	ABS-mortgage backed security	Long	USA
COMMERCIAL MORTGAGE BACKED SECURITIES	95.76 k	104.69 k principal	0.30	ABS-mortgage backed security	Long	USA
ASSET BACKED SECURITY	94.74 k	102.00 k principal	0.30	ABS-mortgage backed security	Long	USA
COMMERCIAL MORTGAGE BACKED SECURITIES	92.97 k	113.00 k principal	0.30	ABS-mortgage backed security	Long	USA
COMMERCIAL MORTGAGE BACKED SECURITIES	91.17 k	104.00 k principal	0.29	ABS-mortgage backed security	Long	USA
GNMA CMO IO	90.68 k	695.00 k principal	0.29	ABS-mortgage backed security	Long	USA
COMMERCIAL MORTGAGE BACKED SECURITIES	89.04 k	99.00 k principal	0.28	ABS-mortgage backed security	Long	USA
COMMERCIAL MORTGAGE BACKED SECURITIES	88.65 k	115.00 k principal	0.28	ABS-mortgage backed security	Long	USA
Interest Rate Swap	88.53 k	1.77 mm contracts	0.28	Interest rate derivative	N/A	USA
COMMERCIAL MORTGAGE BACKED SECURITIES	88.52 k	104.00 k principal	0.28	ABS-mortgage backed security	Long	USA
CORP CMO	88.32 k	65.00 k principal	0.28	ABS-collateralized bond/debt obligation	Long	USA
GOVT CMO	88.17 k	87.49 k principal	0.28	ABS-mortgage backed security	Long	USA
COMMERCIAL MORTGAGE BACKED SECURITIES	88.11 k	123.00 k principal	0.28	ABS-mortgage backed security	Long	USA
COMMERCIAL MORTGAGE BACKED SECURITIES	87.52 k	98.00 k principal	0.28	ABS-mortgage backed security	Long	USA
FNMA CMO IO	87.46 k	547.41 k principal	0.28	ABS-mortgage backed security	Long	USA
COMMERCIAL MORTGAGE BACKED SECURITIES	86.78 k	101.00 k principal	0.28	ABS-mortgage backed security	Long	USA
CORP CMO	86.64 k	64.00 k principal	0.28	ABS-collateralized bond/debt obligation	Long	USA
COMMERCIAL MORTGAGE BACKED SECURITIES	86.57 k	85.00 k principal	0.27	ABS-mortgage backed security	Long	USA
COMMERCIAL MORTGAGE BACKED SECURITIES	86.34 k	98.00 k principal	0.27	ABS-mortgage backed security	Long	USA
GNMA CMO IO	86.11 k	563.22 k principal	0.27	ABS-mortgage backed security	Long	USA
COMMERCIAL MORTGAGE BACKED SECURITIES	85.85 k	91.00 k principal	0.27	ABS-mortgage backed security	Long	USA
GNMA CMO IO	85.77 k	580.28 k principal	0.27	ABS-mortgage backed security	Long	USA
FHLMC CMO IO	84.28 k	569.05 k principal	0.27	ABS-mortgage backed security	Long	USA
COMMERCIAL MORTGAGE BACKED SECURITIES	83.67 k	118.00 k principal	0.27	ABS-mortgage backed security	Long	USA
CORP CMO	83.61 k	79.00 k principal	0.27	ABS-collateralized bond/debt obligation	Long	USA
COMMERCIAL MORTGAGE BACKED SECURITIES	83.54 k	94.00 k principal	0.27	ABS-mortgage backed security	Long	USA
COMMERCIAL MORTGAGE BACKED SECURITIES	83.50 k	88.00 k principal	0.27	ABS-mortgage backed security	Long	USA
GNMA CMO IO	82.26 k	589.31 k principal	0.26	ABS-mortgage backed security	Long	USA
COMMERCIAL MORTGAGE BACKED SECURITIES	80.21 k	85.00 k principal	0.25	ABS-mortgage backed security	Long	USA
COMMERCIAL MORTGAGE BACKED SECURITIES	79.11 k	80.62 k principal	0.25	ABS-mortgage backed security	Long	USA
GNMA CMO IO	77.53 k	1.26 mm principal	0.25	ABS-mortgage backed security	Long	USA
CORP CMO	77.28 k	56.00 k principal	0.25	ABS-collateralized bond/debt obligation	Long	USA
GNMA CMO IO	77.03 k	593.72 k principal	0.24	ABS-mortgage backed security	Long	USA
COMMERCIAL MORTGAGE BACKED SECURITIES	75.46 k	136.00 k principal	0.24	ABS-mortgage backed security	Long	USA
COLLATERALIZED DEBT OBLIGATION	73.94 k	74.14 k principal	0.23	ABS-mortgage backed security	Long	Cayman Islands
COMMERCIAL MORTGAGE BACKED SECURITIES	73.66 k	129.00 k principal	0.23	ABS-mortgage backed security	Long	USA
COMMERCIAL MORTGAGE BACKED SECURITIES	72.29 k	138.00 k principal	0.23	ABS-mortgage backed security	Long	USA
Mortgage Backed Swap Basket Index	72.23 k	213.00 k contracts	0.23	Credit derivative	N/A	USA
