Western Asset Mortgage Capital Corporation
WMC was delisted on the 5th of December, 2023.
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.
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
Top Buyers
| Rank | Fund | Capital Flow |
|---|---|---|
| 1 |
UBS Group
Zurich,
Switzerland
|
+$5.88M |
| 2 |
VanEck Associates
New York
|
+$1.48M |
| 3 |
KCM
Kennedy Capital Management
St Louis,
Missouri
|
+$1.32M |
| 4 |
Vanguard Group
Malvern,
Pennsylvania
|
+$1.09M |
| 5 |
PPA
Parametric Portfolio Associates
Seattle,
Washington
|
+$880K |
Top Sellers
| Rank | Fund | Capital Flow |
|---|---|---|
| 1 |
GXMC
Global X Management Company
New York
|
-$5.19M |
| 2 |
Invesco
Atlanta,
Georgia
|
-$3.7M |
| 3 |
BFA
BlackRock Fund Advisors
San Francisco,
California
|
-$1.6M |
| 4 |
Thrivent Financial for Lutherans
Minneapolis,
Minnesota
|
-$1.26M |
| 5 |
Acadian Asset Management
Boston,
Massachusetts
|
-$874K |
| Name | Holding | Trade Value |
Shares Change |
Change in Stake |
|
|---|---|---|---|---|---|
|
VKH
101
Virtu KCG Holdings
New York
| – | -$482K | -4,718 | Closed |
|
|
SCM
102
Sterling Capital Management
Charlotte,
North Carolina
| – | -$397K | -3,881 | Closed |
|
|
GCP
103
GSA Capital Partners
London,
United Kingdom
| – | -$226K | -2,210 | Closed |
|
|
CSS
104
Cubist Systematic Strategies
Stamford,
Connecticut
| – | -$191K | -1,869 | Closed |
|
|
ARTA
105
A.R.T. Advisors
New York
| – | -$125K | -1,232 | Closed |
|
|
FRM
106
Fox Run Management
Greenwich,
Connecticut
| – | -$109K | -1,070 | Closed |
|
107
BNP Paribas Financial Markets
Paris,
France
| – | -$84.2K | -823 | Closed |
|
108
Group One Trading
Chicago,
Illinois
| – | -$64.6K | -646 | Closed |
|
|
CG
109
Cutler Group
San Francisco,
California
| – | -$34.2K | -342 | Closed |
|
|
QT
110
Quantbot Technologies
New York
| – | -$33K | -324 | Closed |
|
|
MWM
111
MinichMacGregor Wealth Management
Saratoga Springs,
New York
| – | -$18K | -121 | Closed |
|
|
NFG
112
Next Financial Group
Houston,
Texas
| – | -$1K | -10 | Closed |
|
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.