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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
BlackRock
1
BlackRock
New York
$50.9M +$1.69M +17,120 +3%
Renaissance Technologies
2
Renaissance Technologies
New York
$30.5M +$333K +3,370 +1%
Vanguard Group
3
Vanguard Group
Pennsylvania
$24.9M +$515K +5,217 +2%
UBS Group
4
UBS Group
Switzerland
$15M -$77.1K -781 -0.5%
Prudential Financial
5
Prudential Financial
New Jersey
$14.9M +$959K +9,718 +7%
State Street
6
State Street
Massachusetts
$12.6M +$22.3K +226 +0.2%
Invesco
7
Invesco
Georgia
$12.4M +$256K +2,594 +2%
Northern Trust
8
Northern Trust
Illinois
$6.4M +$761K +7,715 +13%
Geode Capital Management
9
Geode Capital Management
Massachusetts
$6.35M +$280K +2,834 +5%
N
10
Nuveen
North Carolina
$4.55M +$678K +6,867 +17%
LSV Asset Management
11
LSV Asset Management
Illinois
$3.08M +$226K +2,290 +8%
Charles Schwab
12
Charles Schwab
California
$3.06M +$210K +2,133 +7%
Citadel Advisors
13
Citadel Advisors
Florida
$2.94M -$713K -7,222 -19%
WG
14
Winton Group
United Kingdom
$2.85M +$2.55M +25,878 +698%
VanEck Associates
15
VanEck Associates
New York
$2.37M +$2.27K +23 +0.1%
Victory Capital Management
16
Victory Capital Management
Texas
$2.27M +$1.01M +10,201 +76%
State of New Jersey Common Pension Fund D
17
State of New Jersey Common Pension Fund D
New Jersey
$2.21M +$2.25M +22,850 New
Bank of New York Mellon
18
Bank of New York Mellon
New York
$2.11M +$160K +1,626 +8%
PPA
19
Parametric Portfolio Associates
Washington
$2.05M -$448K -4,541 -18%
Allianz Asset Management
20
Allianz Asset Management
Germany
$2.03M +$588K +5,958 +39%
Millennium Management
21
Millennium Management
New York
$1.85M -$1.9M -19,222 -50%
CS
22
Credit Suisse
Switzerland
$1.57M +$426K +4,318 +36%
Two Sigma Investments
23
Two Sigma Investments
New York
$1.34M -$66K -669 -5%
Two Sigma Advisers
24
Two Sigma Advisers
New York
$1.29M +$625K +6,330 +90%
Goldman Sachs
25
Goldman Sachs
New York
$1.06M +$137K +1,389 +14%

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.