Franklin Templeton Group of Funds > Franklin Strategic Mortgage Portfolio
Franklin Strategic Mortgage Portfolio
$35.73M
Avg Monthly Net Assets
$30.16M
Total Assets
$971K
Total Liabilities
$29.19M
Net Assets
Franklin Strategic Mortgage Portfolio is a Mutual Fund in Franklin Strategic Mortgage Portfolio
from Franklin Templeton Group of Funds,
based in California,
United States of America.
The fund has five share classes
and monthly net assets of $35.73M.
On August 23rd, 2024 it reported 309 holdings, the largest
being Institutional Fiduciary Trust - Money Market Portfolio (5.0%), FNMA (4.9%) and FHLMC Pool (4.6%).
Data provided by Fincoded.
Share Classes
| Name | Class/Contract ID | Ticker | Monthly Returns (2 years) |
|---|---|---|---|
| Advisor Class | C000112388 | FSMZX | |
| Class A | C000112386 | FSMFX | |
| Class A1 | C000018610 | FSMIX | |
| Class C | C000112387 | FSMHX | |
| Class R6 | C000194406 | FSMQX |
Holdings
From latest NPORT-P, filed August 23rd, 2024 for period ending June 30th, 2024.
Historic holdings data available from Fincoded.
| Name | Profile | Category | Country | Value $USD | # Shares | % of Fund |
|---|---|---|---|---|---|---|
| Ambac Assurance Corp. | Long | Debt | US | $342.44 | – | 0.00 |
| American Home Mortgage Investment Trust, Series 2005-1, Class 6A | Long | ABS-mortgage backed security | US | $12K | – | 0.04 |
| American Homes 4 Rent LP | Long | Debt | US | $96K | – | 0.33 |
| American Homes 4 Rent Trust, Series 2015-SFR1, Class A | Long | ABS-other | US | $130K | – | 0.45 |
| Anthracite Ltd., Series 2004-HY1A, Class E | Long | ABS-collateralized bond/debt obligation | KY | $23.97 | – | 0.00 |
| BANK, Series 2021-BN33, Class A5 | Long | ABS-mortgage backed security | US | $76K | – | 0.26 |
| BANK, Series 2021-BN34, Class A5 | Long | ABS-mortgage backed security | US | $101K | – | 0.35 |
| BLP Commercial Mortgage Trust, Series 2023-IND, Class A | Long | ABS-mortgage backed security | US | $100K | – | 0.34 |
| BNP Paribas Securities Corp. | Long | Repurchase agreement | US | $20K | – | 0.07 |
| BRAVO Residential Funding Trust, Series 2019-1, Class A1C | Long | ABS-mortgage backed security | US | $5K | – | 0.02 |
| BRAVO Residential Funding Trust, Series 2019-2, Class A3 | Long | ABS-mortgage backed security | US | $34K | – | 0.12 |
| BX Commercial Mortgage Trust, Series 2021-VOLT, Class A | Long | ABS-mortgage backed security | US | $99K | – | 0.34 |
| BX Commercial Mortgage Trust, Series 2022-LP2, Class A | Long | ABS-mortgage backed security | US | $70K | – | 0.24 |
| BX Mortgage Trust, Series 2021-PAC, Class A | Long | ABS-mortgage backed security | US | $198K | – | 0.68 |
| BX Trust, Series 2022-CLS, Class A | Long | ABS-mortgage backed security | US | $198K | – | 0.68 |
| BX Trust, Series 2022-IND, Class A | Long | ABS-mortgage backed security | US | $126K | – | 0.43 |
| CF Hippolyta Issuer LLC, Series 2020-1, Class A1 | Long | ABS-other | US | $102K | – | 0.35 |
| CF Hippolyta Issuer LLC, Series 2021-1A, Class A1 | Long | ABS-other | US | $86K | – | 0.30 |
| CIM Trust, Series 2018-INV1, Class A4 | Long | ABS-mortgage backed security | US | $13K | – | 0.04 |
| CIM Trust, Series 2019-INV1, Class A1 | Long | ABS-mortgage backed security | US | $8K | – | 0.03 |
| CIM Trust, Series 2019-INV2, Class A11 | Long | ABS-mortgage backed security | US | $33K | – | 0.11 |
| CIM Trust, Series 2019-INV2, Class A3 | Long | ABS-mortgage backed security | US | $20K | – | 0.07 |
| Citigroup Mortgage Loan Trust, Series 2013-A, Class A | Long | ABS-mortgage backed security | US | $4K | – | 0.01 |
| Cold Storage Trust, Series 2020-ICE5, Class A | Long | ABS-mortgage backed security | US | $323K | – | 1.11 |
| COLT Mortgage Loan Trust, Series 2022-4, Class A1 | Long | ABS-mortgage backed security | US | $78K | – | 0.27 |
