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DMO

Western Asset Mortgage Opportunity Fund

16 hedge funds and large institutions have $25.4M invested in Western Asset Mortgage Opportunity Fund in 2013 Q4 according to their latest regulatory filings, with 3 funds opening new positions, 5 increasing their positions, 6 reducing their positions, and 2 closing their positions.

New
Increased
Maintained
Reduced
Closed

50% more first-time investments, than exits

New positions opened: 3 | Existing positions closed: 2

47% more capital invested

Capital invested by funds: $17.2M → $25.4M (+$8.14M)

7% more funds holding

Funds holding: 1516 (+1)

3.16% more ownership

Funds ownership: 7.36%10.52% (+3.2%)

17% less repeat investments, than reductions

Existing positions increased: 5 | Existing positions reduced: 6

Holders
16
Holders Change
+1
Holders Change %
+6.67%
% of All Funds
0.46%
Holding in Top 10
Holding in Top 10 Change
Holding in Top 10 Change %
% of All Funds
New
3
Increased
5
Reduced
6
Closed
2
Calls
Puts
Net Calls
Net Calls Change
Name Holding Trade Value Shares
Change
Change in
Stake
HK
1
Horizon Kinetics
New York
$9.19M +$4.48M +197,765 +99%
SCM
2
Saba Capital Management
New York
$4.28M +$3.42M +150,814 +445%
SIA
3
Sit Investment Associates
Minnesota
$3.54M +$1.74M +76,665 +101%
Bank of America
4
Bank of America
North Carolina
$2.86M -$1.14M -50,185 -29%
Morgan Stanley
5
Morgan Stanley
New York
$1.9M -$1.13M -49,996 -38%
Invesco
6
Invesco
Georgia
$1.17M +$1.14M +50,525 New
Janney Montgomery Scott
7
Janney Montgomery Scott
Pennsylvania
$788K -$8.63K -381 -1%
U
8
UBS
Switzerland
$708K +$160K +7,063 +30%
Wells Fargo
9
Wells Fargo
California
$557K -$4.8K -212 -0.9%
Commonwealth Equity Services
10
Commonwealth Equity Services
Massachusetts
$271K +$19.3K +854 +8%
NES
11
New England Securities
New York
$52K +$51K +2,250 New
Ameriprise
12
Ameriprise
Minnesota
$27K +$26.5K +1,170 New
Royal Bank of Canada
13
Royal Bank of Canada
Ontario, Canada
$14K
TRCT
14
Tower Research Capital (TRC)
New York
$10K -$1.13K -50 -10%
US Bancorp
15
US Bancorp
Minnesota
$6K -$16.3K -721 -75%
RCM
16
Rivernorth Capital Management
Florida
-$1.06M -47,050 Closed
GC
17
Guggenheim Capital
Illinois
-$221K -9,817 Closed

DMO Hedge Fund Activity: Q4 2013 in Review

16 of the 3,447 institutional investors tracked by Wall St. Rank reported a position in Western Asset Mortgage Opportunity Fund (DMO) for Q4 2013, worth a combined $25.4M — up 47% from $17.2M a quarter earlier.

Buyers outnumbered sellers: 3 funds opened new DMO positions and 2 closed out — a net gain of 1 holder — while 5 added to existing stakes and 6 trimmed.

The largest buyer was Horizon Kinetics, adding an estimated $4.48M. The largest seller was Bank of America, cutting an estimated $1.14M.

  • 16 institutional investors held Western Asset Mortgage Opportunity Fund (DMO) as of Q4 2013, up from 15 in Q3 2013.
  • Funds reported $25.4M of Western Asset Mortgage Opportunity Fund stock for Q4 2013, up 47% quarter-over-quarter.
  • 3 funds opened new Western Asset Mortgage Opportunity Fund positions in Q4 2013 and 2 closed out, a net change of +1 holder.
  • The largest Western Asset Mortgage Opportunity Fund buyer in Q4 2013 was Horizon Kinetics, an estimated $4.48M added.
  • The largest Western Asset Mortgage Opportunity Fund seller in Q4 2013 was Bank of America, an estimated $1.14M sold.

Based on aggregated 13F filings for Q4 2013.