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WMC

Western Asset Mortgage Capital Corporation

Delisted

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

117 hedge funds and large institutions have $239M invested in Western Asset Mortgage Capital Corporation in 2019 Q3 according to their latest regulatory filings, with 12 funds opening new positions, 48 increasing their positions, 29 reducing their positions, and 13 closing their positions.

New
Increased
Maintained
Reduced
Closed

66% more repeat investments, than reductions

Existing positions increased: 48 | Existing positions reduced: 29

34% more call options, than puts

Call options by funds: $9.34M | Put options by funds: $6.96M

1% less funds holding

Funds holding: 118117 (-1)

4% less capital invested

Capital invested by funds: $248M → $239M (-$8.95M)

8% less first-time investments, than exits

New positions opened: 12 | Existing positions closed: 13

Holders
117
Holders Change
-1
Holders Change %
-0.85%
% of All Funds
2.57%
Holding in Top 10
Holding in Top 10 Change
Holding in Top 10 Change %
% of All Funds
New
12
Increased
48
Reduced
29
Closed
13
Calls
$9.34M
Puts
$6.96M
Net Calls
+$2.38M
Net Calls Change
+$895K
Name Holding Trade Value Shares
Change
Change in
Stake
Bank of America
26
Bank of America
North Carolina
$1.02M +$70.2K +711 +7%
Morgan Stanley
27
Morgan Stanley
New York
$998K -$294K -2,975 -22%
Canada Pension Plan Investment Board
28
Canada Pension Plan Investment Board
Ontario, Canada
$990K
SCM
29
Sterling Capital Management
North Carolina
$988K +$1.01M +10,234 New
Swiss National Bank
30
Swiss National Bank
Switzerland
$954K
SGI
31
Summit Global Investments
Utah
$896K +$278K +2,820 +44%
Grantham, Mayo, Van Otterloo & Co (GMO)
32
Grantham, Mayo, Van Otterloo & Co (GMO)
Massachusetts
$891K +$575K +5,830 +171%
Wells Fargo
33
Wells Fargo
California
$887K +$97K +983 +12%
California State Teachers Retirement System (CalSTRS)
34
California State Teachers Retirement System (CalSTRS)
California
$782K +$83.7K +848 +12%
Creative Planning
35
Creative Planning
Kansas
$776K
HSBC Holdings
36
HSBC Holdings
United Kingdom
$755K +$772K +7,822 New
RhumbLine Advisers
37
RhumbLine Advisers
Massachusetts
$743K +$96.4K +977 +15%
SG Americas Securities
38
SG Americas Securities
New York
$737K +$29K +294 +4%
Barclays
39
Barclays
United Kingdom
$733K +$25.7K +260 +4%
UBS AM
40
UBS AM
Illinois
$695K +$120K +1,221 +20%
CEP
41
Chicago Equity Partners
Illinois
$621K -$109K -1,107 -15%
SFM
42
Systematic Financial Management
New Jersey
$566K -$345K -3,500 -37%
CAM
43
ClariVest Asset Management
California
$548K +$551K +5,583 +5,122%
Schroder Investment Management Group
44
Schroder Investment Management Group
United Kingdom
$540K +$9.18K +93 +2%
Parallax Volatility Advisers
45
Parallax Volatility Advisers
California
$528K +$541K +5,477 New
California Public Employees Retirement System
46
California Public Employees Retirement System
California
$515K +$77.9K +789 +17%
Ameriprise
47
Ameriprise
Minnesota
$486K -$1.82M -18,425 -79%
New York State Common Retirement Fund
48
New York State Common Retirement Fund
New York
$466K
WAM
49
Wolverine Asset Management
Illinois
$464K -$6.23M -63,089 -93%
VRS
50
Virginia Retirement Systems
Virginia
$464K -$27.6K -280 -6%

WMC Hedge Fund Activity: Q3 2019 in Review

117 of the 4,560 institutional investors tracked by Wall St. Rank reported a position in Western Asset Mortgage Capital Corporation (WMC) for Q3 2019, worth a combined $239M — down 3.6% from $248M a quarter earlier.

Sellers outnumbered buyers: 13 funds closed out of WMC and 12 opened new positions — a net loss of 1 holder — while 29 trimmed existing stakes and 48 added.

The largest buyer was Winton Group, adding an estimated $2.55M. The largest seller was Wolverine Asset Management, cutting an estimated $6.23M.

  • 117 institutional investors held Western Asset Mortgage Capital Corporation (WMC) as of Q3 2019, down from 118 in Q2 2019.
  • Funds reported $239M of Western Asset Mortgage Capital Corporation stock for Q3 2019, down 3.6% quarter-over-quarter.
  • 12 funds opened new Western Asset Mortgage Capital Corporation positions in Q3 2019 and 13 closed out, a net change of -1 holder.
  • The largest Western Asset Mortgage Capital Corporation buyer in Q3 2019 was Winton Group, an estimated $2.55M added.
  • The largest Western Asset Mortgage Capital Corporation seller in Q3 2019 was Wolverine Asset Management, an estimated $6.23M sold.

Based on aggregated 13F filings for Q3 2019.