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WMC

Western Asset Mortgage Capital Corporation

Delisted

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

78 hedge funds and large institutions have $37.6M invested in Western Asset Mortgage Capital Corporation in 2020 Q3 according to their latest regulatory filings, with 8 funds opening new positions, 20 increasing their positions, 35 reducing their positions, and 13 closing their positions.

New
Increased
Maintained
Reduced
Closed

7% less funds holding

Funds holding: 8478 (-6)

33% less capital invested

Capital invested by funds: $55.8M → $37.6M (-$18.2M)

38% less first-time investments, than exits

New positions opened: 8 | Existing positions closed: 13

43% less repeat investments, than reductions

Existing positions increased: 20 | Existing positions reduced: 35

77% less call options, than puts

Call options by funds: $979K | Put options by funds: $4.33M

Holders
78
Holders Change
-6
Holders Change %
-7.14%
% of All Funds
1.57%
Holding in Top 10
Holding in Top 10 Change
Holding in Top 10 Change %
% of All Funds
New
8
Increased
20
Reduced
35
Closed
13
Calls
$979K
Puts
$4.33M
Net Calls
-$3.35M
Net Calls Change
+$871K
Name Holding Trade Value Shares
Change
Change in
Stake
BlackRock
1
BlackRock
New York
$11.6M +$666K +30,044 +6%
Vanguard Group
2
Vanguard Group
Pennsylvania
$3.91M -$1.34M -60,285 -24%
Renaissance Technologies
3
Renaissance Technologies
New York
$2.56M -$1.11M -49,929 -28%
State Street
4
State Street
Massachusetts
$2.33M -$236K -10,667 -9%
Arrowstreet Capital
5
Arrowstreet Capital
Massachusetts
$1.62M +$38.1K +1,720 +2%
Geode Capital Management
6
Geode Capital Management
Massachusetts
$1.59M +$16K +722 +0.9%
HI
7
HBK Investments
Texas
$1.39M +$1.51M +68,065 New
Northern Trust
8
Northern Trust
Illinois
$1.35M +$95.2K +4,295 +7%
Prudential Financial
9
Prudential Financial
New Jersey
$849K -$440K -19,836 -32%
Barclays
10
Barclays
United Kingdom
$747K +$83K +3,744 +11%
Charles Schwab
11
Charles Schwab
California
$710K -$18.1K -818 -2%
Thrivent Financial for Lutherans
12
Thrivent Financial for Lutherans
Minnesota
$702K -$6.38K -288 -0.8%
WAM
13
Wolverine Asset Management
Illinois
$694K +$755K +34,067 New
CS
14
Credit Suisse
Switzerland
$595K +$84.3K +3,803 +15%
N
15
Nuveen
North Carolina
$564K -$31.2K -1,408 -5%
LSV Asset Management
16
LSV Asset Management
Illinois
$448K -$62.5K -2,820 -11%
Bank of New York Mellon
17
Bank of New York Mellon
New York
$433K -$9.48K -428 -2%
WG
18
Winton Group
United Kingdom
$367K -$1.34M -60,393 -77%
Morgan Stanley
19
Morgan Stanley
New York
$340K -$10.5K -473 -3%
Goldman Sachs
20
Goldman Sachs
New York
$302K -$251K -11,305 -43%
Victory Capital Management
21
Victory Capital Management
Texas
$295K -$51.7K -2,335 -14%
Two Sigma Advisers
22
Two Sigma Advisers
New York
$272K -$558K -25,190 -65%
RhumbLine Advisers
23
RhumbLine Advisers
Massachusetts
$259K -$65.4K -2,950 -19%
Invesco
24
Invesco
Georgia
$257K -$7.69K -347 -3%
AllianceBernstein
25
AllianceBernstein
Tennessee
$250K -$89.1K -4,020 -25%

WMC Hedge Fund Activity: Q3 2020 in Review

78 of the 4,956 institutional investors tracked by Wall St. Rank reported a position in Western Asset Mortgage Capital Corporation (WMC) for Q3 2020, worth a combined $37.6M — down 33% from $55.8M a quarter earlier.

Sellers outnumbered buyers: 13 funds closed out of WMC and 8 opened new positions — a net loss of 5 holders — while 35 trimmed existing stakes and 20 added.

The largest buyer was HBK Investments, opening a new position worth an estimated $1.51M. The largest seller was Winton Group, cutting an estimated $1.34M.

  • 78 institutional investors held Western Asset Mortgage Capital Corporation (WMC) as of Q3 2020, down from 84 in Q2 2020.
  • Funds reported $37.6M of Western Asset Mortgage Capital Corporation stock for Q3 2020, down 33% quarter-over-quarter.
  • 8 funds opened new Western Asset Mortgage Capital Corporation positions in Q3 2020 and 13 closed out, a net change of -5 holders.
  • The largest Western Asset Mortgage Capital Corporation buyer in Q3 2020 was HBK Investments, an estimated $1.51M added.
  • The largest Western Asset Mortgage Capital Corporation seller in Q3 2020 was Winton Group, an estimated $1.34M sold.

Based on aggregated 13F filings for Q3 2020.