| Connecticut Avenue Securities Trust, Series 2023-R08, Class 1M1 | Long | ABS-mortgage backed security | US | $25K | – | 0.09 |
| Connecticut Avenue Securities Trust, Series 2024-R02, Class 1M1 | Long | ABS-mortgage backed security | US | $63K | – | 0.22 |
| Connecticut Avenue Securities Trust, Series 2024-R03, Class 2M1 | Long | ABS-mortgage backed security | US | $38K | – | 0.13 |
| Connecticut Avenue Securities Trust, Series 2024-R04, Class 1A1 | Long | ABS-mortgage backed security | US | $45K | – | 0.15 |
| CSMC Trust, Series 2014-OAK1, Class 1A1 | Long | ABS-mortgage backed security | US | $16K | – | 0.06 |
| CWABS, Inc., Series 2004-1, Class M1 | Long | ABS-other | US | $10K | – | 0.03 |
| DBCG Mortgage Trust, Series 2017-BBG, Class A | Long | ABS-mortgage backed security | US | $234K | – | 0.80 |
| Deutsche Bank Securities Inc. | Long | Repurchase agreement | US | $18K | – | 0.06 |
| FHLMC Gold Pool, 30 Year | Long | ABS-mortgage backed security | US | $258K | – | 0.89 |
| FHLMC Gold Pool, 30 Year | Long | ABS-mortgage backed security | US | $142K | – | 0.49 |
| FHLMC Gold Pool, 30 Year | Long | ABS-mortgage backed security | US | $81K | – | 0.28 |
| FHLMC Gold Pool, 30 Year | Long | ABS-mortgage backed security | US | $52K | – | 0.18 |
| FHLMC Gold Pool, 30 Year | Long | ABS-mortgage backed security | US | $31K | – | 0.11 |
| FHLMC Gold Pool, 30 Year | Long | ABS-mortgage backed security | US | $9K | – | 0.03 |
| FHLMC Gold Pool, 30 Year | Long | ABS-mortgage backed security | US | $8K | – | 0.03 |
| FHLMC Gold Pool, 30 Year | Long | ABS-mortgage backed security | US | $5K | – | 0.02 |
| FHLMC Gold Pool, 30 Year | Long | ABS-mortgage backed security | US | $3K | – | 0.01 |
| FHLMC Gold Pool, 30 Year | Long | ABS-mortgage backed security | US | $2K | – | 0.01 |
| FHLMC Gold Pool, 30 Year | Long | ABS-mortgage backed security | US | $2K | – | 0.01 |
| FHLMC Gold Pool, 30 Year | Long | ABS-mortgage backed security | US | $1K | – | 0.01 |
| FHLMC Gold Pool, 30 Year | Long | ABS-mortgage backed security | US | $1K | – | 0.00 |
| FHLMC Gold Pool, 30 Year | Long | ABS-mortgage backed security | US | $1K | – | 0.00 |
| FHLMC Gold Pool, 30 Year | Long | ABS-mortgage backed security | US | $994.23 | – | 0.00 |
| FHLMC Gold Pool, 30 Year | Long | ABS-mortgage backed security | US | $816.14 | – | 0.00 |
| FHLMC Gold Pool, 30 Year | Long | ABS-mortgage backed security | US | $492.22 | – | 0.00 |
| FHLMC Gold Pool, 30 Year | Long | ABS-mortgage backed security | US | $271.26 | – | 0.00 |
| FHLMC Gold Pool, 30 Year | Long | ABS-mortgage backed security | US | $151.29 | – | 0.00 |
| FHLMC Gold Pool, 30 Year | Long | ABS-mortgage backed security | US | $9.23 | – | 0.00 |
| FHLMC Gold Pool, 30 Year | Long | ABS-mortgage backed security | US | $0.25 | – | 0.00 |
| FHLMC Pool, 15 Year | Long | ABS-mortgage backed security | US | $264K | – | 0.91 |
| FHLMC Pool, 15 Year | Long | ABS-mortgage backed security | US | $93K | – | 0.32 |
| FHLMC Pool, 15 Year | Long | ABS-mortgage backed security | US | $92K | – | 0.32 |
| FHLMC Pool, 30 Year | Long | ABS-mortgage backed security | US | $1M | – | 4.62 |
| FHLMC Pool, 30 Year | Long | ABS-mortgage backed security | US | $893K | – | 3.06 |
| FHLMC Pool, 30 Year | Long | ABS-mortgage backed security | US | $850K | – | 2.91 |
| FHLMC Pool, 30 Year | Long | ABS-mortgage backed security | US | $671K | – | 2.30 |
| FHLMC Pool, 30 Year | Long | ABS-mortgage backed security | US | $628K | – | 2.15 |
| FHLMC Pool, 30 Year | Long | ABS-mortgage backed security | US | $404K | – | 1.38 |
| FHLMC Pool, 30 Year | Long | ABS-mortgage backed security | US | $371K | – | 1.27 |
| FHLMC Pool, 30 Year | Long | ABS-mortgage backed security | US | $320K | – | 1.09 |
| FHLMC Pool, 30 Year | Long | ABS-mortgage backed security | US | $313K | – | 1.07 |
