Western Asset Mortgage Opportunity Fund Inc.
US ˙ NYSE ˙ US95790B1098

SecurityDMO / Western Asset Mortgage Opportunity Fund Inc.
InstitutionNorthwestern Mutual Wealth Management Co
Latest Disclosed Ownership5,600 shares
Latest Disclosed Value $ 60,200
Northwestern Mutual Wealth Management Co reports 12.50% decrease in ownership of DMO / Western Asset Mortgage Opportunity Fund Inc.

On May 7, 2026 - Northwestern Mutual Wealth Management Co filed a 13F-HR form disclosing ownership of 5,600 shares of Western Asset Mortgage Opportunity Fund Inc. (US:DMO) valued at $60,200 USD as of March 31, 2026. The entity filed a previous 13F-HR/A on February 10, 2026 disclosing 6,400 shares of Western Asset Mortgage Opportunity Fund Inc.. This represents a change in shares of -12.50% during the quarter. The current value of the position is $60,088 USD.

Institutional Ownership: 13F and NPORT Filings

The Security and Class in the table below are shown exactly as filed by the investor. We do our best to track continuity of investments through acquisitions, and this will be reflected in the table as changes in names. In addition to descriptive data, performance of the investment is shown over time. To calculate quarterly performance, we first calculate cost basis of the shares purchased during the quarter, then use that to calculate gross profit. Quarterly return is Gross Profit / Starting Portfolio value.

Note that cost basis is calculated and stored in thousands, so small quarterly changes in shares frequently result in a cost basis of zero.

