DMO β€” WESTERN ASSET MTG DEFINED

Ownership history in PARK AVENUE SECURITIES LLC  Β·  21 quarters on record

This page tracks every 13F SEC filing in which PARK AVENUE SECURITIES LLC reported a position in WESTERN ASSET MTG DEFINED (DMO). Data includes quarterly share count, position size as % of portfolio, estimated market value, and end-of-quarter stock price β€” sourced directly from SEC EDGAR 13F filings.

πŸ” Peak position
0.03% (2020 Q3)
πŸ“Š Avg. % of fund
0.02%
πŸ“… First filed
2020 Q3
πŸ“… Last filed
2025 Q4
⏱ Quarters held
21

Position Intelligence

PARK AVENUE SECURITIES LLC Γ— DMO AI Analytics

πŸ“‰ PARK AVENUE SECURITIES LLC underperformed the S&P 500 by –5.6% annually on this DMO position. Timing score: 37% (7/19 decisions correct). Average cost basis: $7.61. Maximum drawdown during holding period: –21.4%.

πŸ“ˆ Position Alpha vs SPY
-5.6%
annualised excess return

❌ Significantly underperformed the S&P 500 by 5.6% ann.
11 quarters analyzed

⏱️ Timing Score
37%

⚠️ Poor timing β€” buys often preceded drops, trims preceded rallies.
7 of 19 add/trim decisions correct

πŸ’° Entry Quality
$7.61
+42.2% vs current ($10.82)

Best entry: $7.09 (2020 Q3)  Β·  Worst: $10.12 (2024 Q4)

πŸ›‘οΈ Drawdown Resilience
–21.4%
max drawdown while held

πŸ’ͺ Held through 1 major drawdown (>20%). Strong conviction under pressure.

πŸ’ͺ Fund Conviction
45%
buy-side decisions

9 adds Β· 11 trims. Bought during 3 of 6 down-price quarters. πŸ“‰ Predominantly trimming β€” distribution phase.

πŸ“‘ Position Trajectory
β†’ Stable
last 4–5 quarters trend

βš–οΈ Portfolio weight has remained relatively stable β€” conviction maintained.
Currently 0.01% of portfolio

⚠ Based on quarterly 13F SEC filings and end-of-quarter closing prices. Timing score = accuracy of add/trim decisions vs next-quarter price direction. Alpha = mean quarterly excess return Γ— 4 (annualised). Not investment advice.

% of Fund (quarterly)    DMO price (monthly, adj. close)
πŸ“‹ Quarterly Holdings History 10 quarters  β–Ύ
Quarter Action Shares Change Chg % % of Fund Mkt Value Price (EOQ)
2025 Q4 REDUCED 77,644 -1,018 -1.3% 0.01% $859K $10.82
2025 Q3 REDUCED 78,662 -47 -0.1% 0.01% $922K $11.10
2025 Q2 REDUCED 78,709 -714 -0.9% 0.01% $940K $10.95
2025 Q1 REDUCED 79,423 -2,159 -2.6% 0.01% $939K $10.48
2024 Q4 ADDED 81,582 +6,822 +9.1% 0.01% $963K $10.12
2024 Q3 REDUCED 74,760 -2,900 -3.7% 0.01% $895K $9.94
2024 Q2 REDUCED 77,660 -938 -1.2% 0.01% $926K $9.59
2024 Q1 REDUCED 78,598 -1,490 -1.9% 0.01% $920K $9.11
2023 Q4 ADDED 80,088 +2,449 +3.2% 0.01% $895K $8.42
2023 Q3 REDUCED 77,639 -559 -0.7% 0.01% $832K $7.81
11 older quarters hidden  β€”  Sign in free or upgrade to Premium to see full history
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