| FHLMC Pool, 30 Year | Long | ABS-mortgage backed security | US | $302K | – | 1.03 |
| FHLMC Pool, 30 Year | Long | ABS-mortgage backed security | US | $244K | – | 0.84 |
| FHLMC Pool, 30 Year | Long | ABS-mortgage backed security | US | $239K | – | 0.82 |
| FHLMC Pool, 30 Year | Long | ABS-mortgage backed security | US | $97K | – | 0.33 |
| FHLMC Pool, 30 Year | Long | ABS-mortgage backed security | US | $96K | – | 0.33 |
| FHLMC Pool, 30 Year | Long | ABS-mortgage backed security | US | $96K | – | 0.33 |
| FHLMC Pool, 30 Year | Long | ABS-mortgage backed security | US | $96K | – | 0.33 |
| FHLMC Pool, 30 Year | Long | ABS-mortgage backed security | US | $94K | – | 0.32 |
| FHLMC Pool, 30 Year | Long | ABS-mortgage backed security | US | $76K | – | 0.26 |
| FHLMC Pool, 30 Year | Long | ABS-mortgage backed security | US | $61K | – | 0.21 |
| FHLMC Pool, 30 Year | Long | ABS-mortgage backed security | US | $57K | – | 0.20 |
| FHLMC Pool, 30 Year | Long | ABS-mortgage backed security | US | $41K | – | 0.14 |
| FHLMC Pool, 30 Year | Long | ABS-mortgage backed security | US | $39K | – | 0.13 |
| FHLMC Pool, 30 Year | Long | ABS-mortgage backed security | US | $37K | – | 0.13 |
| FHLMC Pool, 30 Year | Long | ABS-mortgage backed security | US | $6K | – | 0.02 |
| FHLMC Pool, 30 Year | Long | ABS-mortgage backed security | US | $0.02 | – | 0.00 |
| FHLMC Pool, 30 Year | Long | ABS-mortgage backed security | US | $0.01 | – | 0.00 |
| FHLMC Pool, 30 Year | Long | ABS-mortgage backed security | US | $0.01 | – | 0.00 |
| FHLMC Pool, 30 Year | Long | ABS-mortgage backed security | US | $0 | – | – |
| FHLMC Pool, 30 Year | Long | ABS-mortgage backed security | US | $0 | – | – |
| FHLMC Pool, 30 Year | Long | ABS-mortgage backed security | US | $0 | – | – |
| FHLMC Pool, 30 Year | Long | ABS-mortgage backed security | US | $0 | – | – |
| FHLMC STACR Debt Notes, Series 2016-DNA2, Class M3 (FHLMC Structured Agency Credit Risk Debt Notes) | Long | ABS-mortgage backed security | US | $68K | – | 0.23 |
| FHLMC STACR Debt Notes, Series 2016-HQA2, Class M3 (FHLMC Structured Agency Credit Risk Debt Notes) | Long | ABS-mortgage backed security | US | $79K | – | 0.27 |
| FHLMC STACR REMIC Trust, Series 2022-DNA1, Class M1A | Long | ABS-mortgage backed security | US | $176K | – | 0.60 |
| FHLMC STACR REMIC Trust, Series 2022-DNA3, Class M1A | Long | ABS-mortgage backed security | US | $46K | – | 0.16 |
| FirstKey Homes Trust, Series 2020-SFR2, Class A | Long | ABS-other | US | $134K | – | 0.46 |
| Flagstar Mortgage Trust, Series 2021-2, Class A6 | Long | ABS-mortgage backed security | US | $151K | – | 0.52 |
| Flagstar Mortgage Trust, Series 2021-4, Class A5 | Long | ABS-mortgage backed security | US | $132K | – | 0.45 |
| FNMA | Long | ABS-mortgage backed security | US | $416K | – | 1.43 |
| FNMA | Long | ABS-mortgage backed security | US | $81K | – | 0.28 |
| FNMA | Long | ABS-mortgage backed security | US | $25K | – | 0.09 |
| FNMA | Long | ABS-mortgage backed security | US | $19K | – | 0.07 |
| FNMA | Long | ABS-mortgage backed security | US | $19K | – | 0.07 |
| FNMA | Long | ABS-mortgage backed security | US | $17K | – | 0.06 |
| FNMA | Long | ABS-mortgage backed security | US | $15K | – | 0.05 |
| FNMA | Long | ABS-mortgage backed security | US | $11K | – | 0.04 |
| FNMA | Long | ABS-mortgage backed security | US | $11K | – | 0.04 |
| FNMA | Long | ABS-mortgage backed security | US | $8K | – | 0.03 |
| FNMA | Long | ABS-mortgage backed security | US | $8K | – | 0.03 |
| FNMA | Long | ABS-mortgage backed security | US | $7K | – | 0.02 |
| FNMA | Long | ABS-mortgage backed security | US | $6K | – | 0.02 |
| FNMA | Long | ABS-mortgage backed security | US | $6K | – | 0.02 |
| FNMA | Long | ABS-mortgage backed security | US | $4K | – | 0.01 |
| FNMA | Long | ABS-mortgage backed security | US | $4K | – | 0.01 |
