We are live on ! Find out more
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
BlackRock
1
BlackRock
New York
$11.9M -$927K -10,198 -2%
Renaissance Technologies
2
Renaissance Technologies
New York
$7.11M +$551K +6,061 +2%
Vanguard Group
3
Vanguard Group
Pennsylvania
$6.97M +$3.57M +39,264 +15%
Victory Capital Management
4
Victory Capital Management
Texas
$6.03M +$16.3M +178,957 +213%
State Street
5
State Street
Massachusetts
$3.46M +$452K +4,975 +3%
Invesco
6
Invesco
Georgia
$2.6M -$311K -3,418 -3%
Prudential Financial
7
Prudential Financial
New Jersey
$1.89M -$5.08M -55,921 -40%
Mirae Asset Global Investments
8
Mirae Asset Global Investments
South Korea
$1.79M +$7.12M +78,316 New
Geode Capital Management
9
Geode Capital Management
Massachusetts
$1.7M +$488K +5,362 +8%
Northern Trust
10
Northern Trust
Illinois
$1.49M +$79.2K +871 +1%
WG
11
Winton Group
United Kingdom
$1.07M +$776K +8,534 +22%
Acadian Asset Management
12
Acadian Asset Management
Massachusetts
$954K +$3.75M +41,234 +8,555%
Two Sigma Advisers
13
Two Sigma Advisers
New York
$788K +$2.7M +29,640 +621%
Charles Schwab
14
Charles Schwab
California
$746K +$7.27K +80 +0.2%
Two Sigma Investments
15
Two Sigma Investments
New York
$745K +$912K +10,026 +45%
Goldman Sachs
16
Goldman Sachs
New York
$732K +$983K +10,813 +51%
LSV Asset Management
17
LSV Asset Management
Illinois
$611K -$472K -5,190 -16%
Arrowstreet Capital
18
Arrowstreet Capital
Massachusetts
$583K +$2.32M +25,466 New
VanEck Associates
19
VanEck Associates
New York
$531K -$84.2K -926 -4%
State of New Jersey Common Pension Fund D
20
State of New Jersey Common Pension Fund D
New Jersey
$491K
Bank of New York Mellon
21
Bank of New York Mellon
New York
$485K -$78.4K -862 -4%
N
22
Nuveen
North Carolina
$430K -$3.17M -34,849 -65%
Morgan Stanley
23
Morgan Stanley
New York
$430K -$119K -1,309 -7%
VI
24
Vestcor Inc
New Brunswick, Canada
$429K +$99.4K +1,093 +6%
JP Morgan Chase
25
JP Morgan Chase
New York
$413K +$978K +10,756 +148%

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.