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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
New York State Common Retirement Fund
51
New York State Common Retirement Fund
New York
$79K -$124K -1,360 -28%
Deutsche Bank
52
Deutsche Bank
Germany
$77K +$146K +1,609 +92%
State Board of Administration of Florida Retirement System
53
State Board of Administration of Florida Retirement System
Florida
$76K
Manulife (Manufacturers Life Insurance)
54
Manulife (Manufacturers Life Insurance)
Ontario, Canada
$73K +$16.5K +181 +6%
PI
55
PEAK6 Investments
Illinois
$72K +$286K +3,150 New
Tudor Investment Corp
56
Tudor Investment Corp
Connecticut
$71K +$281K +3,091 New
AG
57
Aperio Group
California
$70K -$53.7K -591 -16%
AIG
58
American International Group
New York
$70K -$16.2K -178 -5%
VOYA Investment Management
59
VOYA Investment Management
Georgia
$70K
Royal Bank of Canada
60
Royal Bank of Canada
Ontario, Canada
$67K +$2.91K +32 +1%
IA
61
IndexIQ Advisors
New York
$61K -$15.8K -174 -6%
ACI
62
AMP Capital Investors
Australia
$53K +$183K +2,008 New
Allianz Asset Management
63
Allianz Asset Management
Germany
$49K -$1.69M -18,586 -90%
State of Wisconsin Investment Board
64
State of Wisconsin Investment Board
Wisconsin
$49K +$195K +2,140 New
Commonwealth Equity Services
65
Commonwealth Equity Services
Massachusetts
$48K +$192K +2,114 New
Citigroup
66
Citigroup
New York
$46K +$56.6K +623 +45%
MIM
67
MetLife Investment Management
New Jersey
$45.6K
SG Americas Securities
68
SG Americas Securities
New York
$45K -$540K -5,939 -75%
ZCM
69
Zebra Capital Management
Connecticut
$44K +$32.9K +362 +23%
BNP Paribas Financial Markets
70
BNP Paribas Financial Markets
France
$40.1K +$38.9K +428 +32%
Cambridge Investment Research Advisors
71
Cambridge Investment Research Advisors
Iowa
$40K +$6.46K +71 +4%
MLICM
72
Metropolitan Life Insurance Company (MetLife)
New York
$40K +$4.37K +48 +3%
BP
73
BBR Partners
New York
$33K
SO
74
STRS Ohio
Ohio
$32K
HS
75
HighVista Strategies
Massachusetts
$32K +$20.9K +230 +20%

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.