| FNMA | Long | ABS-mortgage backed security | US | $3K | – | 0.01 |
| FNMA | Long | ABS-mortgage backed security | US | $2K | – | 0.01 |
| FNMA | Long | ABS-mortgage backed security | US | $1K | – | 0.00 |
| FNMA | Long | ABS-mortgage backed security | US | $1K | – | 0.00 |
| FNMA | Long | ABS-mortgage backed security | US | $1K | – | 0.00 |
| FNMA | Long | ABS-mortgage backed security | US | $1K | – | 0.00 |
| FNMA | Long | ABS-mortgage backed security | US | $806.45 | – | 0.00 |
| FNMA | Long | ABS-mortgage backed security | US | $526.92 | – | 0.00 |
| FNMA | Long | ABS-mortgage backed security | US | $433.85 | – | 0.00 |
| FNMA | Long | ABS-mortgage backed security | US | $294.53 | – | 0.00 |
| FNMA | Long | ABS-mortgage backed security | US | $235.75 | – | 0.00 |
| FNMA Connecticut Avenue Securities, Series 2014-C03, Class 2M2 | Long | ABS-mortgage backed security | US | $15K | – | 0.05 |
| FNMA Connecticut Avenue Securities, Series 2015-C01, Class 1M2 | Long | ABS-mortgage backed security | US | $42K | – | 0.14 |
| FNMA Connecticut Avenue Securities, Series 2016-C01, Class 1M2 | Long | ABS-mortgage backed security | US | $78K | – | 0.27 |
| FNMA, 15 Year | Long | ABS-mortgage backed security | US | $484K | – | 1.66 |
| FNMA, 15 Year | Long | ABS-mortgage backed security | US | $46K | – | 0.16 |
| FNMA, 15 Year | Long | ABS-mortgage backed security | US | $0 | – | – |
| FNMA, 15 Year | Long | ABS-mortgage backed security | US | $0 | – | – |
| FNMA, 30 Year | Long | ABS-mortgage backed security | US | $1M | – | 4.94 |
| FNMA, 30 Year | Long | ABS-mortgage backed security | US | $1M | – | 3.71 |
| FNMA, 30 Year | Long | ABS-mortgage backed security | US | $872K | – | 2.99 |
| FNMA, 30 Year | Long | ABS-mortgage backed security | US | $856K | – | 2.93 |
| FNMA, 30 Year | Long | ABS-mortgage backed security | US | $763K | – | 2.61 |
| FNMA, 30 Year | Long | ABS-mortgage backed security | US | $450K | – | 1.54 |
| FNMA, 30 Year | Long | ABS-mortgage backed security | US | $375K | – | 1.28 |
| FNMA, 30 Year | Long | ABS-mortgage backed security | US | $367K | – | 1.26 |
| FNMA, 30 Year | Long | ABS-mortgage backed security | US | $342K | – | 1.17 |
| FNMA, 30 Year | Long | ABS-mortgage backed security | US | $327K | – | 1.12 |
| FNMA, 30 Year | Long | ABS-mortgage backed security | US | $308K | – | 1.05 |
| FNMA, 30 Year | Long | ABS-mortgage backed security | US | $263K | – | 0.90 |
| FNMA, 30 Year | Long | ABS-mortgage backed security | US | $243K | – | 0.83 |
| FNMA, 30 Year | Long | ABS-mortgage backed security | US | $209K | – | 0.71 |
| FNMA, 30 Year | Long | ABS-mortgage backed security | US | $195K | – | 0.67 |
| FNMA, 30 Year | Long | ABS-mortgage backed security | US | $156K | – | 0.53 |
| FNMA, 30 Year | Long | ABS-mortgage backed security | US | $152K | – | 0.52 |
| FNMA, 30 Year | Long | ABS-mortgage backed security | US | $104K | – | 0.36 |
| FNMA, 30 Year | Long | ABS-mortgage backed security | US | $96K | – | 0.33 |
| FNMA, 30 Year | Long | ABS-mortgage backed security | US | $96K | – | 0.33 |
| FNMA, 30 Year | Long | ABS-mortgage backed security | US | $93K | – | 0.32 |
| FNMA, 30 Year | Long | ABS-mortgage backed security | US | $81K | – | 0.28 |
| FNMA, 30 Year | Long | ABS-mortgage backed security | US | $56K | – | 0.19 |
| FNMA, 30 Year | Long | ABS-mortgage backed security | US | $51K | – | 0.18 |
| FNMA, 30 Year | Long | ABS-mortgage backed security | US | $51K | – | 0.17 |
| FNMA, 30 Year | Long | ABS-mortgage backed security | US | $48K | – | 0.16 |
| FNMA, 30 Year | Long | ABS-mortgage backed security | US | $46K | – | 0.16 |
| FNMA, 30 Year | Long | ABS-mortgage backed security | US | $43K | – | 0.15 |
| FNMA, 30 Year | Long | ABS-mortgage backed security | US | $33K | – | 0.11 |
| FNMA, 30 Year | Long | ABS-mortgage backed security | US | $29K | – | 0.10 |
