Western Asset Mortgage Defined Opportunity Fund Inc. Portfolio Composition as of September 30, 2015

Western Asset Mortgage Defined Opportunity Fund Inc. (NYSE: DMO) announces its portfolio composition as of September 30, 2015. Investment Objectives: The Fund’s primary investment objective is to provide current income. As a secondary investment objective, the Fund will seek capital appreciation. Investment Strategy: The Fund seeks to achieve its investment objectives by investing primarily in a diverse portfolio of mortgage-backed securities (“MBS”) consisting primarily of non-agency residential mortgage-backed securities ("RMBS") and commercial mortgage-backed securities ("CMBS"). Portfolio Composition*: Asset Allocation   RMBS   69.0% Alt-A 25.6% Sub-prime...