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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
AllianceBernstein
51
AllianceBernstein
Tennessee
$460K +$3.95K +40 +0.8%
Squarepoint
52
Squarepoint
New York
$432K +$14.9K +151 +3%
MERSOM
53
Municipal Employees' Retirement System of Michigan
Michigan
$395K
T. Rowe Price Associates
54
T. Rowe Price Associates
Maryland
$382K +$3.06K +31 +0.8%
GC
55
Guggenheim Capital
Illinois
$369K -$41.3K -418 -10%
Susquehanna International Group
56
Susquehanna International Group
Pennsylvania
$364K +$71.3K +723 +24%
AG
57
Aperio Group
California
$343K -$23.3K -236 -6%
State Board of Administration of Florida Retirement System
58
State Board of Administration of Florida Retirement System
Florida
$321K -$36.9K -374 -10%
AIG
59
American International Group
New York
$317K +$28.4K +288 +10%
IA
60
IndexIQ Advisors
New York
$298K -$22.3K -226 -7%
Manulife (Manufacturers Life Insurance)
61
Manulife (Manufacturers Life Insurance)
Ontario, Canada
$285K
Royal Bank of Canada
62
Royal Bank of Canada
Ontario, Canada
$282K
Russell Investments Group
63
Russell Investments Group
United Kingdom
$279K +$80.7K +818 +39%
JP Morgan Chase
64
JP Morgan Chase
New York
$270K -$23.4K -237 -8%
Voloridge Investment Management
65
Voloridge Investment Management
Florida
$261K +$118K +1,200 +80%
MAM
66
Martingale Asset Management
Massachusetts
$259K -$2.04M -20,632 -89%
WCM
67
Weld Capital Management
New York
$256K +$262K +2,655 New
Mackenzie Financial
68
Mackenzie Financial
Ontario, Canada
$241K
VOYA Investment Management
69
VOYA Investment Management
Georgia
$237K
Nisa Investment Advisors
70
Nisa Investment Advisors
Missouri
$227K -$84.2K -853 -27%
Ohio Public Employees Retirement System (OPERS)
71
Ohio Public Employees Retirement System (OPERS)
Ohio
$205K -$3.95K -40 -2%
Connor, Clark & Lunn Investment Management (CC&L)
72
Connor, Clark & Lunn Investment Management (CC&L)
British Columbia, Canada
$198K +$203K +2,052 New
GCP
73
GSA Capital Partners
United Kingdom
$196K -$161K -1,627 -44%
MIM
74
MetLife Investment Management
New Jersey
$192K
Bessemer Group
75
Bessemer Group
New Jersey
$180K -$1.22M -12,360 -87%

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.