Jane Street
WMC

Jane Street’s Western Asset Mortgage Capital Corporation WMC Stock Holding History

Jane Street’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
2022
Q3 		– Sell
-1,428
Closed -$17K – 10974
2022
Q2 		$17K Sell
1,428
-4,253
-75% -$57.5K ﹤0.01% 9213
2022
Q1 		$97K Buy
+5,681
New +$111K ﹤0.01% 9472
2021
Q4 		– Sell
-1,027
Closed -$27K – 11117
2021
Q3 		$27K Sell
1,027
-4,847
-83% -$138K ﹤0.01% 9712
2021
Q2 		$191K Buy
5,874
+1,954
+50% +$64.8K ﹤0.01% 8868
2021
Q1 		$125K Buy
+3,920
New +$124K ﹤0.01% 8548
2020
Q4 		– Sell
-3,075
Closed -$63K – 8386
2020
Q3 		$63K Sell
3,075
-3,460
-53% -$76.7K ﹤0.01% 6876
2020
Q2 		$179K Buy
6,535
+782
+14% +$20K ﹤0.01% 6440
2020
Q1 		$132K Buy
+5,753
New +$523K ﹤0.01% 4824
2019
Q1 		– Sell
-2,614
Closed -$218K – 5881
2018
Q4 		$218K Buy
+2,614
New +$256K ﹤0.01% 4407
2015
Q4 		– Sell
-1,676
Closed -$211K – 4607
2015
Q3 		$211K Sell
1,676
-171
-9% -$23.4K ﹤0.01% 3137
2015
Q2 		$273K Sell
1,847
-6,737
-78% -$1.01M ﹤0.01% 2917
2015
Q1 		$1.29M Buy
+8,584
New +$1.23M 0.01% 1175
2014
Q3 		– Sell
-12,894
Closed -$1.83M – 3223
2014
Q2 		$1.83M Buy
12,894
+9,778
+314% +$1.41M 0.02% 580
2014
Q1 		$487K Buy
3,116
+455
+17% +$71.2K 0.01% 1592
2013
Q4 		$396K Buy
+2,661
New +$429K 0.01% 1419
2013
Q3 		– Sell
-2,236
Closed -$390K – 3241
2013
Q2 		$390K Buy
+2,236
New +$458K 0.01% 1661

Other funds holding WMC

BPCM
Beach Point Capital Management Santa Monica, California $254M AUM 16.78% 1-Year Est. Return
Vanguard Group
Vanguard Group Malvern, Pennsylvania $6.9T AUM 27.45% 1-Year Est. Return
BlackRock
BlackRock New York $5.72T AUM 30.48% 1-Year Est. Return
AC
Almitas Capital Santa Monica, California $443M AUM 42.36% 1-Year Est. Return
Geode Capital Management
Geode Capital Management Boston, Massachusetts $1.61T AUM 30.72% 1-Year Est. Return
Millennium Management
Millennium Management New York $240B AUM 35.51% 1-Year Est. Return
CC
Centiva Capital New York $13.6B AUM 20% 1-Year Est. Return
Victory Capital Management
Victory Capital Management San Antonio, Texas $156B AUM 27.51% 1-Year Est. Return
Susquehanna International Group
Susquehanna International Group Bala Cynwyd, Pennsylvania $893B AUM 36.07% 1-Year Est. Return
Renaissance Technologies
Renaissance Technologies New York $63.9B AUM 45.56% 1-Year Est. Return

Jane Street's WMC Position: Q3 2022 in Review

Jane Street sold out of Western Asset Mortgage Capital Corporation (WMC) in Q3 2022, closing a stake of 1,428 shares — an estimated $17K sold.

Jane Street first reported a position in WMC in Q2 2013 and held it in 16 quarters. The position peaked at $1.83M in Q2 2014. 26 funds tracked by Wall St. Rank hold WMC as of Q3 2022.

  • Jane Street reported no remaining Western Asset Mortgage Capital Corporation position as of Q3 2022 after selling out during the quarter.
  • Jane Street sold 1,428 Western Asset Mortgage Capital Corporation shares in Q3 2022, an estimated $17K.
  • Jane Street first reported a position in Western Asset Mortgage Capital Corporation in Q2 2013 and held it in 16 quarters.
  • Jane Street's Western Asset Mortgage Capital Corporation position peaked at $1.83M in Q2 2014.
  • 26 funds tracked by Wall St. Rank held Western Asset Mortgage Capital Corporation as of Q3 2022.

Based on Jane Street's 13F filing for Q3 2022, filed 15 Nov 2022.