California Public Employees Retirement System
WMC

California Public Employees Retirement System’s Western Asset Mortgage Capital Corporation WMC Stock Holding History

California Public Employees Retirement System’s Portfolio WMC Stock Details WMC Fund Activity
Bought
Maintained
Sold
Quarter Market Value Status Shares Change in
Stake 		Trade Value Portfolio Weight Portfolio Position
2021
Q2 		– Sell
-10,580
Closed -$338K – 3319
2021
Q1 		$338K Hold
10,580
– – ﹤0.01% 3165
2020
Q4 		$345K Hold
10,580
– – ﹤0.01% 3129
2020
Q3 		$216K Hold
10,580
– – ﹤0.01% 3222
2020
Q2 		$290K Buy
10,580
+2,425
+30% +$62.1K ﹤0.01% 3037
2020
Q1 		$187K Buy
8,155
+1,170
+17% +$106K ﹤0.01% 2881
2019
Q4 		$722K Buy
6,985
+1,651
+31% +$167K ﹤0.01% 2542
2019
Q3 		$515K Buy
5,334
+789
+17% +$77.9K ﹤0.01% 2556
2019
Q2 		$454K Buy
4,545
+360
+9% +$36.6K ﹤0.01% 2575
2019
Q1 		$428K Sell
4,185
-4,961
-54% -$489K ﹤0.01% 2628
2018
Q4 		$763K Buy
9,146
+94
+1% +$9.21K ﹤0.01% 2359
2018
Q3 		$907K Sell
9,052
-456
-5% -$49.4K ﹤0.01% 2390
2018
Q2 		$991K Sell
9,508
-7,748
-45% -$794K ﹤0.01% 2334
2018
Q1 		$1.67M Sell
17,256
-4,977
-22% -$474K ﹤0.01% 2001
2017
Q4 		$2.21M Buy
22,233
+2,246
+11% +$229K ﹤0.01% 1881
2017
Q3 		$2.09M Buy
19,987
+1,917
+11% +$200K ﹤0.01% 1890
2017
Q2 		$1.86M Sell
18,070
-1,100
-6% -$113K ﹤0.01% 1909
2017
Q1 		$1.87M Buy
19,170
+3,030
+19% +$306K ﹤0.01% 1909
2016
Q4 		$1.63M Buy
16,140
+500
+3% +$51.6K ﹤0.01% 2031
2016
Q3 		$1.63M Buy
15,640
+230
+1% +$23.7K ﹤0.01% 2053
2016
Q2 		$1.45M Buy
15,410
+5,290
+52% +$507K ﹤0.01% 2109
2016
Q1 		$1.02M Buy
10,120
+2,840
+39% +$284K ﹤0.01% 2324
2015
Q4 		$744K Buy
7,280
+2,140
+42% +$244K ﹤0.01% 2575
2015
Q3 		$648K Buy
5,140
+1,880
+58% +$257K ﹤0.01% 2638
2015
Q2 		$482K Buy
+3,260
New +$488K ﹤0.01% 2915
2014
Q4 		– Sell
-2,520
Closed -$372K – 3842
2014
Q3 		$372K Sell
2,520
-980
-28% -$142K ﹤0.01% 3107
2014
Q2 		$496K Sell
3,500
-498
-12% -$71.9K ﹤0.01% 3004
2014
Q1 		$583K Buy
3,998
+3,568
+830% +$558K ﹤0.01% 2892
2013
Q4 		$64K Buy
430
+350
+438% +$56.5K ﹤0.01% 3675
2013
Q3 		$13K Hold
80
– – ﹤0.01% 3813
2013
Q2 		$14K Buy
+80
New +$16.4K ﹤0.01% 3793

Other funds holding WMC

BlackRock
BlackRock New York $5.72T AUM 30.48% 1-Year Est. Return
Vanguard Group
Vanguard Group Malvern, Pennsylvania $6.9T AUM 27.45% 1-Year Est. Return
Two Sigma Investments
Two Sigma Investments New York $124B AUM 33.93% 1-Year Est. Return
Millennium Management
Millennium Management New York $240B AUM 35.51% 1-Year Est. Return
Two Sigma Advisers
Two Sigma Advisers New York $51.4B AUM 31.07% 1-Year Est. Return
Geode Capital Management
Geode Capital Management Boston, Massachusetts $1.61T AUM 30.72% 1-Year Est. Return
UBS Group
UBS Group Zurich, Switzerland $666B AUM 30.12% 1-Year Est. Return
CS
Credit Suisse Zurich, Switzerland $104B AUM 34.76% 1-Year Est. Return
Invesco
Invesco Atlanta, Georgia $1.02T AUM 30.18% 1-Year Est. Return
State Street
State Street Boston, Massachusetts $2.9T AUM 29.55% 1-Year Est. Return

California Public Employees Retirement System's WMC Position: Q2 2021 in Review

California Public Employees Retirement System sold out of Western Asset Mortgage Capital Corporation (WMC) in Q2 2021, closing a stake of 10,580 shares — an estimated $338K sold.

California Public Employees Retirement System first reported a position in WMC in Q2 2013 and held it in 30 quarters. The position peaked at $2.21M in Q4 2017. 73 funds tracked by Wall St. Rank hold WMC as of Q2 2021.

  • California Public Employees Retirement System reported no remaining Western Asset Mortgage Capital Corporation position as of Q2 2021 after selling out during the quarter.
  • California Public Employees Retirement System sold 10,580 Western Asset Mortgage Capital Corporation shares in Q2 2021, an estimated $338K.
  • California Public Employees Retirement System first reported a position in Western Asset Mortgage Capital Corporation in Q2 2013 and held it in 30 quarters.
  • California Public Employees Retirement System's Western Asset Mortgage Capital Corporation position peaked at $2.21M in Q4 2017.
  • 73 funds tracked by Wall St. Rank held Western Asset Mortgage Capital Corporation as of Q2 2021.

Based on California Public Employees Retirement System's 13F filing for Q2 2021, filed 13 Aug 2021.