Western Asset High Income Opp (HIO)

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4.35 +0.02  +0.46% NYSE Feb 10, 20:00 Delayed 2m USD
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HIO Key Stats

Expense Ratio (9-30-14) 0.88%
Assets Under Management (2-9-16) 408.40M
30-Day Average Volume (2-10-16) 395887.3
Net Asset Value (2-10-16) 4.88
Discount or Premium to NAV (2-9-16) -11.27%
Turnover Ratio (9-30-14) 37.00%

HIO Asset Allocation

Type % Net % Long % Short
Cash 3.99% 5.58% 1.59%
Stock 1.81% 1.81% 0.00%
Bond 88.89% 88.89% 0.00%
Convertible 0.27% 0.27% 0.00%
Preferred 3.10% 3.10% 0.00%
Other 1.94% 1.94% 0.00%
As of Dec. 31, 2015

HIO Region Exposure

Americas 78.80%
North America 78.19%
Latin America 0.62%
Greater Europe 19.33%
United Kingdom 4.65%
Europe Developed 14.43%
Europe Emerging 0.00%
Africa/Middle East 0.00%
Greater Asia 1.87%
Japan 0.00%
Australasia 1.38%
Asia Developed 0.00%
Asia Emerging 0.49%
Market Classification
% Developed Markets 98.93%
% Emerging Markets 1.07%
As of Dec. 31, 2015
Region breakdown data is calculated by using the long position holdings of the portfolio.

HIO Stock Sector Exposure

Basic Materials 3.06%
Communication Services 0.00%
Consumer Cyclical 0.00%
Consumer Defensive 0.00%
Energy 9.03%
Financial Services 72.70%
Healthcare 0.00%
Industrials 15.21%
Real Estate 0.00%
Technology 0.00%
Utilities 0.00%
As of Dec. 31, 2015

HIO 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 11.77%
3 to 5 Years 27.88%
5 to 7 Years 31.05%
7 to 10 Years 16.56%
10 to 15 Years 5.93%
15 to 20 Years 2.91%
20 to 30 Years 2.20%
Over 30 Years 1.71%
As of Dec. 31, 2015

HIO Stock Market Capitalization

Giant 1.15%
Large 0.00%
Medium 0.00%
Small 0.00%
Micro 0.32%
As of Dec. 31, 2015

HIO Fixed Income Sector Exposure

Government 5.35%
Corporate 86.96%
Securitized 1.89%
Municipal 0.00%
Cash 4.04%
Derivative 1.76%
As of Dec. 31, 2015

HIO Bond Credit Quality Exposure

AAA 0.00%
AA 3.42%
A 0.24%
BBB 5.85%
BB 17.28%
B 41.92%
Below B 23.29%
As of Dec. 31, 2015
View More Holdings

HIO Top 10 Holdings

Symbol Name % Weight Price % Chg
-- US Treasury Note 1.375% 3.42% -- --
-- Intelsat Jackson Hldgs 7.5% 1.41% -- --
-- Windstream 7.75% 1.36% -- --
-- Gmac Cap Tr I Pfd 1.27% -- --
-- Sprint Cap 8.75% 1.09% -- --
-- Intl Lease Fin 8.875% 1.09% -- --
-- Aes Red Oak 9.2% 1.05% -- --
-- Landrys 144A 9.375% 0.89% -- --
-- Columbia/Hca Healthcare 7.5% 0.88% -- --
-- First Data Corp New 144A 5% 0.79% -- --
As of Dec. 31, 2015
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HIO Basic Info

Style
Equity Style Large Cap/Value
Fixed Income Style Low Quality/Moderate Sensitivity
Broad Asset Class Taxable Bond
Broad Category Fixed Income
Category Name High Yield Bond
Prospectus Objective Corporate Bond - High Yield
Fund Owner Firm Name Legg Mason
Benchmark Index
Barclays US Corporate High Yield TR USD
100.0%

HIO Manager Info

Name Tenure
Detlev Schlichter 8.07 yrs
Keith Gardner 8.07 yrs
Michael Buchanan 9.09 yrs
S. Leech 9.09 yrs
Stephen Walsh 9.09 yrs

HIO Risk Info

Beta 0.3825
Max Drawdown (All) 76.31%
Historical Sharpe (10y) 0.2892
Historical Sortino (All) 0.3338
30-Day Rolling Volatility 19.41%
Daily Value at Risk (VaR) 1% (All) 3.53%
Monthly Value at Risk (VaR) 1% (All) 12.53%

HIO Fundamentals

General
Dividend Yield TTM (2-10-16) 9.44%
Forecasted Dividend Yield 1.01%
Number of Holdings 348
Stock
Weighted Average PE Ratio 4.174
Weighted Average Price to Sales Ratio 1.433
Weighted Average Price to Book Ratio 0.9755
Weighted Median ROE 11.19%
Weighted Median ROA 3.31%
Forecasted PE Ratio 9.932
Forecasted PS Ratio 1.363
Forecasted Price to Book Value 0.9571
Number of Stock Holdings 7
Bond
Current Yield 7.27%
Yield to Maturity 9.91%
Effective Duration 4.263
Average Coupon 7.36%
Average Credit Score 16.00 (B)
Average Price 94.39
Number of Bond Holdings 297
As of Dec. 31, 2015

HIO Performance

  Returns Total Returns
1M -5.23% -4.44%
3M -8.42% -6.24%
6M -11.04% -6.88%
1Y -19.14% -11.87%
3Y -34.68% -17.33%
5Y -30.06% 4.09%
As of Feb. 10, 2016

HIO Net Flows

1M -0.001
3M -4.798M
6M -11.24M
YTD -0.001
1Y -25.71M
3Y -89.04M
5Y -161.70M
As of Jan. 31, 2012

HIO Comparables

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HIO Attributes

Key Dates
Inception Date 10/22/1993
Last Annual Report Date 9/30/2014
Last Prospectus Date 1/26/2001
Attributes
Exchange Traded Share No
Exchange Traded Note No
Enhanced Index Fund No
Index Fund No
Inverse Fund No
Leveraged Fund No
Fund of Funds No
Currency Hedged Fund No
Synthetic Replication Fund No
Has Dividend Investment Plan Yes
General Availability
Available for Insurance Product No
Available for Retirement Plan No
Available for RRSP No

HIO Excel Add-In Codes

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

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

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