| FNMA, 30 Year | Long | ABS-mortgage backed security | US | $29K | – | 0.10 |
| FNMA, 30 Year | Long | ABS-mortgage backed security | US | $23K | – | 0.08 |
| FNMA, 30 Year | Long | ABS-mortgage backed security | US | $21K | – | 0.07 |
| FNMA, 30 Year | Long | ABS-mortgage backed security | US | $21K | – | 0.07 |
| FNMA, 30 Year | Long | ABS-mortgage backed security | US | $19K | – | 0.07 |
| FNMA, 30 Year | Long | ABS-mortgage backed security | US | $19K | – | 0.07 |
| FNMA, 30 Year | Long | ABS-mortgage backed security | US | $19K | – | 0.06 |
| FNMA, 30 Year | Long | ABS-mortgage backed security | US | $18K | – | 0.06 |
| FNMA, 30 Year | Long | ABS-mortgage backed security | US | $17K | – | 0.06 |
| FNMA, 30 Year | Long | ABS-mortgage backed security | US | $16K | – | 0.06 |
| FNMA, 30 Year | Long | ABS-mortgage backed security | US | $14K | – | 0.05 |
| FNMA, 30 Year | Long | ABS-mortgage backed security | US | $12K | – | 0.04 |
| FNMA, 30 Year | Long | ABS-mortgage backed security | US | $12K | – | 0.04 |
| FNMA, 30 Year | Long | ABS-mortgage backed security | US | $12K | – | 0.04 |
| FNMA, 30 Year | Long | ABS-mortgage backed security | US | $12K | – | 0.04 |
| FNMA, 30 Year | Long | ABS-mortgage backed security | US | $12K | – | 0.04 |
| FNMA, 30 Year | Long | ABS-mortgage backed security | US | $9K | – | 0.03 |
| FNMA, 30 Year | Long | ABS-mortgage backed security | US | $8K | – | 0.03 |
| FNMA, 30 Year | Long | ABS-mortgage backed security | US | $7K | – | 0.02 |
| FNMA, 30 Year | Long | ABS-mortgage backed security | US | $7K | – | 0.02 |
| FNMA, 30 Year | Long | ABS-mortgage backed security | US | $7K | – | 0.02 |
| FNMA, 30 Year | Long | ABS-mortgage backed security | US | $6K | – | 0.02 |
| FNMA, 30 Year | Long | ABS-mortgage backed security | US | $6K | – | 0.02 |
| FNMA, 30 Year | Long | ABS-mortgage backed security | US | $6K | – | 0.02 |
| FNMA, 30 Year | Long | ABS-mortgage backed security | US | $5K | – | 0.02 |
| FNMA, 30 Year | Long | ABS-mortgage backed security | US | $5K | – | 0.02 |
| FNMA, 30 Year | Long | ABS-mortgage backed security | US | $5K | – | 0.02 |
| FNMA, 30 Year | Long | ABS-mortgage backed security | US | $5K | – | 0.02 |
| FNMA, 30 Year | Long | ABS-mortgage backed security | US | $4K | – | 0.01 |
| FNMA, 30 Year | Long | ABS-mortgage backed security | US | $4K | – | 0.01 |
| FNMA, 30 Year | Long | ABS-mortgage backed security | US | $4K | – | 0.01 |
| FNMA, 30 Year | Long | ABS-mortgage backed security | US | $3K | – | 0.01 |
| FNMA, 30 Year | Long | ABS-mortgage backed security | US | $2K | – | 0.01 |
| FNMA, 30 Year | Long | ABS-mortgage backed security | US | $2K | – | 0.01 |
| FNMA, 30 Year | Long | ABS-mortgage backed security | US | $2K | – | 0.01 |
| FNMA, 30 Year | Long | ABS-mortgage backed security | US | $2K | – | 0.01 |
| FNMA, 30 Year | Long | ABS-mortgage backed security | US | $2K | – | 0.01 |
| FNMA, 30 Year | Long | ABS-mortgage backed security | US | $2K | – | 0.01 |
| FNMA, 30 Year | Long | ABS-mortgage backed security | US | $1K | – | 0.00 |
| FNMA, 30 Year | Long | ABS-mortgage backed security | US | $990.77 | – | 0.00 |
| FNMA, 30 Year | Long | ABS-mortgage backed security | US | $908.07 | – | 0.00 |
| FNMA, 30 Year | Long | ABS-mortgage backed security | US | $897.97 | – | 0.00 |
| FNMA, 30 Year | Long | ABS-mortgage backed security | US | $223.3 | – | 0.00 |
| FNMA, 30 Year | Long | ABS-mortgage backed security | US | $58.44 | – | 0.00 |
| FNMA, 30 Year | Long | ABS-mortgage backed security | US | $50.25 | – | 0.00 |
| FNMA, 30 Year | Long | ABS-mortgage backed security | US | $44.26 | – | 0.00 |
| FNMA, 30 Year | Long | ABS-mortgage backed security | US | $37.12 | – | 0.00 |
| FNMA, 30 Year | Long | ABS-mortgage backed security | US | $24.32 | – | 0.00 |
