Franklin Strategic Mortgage Portfolio

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 11/30/2019 (updated monthly) $61.7 (M)
Net Assets - Class A1 As of 12/31/2019 (updated monthly) $28.2 (M)
Average Duration [further-information] As of 12/31/2019 (updated monthly) 3.30 Year(s)
Average Weighted Maturity [further-information] As of 12/31/2019 (updated monthly) 4.31 Year(s)

Positions As of 12/31/2019

Portfolio Details

Asset Allocation [further-information] As of 12/31/2019 - Market Value

[name] [value]
Fixed Income 97.75%
Cash & Cash Equivalents 2.25%

Quality Breakdown [further-information] As of 12/31/2019 - Market Value

[name] [value]
Investment Grade 93.07%
Below Investment Grade 3.82%
Not Rated 0.85%
Cash & Cash Equivalents 2.25%
Investment Grade 93.07%
AAA 82.75%
AA 4.31%
A 2.93%
BBB 3.08%
Below Investment Grade 3.82%
BB 2.86%
B 0.28%
CCC 0.54%
D 0.14%
Not Rated 0.85%
Not Rated 0.89%
N/A -0.04%
Cash & Cash Equivalents 2.25%

SECTOR EXPOSURE [further-information] As of 12/31/2019 - Notional Exposure

[name] [value]
Agency Mortgage-Backed Securities 71.27%
Residential Mortgage-Backed Securities 21.64%
Interest Rate Derivatives 11.51%
Commercial Mortgage-Backed Securities 3.90%
Cash & Cash Equivalents 2.25%
U.S. Treasuries 0.79%
Investment Grade Corporates 0.18%
High Yield Corporates 0.00%

TOP TEN HOLDINGSAs of 12/31/2019

49.37%
Other
0% 100%
[holdings-table-heading]
GNMA II, SF, 3.50%, 12/20/49 9.92%
GNMA II, SF, 3.5%, 11/20/2049 7.53%
FNMA, 3.00%, 11/01/48 6.67%
FNMA, 3.00%, 10/01/49 5.50%
FNMA, 3.00%, 9/1/48 5.39%
GNMA II, SF, 3.5%, 10/20/2049 4.04%
FNMA, 2.50%, 12/1/34 2.62%
FHLMC, 3.00%, 12/01/49 2.58%
FNMA, 3.00%, 12/01/49 2.58%
FNMA, 4.50%, 11/01/47 2.54%