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WMC

Western Asset Mortgage Capital Corporation

Delisted

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

88 hedge funds and large institutions have $124M invested in Western Asset Mortgage Capital Corporation in 2016 Q2 according to their latest regulatory filings, with 6 funds opening new positions, 32 increasing their positions, 31 reducing their positions, and 14 closing their positions.

New
Increased
Maintained
Reduced
Closed

4% more capital invested

Capital invested by funds: $119M → $124M (+$4.24M)

3% more repeat investments, than reductions

Existing positions increased: 32 | Existing positions reduced: 31

9% less funds holding

Funds holding: 9788 (-9)

57% less first-time investments, than exits

New positions opened: 6 | Existing positions closed: 14

63% less call options, than puts

Call options by funds: $453K | Put options by funds: $1.21M

Holders
88
Holders Change
-9
Holders Change %
-9.28%
% of All Funds
2.35%
Holding in Top 10
Holding in Top 10 Change
Holding in Top 10 Change %
% of All Funds
New
6
Increased
32
Reduced
31
Closed
14
Calls
$453K
Puts
$1.21M
Net Calls
-$759K
Net Calls Change
+$835K
Name Holding Trade Value Shares
Change
Change in
Stake
BFA
1
BlackRock Fund Advisors
California
$19.1M +$3.22M +33,571 +20%
Vanguard Group
2
Vanguard Group
Pennsylvania
$13.5M -$178K -1,852 -1%
Invesco
3
Invesco
Georgia
$13.1M +$3.4M +35,439 +34%
BIT
4
BlackRock Institutional Trust
California
$12.1M -$206K -2,152 -2%
UBS Group
5
UBS Group
Switzerland
$7.59M +$1.79M +18,648 +30%
State Street
6
State Street
Massachusetts
$7.12M -$257K -2,677 -3%
Northern Trust
7
Northern Trust
Illinois
$4.17M -$114K -1,192 -3%
Citigroup
8
Citigroup
New York
$4.02M +$3.49M +36,401 +571%
KCM
9
Kennedy Capital Management
Missouri
$3.05M +$1.85M +19,250 +145%
Geode Capital Management
10
Geode Capital Management
Massachusetts
$2.84M +$28.9K +301 +1%
Creative Planning
11
Creative Planning
Kansas
$2.41M +$480 +5 +0%
Charles Schwab
12
Charles Schwab
California
$2.25M +$256K +2,666 +13%
JP Morgan Chase
13
JP Morgan Chase
New York
$2.17M +$445K +4,639 +25%
PPA
14
Parametric Portfolio Associates
Washington
$1.73M -$296K -3,083 -14%
BIM
15
BlackRock Investment Management
Delaware
$1.71M +$98K +1,022 +6%
VanEck Associates
16
VanEck Associates
New York
$1.49M +$96.9K +1,010 +7%
LSV Asset Management
17
LSV Asset Management
Illinois
$1.46M
California Public Employees Retirement System
18
California Public Employees Retirement System
California
$1.45M +$507K +5,290 +52%
Bank of New York Mellon
19
Bank of New York Mellon
New York
$1.42M -$257K -2,683 -15%
Bank of America
20
Bank of America
North Carolina
$1.35M -$170K -1,772 -11%
Goldman Sachs
21
Goldman Sachs
New York
$1.31M -$345K -3,592 -21%
TCIM
22
TIAA CREF Investment Management
New York
$1.15M -$107K -1,116 -8%
GC
23
Guggenheim Capital
Illinois
$914K -$30.3K -316 -3%
RJA
24
Raymond James & Associates
Florida
$911K +$31K +323 +3%
California State Teachers Retirement System (CalSTRS)
25
California State Teachers Retirement System (CalSTRS)
California
$806K -$28.6K -298 -3%

WMC Hedge Fund Activity: Q2 2016 in Review

88 of the 3,748 institutional investors tracked by Wall St. Rank reported a position in Western Asset Mortgage Capital Corporation (WMC) for Q2 2016, worth a combined $124M — up 3.6% from $119M a quarter earlier.

Sellers outnumbered buyers: 14 funds closed out of WMC and 6 opened new positions — a net loss of 8 holders — while 31 trimmed existing stakes and 32 added.

The largest buyer was Citigroup, adding an estimated $3.49M. The largest seller was Ellington Management Group, exiting entirely with an estimated $640K sold.

  • 88 institutional investors held Western Asset Mortgage Capital Corporation (WMC) as of Q2 2016, down from 97 in Q1 2016.
  • Funds reported $124M of Western Asset Mortgage Capital Corporation stock for Q2 2016, up 3.6% quarter-over-quarter.
  • 6 funds opened new Western Asset Mortgage Capital Corporation positions in Q2 2016 and 14 closed out, a net change of -8 holders.
  • The largest Western Asset Mortgage Capital Corporation buyer in Q2 2016 was Citigroup, an estimated $3.49M added.
  • The largest Western Asset Mortgage Capital Corporation seller in Q2 2016 was Ellington Management Group, an estimated $640K sold.

Based on aggregated 13F filings for Q2 2016.