Franklin Flexible Alpha Bond Fund

This fund or share class has been closed to new investors.

This fund or share class has been closed to new investors.

Portfolio Statistics

Assets

Total Fund AssetsAs of 10/31/2019 (updated monthly) $406.1 (M)
Net Assets - Class A As of 10/31/2019 (updated monthly) $1.8 (M)

Positions As of 10/31/2019

FIXED INCOME

Average Duration [further-information] As of 10/31/2019 (updated monthly) 1.46 Year(s)
Average Weighted Maturity [further-information] As of 10/31/2019 (updated monthly) 5.07 Year(s)

Portfolio Details

Asset Allocation [further-information] As of 10/31/2019 - Market Value

[name] [value]
Fixed Income 102.34%
Cash & Cash Equivalents -2.34%

CURRENCY EXPOSURE [further-information] As of 10/31/2019 - Notional Exposure

Expand All | Collapse All
98.05%
1.78%
0.37%
0.15%
-0.35%

SECTOR EXPOSURE [further-information] As of 09/30/2019 - Notional Exposure

Securitized 64.77%
Residential Mortgage-Backed Securities 28.08%
Collateralized Loan Obligations 26.34%
International Bonds 15.94%
Corporate 10.40%
Agency 10.07%
Investment Grade Corporates 8.22%
Bank Loans 6.65%
Agency Mortgage-Backed Securities 6.02%
Treasury Inflation-Protected Securities 5.83%
Covered 4.80%
Commercial Mortgage-Backed Securities 4.34%
Municipal Bonds 3.75%
High Yield Corporates 2.61%
Treasury 1.48%
Currency Derivatives 0.44%
Interest Rate Derivatives -35.07%
Cash & Cash Equivalents 0.35%
Other -8.94%

FIXED INCOME EXPOSURE [further-information] % of Portfolio
As of 10/31/2019 - Notional Exposure

[name] [value]
0 to 1 Year 62.78%
1 to 2 Years 6.64%
2 to 3 Years 11.73%
3 to 5 Years 1.47%
5 to 7 Years 3.86%
7 to 10 Years 7.87%
10 to 15 Years -1.06%
15 to 20 Years 0.49%
20 to 30 Years 0.71%
N/A 0.00%

Duration Contribution By Currency [further-information] As of 10/31/2019

Portfolio (Years)
Australian Dollar 0.45
Canadian Dollar 0.39
Euro 0.38
Chinese Yuan 0.08
US Dollar 0.07
Danish Krone 0.05
Uruguayan Peso 0.02
South African Rand 0.01
Colombian Peso 0.01
Dominican Peso 0.00
British Pound 0.00
Other 0.00

duration contribution by country [further-information] As of 09/30/2019

Expand All | Collapse All
Portfolio (Years)
0.46
Canada 0.40
0.58
0.14
0.32
United States -0.84