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 06/30/2020 (updated monthly) $65.0 (M)
Net Assets - Class A1 As of 05/31/2020 (updated monthly) $27.7 (M)
Average Duration [further-information] As of 06/30/2020 (updated monthly) 2.07 Year(s)
Average Weighted Maturity [further-information] As of 06/30/2020 (updated monthly) 3.32 Year(s)

Positions As of 06/30/2020

Portfolio Details

Asset Allocation [further-information] As of 06/30/2020 - Market Value

[name] [value]
Fixed Income 95.29%
Cash & Cash Equivalents 4.71%

Quality Breakdown [further-information] As of 06/30/2020 - Market Value

[name] [value]
Investment Grade 92.31%
Below Investment Grade 2.19%
Not Rated 0.79%
N/A 0%
Cash & Cash Equivalents 4.71%
Investment Grade 92.31%
AAA 84.80%
AA 2.23%
A 2.56%
BBB 2.72%
Below Investment Grade 2.19%
BB 1.41%
B 0.22%
CCC 0.56%
D 0.00%
Not Rated 0.79%
N/A 0.00%
Cash & Cash Equivalents 4.71%

SECTOR EXPOSURE [further-information] As of 06/30/2020 - Notional Exposure

[name] [value]
Agency Mortgage-Backed Securities 73.89%
Residential Mortgage-Backed Securities 18.62%
Cash & Cash Equivalents 4.71%
Interest Rate Derivatives 1.97%
Commercial Mortgage-Backed Securities 1.58%
U.S. Treasuries 0.87%
Investment Grade Corporates 0.17%
Municipal Bonds 0.16%
High Yield Corporates 0.00%

TOP TEN HOLDINGSAs of 06/30/2020

46.40%
Other
0% 100%
[holdings-table-heading]
FNMA, 2.50%, 6/01/50 7.39%
FNMA, 4.00%, 11/01/45 7.07%
FNMA, 3.00%, 11/01/48 5.89%
FNMA, 3.00%, 9/1/48 4.74%
FNMA, 3.50%, 8/01/49 4.44%
FNMA, 3.50%, 9/01/49 4.27%
FHLMC, 3.50%, 7/01/49 4.22%
FNMA, 3.00%, 3/01/50 3.18%
FHLMC, 4.50%, 7/01/49 2.79%
FNMA, 2.50%, 06/01/2035 2.41%