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WMC

Western Asset Mortgage Capital Corporation

Delisted

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

90 hedge funds and large institutions have $138M invested in Western Asset Mortgage Capital Corporation in 2016 Q3 according to their latest regulatory filings, with 13 funds opening new positions, 44 increasing their positions, 15 reducing their positions, and 10 closing their positions.

New
Increased
Maintained
Reduced
Closed

193% more repeat investments, than reductions

Existing positions increased: 44 | Existing positions reduced: 15

30% more first-time investments, than exits

New positions opened: 13 | Existing positions closed: 10

12% more capital invested

Capital invested by funds: $124M → $138M (+$14.2M)

2% more funds holding

Funds holding: 8890 (+2)

90% less call options, than puts

Call options by funds: $140K | Put options by funds: $1.35M

Holders
90
Holders Change
+2
Holders Change %
+2.27%
% of All Funds
2.4%
Holding in Top 10
Holding in Top 10 Change
Holding in Top 10 Change %
% of All Funds
New
13
Increased
44
Reduced
15
Closed
10
Calls
$140K
Puts
$1.35M
Net Calls
-$1.21M
Net Calls Change
-$448K
Name Holding Trade Value Shares
Change
Change in
Stake
BFA
1
BlackRock Fund Advisors
California
$22.3M +$1.12M +10,847 +5%
Vanguard Group
2
Vanguard Group
Pennsylvania
$15.8M +$783K +7,596 +5%
BIT
3
BlackRock Institutional Trust
California
$13.4M +$2.06K +20 +0%
Invesco
4
Invesco
Georgia
$10.9M -$3.63M -35,206 -25%
UBS Group
5
UBS Group
Switzerland
$9.27M +$839K +8,134 +10%
State Street
6
State Street
Massachusetts
$8.06M +$153K +1,487 +2%
Northern Trust
7
Northern Trust
Illinois
$4.69M +$57.9K +561 +1%
Renaissance Technologies
8
Renaissance Technologies
New York
$4M +$3.33M +32,321 +532%
KCM
9
Kennedy Capital Management
Missouri
$3.25M -$130K -1,264 -4%
Geode Capital Management
10
Geode Capital Management
Massachusetts
$3.19M +$39.6K +384 +1%
Goldman Sachs
11
Goldman Sachs
New York
$3.02M +$1.56M +15,082 +108%
Creative Planning
12
Creative Planning
Kansas
$2.77M +$91.5K +887 +3%
Charles Schwab
13
Charles Schwab
California
$2.51M +$13.5K +131 +0.5%
JP Morgan Chase
14
JP Morgan Chase
New York
$2.45M +$44.1K +428 +2%
PPA
15
Parametric Portfolio Associates
Washington
$1.91M -$9.28K -90 -0.5%
BIM
16
BlackRock Investment Management
Delaware
$1.88M -$15K -145 -0.8%
Citadel Advisors
17
Citadel Advisors
Florida
$1.7M +$1.37M +13,249 +437%
VanEck Associates
18
VanEck Associates
New York
$1.68M +$25K +242 +2%
California Public Employees Retirement System
19
California Public Employees Retirement System
California
$1.63M +$23.7K +230 +1%
LSV Asset Management
20
LSV Asset Management
Illinois
$1.62M
Bank of New York Mellon
21
Bank of New York Mellon
New York
$1.61M +$34.8K +337 +2%
Deutsche Bank
22
Deutsche Bank
Germany
$1.24M +$701K +6,793 +132%
Bank of America
23
Bank of America
North Carolina
$1.11M -$375K -3,640 -25%
CS
24
Credit Suisse
Switzerland
$1.02M +$213K +2,070 +27%
RJA
25
Raymond James & Associates
Florida
$977K -$33K -320 -3%

WMC Hedge Fund Activity: Q3 2016 in Review

90 of the 3,748 institutional investors tracked by Wall St. Rank reported a position in Western Asset Mortgage Capital Corporation (WMC) for Q3 2016, worth a combined $138M — up 12% from $124M a quarter earlier.

Buyers outnumbered sellers: 13 funds opened new WMC positions and 10 closed out — a net gain of 3 holders — while 44 added to existing stakes and 15 trimmed.

The largest buyer was Renaissance Technologies, adding an estimated $3.33M. The largest seller was Citigroup, cutting an estimated $3.91M.

  • 90 institutional investors held Western Asset Mortgage Capital Corporation (WMC) as of Q3 2016, up from 88 in Q2 2016.
  • Funds reported $138M of Western Asset Mortgage Capital Corporation stock for Q3 2016, up 12% quarter-over-quarter.
  • 13 funds opened new Western Asset Mortgage Capital Corporation positions in Q3 2016 and 10 closed out, a net change of +3 holders.
  • The largest Western Asset Mortgage Capital Corporation buyer in Q3 2016 was Renaissance Technologies, an estimated $3.33M added.
  • The largest Western Asset Mortgage Capital Corporation seller in Q3 2016 was Citigroup, an estimated $3.91M sold.

Based on aggregated 13F filings for Q3 2016.