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WMC

Western Asset Mortgage Capital Corporation

Delisted

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

78 hedge funds and large institutions have $37.6M invested in Western Asset Mortgage Capital Corporation in 2020 Q3 according to their latest regulatory filings, with 8 funds opening new positions, 20 increasing their positions, 35 reducing their positions, and 13 closing their positions.

New
Increased
Maintained
Reduced
Closed

7% less funds holding

Funds holding: 8478 (-6)

33% less capital invested

Capital invested by funds: $55.8M → $37.6M (-$18.2M)

38% less first-time investments, than exits

New positions opened: 8 | Existing positions closed: 13

43% less repeat investments, than reductions

Existing positions increased: 20 | Existing positions reduced: 35

77% less call options, than puts

Call options by funds: $979K | Put options by funds: $4.33M

Holders
78
Holders Change
-6
Holders Change %
-7.14%
% of All Funds
1.57%
Holding in Top 10
Holding in Top 10 Change
Holding in Top 10 Change %
% of All Funds
New
8
Increased
20
Reduced
35
Closed
13
Calls
$979K
Puts
$4.33M
Net Calls
-$3.35M
Net Calls Change
+$871K
Name Holding Trade Value Shares
Change
Change in
Stake
California Public Employees Retirement System
26
California Public Employees Retirement System
California
$216K
Wells Fargo
27
Wells Fargo
California
$206K -$88.9K -4,012 -28%
IFG
28
Independent Financial Group
California
$204K -$38.4K -1,735 -15%
Two Sigma Investments
29
Two Sigma Investments
New York
$193K +$209K +9,452 New
California State Teachers Retirement System (CalSTRS)
30
California State Teachers Retirement System (CalSTRS)
California
$173K +$13.9K +628 +8%
TRCT
31
Tower Research Capital (TRC)
New York
$159K +$134K +6,027 +340%
JP Morgan Chase
32
JP Morgan Chase
New York
$151K +$33.8K +1,525 +26%
PPA
33
Parametric Portfolio Associates
Washington
$137K +$36K +1,623 +32%
Group One Trading
34
Group One Trading
Illinois
$115K -$46.4K -2,093 -27%
Bank of America
35
Bank of America
North Carolina
$107K -$43.4K -1,959 -27%
Susquehanna International Group
36
Susquehanna International Group
Pennsylvania
$102K +$88.3K +3,987 +394%
Russell Investments Group
37
Russell Investments Group
United Kingdom
$86K
ACI
38
AMP Capital Investors
Australia
$85K -$46.3K -2,090 -34%
Royal Bank of Canada
39
Royal Bank of Canada
Ontario, Canada
$79K +$20.4K +920 +31%
AIG
40
American International Group
New York
$73K +$8.02K +362 +11%
New York State Common Retirement Fund
41
New York State Common Retirement Fund
New York
$71K
State Board of Administration of Florida Retirement System
42
State Board of Administration of Florida Retirement System
Florida
$68K
Jane Street
43
Jane Street
New York
$63K -$76.7K -3,460 -53%
HSBC Holdings
44
HSBC Holdings
United Kingdom
$61K -$7.84K -354 -11%
Deutsche Bank
45
Deutsche Bank
Germany
$61K +$12.8K +577 +24%
Nisa Investment Advisors
46
Nisa Investment Advisors
Missouri
$58K -$196K -8,843 -76%
AAS
47
Avantax Advisory Services
Texas
$53K +$57.7K +2,606 New
IA
48
IndexIQ Advisors
New York
$44K -$1.35K -61 -3%
Cambridge Investment Research Advisors
49
Cambridge Investment Research Advisors
Iowa
$42K +$155 +7 +0.3%
Commonwealth Equity Services
50
Commonwealth Equity Services
Massachusetts
$41K -$1.55K -70 -3%

WMC Hedge Fund Activity: Q3 2020 in Review

78 of the 4,956 institutional investors tracked by Wall St. Rank reported a position in Western Asset Mortgage Capital Corporation (WMC) for Q3 2020, worth a combined $37.6M — down 33% from $55.8M a quarter earlier.

Sellers outnumbered buyers: 13 funds closed out of WMC and 8 opened new positions — a net loss of 5 holders — while 35 trimmed existing stakes and 20 added.

The largest buyer was HBK Investments, opening a new position worth an estimated $1.51M. The largest seller was Winton Group, cutting an estimated $1.34M.

  • 78 institutional investors held Western Asset Mortgage Capital Corporation (WMC) as of Q3 2020, down from 84 in Q2 2020.
  • Funds reported $37.6M of Western Asset Mortgage Capital Corporation stock for Q3 2020, down 33% quarter-over-quarter.
  • 8 funds opened new Western Asset Mortgage Capital Corporation positions in Q3 2020 and 13 closed out, a net change of -5 holders.
  • The largest Western Asset Mortgage Capital Corporation buyer in Q3 2020 was HBK Investments, an estimated $1.51M added.
  • The largest Western Asset Mortgage Capital Corporation seller in Q3 2020 was Winton Group, an estimated $1.34M sold.

Based on aggregated 13F filings for Q3 2020.