Western Asset Mortgage Capital Corporation
WMC was delisted on the 5th of December, 2023.
66 hedge funds and large institutions have $38.8M invested in Western Asset Mortgage Capital Corporation in 2021 Q3 according to their latest regulatory filings, with 8 funds opening new positions, 16 increasing their positions, 32 reducing their positions, and 15 closing their positions.
10% less funds holding
Funds holding: 73 → 66 (-7)
25% less capital invested
Capital invested by funds: $52M → $38.8M (-$13.2M)
47% less first-time investments, than exits
New positions opened: 8 | Existing positions closed: 15
50% less repeat investments, than reductions
Existing positions increased: 16 | Existing positions reduced: 32
83% less call options, than puts
Call options by funds: $1.59M | Put options by funds: $9.4M
Top Buyers
| Rank | Fund | Capital Flow |
|---|---|---|
| 1 |
Group One Trading
Chicago,
Illinois
|
+$710K |
| 2 |
CM
Caption Management
Oklahoma City,
Oklahoma
|
+$598K |
| 3 |
CCM
CAAS Capital Management
New York
|
+$481K |
| 4 |
Geode Capital Management
Boston,
Massachusetts
|
+$455K |
| 5 |
Nomura Holdings
Tokyo,
Japan
|
+$409K |
Top Sellers
| Rank | Fund | Capital Flow |
|---|---|---|
| 1 |
Millennium Management
New York
|
-$1.05M |
| 2 |
Bank of Montreal
Toronto,
Ontario, Canada
|
-$969K |
| 3 |
Two Sigma Investments
New York
|
-$956K |
| 4 |
Charles Schwab
San Francisco,
California
|
-$745K |
| 5 |
Two Sigma Advisers
New York
|
-$681K |
| Name | Holding | Trade Value |
Shares Change |
Change in Stake |
|
|---|---|---|---|---|---|
|
BFM
76
Boothbay Fund Management
New York
| – | -$35K | -1,074 | Closed |
|
|
PCM
77
Pinz Capital Management
New York
| – | -$19K | -590 | Closed |
|
|
PAM
78
Panagora Asset Management
Boston,
Massachusetts
| – | -$12K | -364 | Closed |
|
79
New York State Common Retirement Fund
Albany,
New York
| – | -$2K | -47 | Closed |
|
WMC Hedge Fund Activity: Q3 2021 in Review
66 of the 5,712 institutional investors tracked by Wall St. Rank reported a position in Western Asset Mortgage Capital Corporation (WMC) for Q3 2021, worth a combined $38.8M — down 25% from $52M a quarter earlier.
Sellers outnumbered buyers: 15 funds closed out of WMC and 8 opened new positions — a net loss of 7 holders — while 32 trimmed existing stakes and 16 added.
The largest buyer was Group One Trading, adding an estimated $710K. The largest seller was Millennium Management, cutting an estimated $1.05M.
- 66 institutional investors held Western Asset Mortgage Capital Corporation (WMC) as of Q3 2021, down from 73 in Q2 2021.
- Funds reported $38.8M of Western Asset Mortgage Capital Corporation stock for Q3 2021, down 25% quarter-over-quarter.
- 8 funds opened new Western Asset Mortgage Capital Corporation positions in Q3 2021 and 15 closed out, a net change of -7 holders.
- The largest Western Asset Mortgage Capital Corporation buyer in Q3 2021 was Group One Trading, an estimated $710K added.
- The largest Western Asset Mortgage Capital Corporation seller in Q3 2021 was Millennium Management, an estimated $1.05M sold.
Based on aggregated 13F filings for Q3 2021.