Ellington Management Group’s Western Asset Mortgage Capital Corporation WMC Stock Holding History

Ellington Management Group’s Portfolio WMC Stock Details WMC Fund Activity

Bought

Maintained

Sold

Quarter	Market Value	Status	Shares	Change in Stake	Trade Value	Portfolio Weight	Portfolio Position
2016 Q4	–	Sell	-2,050	Closed	-$214K	–	874
2016 Q3	$214K	Buy	+2,050	New	+$211K	0.06%	518
2016 Q2	–	Sell	-6,370	Closed	-$640K	–	541
2016 Q1	$640K	Buy	+6,370	New	+$637K	0.27%	98
2015 Q4	–	Sell	-3,217	Closed	-$406K	–	885
2015 Q3	$406K	Buy	3,217 +1,627	+102%	+$222K	0.11%	297
2015 Q2	$235K	Buy	+1,590	New	+$238K	0.06%	525
2014 Q4	–	Sell	-1,020	Closed	-$151K	–	654
2014 Q3	$151K	Buy	+1,020	New	+$148K	0.1%	248
2014 Q1	–	Sell	-2,520	Closed	-$375K	–	809
2013 Q4	$375K	Buy	+2,520	New	+$407K	0.13%	251

Other funds holding WMC

BFA

BlackRock Fund Advisors San Francisco, California $542B AUM 18.13% 1-Year Est. Return

Vanguard Group Malvern, Pennsylvania $6.9T AUM 27.45% 1-Year Est. Return

BIT

BlackRock Institutional Trust San Francisco, California $675B AUM 16.07% 1-Year Est. Return

Invesco Atlanta, Georgia $1.02T AUM 30.18% 1-Year Est. Return

UBS Group Zurich, Switzerland $666B AUM 30.12% 1-Year Est. Return

State Street Boston, Massachusetts $2.9T AUM 29.55% 1-Year Est. Return

Renaissance Technologies New York $63.9B AUM 45.56% 1-Year Est. Return

Northern Trust Chicago, Illinois $757B AUM 28.64% 1-Year Est. Return

JP Morgan Chase New York $1.56T AUM 27.86% 1-Year Est. Return

KCM

Kennedy Capital Management St Louis, Missouri $4.72B AUM 36.69% 1-Year Est. Return

Ellington Management Group's WMC Position: Q4 2016 in Review

Ellington Management Group sold out of Western Asset Mortgage Capital Corporation (WMC) in Q4 2016, closing a stake of 2,050 shares — an estimated $214K sold.

Ellington Management Group first reported a position in WMC in Q4 2013 and held it in 6 quarters. The position peaked at $640K in Q1 2016. 97 funds tracked by Wall St. Rank hold WMC as of Q4 2016.

Ellington Management Group reported no remaining Western Asset Mortgage Capital Corporation position as of Q4 2016 after selling out during the quarter.
Ellington Management Group sold 2,050 Western Asset Mortgage Capital Corporation shares in Q4 2016, an estimated $214K.
Ellington Management Group first reported a position in Western Asset Mortgage Capital Corporation in Q4 2013 and held it in 6 quarters.
Ellington Management Group's Western Asset Mortgage Capital Corporation position peaked at $640K in Q1 2016.
97 funds tracked by Wall St. Rank held Western Asset Mortgage Capital Corporation as of Q4 2016.

Based on Ellington Management Group's 13F filing for Q4 2016, filed 14 Feb 2017.