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WMC

Western Asset Mortgage Capital Corporation

Delisted

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

81 hedge funds and large institutions have $68.5M invested in Western Asset Mortgage Capital Corporation in 2020 Q4 according to their latest regulatory filings, with 19 funds opening new positions, 32 increasing their positions, 15 reducing their positions, and 16 closing their positions.

New
Increased
Maintained
Reduced
Closed

113% more repeat investments, than reductions

Existing positions increased: 32 | Existing positions reduced: 15

82% more capital invested

Capital invested by funds: $37.6M → $68.5M (+$30.9M)

19% more first-time investments, than exits

New positions opened: 19 | Existing positions closed: 16

4% more funds holding

Funds holding: 7881 (+3)

59% less call options, than puts

Call options by funds: $2.79M | Put options by funds: $6.85M

Holders
81
Holders Change
+3
Holders Change %
+3.85%
% of All Funds
1.43%
Holding in Top 10
Holding in Top 10 Change
Holding in Top 10 Change %
% of All Funds
New
19
Increased
32
Reduced
15
Closed
16
Calls
$2.79M
Puts
$6.85M
Net Calls
-$4.07M
Net Calls Change
-$711K
Name Holding Trade Value Shares
Change
Change in
Stake
BlackRock
1
BlackRock
New York
$19.9M +$1.16M +42,853 +8%
Vanguard Group
2
Vanguard Group
Pennsylvania
$8.75M +$2.07M +76,681 +40%
State Street
3
State Street
Massachusetts
$4.16M +$304K +11,230 +10%
Arrowstreet Capital
4
Arrowstreet Capital
Massachusetts
$3.12M +$442K +16,330 +21%
Geode Capital Management
5
Geode Capital Management
Massachusetts
$2.93M +$315K +11,662 +15%
Renaissance Technologies
6
Renaissance Technologies
New York
$2.79M -$1.09M -40,285 -32%
Two Sigma Advisers
7
Two Sigma Advisers
New York
$2.7M +$1.88M +69,580 +522%
HI
8
HBK Investments
Texas
$2.38M +$135K +5,000 +7%
Northern Trust
9
Northern Trust
Illinois
$2.09M -$49.9K -1,846 -3%
Two Sigma Investments
10
Two Sigma Investments
New York
$1.72M +$1.17M +43,230 +457%
Morgan Stanley
11
Morgan Stanley
New York
$1.35M +$671K +24,814 +150%
Charles Schwab
12
Charles Schwab
California
$1.34M +$171K +6,326 +18%
CS
13
Credit Suisse
Switzerland
$1.19M +$202K +7,476 +26%
Prudential Financial
14
Prudential Financial
New Jersey
$1.18M -$143K -5,295 -13%
Thrivent Financial for Lutherans
15
Thrivent Financial for Lutherans
Minnesota
$1.13M +$9.44K +349 +1%
N
16
Nuveen
North Carolina
$1.05M +$124K +4,587 +17%
Millennium Management
17
Millennium Management
New York
$1.03M +$24.4K +902 +3%
PPA
18
Parametric Portfolio Associates
Washington
$815K +$494K +18,269 +271%
Bank of New York Mellon
19
Bank of New York Mellon
New York
$717K +$21.1K +780 +4%
LSV Asset Management
20
LSV Asset Management
Illinois
$716K
Barclays
21
Barclays
United Kingdom
$696K -$412K -15,232 -42%
JP Morgan Chase
22
JP Morgan Chase
New York
$625K +$321K +11,876 +163%
RhumbLine Advisers
23
RhumbLine Advisers
Massachusetts
$566K +$126K +4,663 +37%
Victory Capital Management
24
Victory Capital Management
Texas
$472K
Invesco
25
Invesco
Georgia
$430K +$15.6K +578 +5%

WMC Hedge Fund Activity: Q4 2020 in Review

81 of the 5,651 institutional investors tracked by Wall St. Rank reported a position in Western Asset Mortgage Capital Corporation (WMC) for Q4 2020, worth a combined $68.5M — up 82% from $37.6M a quarter earlier.

Buyers outnumbered sellers: 19 funds opened new WMC positions and 16 closed out — a net gain of 3 holders — while 32 added to existing stakes and 15 trimmed.

The largest buyer was Vanguard Group, adding an estimated $2.07M. The largest seller was Renaissance Technologies, cutting an estimated $1.09M.

  • 81 institutional investors held Western Asset Mortgage Capital Corporation (WMC) as of Q4 2020, up from 78 in Q3 2020.
  • Funds reported $68.5M of Western Asset Mortgage Capital Corporation stock for Q4 2020, up 82% quarter-over-quarter.
  • 19 funds opened new Western Asset Mortgage Capital Corporation positions in Q4 2020 and 16 closed out, a net change of +3 holders.
  • The largest Western Asset Mortgage Capital Corporation buyer in Q4 2020 was Vanguard Group, an estimated $2.07M added.
  • The largest Western Asset Mortgage Capital Corporation seller in Q4 2020 was Renaissance Technologies, an estimated $1.09M sold.

Based on aggregated 13F filings for Q4 2020.