Franklin Limited Duration Income Trust

Portfolio Statistics

Assets

Total Fund AssetsAs of 01/31/2020 (updated monthly) $301.0 (M)
Average Duration [further-information] As of 01/31/2020 (updated monthly) 1.44 Year(s)
Average Weighted Maturity [further-information] As of 01/31/2020 (updated monthly) 3.97 Year(s)
Yield To Maturity [further-information] As of 01/31/2020 (updated monthly) 4.85%
Yield To Worst [further-information] As of 01/31/2020 (updated monthly) 3.71%
Leverage [further-information] As of 01/31/2020 (updated monthly) 29.64%

Positions As of 01/31/2020

Total Positions 403

Portfolio Holdings Report

Portfolio Details

Asset Allocation [further-information] As of 01/31/2020 - Market Value

[name] [value]
Fixed Income 102.28%
Equity 0.36%
Cash & Cash Equivalents -2.64%

CREDIT QUALITY EXPOSURE [further-information] As of 01/31/2020 - Notional Exposure

[name] [value]
Investment Grade 32.82%
Below Investment Grade 61.99%
Not Rated 7.84%
Cash & Cash Equivalents -2.64%
Investment Grade 32.82%
AAA 23.72%
AA 0.02%
A 3.50%
BBB 5.58%
Below Investment Grade 61.99%
BB 30.01%
B 23.78%
CCC 7.56%
CC 0.20%
C 0.05%
D 0.39%
Not Rated 7.84%
Not Rated 4.54%
N/A 3.30%
Cash & Cash Equivalents -2.64%

SECTOR EXPOSURE [further-information] As of 01/31/2020 - Notional Exposure

[name] [value]
High Yield Corporates 32.60%
Bank Loans 30.41%
Agency Mortgage-Backed Securities 22.10%
Collateralized Loan Obligation 5.63%
Marketplace Loans 5.48%
Residential Mortgage-Backed Securities 1.69%
Investment Grade Corporates 1.55%
Commercial Mortgage-Backed Securities 1.37%
International Bonds 0.35%
Asset-Backed Securities 0.31%
Cash & Cash Equivalents -2.64%
Other 1.15%

TOP TEN HOLDINGS As of 01/31/2020

44.26%
Other
0% 100%
[holdings-table-heading]
Fannie Mae 10.29%
Freddie Mac 10.12%
Fannie Mae or Freddie Mac 5.82%
Consumer Loan Underlying Bond 4.31%
LENDINGCLUB CORP 3.01%
Government National Mortgage A 2.97%
Dryden Senior Loan Fund 2.60%
Octagon Investment Partners XX 1.99%
CSC HOLDINGS LLC 1.74%
Madison Park Funding Ltd 1.41%