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WMC

Western Asset Mortgage Capital Corporation

Delisted

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

113 hedge funds and large institutions have $231M invested in Western Asset Mortgage Capital Corporation in 2019 Q1 according to their latest regulatory filings, with 21 funds opening new positions, 40 increasing their positions, 25 reducing their positions, and 19 closing their positions.

New
Increased
Maintained
Reduced
Closed

60% more repeat investments, than reductions

Existing positions increased: 40 | Existing positions reduced: 25

22% more capital invested

Capital invested by funds: $189M → $231M (+$42M)

16% more call options, than puts

Call options by funds: $9.74M | Put options by funds: $8.39M

11% more first-time investments, than exits

New positions opened: 21 | Existing positions closed: 19

2% more funds holding

Funds holding: 111113 (+2)

Holders
113
Holders Change
+2
Holders Change %
+1.8%
% of All Funds
2.45%
Holding in Top 10
Holding in Top 10 Change
Holding in Top 10 Change %
% of All Funds
New
21
Increased
40
Reduced
25
Closed
19
Calls
$9.74M
Puts
$8.39M
Net Calls
+$1.34M
Net Calls Change
+$434K
Name Holding Trade Value Shares
Change
Change in
Stake
BlackRock
1
BlackRock
New York
$50.3M +$1.03M +10,408 +2%
Renaissance Technologies
2
Renaissance Technologies
New York
$31.6M +$3.88M +39,361 +15%
Vanguard Group
3
Vanguard Group
Pennsylvania
$22.1M +$7.53M +76,437 +55%
Prudential Financial
4
Prudential Financial
New Jersey
$16.1M +$512K +5,201 +3%
UBS Group
5
UBS Group
Switzerland
$14.4M -$833K -8,457 -6%
Invesco
6
Invesco
Georgia
$13.8M +$94.6K +960 +0.7%
State Street
7
State Street
Massachusetts
$12.9M +$202K +2,046 +2%
Geode Capital Management
8
Geode Capital Management
Massachusetts
$5.84M +$770K +7,818 +16%
Northern Trust
9
Northern Trust
Illinois
$5.8M -$89.5K -909 -2%
PPA
10
Parametric Portfolio Associates
Washington
$3.07M -$274K -2,785 -8%
Ameriprise
11
Ameriprise
Minnesota
$3.05M -$37.4K -380 -1%
LSV Asset Management
12
LSV Asset Management
Illinois
$3.03M
Charles Schwab
13
Charles Schwab
California
$2.8M +$151K +1,537 +6%
MAM
14
Martingale Asset Management
Massachusetts
$2.62M +$390K +3,960 +18%
VanEck Associates
15
VanEck Associates
New York
$2.23M -$157K -1,590 -7%
Bank of New York Mellon
16
Bank of New York Mellon
New York
$2.1M -$78K -792 -4%
Morgan Stanley
17
Morgan Stanley
New York
$1.71M -$1.41M -14,274 -46%
Citadel Advisors
18
Citadel Advisors
Florida
$1.69M -$337K -3,422 -17%
Bessemer Group
19
Bessemer Group
New Jersey
$1.5M +$494K +5,020 +52%
Allianz Asset Management
20
Allianz Asset Management
Germany
$1.5M +$498K +5,053 +53%
MVP
21
Miller Value Partners
Florida
$1.46M
JP Morgan Chase
22
JP Morgan Chase
New York
$1.44M +$919K +9,328 +197%
CEP
23
Chicago Equity Partners
Illinois
$1.08M -$862K -8,749 -45%
Deutsche Bank
24
Deutsche Bank
Germany
$1.04M +$347K +3,520 +53%
AAMU
25
AEGON Asset Management (UK)
United Kingdom
$1.02M +$984K +9,986 New

WMC Hedge Fund Activity: Q1 2019 in Review

113 of the 4,620 institutional investors tracked by Wall St. Rank reported a position in Western Asset Mortgage Capital Corporation (WMC) for Q1 2019, worth a combined $231M — up 22% from $189M a quarter earlier.

Buyers outnumbered sellers: 21 funds opened new WMC positions and 19 closed out — a net gain of 2 holders — while 40 added to existing stakes and 25 trimmed.

The largest buyer was Vanguard Group, adding an estimated $7.53M. The largest seller was Wolverine Asset Management, exiting entirely with an estimated $5.66M sold.

  • 113 institutional investors held Western Asset Mortgage Capital Corporation (WMC) as of Q1 2019, up from 111 in Q4 2018.
  • Funds reported $231M of Western Asset Mortgage Capital Corporation stock for Q1 2019, up 22% quarter-over-quarter.
  • 21 funds opened new Western Asset Mortgage Capital Corporation positions in Q1 2019 and 19 closed out, a net change of +2 holders.
  • The largest Western Asset Mortgage Capital Corporation buyer in Q1 2019 was Vanguard Group, an estimated $7.53M added.
  • The largest Western Asset Mortgage Capital Corporation seller in Q1 2019 was Wolverine Asset Management, an estimated $5.66M sold.

Based on aggregated 13F filings for Q1 2019.