CEF Advisors

7204 Glen Forest Drive, Suite #105 Richmond, Virginia 23226 USA   ♦   Toll-Free: (800) 356-3508 / Local: (804) 288-2482    ♦   www.CEFadvisors.com   ♦   Contact@CEFadvisors.com

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WA Mortg Dfin Opp Fd (DMO)

Taxable Bond Funds - Mortgage Bond Funds

Data as of June 20, 2018
Market Price $24.10 (+ $0.01)
NAV (June 20, 2018) $21.32 (+ $0.01)
Premium / Discount 13.04% (-0.01%)
Fund Info
Inception Feb. 24, 2010
Sponsor Legg Mason Partners Fund Advisors
Website https://www.leggmason....
Phone 1-888-777-0102
Objective: Current income; non-agency residential and commercial mortgage backed securities. The fund intends to liquidate on or about March 1, 2022
Related Indexes
High Income Index
Taxable Bond & BDC Index
US Bond Index
Capital & Leverage
Outstanding Shares 10,460,013
Gross Assets (Reported: Dec. 31, 2017) $330M
Estimated Gross Assets $325M
Net Assets $223M
Market Cap $252M
Purchases Turnover 34.92%
Sales Turnover 37.53%
Total Leverage 31.30%
Structural Leverage (out of total) 100.00%
Portfolio Leverage (out of total) 0.00%
Expense Ratio 2.74%
Non Lev Exp Ratio 1.76%
Rel Lev Cost 2.11%
Discount Data
Average Discount (3 Yr) 10.44%
Discount Low(3 Yr) -7.61%
Discount High(3 Yr) 25.48%
Discount Rel Range 62.40%
Comp Discount 14.92
Discount St Dev (1Yr) 3.77
Z-Stat (6mo) -1.13
Z-Stat (1Yr) -1.03
Z-Stat (3Yr) 0.36
Comp Z-Stat (6mo) -1.07
Comp Z-Stat (3Yr) 0.33
Distribution Data
Market Yield 9.46%
Income Yield 9.46%
Lev Adj NAV Yield 8.14%
Distribution Frequency M
Current Distribution $0.190
Current Income $0.190
Ex-Date 6/21/18
Payable Date 7/2/18
Div Growth (3yr) -9.52%
Dividend Change -7.3% on 5/14/18
Expected Div 8/13/18
RoC (1yr) 0.00%
RoC (3yr) 0.00%
Tax Dividend Data 2017 2015 - 2017
Income 81.9% 83.4%
ST Gains 5.5% 2.4%
QDI 0% 0%
LT Gains 12.7% 14.2%
RoC 0% 0%
Volume & Liquidity
Average Daily $ (M) $1,063
Avg Volume 30 day 38,323
Avg Volume 90 day 44,120
Volume Trend -13.14%
Comp Volume Trend -6.58%
Correlation & Volatility
Price Correlation (1yr)
vs. S&P 500 (TR)
Price Correlation (1yr)
vs. CEFA's 12 Major CEF Sectors Index
Price Correlation (1yr)
vs. CEFA's Taxable Bond & BDC Index
Most Correlated Peer (Mk Pr): FMY 50.0%
NAV - Price Correlation (30 d) 60.7%
NAV - Price Correlation (90 d) 54.6%
NAV - Price Correlation (1 Yr) 32.4%
Price St Dev (1Yr) 18.0%
NAV St Dev (1Yr) 4.4%
Earnings / Share (3/31/18) $0.029
Earn Coverage 15.11%
Earnings Trend Down
UNII / Share (3/31/18) $0.885
Rel UNII 38.81
UNII Trend Down
Bond Specific Data
Maturity 7.80
Duration 6.00
Credit Rating (rbo) CCC
Investment Grade 5.70%
Non Investment Grade 51.40%
Unrated Bonds 42.90%
NAV Beta (2yr)
vs. S&P 500 (TR)
NAV Beta (2yr)
vs. CEFA's 12 Major CEF Sectors Index
NAV Beta (2yr)
vs. CEFA's Taxable Bond & BDC Index


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NOTES: Distribution type sourced from CEFdata.com. For specific information about a fund's distribution sources, visit the fund sponsor's website.

The following information applies to closed-end funds and business development companies in general: Fund shares are not guaranteed or endorsed by any bank or other insured depository institution, and are not federally insured by the Federal Deposit Insurance Corporation (FDIC). Shares of closed-end funds (CEFs) and business development companies (BDCs) are subject to investment risks, including the possible loss of principal invested. There can be no assurance that fund objectives will be achieved. Closed-end funds and business development companies frequently trade at a discount to their net asset value. NAV returns are net of fund expenses, and assume reinvestment of distributions.

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