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WMC

Western Asset Mortgage Capital Corporation

Delisted

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

85 hedge funds and large institutions have $151M invested in Western Asset Mortgage Capital Corporation in 2017 Q1 according to their latest regulatory filings, with 8 funds opening new positions, 28 increasing their positions, 27 reducing their positions, and 14 closing their positions.

New
Increased
Maintained
Reduced
Closed

5% more capital invested

Capital invested by funds: $144M → $151M (+$6.98M)

4% more repeat investments, than reductions

Existing positions increased: 28 | Existing positions reduced: 27

8% less call options, than puts

Call options by funds: $265K | Put options by funds: $289K

12% less funds holding

Funds holding: 9785 (-12)

43% less first-time investments, than exits

New positions opened: 8 | Existing positions closed: 14

Holders
85
Holders Change
-12
Holders Change %
-12.37%
% of All Funds
2.12%
Holding in Top 10
Holding in Top 10 Change
Holding in Top 10 Change %
% of All Funds
New
8
Increased
28
Reduced
27
Closed
14
Calls
$265K
Puts
$289K
Net Calls
-$24K
Net Calls Change
+$224K
Name Holding Trade Value Shares
Change
Change in
Stake
BlackRock
1
BlackRock
New York
$38.8M +$40.1M +396,210 +33,435%
Vanguard Group
2
Vanguard Group
Pennsylvania
$17.4M +$1.99M +19,718 +12%
Invesco
3
Invesco
Georgia
$12.5M +$3.27M +32,314 +34%
UBS Group
4
UBS Group
Switzerland
$10.3M +$2.08M +20,589 +24%
State Street
5
State Street
Massachusetts
$7.17M -$764K -7,558 -9%
Renaissance Technologies
6
Renaissance Technologies
New York
$5.68M +$730K +7,221 +14%
Northern Trust
7
Northern Trust
Illinois
$4.91M +$162K +1,600 +3%
Thrivent Financial for Lutherans
8
Thrivent Financial for Lutherans
Minnesota
$3.53M +$3.66M +36,162 New
Geode Capital Management
9
Geode Capital Management
Massachusetts
$3.19M +$129K +1,272 +4%
Charles Schwab
10
Charles Schwab
California
$3.01M +$239K +2,360 +8%
Creative Planning
11
Creative Planning
Kansas
$2.59M
JP Morgan Chase
12
JP Morgan Chase
New York
$2.58M -$996K -9,856 -27%
Prudential Financial
13
Prudential Financial
New Jersey
$2.43M +$724K +7,160 +40%
WAM
14
Wolverine Asset Management
Illinois
$2.33M +$2.41M +23,821 New
PPA
15
Parametric Portfolio Associates
Washington
$2.09M +$393K +3,885 +22%
Bank of New York Mellon
16
Bank of New York Mellon
New York
$2M +$134K +1,329 +7%
California Public Employees Retirement System
17
California Public Employees Retirement System
California
$1.87M +$306K +3,030 +19%
HS
18
Hazelview Securities
Ontario, Canada
$1.87M +$1.93M +19,122 New
Goldman Sachs
19
Goldman Sachs
New York
$1.85M -$253K -2,506 -12%
LSV Asset Management
20
LSV Asset Management
Illinois
$1.84M
VanEck Associates
21
VanEck Associates
New York
$1.77M +$164K +1,619 +10%
Citadel Advisors
22
Citadel Advisors
Florida
$1.49M +$777K +7,689 +101%
Citigroup
23
Citigroup
New York
$1.41M +$434K +4,292 +42%
Morgan Stanley
24
Morgan Stanley
New York
$1.24M -$1.45M -14,294 -53%
TCIM
25
TIAA CREF Investment Management
New York
$1.09M -$126K -1,244 -10%

WMC Hedge Fund Activity: Q1 2017 in Review

85 of the 4,017 institutional investors tracked by Wall St. Rank reported a position in Western Asset Mortgage Capital Corporation (WMC) for Q1 2017, worth a combined $151M — up 4.9% from $144M a quarter earlier.

Sellers outnumbered buyers: 14 funds closed out of WMC and 8 opened new positions — a net loss of 6 holders — while 27 trimmed existing stakes and 28 added.

The largest buyer was BlackRock, adding an estimated $40.1M. The largest seller was Kennedy Capital Management, exiting entirely with an estimated $3.27M sold.

  • 85 institutional investors held Western Asset Mortgage Capital Corporation (WMC) as of Q1 2017, down from 97 in Q4 2016.
  • Funds reported $151M of Western Asset Mortgage Capital Corporation stock for Q1 2017, up 4.9% quarter-over-quarter.
  • 8 funds opened new Western Asset Mortgage Capital Corporation positions in Q1 2017 and 14 closed out, a net change of -6 holders.
  • The largest Western Asset Mortgage Capital Corporation buyer in Q1 2017 was BlackRock, an estimated $40.1M added.
  • The largest Western Asset Mortgage Capital Corporation seller in Q1 2017 was Kennedy Capital Management, an estimated $3.27M sold.

Based on aggregated 13F filings for Q1 2017.