Franklin Low Duration Total Return Fund

Portfolio Statistics

Assets

Total Fund AssetsAs of 08/31/2020 (updated monthly) $2,635.3 (M)
Net Assets - Advisor ClassAs of 08/31/2020 (updated monthly) $219.8 (M)

Positions As of 08/31/2020

Equity

FIXED INCOME VS. Bloomberg Barclays US Government & Credit (1-3 Year) Index

Fund Benchmark
Average Duration [further-information] As of 08/31/2020 (updated monthly) 2.26 Year(s) 1.83 Year(s)
Average Weighted Maturity [further-information] As of 08/31/2020 (updated monthly) 3.84 Year(s) 1.87 Year(s)

Portfolio Details

Asset Allocation [further-information] As of 08/31/2020 - Market Value

[name] [value]
Fixed Income 96.87%
Cash & Cash Equivalents 3.10%
Equity 0.03%

CREDIT QUALITY EXPOSURE [further-information] As of 07/31/2020 - Notional Exposure

[name] [value]
Investment Grade 93.51%
Below Investment Grade 10.71%
Not Rated 3.22%
Not Applicable 0.28%
Cash & Cash Equivalents 4.07%
Investment Grade 93.51%
AAA 27.46%
AA 20.10%
A 24.66%
BBB 21.29%
Below Investment Grade 10.71%
BB 4.35%
B 5.56%
CCC 0.69%
CC 0.07%
C 0.00%
D 0.04%
Not Rated 3.22%
Not Applicable 0.28%
Cash & Cash Equivalents 4.07%

Maturity Breakdown [further-information] As of 08/31/2020 - Market Value

[name] [value]
N/A 0.03%
0 to 1 Year 9.58%
1 to 2 Years 16.47%
2 to 3 Years 24.12%
3 to 5 Years 21.87%
5 to 7 Years 21.17%
7 to 10 Years 4.31%
10 to 15 Years 1.03%
15 to 20 Years 0.41%
20 to 30 Years 1.01%

SECTOR EXPOSURE [further-information] As of 08/31/2020 - Notional Exposure

Investment Grade Corporates 30.83%
Residential Mortgage-Backed Securities 25.77%
Interest Rate Derivatives 22.90%
Collateralized Loan Obligation 17.09%
U.S. Treasuries 6.83%
Non-Local Currency Emerging Market Bonds 5.48%
Bank Loans 5.06%
Treasury Inflation-Protected Securities 5.04%
Municipal Bonds 3.36%
Agency Mortgage-Backed Securities 2.94%
Non-US Developed Bonds 2.66%
Marketplace Loans 2.56%
Commercial Mortgage-Backed Securities 1.91%
High Yield Corporates 1.70%
Asset-Backed Securities 1.01%
Local Currency Emerging Market Bonds 0.81%
Covered Bonds 0.25%
Currency Derivatives -0.37%
Cash & Cash Equivalents 3.10%
Other 0.03%