Franklin Limited Duration Income Trust

Portfolio Statistics

Assets

Total Fund AssetsAs of 06/30/2019 (updated monthly) $310.3 (M)
Average Duration [further-information] As of 06/30/2019 (updated monthly) 2.05 Year(s)
Average Weighted Maturity [further-information] As of 06/30/2019 (updated monthly) 5.30 Year(s)
Yield To Maturity [further-information] As of 06/30/2019 (updated monthly) 6.43%
Yield To Worst [further-information] As of 06/30/2019 (updated monthly) 6.17%
Leverage [further-information] As of 06/30/2019 (updated monthly) 26.87%

Positions As of 06/30/2019

Total Positions 363

Portfolio Details

Asset Allocation [further-information] As of 06/30/2019 - Market Value

[name] [value]
Fixed Income 96.72%
Cash & Cash Equivalents 2.99%
Equity 0.29%

CREDIT QUALITY EXPOSURE [further-information] As of 06/30/2019 - Notional Exposure

[name] [value]
Investment Grade 31.18%
Below Investment Grade 62.43%
Not Rated 3.43%
Cash & Cash Equivalents 2.99%
Investment Grade 31.18%
AAA 26.12%
AA 0.37%
A 0.15%
BBB 4.54%
Below Investment Grade 62.43%
BB 30.51%
B 24.61%
CCC 6.73%
CC 0.22%
C 0.23%
D 0.13%
Not Rated 3.43%
Not Rated 1.27%
N/A 2.16%
Cash & Cash Equivalents 2.99%

SECTOR EXPOSURE [further-information] As of 06/30/2019 - Notional Exposure

[name] [value]
Bank Loans 33.30%
High Yield Corporates 31.47%
Agency Mortgage-Backed Securities 25.35%
Marketplace Loans 2.92%
Commercial Mortgage-Backed Securities 1.33%
Collateralized Loan Obligations 1.12%
Residential Mortgage-Backed Securities 1.12%
Investment Grade Corporates 1.01%
International Bonds 0.35%
Cash & Cash Equivalents -32.67%
Other 0.38%

TOP TEN HOLDINGS As of 06/30/2019

42.38%
Other
0% 100%
[holdings-table-heading]
Freddie Mac 12.17%
Fannie Mae 12.06%
Fannie Mae or Freddie Mac 7.73%
LENDINGCLUB CORP 2.44%
Government National Mortgage A 1.70%
Consumer Loan Underlying Bond 1.46%
VALEANT PHARMACEUTICALS INT 1.39%
24 HOUR FITNESS WORLDWIDE, INC 1.20%
ADIENT US LLC 1.12%
HARSCO CORP 1.11%

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