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WMC

Western Asset Mortgage Capital Corporation
WMC

Delisted

WMC was delisted on the 5th of December, 2023.

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97 hedge funds and large institutions have $119M invested in Western Asset Mortgage Capital Corporation in 2016 Q1 according to their latest regulatory filings, with 9 funds opening new positions, 38 increasing their positions, 28 reducing their positions, and 15 closing their positions.

New
Increased
Maintained
Reduced
Closed

36% more repeat investments, than reductions

Existing positions increased: 38 | Existing positions reduced: 28

5% less capital invested

Capital invested by funds: $125M → $119M (-$6.01M)

6% less funds holding

Funds holding: 103 → 97 (-6)

40% less first-time investments, than exits

New positions opened: 9 | Existing positions closed: 15

62% less call options, than puts

Call options by funds: $994K | Put options by funds: $2.59M

Holders
97
Holders Change
-6
Holders Change %
-5.83%
% of All Funds
2.58%
Holding in Top 10
–
Holding in Top 10 Change
–
Holding in Top 10 Change %
–
% of All Funds
–
New
9
Increased
38
Reduced
28
Closed
15
Calls
$994K
Puts
$2.59M
Net Calls
-$1.59M
Net Calls Change
+$63K

Top Buyers

Rank Fund Capital Flow
1
UBS Group
UBS Group
Switzerland
+$5.88M
2
VanEck Associates
VanEck Associates
New York
+$1.48M
3
KCM
Kennedy Capital Management
Missouri
+$1.32M
4
Vanguard Group
Vanguard Group
Pennsylvania
+$1.09M
5
PPA
Parametric Portfolio Associates
Washington
+$880K

Top Sellers

Rank Fund Capital Flow
1
GXMC
Global X Management Company
New York
-$5.19M
2
Invesco
Invesco
Georgia
-$3.7M
3
BFA
BlackRock Fund Advisors
California
-$1.6M
4
Thrivent Financial for Lutherans
Thrivent Financial for Lutherans
Minnesota
-$1.26M
5
Acadian Asset Management
Acadian Asset Management
Massachusetts
-$874K
Name Holding Trade Value Shares
Change 		Change in
Stake
Swiss National Bank
26
Swiss National Bank
Switzerland
$738K +$128K +1,280 +20%
Susquehanna International Group
27
Susquehanna International Group
Pennsylvania
$712K +$468K +4,682 +195%
TA
28
Teachers Advisors
New York
$656K – – –
Citigroup
29
Citigroup
New York
$640K +$610K +6,102 +2,277%
EMG
30
Ellington Management Group
Connecticut
$640K +$637K +6,370 New
JMPWA
31
JP Morgan Private Wealth Advisors
California
$623K +$440K +4,400 +244%
RhumbLine Advisers
32
RhumbLine Advisers
Massachusetts
$611K +$58.6K +586 +11%
CS
33
Credit Suisse
Switzerland
$510K -$300 -3 -0.1%
Prudential Financial
34
Prudential Financial
New Jersey
$472K +$469K +4,694 New
Capital Fund Management (CFM)
35
Capital Fund Management (CFM)
France
$471K +$469K +4,690 New
Cambridge Investment Research Advisors
36
Cambridge Investment Research Advisors
Iowa
$470K +$142K +1,416 +43%
Wellington Management Group
37
Wellington Management Group
Massachusetts
$465K – – –
MC
38
Menta Capital
California
$462K +$460K +4,600 New
Norges Bank
39
Norges Bank
Norway
$447K – – –
T. Rowe Price Associates
40
T. Rowe Price Associates
Maryland
$420K – – –
New York State Common Retirement Fund
41
New York State Common Retirement Fund
New York
$385K – – –
CA
42
Cetera Advisors
Colorado
$384K -$31.3K -313 -8%
IA
43
IndexIQ Advisors
New York
$367K -$62.7K -627 -15%
State Board of Administration of Florida Retirement System
44
State Board of Administration of Florida Retirement System
Florida
$335K – – –
UBS AM
45
UBS AM
Illinois
$333K -$186K -1,860 -36%
AG
46
Aperio Group
California
$332K +$133K +1,332 +68%
Acadian Asset Management
47
Acadian Asset Management
Massachusetts
$317K -$874K -8,742 -73%
CPS
48
Counsel Portfolio Services
Ontario, Canada
$317K -$874K -8,742 -73%
Allianz Asset Management
49
Allianz Asset Management
Germany
$316K -$98.2K -982 -24%
MLICM
50
Metropolitan Life Insurance Company (MetLife)
New York
$306K – – –
1
2
3 4 5

WMC Hedge Fund Activity: Q1 2016 in Review

97 of the 3,753 institutional investors tracked by Wall St. Rank reported a position in Western Asset Mortgage Capital Corporation (WMC) for Q1 2016, worth a combined $119M — down 4.8% from $125M a quarter earlier.

Sellers outnumbered buyers: 15 funds closed out of WMC and 9 opened new positions — a net loss of 6 holders — while 28 trimmed existing stakes and 38 added.

The largest buyer was UBS Group, adding an estimated $5.88M. The largest seller was Global X Management Company, exiting entirely with an estimated $5.19M sold.

  • 97 institutional investors held Western Asset Mortgage Capital Corporation (WMC) as of Q1 2016, down from 103 in Q4 2015.
  • Funds reported $119M of Western Asset Mortgage Capital Corporation stock for Q1 2016, down 4.8% quarter-over-quarter.
  • 9 funds opened new Western Asset Mortgage Capital Corporation positions in Q1 2016 and 15 closed out, a net change of -6 holders.
  • The largest Western Asset Mortgage Capital Corporation buyer in Q1 2016 was UBS Group, an estimated $5.88M added.
  • The largest Western Asset Mortgage Capital Corporation seller in Q1 2016 was Global X Management Company, an estimated $5.19M sold.

Based on aggregated 13F filings for Q1 2016.