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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
BCM
101
Blume Capital Management
California
$1K +$7.27K +80 New
WAM
102
Wolverine Asset Management
Illinois
-$3.86M -37,348 Closed
Canada Pension Plan Investment Board
103
Canada Pension Plan Investment Board
Ontario, Canada
-$1.06M -10,260 Closed
SGI
104
Summit Global Investments
Utah
-$954K -9,233 Closed
AG
105
AlphaSimPlex Group
Massachusetts
-$949K -9,184 Closed
CEP
106
Chicago Equity Partners
Illinois
-$674K -6,522 Closed
HI
107
Horizon Investments
North Carolina
-$629K -6,092 Closed
Schroder Investment Management Group
108
Schroder Investment Management Group
United Kingdom
-$579K -5,603 Closed
Connor, Clark & Lunn Investment Management (CC&L)
109
Connor, Clark & Lunn Investment Management (CC&L)
British Columbia, Canada
-$562K -5,438 Closed
CAM
110
ClariVest Asset Management
California
-$555K -5,382 Closed
SSA
111
Schonfeld Strategic Advisors
New York
-$544K -5,270 Closed
Truist Financial
112
Truist Financial
North Carolina
-$516K -4,994 Closed
Mackenzie Financial
113
Mackenzie Financial
Ontario, Canada
-$451K -4,362 Closed
T. Rowe Price Associates
114
T. Rowe Price Associates
Maryland
-$431K -4,170 Closed
Voloridge Investment Management
115
Voloridge Investment Management
Florida
-$325K -3,145 Closed
ECM
116
ExodusPoint Capital Management
New York
-$316K -3,057 Closed
D.E. Shaw & Co
117
D.E. Shaw & Co
New York
-$278K -2,693 Closed
Parallax Volatility Advisers
118
Parallax Volatility Advisers
California
-$205K -1,989 Closed
FFA
119
First Foundation Advisors
California
-$155K -1,500 Closed
Envestnet Asset Management
120
Envestnet Asset Management
Illinois
-$147K -1,424 Closed
ICA
121
Infrastructure Capital Advisors
New York
-$276K -1,400 Closed
JG
122
Jefferies Group
New York
-$137K -1,329 Closed
CG
123
Caprock Group
Idaho
-$123K -1,153 Closed
DRZID
124
DePrince Race & Zollo Inc (DRZ)
Florida
-$103K -1,000 Closed
Fidelity Investments
125
Fidelity Investments
Massachusetts
-$48.5K -533 Closed

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.