COMMERCIAL MORTGAGE BACKED SECURITIES	71.53 k	157.00 k principal	0.23	ABS-mortgage backed security	Long	USA
FNMA CMO IO	70.95 k	416.94 k principal	0.23	ABS-mortgage backed security	Long	USA
COMMERCIAL MORTGAGE BACKED SECURITIES	70.65 k	74.97 k principal	0.22	ABS-mortgage backed security	Long	USA
COMMERCIAL MORT BACKED SEC IO	69.97 k	780.00 k principal	0.22	ABS-mortgage backed security	Long	USA
COMMERCIAL MORTGAGE BACKED SECURITIES	69.71 k	157.00 k principal	0.22	ABS-mortgage backed security	Long	USA
CORP CMO	68.88 k	66.03 k principal	0.22	ABS-collateralized bond/debt obligation	Long	USA
COMMERCIAL MORTGAGE BACKED SECURITIES	68.04 k	74.67 k principal	0.22	ABS-mortgage backed security	Long	USA
CORP CMO	67.51 k	70.00 k principal	0.21	ABS-collateralized bond/debt obligation	Long	USA
COMMERCIAL MORTGAGE BACKED SECURITIES	66.93 k	72.00 k principal	0.21	ABS-mortgage backed security	Long	USA
COMMERCIAL MORTGAGE BACKED SECURITIES	66.90 k	72.00 k principal	0.21	ABS-mortgage backed security	Long	USA
CORP CMO	66.79 k	69.00 k principal	0.21	ABS-collateralized bond/debt obligation	Long	USA
GNMA CMO IO	66.21 k	413.55 k principal	0.21	ABS-mortgage backed security	Long	USA
COMMERCIAL MORTGAGE BACKED SECURITIES	65.85 k	69.00 k principal	0.21	ABS-mortgage backed security	Long	USA
COMMERCIAL MORTGAGE BACKED SECURITIES	65.68 k	105.00 k principal	0.21	ABS-mortgage backed security	Long	USA
FNMA CMO IO	65.21 k	513.36 k principal	0.21	ABS-mortgage backed security	Long	USA
COMMERCIAL MORTGAGE BACKED SECURITIES	65.14 k	69.00 k principal	0.21	ABS-mortgage backed security	Long	USA
COMMERCIAL MORTGAGE BACKED SECURITIES	64.95 k	138.00 k principal	0.21	ABS-mortgage backed security	Long	USA
COMMERCIAL MORTGAGE BACKED SECURITIES	64.93 k	73.00 k principal	0.21	ABS-mortgage backed security	Long	USA
GOVT CMO	64.84 k	59.46 k principal	0.21	ABS-mortgage backed security	Long	USA
COMMERCIAL MORTGAGE BACKED SECURITIES	64.67 k	85.00 k principal	0.21	ABS-mortgage backed security	Long	USA
COMMERCIAL MORTGAGE BACKED SECURITIES	64.55 k	70.00 k principal	0.20	ABS-mortgage backed security	Long	USA
COMMERCIAL MORTGAGE BACKED SECURITIES	64.39 k	68.00 k principal	0.20	ABS-mortgage backed security	Long	USA
COMMERCIAL MORT BACKED SEC IO	64.26 k	1.16 mm principal	0.20	ABS-mortgage backed security	Long	USA
GNMA CMO IO	62.98 k	1.26 mm principal	0.20	ABS-mortgage backed security	Long	USA
SWAPTION	62.53 k	2.25 mm contracts	0.20	Interest rate derivative	N/A	USA
COMMERCIAL MORTGAGE BACKED SECURITIES	61.99 k	100.00 k principal	0.20	ABS-mortgage backed security	Long	USA
FN30	61.31 k	59.03 k principal	0.19	ABS-mortgage backed security	Long	USA
COMMERCIAL MORTGAGE BACKED SECURITIES	60.90 k	65.46 k principal	0.19	ABS-mortgage backed security	Long	USA
GNMA CMO IO	60.34 k	1.52 mm principal	0.19	ABS-mortgage backed security	Long	USA
COMMERCIAL MORTGAGE BACKED SECURITIES	59.87 k	69.00 k principal	0.19	ABS-mortgage backed security	Long	USA
COMMERCIAL MORTGAGE BACKED SECURITIES	58.63 k	58.47 k principal	0.19	ABS-mortgage backed security	Long	Bermuda
COMMERCIAL MORTGAGE BACKED SECURITIES	58.21 k	63.00 k principal	0.18	ABS-mortgage backed security	Long	USA
COMMERCIAL MORTGAGE BACKED SECURITIES	58.05 k	60.00 k principal	0.18	ABS-mortgage backed security	Long	USA
COMMERCIAL MORTGAGE BACKED SECURITIES	57.55 k	105.00 k principal	0.18	ABS-mortgage backed security	Long	USA
COMMERCIAL MORTGAGE BACKED SECURITIES	57.07 k	57.23 k principal	0.18	ABS-mortgage backed security	Long	USA
CORP CMO	56.87 k	50.00 k principal	0.18	ABS-collateralized bond/debt obligation	Long	USA
CORP CMO	56.80 k	53.44 k principal	0.18	ABS-collateralized bond/debt obligation	Long	USA