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WMC

Western Asset Mortgage Capital Corporation

Delisted

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

106 hedge funds and large institutions have $60.3M invested in Western Asset Mortgage Capital Corporation in 2020 Q1 according to their latest regulatory filings, with 25 funds opening new positions, 33 increasing their positions, 31 reducing their positions, and 29 closing their positions.

New
Increased
Maintained
Reduced
Closed

6% more repeat investments, than reductions

Existing positions increased: 33 | Existing positions reduced: 31

5% less funds holding

Funds holding: 112106 (-6)

14% less first-time investments, than exits

New positions opened: 25 | Existing positions closed: 29

77% less capital invested

Capital invested by funds: $267M → $60.3M (-$206M)

94% less call options, than puts

Call options by funds: $36K | Put options by funds: $601K

Holders
106
Holders Change
-6
Holders Change %
-5.36%
% of All Funds
2.34%
Holding in Top 10
Holding in Top 10 Change
Holding in Top 10 Change %
% of All Funds
New
25
Increased
33
Reduced
31
Closed
29
Calls
$36K
Puts
$601K
Net Calls
-$565K
Net Calls Change
+$18.2M
Name Holding Trade Value Shares
Change
Change in
Stake
Barclays
26
Barclays
United Kingdom
$316K +$387K +4,253 +45%
Wells Fargo
27
Wells Fargo
California
$302K -$229K -2,515 -16%
CS
28
Credit Suisse
Switzerland
$236K -$623K -6,851 -40%
Swiss National Bank
29
Swiss National Bank
Switzerland
$236K +$12.7K +140 +1%
Russell Investments Group
30
Russell Investments Group
United Kingdom
$234K +$629K +6,921 +239%
RhumbLine Advisers
31
RhumbLine Advisers
Massachusetts
$232K +$205K +2,254 +29%
Bank of America
32
Bank of America
North Carolina
$215K +$25K +275 +3%
IFG
33
Independent Financial Group
California
$215K +$852K +9,375 New
SEI Investments
34
SEI Investments
Pennsylvania
$209K +$831K +9,136 New
AllianceBernstein
35
AllianceBernstein
Tennessee
$198K +$384K +4,220 +96%
California Public Employees Retirement System
36
California Public Employees Retirement System
California
$187K +$106K +1,170 +17%
California State Teachers Retirement System (CalSTRS)
37
California State Teachers Retirement System (CalSTRS)
California
$180K -$22.6K -249 -3%
HSBC Holdings
38
HSBC Holdings
United Kingdom
$162K +$283K +3,115 +79%
UBS AM
39
UBS AM
Illinois
$161K -$16.9K -186 -3%
Jane Street
40
Jane Street
New York
$132K +$523K +5,753 New
PPA
41
Parametric Portfolio Associates
Washington
$118K -$290K -3,194 -38%
CSS
42
Cubist Systematic Strategies
Connecticut
$114K +$451K +4,965 New
VRS
43
Virginia Retirement Systems
Virginia
$108K
Susquehanna International Group
44
Susquehanna International Group
Pennsylvania
$105K +$416K +4,579 New
Millennium Management
45
Millennium Management
New York
$104K -$947K -10,416 -70%
MERSOM
46
Municipal Employees' Retirement System of Michigan
Michigan
$94K
SFM
47
Systematic Financial Management
New Jersey
$90K -$115K -1,270 -24%
PCM
48
Palisade Capital Management
New Jersey
$88K +$350K +3,850 New
TRCT
49
Tower Research Capital (TRC)
New York
$86K +$334K +3,672 +3,035%
PP
50
Paloma Partners
Connecticut
$85K +$339K +3,730 New

WMC Hedge Fund Activity: Q1 2020 in Review

106 of the 4,538 institutional investors tracked by Wall St. Rank reported a position in Western Asset Mortgage Capital Corporation (WMC) for Q1 2020, worth a combined $60.3M — down 77% from $267M a quarter earlier.

Sellers outnumbered buyers: 29 funds closed out of WMC and 25 opened new positions — a net loss of 4 holders — while 31 trimmed existing stakes and 33 added.

The largest buyer was Victory Capital Management, adding an estimated $16.3M. The largest seller was UBS Group, cutting an estimated $13.5M.

  • 106 institutional investors held Western Asset Mortgage Capital Corporation (WMC) as of Q1 2020, down from 112 in Q4 2019.
  • Funds reported $60.3M of Western Asset Mortgage Capital Corporation stock for Q1 2020, down 77% quarter-over-quarter.
  • 25 funds opened new Western Asset Mortgage Capital Corporation positions in Q1 2020 and 29 closed out, a net change of -4 holders.
  • The largest Western Asset Mortgage Capital Corporation buyer in Q1 2020 was Victory Capital Management, an estimated $16.3M added.
  • The largest Western Asset Mortgage Capital Corporation seller in Q1 2020 was UBS Group, an estimated $13.5M sold.

Based on aggregated 13F filings for Q1 2020.