(DMO) Western Asset Mortgage - Ratings and Ratios
Mortgage, Securities, Debt, Instruments, Portfolio
Dividends
| Dividend Yield | 16.18% |
| Yield on Cost 5y | 22.49% |
| Yield CAGR 5y | 3.40% |
| Payout Consistency | 92.1% |
| Payout Ratio | - |
| Risk via 5d forecast | |
|---|---|
| Volatility | 10.8% |
| Value at Risk 5%th | 17.7% |
| Relative Tail Risk | 0.02% |
| Reward TTM | |
|---|---|
| Sharpe Ratio | 0.25 |
| Alpha | 1.83 |
| CAGR/Max DD | 1.46 |
| Character TTM | |
|---|---|
| Hurst Exponent | 0.270 |
| Beta | 0.101 |
| Beta Downside | 0.205 |
| Drawdowns 3y | |
|---|---|
| Max DD | 9.75% |
| Mean DD | 1.95% |
| Median DD | 0.98% |
Description: DMO Western Asset Mortgage November 14, 2025
Western Asset Mortgage Defined Opportunities Closed Fund (NYSE: DMO) is a U.S.-based high-yield bond fund that invests primarily in mortgage-backed securities (MBS) and related credit instruments, aiming to generate income through a diversified portfolio of non-agency and agency-backed assets.
Key market drivers for DMO include the prevailing 10-year Treasury yield (currently around 4.6 %), which sets the benchmark for mortgage-related spreads, and the Federal Reserve’s policy stance on interest rates, which directly impacts the fund’s duration risk and prepayment assumptions. Recent data show the fund’s weighted-average coupon sits near 5.2 % with a modified duration of roughly 4.5 years, indicating moderate sensitivity to rate shifts.
Investors should also monitor the housing market’s credit quality trends-delinquency rates on non-agency MBS have held below 2 % over the past six months, supporting the fund’s high-yield positioning, while the supply of newly originated mortgage loans remains constrained, potentially limiting fresh issuance and tightening spreads.
For a deeper quantitative dive, explore ValueRay’s DMO dashboard, which aggregates real-time performance metrics and scenario analyses to help you assess the fund’s risk-adjusted return profile.
What is the price of DMO shares?
Over the past week, the price has changed by +0.09%, over one month by -3.45%, over three months by -2.51% and over the past year by +6.95%.
Is DMO a buy, sell or hold?
What are the forecasts/targets for the DMO price?
| Issuer | Target | Up/Down from current |
|---|---|---|
| Wallstreet Target Price | - | - |
| Analysts Target Price | - | - |
| ValueRay Target Price | 13.5 | 22% |
DMO Fundamental Data Overview December 26, 2025
Beta = None
Revenue TTM = 0.0 USD
EBIT TTM = 0.0 USD
EBITDA TTM = 0.0 USD
Long Term Debt = unknown (none)
Short Term Debt = unknown (none)
Debt = unknown
Net Debt = unknown
Enterprise Value = 145.1m USD (145.1m + (null Debt) - (null CCE))
Interest Coverage Ratio = unknown (Ebit TTM 0.0 / Interest Expense TTM 0.0)
FCF Yield = 0.0% (FCF TTM 0.0 / Enterprise Value 145.1m)
FCF Margin = unknown (Revenue TTM is 0 or missing)
Net Margin = unknown
Gross Margin = unknown ((Revenue TTM 0.0 - Cost of Revenue TTM 0.0) / Revenue TTM)
Tobins Q-Ratio = unknown (Enterprise Value 145.1m / Total Assets none)
Interest Expense / Debt = unknown (Interest Expense 0.0 / Debt none)
Taxrate = 21.0% (US default 21%)
NOPAT = 0.0 (EBIT 0.0 * (1 - 21.00%))
Current Ratio = unknown (Total Current Assets none / Total Current Liabilities none)
Debt / Equity = unknown (Debt none)
Debt / EBITDA = unknown (Net Debt none / EBITDA 0.0)
Debt / FCF = unknown (Net Debt none / FCF TTM 0.0)
Total Stockholder Equity = 0.0 (from calculated bookValueOfEquity)
RoA = unknown (Net Income 0.0 / Total Assets none)
RoE = unknown (Net Income TTM 0.0 / Total Stockholder Equity 0.0)
RoCE = unknown (EBIT 0.0 / Capital Employed )
RoIC = unknown (NOPAT 0.0, Invested Capital 0.0, EBIT 0.0)
WACC = 6.39% (E(145.1m)/V(145.1m) * Re(6.39%) + (debt-free company))
Discount Rate = 6.39% (= CAPM, Blume Beta Adj.) -> floored to rf + 0.7*ERP = 8.05%
Fair Price DCF = unknown (Cash Flow 0.0)
Additional Sources for DMO Fund
Tweets: X | Stocktwits
Fund Manager Positions: Dataroma | Stockcircle