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Disclosed Equity Positions (from 13F/NPORT Filings)
File
Date		 Effective
Date		Form Security Class ID Avg Price
Paid (Est)		 Reported
Shares		 ΔShares ΔShares
(%)		 Reported
Value
(x1000)		 ΔValue
(%)		 Alloc
(%)		 ΔAlloc ΔAlloc (%) Cost Basis
(x1000)		 Unrealized
Gain/Loss
(x1000)
2026-05-07 2026-03-31 13F WESTERN ASSET MTG DEFINED OP COM 95790B109 5,600 -800 -12.50 60 -14.29 0.0000
2026-02-10 2025-12-31 13F/A-1 WESTERN ASSET MTG DEFINED OP COM 95790B109 6,400 0 0.00 71 -6.67 0.0000
2026-02-05 2025-12-31 13F WESTERN ASSET MTG DEFINED OP COM 95790B109 29,827 23,427 3,266 0.0021
2025-11-14 2025-09-30 13F WESTERN ASSET MTG DEFINED OP COM 95790B109 6,400 -625 -8.90 75 -9.64 0.0001
2025-08-13 2025-06-30 13F WESTERN ASSET MTG DEFINED OP COM 95790B109 7,025 -2,813 -28.59 84 -28.45 0.0001
2025-05-14 2025-03-31 13F WESTERN ASSET MTG DEFINED OP COM 95790B109 9,838 142 1.46 116 1.75 0.0001
2025-02-11 2024-12-31 13F WESTERN ASSET MTG DEFINED OP COM 95790B109 9,696 -900 -8.49 114 -9.52 0.0001
2024-11-12 2024-09-30 13F WESTERN ASSET MTG DEFINED OP COM 95790B109 10,596 -500 -4.51 127 -4.55 0.0001
2024-08-16 2024-06-30 13F WESTERN ASSET MTG DEFINED OP COM 95790B109 11,096 -900 -7.50 132 -5.71 0.0001
2024-05-15 2024-03-31 13F WESTERN ASSET MTG DEFINED OP COM 95790B109 11,996 -1,775 -12.89 140 -8.50 0.0001
2024-02-13 2023-12-31 13F WESTERN ASSET MTG DEFINED OP COM 95790B109 13,771 -1,367 -9.03 154 -5.56 0.0002
2023-11-14 2023-09-30 13F WESTERN ASSET MTG DEFINED OP COM 95790B109 15,138 0 0.00 162 1.25 0.0002
2023-08-14 2023-06-30 13F WESTERN ASSET MTG DEFINED OP COM 95790B109 15,138 -1,122 -6.90 160 -5.33 0.0002
2023-05-15 2023-03-31 13F WESTERN ASSET MTG DEFINED OP COM 95790B109 16,260 -6,252 -27.77 170 -30.17 0.0002
2023-02-21 2022-12-31 13F WESTERN ASSET MTG DEFINED OP COM 95790B109 22,512 -190,664 -89.44 242 -89.78 0.0004
2022-11-14 2022-09-30 13F WESTERN ASSET MTG DEFINED OP COM 95790B109 213,176 113,649 114.19 2,368 103.79 0.0041
2022-08-04 2022-06-30 13F WESTERN ASSET MTG DEFINED OP COM 95790B109 99,527 36,235 57.25 1,162 37.51 0.0020
2022-05-09 2022-03-31 13F WESTERN ASSET MTG DEFINED OP COM 95790B109 63,292 19,774 45.44 845 27.64 0.0014
2022-02-03 2021-12-31 13F WESTERN ASSET MTG DEFINED OP COM 95790B109 43,518 20,764 91.25 662 88.07 0.0011
2021-11-15 2021-09-30 13F WESTERN ASSET MTG DEFINED OP COM 95790B109 22,754 2,926 14.76 352 13.92 0.0006
2021-08-13 2021-06-30 13F WESTERN ASSET MTG DEFINED OP COM 95790B109 19,828 1,105 5.90 309 12.77 0.0006
2021-05-14 2021-03-31 13F WESTERN ASSET MTG DEFINED OP COM 95790B109 18,723 -179,022 -90.53 274 -90.23 0.0006
2021-02-12 2020-12-31 13F WESTERN ASSET MTG DEFINED OP COM 95790B109 197,745 28,729 17.00 2,804 26.48 0.0065
2020-11-13 2020-09-30 13F WESTERN ASSET MTG DEFINED OP COM 95790B109 169,016 63,986 60.92 2,217 43.87 0.0060
2020-08-14 2020-06-30 13F WESTERN ASSET MTG DEFINED OP COM 95790B109 105,030 38,054 56.82 1,541 79.81 0.0048
2020-05-08 2020-03-31 13F WESTERN ASSET MTG DEFINED OP COM 95790B109 66,976 40,778 155.65 857 61.09 0.0033
2020-02-13 2019-12-31 13F WESTERN ASSET MTG DEF OPPTY COM 95790B109 26,198 5,219 24.88 532 16.41 0.0018
2019-11-12 2019-09-30 13F WESTERN ASSET MTG DEF OPPTY COM 95790B109 20,979 1,801 9.39 457 11.46 0.0017
2019-08-12 2019-06-30 13F WESTERN ASSET MTG DEF OPPTY COM 95790B109 19,178 19,178 410 0.0016
2019-05-10 2019-03-31 13F WESTERN ASSET MTG DEF OPPTY COM 95790B109 0 -6,929 -100.00 0 -100.00
2019-02-12 2018-12-31 13F WESTERN ASSET MTG DEF OPPTY COM 95790B109 6,929 5,429 361.93 141 271.05 0.0007
2017-11-07 2017-09-30 13F WESTERN ASSET MTG DEF OPPTY COM 95790B109 1,500 0 0.00 38 -5.00 0.0003
2017-08-10 2017-06-30 13F WESTERN ASSET MTG DEF OPPTY COM 95790B109 1,500 0 0.00 40 11.11 0.0003
2017-05-09 2017-03-31 13F WESTERN ASSET MTG DEF OPPTY COM 95790B109 1,500 0 0.00 36 5.88 0.0003
2017-02-15 2016-12-31 13F WESTERN ASSET MTG DEF OPPTY COM 95790B109 1,500 -750 -33.33 34 -37.04 0.0004
2016-11-14 2016-09-30 13F WESTERN ASSET MTG DEF OPPTY COM 95790B109 2,250 250 12.50 54 17.39 0.0008
2014-05-15 2014-03-31 13F WESTERN ASSET MTG DEF OPPTY COM 95790B109 2,000 2,000 46 0.0019
Legend
Shares
The total number of shares held by the institution at the end of the reporting period (the effective date). This is provided in the filing.
Value
The total value of the shares as of the effective date. This is provided in the filing.
Avg. Share Price
The weighted average share price of the shares held by the institution. We use FIFO accounting to determine this price
Class
This is the security class as indicated by the filer. There are a variety of values for this field. Common values include "EC" = equity common, "EP" - equity preferred
Allocation (%)
The percent of the institution's portfolio that this position represents. This is provided in NPORT filings. For 13F filings, we calculate it.
Change in Allocation
The change in allocation from the prior reporting period. This is calculated as current allocation - prior allocation.
Change in Allocation (%)
The percent change in allocation from the prior reporting period. This is calculated as (current allocation - prior allocation) / prior allocation.
Cost Basis
The total cost of the shares held. This is calculated as reported shares * avg. share price
Unrealized Gain/Loss
This is the market value of the position as of the effective date minus the cost basis.