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WMC

Western Asset Mortgage Capital Corporation

Delisted

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

84 hedge funds and large institutions have $55.8M invested in Western Asset Mortgage Capital Corporation in 2020 Q2 according to their latest regulatory filings, with 14 funds opening new positions, 32 increasing their positions, 26 reducing their positions, and 36 closing their positions.

New
Increased
Maintained
Reduced
Closed

23% more repeat investments, than reductions

Existing positions increased: 32 | Existing positions reduced: 26

8% less capital invested

Capital invested by funds: $60.3M → $55.8M (-$4.53M)

21% less funds holding

Funds holding: 10684 (-22)

61% less first-time investments, than exits

New positions opened: 14 | Existing positions closed: 36

69% less call options, than puts

Call options by funds: $1.91M | Put options by funds: $6.14M

Holders
84
Holders Change
-22
Holders Change %
-20.75%
% of All Funds
1.72%
Holding in Top 10
Holding in Top 10 Change
Holding in Top 10 Change %
% of All Funds
New
14
Increased
32
Reduced
26
Closed
36
Calls
$1.91M
Puts
$6.14M
Net Calls
-$4.22M
Net Calls Change
-$3.66M
Name Holding Trade Value Shares
Change
Change in
Stake
BlackRock
1
BlackRock
New York
$14.8M +$492K +19,199 +4%
Vanguard Group
2
Vanguard Group
Pennsylvania
$6.91M -$1.34M -52,190 -17%
Renaissance Technologies
3
Renaissance Technologies
New York
$4.81M -$3.45M -134,931 -43%
State Street
4
State Street
Massachusetts
$3.42M -$680K -26,560 -18%
WG
5
Winton Group
United Kingdom
$2.15M +$808K +31,553 +67%
Arrowstreet Capital
6
Arrowstreet Capital
Massachusetts
$2.13M +$1.34M +52,285 +205%
Geode Capital Management
7
Geode Capital Management
Massachusetts
$2.12M +$78.7K +3,073 +4%
Northern Trust
8
Northern Trust
Illinois
$1.69M -$80K -3,123 -5%
Prudential Financial
9
Prudential Financial
New Jersey
$1.68M -$540K -21,094 -26%
BPCM
10
Beach Point Capital Management
California
$1.06M +$991K +38,718 New
Two Sigma Advisers
11
Two Sigma Advisers
New York
$1.05M +$105K +4,100 +12%
Charles Schwab
12
Charles Schwab
California
$976K +$78.6K +3,071 +9%
Thrivent Financial for Lutherans
13
Thrivent Financial for Lutherans
Minnesota
$951K +$888K +34,698 New
Barclays
14
Barclays
United Kingdom
$900K +$487K +19,036 +138%
N
15
Nuveen
North Carolina
$796K +$264K +10,296 +55%
Goldman Sachs
16
Goldman Sachs
New York
$715K -$151K -5,886 -18%
CS
17
Credit Suisse
Switzerland
$695K +$385K +15,035 +146%
Millennium Management
18
Millennium Management
New York
$684K +$522K +20,402 +448%
LSV Asset Management
19
LSV Asset Management
Illinois
$679K -$48.4K -1,890 -7%
Bank of New York Mellon
20
Bank of New York Mellon
New York
$593K +$11.6K +453 +2%
Morgan Stanley
21
Morgan Stanley
New York
$468K -$44.8K -1,748 -9%
Victory Capital Management
22
Victory Capital Management
Texas
$461K -$6.31M -246,311 -94%
AllianceBernstein
23
AllianceBernstein
Tennessee
$446K +$195K +7,630 +88%
RhumbLine Advisers
24
RhumbLine Advisers
Massachusetts
$429K +$142K +5,527 +55%
Wells Fargo
25
Wells Fargo
California
$389K +$26.3K +1,028 +8%

WMC Hedge Fund Activity: Q2 2020 in Review

84 of the 4,877 institutional investors tracked by Wall St. Rank reported a position in Western Asset Mortgage Capital Corporation (WMC) for Q2 2020, worth a combined $55.8M — down 7.5% from $60.3M a quarter earlier.

Sellers outnumbered buyers: 36 funds closed out of WMC and 14 opened new positions — a net loss of 22 holders — while 26 trimmed existing stakes and 32 added.

The largest buyer was Arrowstreet Capital, adding an estimated $1.34M. The largest seller was Victory Capital Management, cutting an estimated $6.31M.

  • 84 institutional investors held Western Asset Mortgage Capital Corporation (WMC) as of Q2 2020, down from 106 in Q1 2020.
  • Funds reported $55.8M of Western Asset Mortgage Capital Corporation stock for Q2 2020, down 7.5% quarter-over-quarter.
  • 14 funds opened new Western Asset Mortgage Capital Corporation positions in Q2 2020 and 36 closed out, a net change of -22 holders.
  • The largest Western Asset Mortgage Capital Corporation buyer in Q2 2020 was Arrowstreet Capital, an estimated $1.34M added.
  • The largest Western Asset Mortgage Capital Corporation seller in Q2 2020 was Victory Capital Management, an estimated $6.31M sold.

Based on aggregated 13F filings for Q2 2020.