PPA
WMC

Parametric Portfolio Associates’s Western Asset Mortgage Capital Corporation WMC Stock Holding History

Parametric Portfolio Associates’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
Q1 		$59K Sell
3,460
-3,565
-51% -$69.7K ﹤0.01% 3620
2021
Q4 		$148K Sell
7,025
-7,415
-51% -$176K ﹤0.01% 3485
2021
Q3 		$377K Sell
14,440
-11,159
-44% -$318K ﹤0.01% 3211
2021
Q2 		$832K Buy
25,599
+46
+0.2% +$1.52K ﹤0.01% 2851
2021
Q1 		$815K Buy
25,553
+544
+2% +$17.2K ﹤0.01% 3259
2020
Q4 		$815K Buy
25,009
+18,269
+271% +$494K ﹤0.01% 3153
2020
Q3 		$137K Buy
6,740
+1,623
+32% +$36K ﹤0.01% 3739
2020
Q2 		$140K Sell
5,117
-30
-0.6% -$768 ﹤0.01% 3713
2020
Q1 		$118K Sell
5,147
-3,194
-38% -$290K ﹤0.01% 3686
2019
Q4 		$862K Sell
8,341
-12,897
-61% -$1.31M ﹤0.01% 3130
2019
Q3 		$2.05M Sell
21,238
-4,541
-18% -$448K ﹤0.01% 2619
2019
Q2 		$2.57M Sell
25,779
-4,217
-14% -$428K ﹤0.01% 2496
2019
Q1 		$3.07M Sell
29,996
-2,785
-8% -$274K ﹤0.01% 2353
2018
Q4 		$2.73M Buy
32,781
+10,081
+44% +$987K ﹤0.01% 2365
2018
Q3 		$2.27M Sell
22,700
-106
-0.5% -$11.5K ﹤0.01% 2620
2018
Q2 		$2.38M Buy
22,806
+910
+4% +$93.3K ﹤0.01% 2565
2018
Q1 		$2.12M Sell
21,896
-539
-2% -$51.3K ﹤0.01% 2580
2017
Q4 		$2.23M Buy
22,435
+4,653
+26% +$474K ﹤0.01% 2535
2017
Q3 		$1.86M Sell
17,782
-1,274
-7% -$133K ﹤0.01% 2635
2017
Q2 		$1.96M Sell
19,056
-2,300
-11% -$236K ﹤0.01% 2537
2017
Q1 		$2.09M Buy
21,356
+3,885
+22% +$393K ﹤0.01% 2421
2016
Q4 		$1.76M Sell
17,471
-838
-5% -$86.5K ﹤0.01% 2461
2016
Q3 		$1.91M Sell
18,309
-90
-0.5% -$9.28K ﹤0.01% 2371
2016
Q2 		$1.73M Sell
18,399
-3,083
-14% -$296K ﹤0.01% 2434
2016
Q1 		$2.16M Buy
21,482
+8,804
+69% +$880K ﹤0.01% 2327
2015
Q4 		$1.3M Buy
12,678
+1,420
+13% +$162K ﹤0.01% 2581
2015
Q3 		$1.42M Sell
11,258
-6,404
-36% -$875K ﹤0.01% 2089
2015
Q2 		$2.61M Buy
17,662
+13,268
+302% +$1.98M 0.01% 2004
2015
Q1 		$663K Sell
4,394
-48
-1% -$6.89K ﹤0.01% 3104
2014
Q4 		$653K Buy
4,442
+2,580
+139% +$385K ﹤0.01% 3101
2014
Q3 		$275K Buy
+1,862
New +$270K ﹤0.01% 3500
2014
Q2 		– Sell
-1,305
Closed -$204K – 3812
2014
Q1 		$204K Sell
1,305
-843
-39% -$132K ﹤0.01% 3616
2013
Q4 		$320K Buy
+2,148
New +$347K ﹤0.01% 3398

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
CC
Centiva Capital New York $13.6B AUM 20% 1-Year Est. Return
Millennium Management
Millennium Management New York $240B AUM 35.51% 1-Year Est. Return
Geode Capital Management
Geode Capital Management Boston, Massachusetts $1.61T AUM 30.72% 1-Year Est. Return
AC
Almitas Capital Santa Monica, California $443M AUM 42.36% 1-Year Est. Return
Susquehanna International Group
Susquehanna International Group Bala Cynwyd, Pennsylvania $893B AUM 36.07% 1-Year Est. Return
Victory Capital Management
Victory Capital Management San Antonio, Texas $156B AUM 27.51% 1-Year Est. Return
AWM
AE Wealth Management Topeka, Kansas $18.5B AUM 19.51% 1-Year Est. Return

Parametric Portfolio Associates's WMC Position: Q1 2022 in Review

Parametric Portfolio Associates reduced its Western Asset Mortgage Capital Corporation (WMC) stake by 51% in Q1 2022, selling an estimated $69.7K and leaving 3,460 shares worth $59K. The position accounts for ﹤0.01% of the portfolio, ranked #3620.

Parametric Portfolio Associates first reported a position in WMC in Q4 2013 and has held it in 33 quarters since. The position peaked at $3.07M in Q1 2019. 57 funds tracked by Wall St. Rank hold WMC as of Q1 2022.

  • Parametric Portfolio Associates held 3,460 shares of Western Asset Mortgage Capital Corporation worth $59K as of Q1 2022.
  • Parametric Portfolio Associates sold 3,565 Western Asset Mortgage Capital Corporation shares in Q1 2022, an estimated $69.7K.
  • Western Asset Mortgage Capital Corporation made up ﹤0.01% of Parametric Portfolio Associates's portfolio in Q1 2022, its #3620 holding.
  • Parametric Portfolio Associates first reported a position in Western Asset Mortgage Capital Corporation in Q4 2013 and has held it in 33 quarters since.
  • Parametric Portfolio Associates's Western Asset Mortgage Capital Corporation position peaked at $3.07M in Q1 2019.
  • 57 funds tracked by Wall St. Rank held Western Asset Mortgage Capital Corporation as of Q1 2022.

Based on Parametric Portfolio Associates's 13F filing for Q1 2022, filed 16 May 2022.