Western Asset Mortgage Defined Opp (DMO)

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20.60 +0.07  +0.34% NYSE Mar 22, 10:12 Delayed 2m USD
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DMO Price Chart

DMO Performance

  Total Return (Price) Total Return (NAV) Cat. Total Return (NAV) % Rank in Cat. (NAV)
1M 0.29% 1.28% 1.16% 69
3M 6.06% 2.25% 6.41% 93
6M 2.33% 3.44% 1.44% 6
YTD 3.25% 2.71% 6.75% 93
1Y 0.09% 8.44% 4.01% 1
3Y 11.03% 13.03% 9.58% 4
5Y 12.58% 10.40% 4.83% 1
10Y -- -- 12.88% --
15Y -- -- 7.24% --
20Y -- -- 6.59% --
As of March 21, 2019. Returns for periods of 1 year and above are annualized.

DMO Asset Allocation

Type % Net % Long % Short
Cash 1.74% 1.84% 0.10%
Stock 0.00% 0.00% 0.00%
Bond 98.26% 146.6% 48.35%
Convertible 0.00% 0.00% 0.00%
Preferred 0.00% 0.00% 0.00%
Other 0.00% 0.00% 0.00%
As of Jan. 31, 2019

DMO Region Exposure

Americas 100.00%
North America 98.30%
Latin America 1.70%
Greater Europe 0.00%
United Kingdom 0.00%
Europe Developed 0.00%
Europe Emerging 0.00%
Africa/Middle East 0.00%
Greater Asia 0.00%
Japan 0.00%
Australasia 0.00%
Asia Developed 0.00%
Asia Emerging 0.00%
Market Classification
% Developed Markets 100.00%
% Emerging Markets --
As of Jan. 31, 2019. Region breakdown data is calculated by using the long position holdings of the portfolio.

DMO Bond Exposure

Government 0.08%
Corporate 1.51%
Securitized 97.17%
Municipal 0.00%
Cash 1.22%
Derivative 0.02%
As of Jan. 31, 2019

DMO Bond Credit Quality Exposure

AAA --
AA --
A --
BBB --
BB --
B --
Below B --
Date Unavailable

DMO Bond Maturity Exposure

1 to 7 Days 0.00%
8 to 30 Days 0.00%
31 to 90 Days 0.00%
91 to 182 Days 0.00%
183 to 364 Days 0.00%
1 to 3 Years 2.87%
3 to 5 Years 1.31%
5 to 7 Years 0.87%
7 to 10 Years 10.41%
10 to 15 Years 13.87%
15 to 20 Years 45.10%
20 to 30 Years 16.04%
Over 30 Years 9.53%
As of Jan. 31, 2019
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DMO Top 10 Holdings

Symbol Name % Weight Price % Chg
-- Societe Generale Repo Loan -48.35% -- --
-- Federal Home Loan Mortgage Corporation 14.26% 3.41% -- --
-- Federal National Mortgage Association 11.76% 2.63% -- --
-- Federal Home Loan Mortgage Corporation 13.51% 2.57% -- --
-- Csmc Tr 2018-Plum 7.49% 2.41% -- --
-- BANC AMERICA FDG 2015-R4 10.91% 2.23% -- --
-- Banc America Fdg 2015-R2 3.13% 1.90% -- --
-- Federal Home Loan Mortgage Corporation 13.01% 1.87% -- --
-- Bellemeade Real Estate Limited 5.41% 1.84% -- --
-- Federal National Mortgage Association 12.76% 1.73% -- --
As of Jan. 31, 2019
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DMO One Page Reports

DMO Basic Info

Style
Broad Asset Class Taxable Bond
Broad Category Fixed Income
Category Name High Yield Bond
Prospectus Objective Government Bond - Mortgage
Fund Owner Firm Name Legg Mason
Benchmark Index
ICE BofAML US MBS TR USD
100.0%

DMO Manager Info

Name Tenure
Anup Agarwal 5.34 yrs
Greg Handler 5.62 yrs
S. Leech 4.84 yrs

DMO Net Fund Flows

1M --
3M --
6M --
YTD --
1Y --
3Y --
5Y --
10Y --
Date Unavailable

DMO Risk Info

Beta (5Y) 0.9289
Max Drawdown (All) 14.52%
Historical Sharpe (10Y) --
Historical Sortino (All) 2.052
30-Day Rolling Volatility 10.54%
Daily Value at Risk (VaR) 1% (All) 2.67%
Monthly Value at Risk (VaR) 1% (All) 7.12%

DMO Fundamentals

Dividend Yield TTM (3-22-19) 11.79%
30-Day SEC Yield (9-30-10) 6.05%
7-Day SEC Yield (3-21-19) 0.00%
Current Yield 6.87%
Yield to Maturity --
Effective Duration --
Average Coupon 6.19%
Average Credit Score --
Average Price 89.80
Number of Holdings 294
As of Jan. 31, 2019

DMO Comparables

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DMO Attributes

Key Dates
Inception Date 2/24/2010
Termination Date
Last Annual Report Date 12/31/2018
Last Prospectus Date 2/24/2010
Attributes
Exchange Traded Share No
Exchange Traded Note No
Enhanced Index Fund No
Fixed Distribution Fund No
High-Net Worth Individual Fund No
Index Fund No
Inverse Fund No
Leveraged Fund Yes
Fund of Funds No
Currency Hedged Fund No
Synthetic Replication Fund No
Has Dividend Investment Plan Yes
Socially Responsible Fund No
General Availability
Available for Insurance Product No
Available for Retirement Plan No
Available for RRSP No

DMO Excel Add-In Codes

  • Name: =YCI("DMO","name")
  • Broad Asset Class: =YCI("DMO", "broad_asset_class")
  • Broad Category: =YCI("DMO", "broad_category_group")
  • Prospectus Objective: =YCI("DMO", "prospectus_objective")

To find the codes for any of our financial metrics, see our Complete Reference of Metric Codes.

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