| FNMA, 30 Year | Long | ABS-mortgage backed security | US | $21.82 | – | 0.00 |
| FNMA, 30 Year | Long | ABS-mortgage backed security | US | $19.47 | – | 0.00 |
| FNMA, 30 Year | Long | ABS-mortgage backed security | US | $14.66 | – | 0.00 |
| FNMA, 30 Year | Long | ABS-mortgage backed security | US | $0.79 | – | 0.00 |
| FNMA, 30 Year | Long | ABS-mortgage backed security | US | $0.54 | – | 0.00 |
| FNMA, 30 Year | Long | ABS-mortgage backed security | US | $0.02 | – | 0.00 |
| FNMA, 30 Year | Long | ABS-mortgage backed security | US | $0.01 | – | 0.00 |
| FNMA, 30 Year | Long | ABS-mortgage backed security | US | $0 | – | – |
| FNMA, 30 Year | Long | ABS-mortgage backed security | US | $0 | – | – |
| FNMA, 30 Year | Long | ABS-mortgage backed security | US | $0 | – | – |
| FNMA, 30 Year | Long | ABS-mortgage backed security | US | $0 | – | – |
| FNMA, 30 Year | Long | ABS-mortgage backed security | US | $0 | – | – |
| FNMA, 30 Year | Long | ABS-mortgage backed security | US | $0 | – | – |
| FNMA, 30 Year | Long | ABS-mortgage backed security | US | $0 | – | – |
| FNMA, 30 Year | Long | ABS-mortgage backed security | US | $0 | – | – |
| FNMA, 30 Year | Long | ABS-mortgage backed security | US | $0 | – | – |
| FNMA, 30 Year | Long | ABS-mortgage backed security | US | $0 | – | – |
| FNMA, Series 2007-1, Class NF | Long | ABS-mortgage backed security | US | $19K | – | 0.06 |
| GNMA I, 30 Year | Long | ABS-mortgage backed security | US | $841.43 | – | 0.00 |
| GNMA I, 30 Year | Long | ABS-mortgage backed security | US | $265.58 | – | 0.00 |
| GNMA I, 30 Year | Long | ABS-mortgage backed security | US | $190.44 | – | 0.00 |
| GNMA I, 30 Year | Long | ABS-mortgage backed security | US | $87.66 | – | 0.00 |
| GNMA I, 30 Year | Long | ABS-mortgage backed security | US | $0.85 | – | 0.00 |
| GNMA I, Single-family, 30 Year | Long | ABS-mortgage backed security | US | $33K | – | 0.11 |
| GNMA I, Single-family, 30 Year | Long | ABS-mortgage backed security | US | $4K | – | 0.02 |
| GNMA I, Single-family, 30 Year | Long | ABS-mortgage backed security | US | $4K | – | 0.01 |
| GNMA I, Single-family, 30 Year | Long | ABS-mortgage backed security | US | $2K | – | 0.01 |
| GNMA I, Single-family, 30 Year | Long | ABS-mortgage backed security | US | $937.47 | – | 0.00 |
| GNMA I, Single-family, 30 Year | Long | ABS-mortgage backed security | US | $628.2 | – | 0.00 |
| GNMA I, Single-family, 30 Year | Long | ABS-mortgage backed security | US | $455.08 | – | 0.00 |
| GNMA I, Single-family, 30 Year | Long | ABS-mortgage backed security | US | $409.32 | – | 0.00 |
| GNMA I, Single-family, 30 Year | Long | ABS-mortgage backed security | US | $395.67 | – | 0.00 |
| GNMA I, Single-family, 30 Year | Long | ABS-mortgage backed security | US | $293.15 | – | 0.00 |
| GNMA I, Single-family, 30 Year | Long | ABS-mortgage backed security | US | $287.38 | – | 0.00 |
| GNMA I, Single-family, 30 Year | Long | ABS-mortgage backed security | US | $282.13 | – | 0.00 |
| GNMA I, Single-family, 30 Year | Long | ABS-mortgage backed security | US | $265.22 | – | 0.00 |
| GNMA I, Single-family, 30 Year | Long | ABS-mortgage backed security | US | $243.46 | – | 0.00 |
| GNMA I, Single-family, 30 Year | Long | ABS-mortgage backed security | US | $215.42 | – | 0.00 |
| GNMA I, Single-family, 30 Year | Long | ABS-mortgage backed security | US | $174.87 | – | 0.00 |
| GNMA I, Single-family, 30 Year | Long | ABS-mortgage backed security | US | $73.07 | – | 0.00 |
| GNMA I, Single-family, 30 Year | Long | ABS-mortgage backed security | US | $13.89 | – | 0.00 |
| GNMA I, Single-family, 30 Year | Long | ABS-mortgage backed security | US | $3.08 | – | 0.00 |
| GNMA II, Single-family, 30 Year | Long | ABS-mortgage backed security | US | $886K | – | 3.04 |
| GNMA II, Single-family, 30 Year | Long | ABS-mortgage backed security | US | $803K | – | 2.75 |
| GNMA II, Single-family, 30 Year | Long | ABS-mortgage backed security | US | $662K | – | 2.27 |
| GNMA II, Single-family, 30 Year | Long | ABS-mortgage backed security | US | $157K | – | 0.54 |
| GNMA II, Single-family, 30 Year | Long | ABS-mortgage backed security | US | $94K | – | 0.32 |
| GNMA II, Single-family, 30 Year | Long | ABS-mortgage backed security | US | $94K | – | 0.32 |
| GNMA II, Single-family, 30 Year | Long | ABS-mortgage backed security | US | $94K | – | 0.32 |
| GNMA II, Single-family, 30 Year | Long | ABS-mortgage backed security | US | $93K | – | 0.32 |
| GNMA II, Single-family, 30 Year | Long | ABS-mortgage backed security | US | $93K | – | 0.32 |
| GNMA II, Single-family, 30 Year | Long | ABS-mortgage backed security | US | $93K | – | 0.32 |
| GNMA II, Single-family, 30 Year | Long | ABS-mortgage backed security | US | $92K | – | 0.31 |
| GNMA II, Single-family, 30 Year | Long | ABS-mortgage backed security | US | $15K | – | 0.05 |
| GNMA II, Single-family, 30 Year | Long | ABS-mortgage backed security | US | $12K | – | 0.04 |
| GNMA II, Single-family, 30 Year | Long | ABS-mortgage backed security | US | $12K | – | 0.04 |
| GNMA II, Single-family, 30 Year | Long | ABS-mortgage backed security | US | $10K | – | 0.03 |
| GNMA II, Single-family, 30 Year | Long | ABS-mortgage backed security | US | $6K | – | 0.02 |
| GNMA II, Single-family, 30 Year | Long | ABS-mortgage backed security | US | $4K | – | 0.01 |
| GNMA II, Single-family, 30 Year | Long | ABS-mortgage backed security | US | $2K | – | 0.01 |
| GNMA II, Single-family, 30 Year | Long | ABS-mortgage backed security | US | $388.03 | – | 0.00 |
| GNMA II, Single-family, 30 Year | Long | ABS-mortgage backed security | US | $15.12 | – | 0.00 |
| GNMA II, Single-family, 30 Year | Long | ABS-mortgage backed security | US | $12.2 | – | 0.00 |
| GNMA II, Single-family, 30 Year | Long | ABS-mortgage backed security | US | $0 | – | – |
| GNMA II, Single-family, 30 Year | Long | ABS-mortgage backed security | US | $0 | – | – |
| GS Mortgage-Backed Securities Trust, Series 2021-PJ6, Class A8 | Long | ABS-mortgage backed security | US | $158K | – | 0.54 |
| Home Partners of America Trust, Series 2021-2, Class B | Long | ABS-other | US | $150K | – | 0.51 |
| Home Partners of America Trust, Series 2021-3, Class B | Long | ABS-other | US | $49K | – | 0.17 |
| HSBC Securities (USA) Inc. | Long | Repurchase agreement | US | $27K | – | 0.09 |
| Institutional Fiduciary Trust - Money Market Portfolio | Long | Short-term investment vehicle | US | $1M | 1M | 5.03 |
| Invitation Homes Trust, Series 2018-SFR4, Class A | Long | ABS-other | US | $162K | – | 0.55 |
| J.P. Morgan Mortgage Trust, Series 2013-3, Class A3 | Long | ABS-mortgage backed security | US | $43K | – | 0.15 |
| J.P. Morgan Mortgage Trust, Series 2021-13, Class A4 | Long | ABS-mortgage backed security | US | $134K | – | 0.46 |
| J.P. Morgan Mortgage Trust, Series 2021-15, Class A4 | Long | ABS-mortgage backed security | US | $40K | – | 0.14 |
| J.P. Morgan Mortgage Trust, Series 2021-6, Class A4 | Long | ABS-mortgage backed security | US | $202K | – | 0.69 |
| J.P. Morgan Mortgage Trust, Series 2022-1, Class A4 | Long | ABS-mortgage backed security | US | $207K | – | 0.71 |
| Merrill Lynch Mortgage Investors Trust, Series 2003-A, Class 1A | Long | ABS-mortgage backed security | US | $16K | – | 0.05 |
| Mill City Mortgage Loan Trust, Series 2018-1, Class A1 | Long | ABS-mortgage backed security | US | $19K | – | 0.06 |
| Mill City Mortgage Loan Trust, Series 2018-2, Class A1 | Long | ABS-mortgage backed security | US | $14K | – | 0.05 |
| Mill City Mortgage Loan Trust, Series 2018-4, Class A1B | Long | ABS-mortgage backed security | US | $59K | – | 0.20 |
| New Economy Assets Phase 1 Sponsor LLC, Series 2021-1, Class A1 | Long | ABS-other | US | $241K | – | 0.83 |
| OBX Trust, Series 2018-1, Class A2 | Long | ABS-mortgage backed security | US | $22K | – | 0.08 |
| OBX Trust, Series 2021-J1, Class A4 | Long | ABS-mortgage backed security | US | $125K | – | 0.43 |
| OBX Trust, Series 2021-J3, Class A4 | Long | ABS-mortgage backed security | US | $62K | – | 0.21 |
| Provident Funding Associates LLP, Series 2021-J1, Class A3 | Long | ABS-mortgage backed security | US | $103K | – | 0.35 |
| PSMC Trust, Series 2021-3, Class A3 | Long | ABS-mortgage backed security | US | $182K | – | 0.62 |
| Sequoia Mortgage Trust, Series 2021-1, Class A1 | Long | ABS-mortgage backed security | US | $119K | – | 0.41 |
| Sequoia Mortgage Trust, Series 2021-6, Class A4 | Long | ABS-mortgage backed security | US | $168K | – | 0.58 |
| Towd Point Mortgage Trust, Series 2017-1, Class A2 | Long | ABS-mortgage backed security | US | $144K | – | 0.49 |
| Towd Point Mortgage Trust, Series 2017-4, Class A1 | Long | ABS-mortgage backed security | US | $58K | – | 0.20 |
| Towd Point Mortgage Trust, Series 2017-5, Class A1 | Long | ABS-mortgage backed security | US | $6K | – | 0.02 |
| Towd Point Mortgage Trust, Series 2018-1, Class A1 | Long | ABS-mortgage backed security | US | $11K | – | 0.04 |
| Towd Point Mortgage Trust, Series 2018-2, Class A1 | Long | ABS-mortgage backed security | US | $33K | – | 0.11 |
| Towd Point Mortgage Trust, Series 2018-6, Class A1A | Long | ABS-mortgage backed security | US | $20K | – | 0.07 |
| Towd Point Mortgage Trust, Series 2019-1, Class A1 | Long | ABS-mortgage backed security | US | $91K | – | 0.31 |
| U.S. Treasury 10 Year Notes | Derivative-interest rate | US | $-4K | – | -0.02 | |
| U.S. Treasury 10 Year Ultra Bonds | Derivative-interest rate | US | $22K | – | 0.07 | |
| U.S. Treasury 2 Year Notes | Derivative-interest rate | US | $-1K | – | -0.00 | |
| U.S. Treasury 5 Year Notes | Derivative-interest rate | US | $22K | – | 0.07 | |
| U.S. Treasury Long Bonds | Derivative-interest rate | US | $21K | – | 0.07 | |
| U.S. Treasury Ultra Bonds | Derivative-interest rate | US | $5K | – | 0.02 | |
| Virginia Housing Development Authority, Series 2020-A, Class A | Long | ABS-mortgage backed security | US | $40K | – | 0.14 |
Address
Franklin Strategic Mortgage Portfolio
ONE FRANKLIN PARKWAY
SAN MATEO
California
94403-1906
United States of America
Websites
Directors
Rupert H. Johnson, Jr.
Valerie M. Williams
Terrence J. Checki
Edith E. Holiday
Mary C. Choksi
Gregory E. Johnson
J. Michael Luttig
Larry D. Thompson
Harris J. Ashton
Transfer Agents
FIS Investor Services, LLC /TA
Franklin Templeton Investor Services, LLC
Pricing Services
IHS Markit Group Holdings Ltd.
Bloomberg L.P.
ICE Data Pricing & Reference Data, LLC
Custodians
HONGKONG AND SHANGHAI BANKING CORPORATION LIMITED, THE
STANDARD BANK OF SOUTH AFRICA LIMITED,THE
STANDARD CHARTERED BANK (SINGAPORE) LIMITED
CITIBANK N.A.
THE BANK OF NEW YORK MELLON SA/NV
THE BANK OF NEW YORK MELLON SA/NV
THE BANK OF NEW YORK MELLON
THE BANK OF NEW YORK MELLON
SKANDINAVISKA ENSKILDA BANKEN
THE BANK OF NEW YORK MELLON
SKANDINAVISKA ENSKILDA BANKEN AB
Franklin Templeton Investor Services LLC
STANDARD CHARTERED BANK
HONGKONG AND SHANGHAI BANKING CORPORATION LIMITED, THE
HONGKONG AND SHANGHAI BANKING CORPORATION LIMITED, THE
THE BANK OF NEW YORK MELLON SA/NV
THE BANK OF NEW YORK MELLON SA/NV
MUFG BANK, LTD.
THE HONGKONG AND SHANGHAI BANKING CORPORATION LIMITED
THE BANK OF NEW YORK MELLON
DEUTSCHE BANK AG
CITIBANK EUROPE PLC PORTUGAL BRANCH
BANCO BILBAO VIZCAYA ARGENTARIA S.A.
HSBC BANK AUSTRALIA LIMITED
SKANDINAVISKA ENSKILDA BANKEN
JPMorgan Chase Bank, N.A.
THE BANK OF NEW YORK MELLON SA/NV
CITIBANK N.A.
Shareholder Servicing Agents
Franklin Templeton Investor Services, LLC
Admins
JPMorgan Chase Bank, N.A.
Franklin Templeton Services, LLC
Brokers
J.P. Morgan Securities LLC