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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 $67.4M invested in Western Asset Mortgage Capital Corporation in 2021 Q1 according to their latest regulatory filings, with 13 funds opening new positions, 30 increasing their positions, 25 reducing their positions, and 10 closing their positions.

New
Increased
Maintained
Reduced
Closed

30% more first-time investments, than exits

New positions opened: 13 | Existing positions closed: 10

20% more repeat investments, than reductions

Existing positions increased: 30 | Existing positions reduced: 25

4% more funds holding

Funds holding: 8184 (+3)

2% less capital invested

Capital invested by funds: $68.5M → $67.4M (-$1.11M)

45% less call options, than puts

Call options by funds: $2.08M | Put options by funds: $3.81M

Holders
84
Holders Change
+3
Holders Change %
+3.7%
% of All Funds
1.47%
Holding in Top 10
Holding in Top 10 Change
Holding in Top 10 Change %
% of All Funds
New
13
Increased
30
Reduced
25
Closed
10
Calls
$2.08M
Puts
$3.81M
Net Calls
-$1.73M
Net Calls Change
+$2.33M
Name Holding Trade Value Shares
Change
Change in
Stake
BlackRock
1
BlackRock
New York
$19.6M +$80.2K +2,534 +0.4%
Vanguard Group
2
Vanguard Group
Pennsylvania
$8.66M +$98.4K +3,109 +1%
State Street
3
State Street
Massachusetts
$3.65M -$407K -12,853 -10%
Arrowstreet Capital
4
Arrowstreet Capital
Massachusetts
$3.46M +$397K +12,540 +13%
Geode Capital Management
5
Geode Capital Management
Massachusetts
$3.07M +$208K +6,578 +7%
Two Sigma Advisers
6
Two Sigma Advisers
New York
$3M +$353K +11,150 +13%
Two Sigma Investments
7
Two Sigma Investments
New York
$2.17M +$483K +15,268 +29%
Northern Trust
8
Northern Trust
Illinois
$1.9M -$146K -4,607 -7%
Charles Schwab
9
Charles Schwab
California
$1.32M +$7.97K +252 +0.6%
CS
10
Credit Suisse
Switzerland
$1.23M +$57K +1,801 +5%
Renaissance Technologies
11
Renaissance Technologies
New York
$1.16M -$1.55M -48,949 -57%
Prudential Financial
12
Prudential Financial
New Jersey
$1.16M +$1.39K +44 +0.1%
Invesco
13
Invesco
Georgia
$1.14M +$715K +22,588 +171%
Thrivent Financial for Lutherans
14
Thrivent Financial for Lutherans
Minnesota
$1.13M +$16.3K +514 +1%
UBS Group
15
UBS Group
Switzerland
$1.07M +$1.04M +32,996 +7,499%
N
16
Nuveen
North Carolina
$1.01M -$22.5K -711 -2%
BPCM
17
Beach Point Capital Management
California
$957K +$949K +30,000 New
Morgan Stanley
18
Morgan Stanley
New York
$864K -$453K -14,320 -35%
PPA
19
Parametric Portfolio Associates
Washington
$815K +$17.2K +544 +2%
Millennium Management
20
Millennium Management
New York
$781K -$227K -7,179 -23%
LSV Asset Management
21
LSV Asset Management
Illinois
$701K
Bank of New York Mellon
22
Bank of New York Mellon
New York
$699K -$2.69K -85 -0.4%
Barclays
23
Barclays
United Kingdom
$669K -$10.6K -334 -2%
JP Morgan Chase
24
JP Morgan Chase
New York
$595K -$16.4K -518 -3%
RhumbLine Advisers
25
RhumbLine Advisers
Massachusetts
$544K -$10.4K -330 -2%

WMC Hedge Fund Activity: Q1 2021 in Review

84 of the 5,695 institutional investors tracked by Wall St. Rank reported a position in Western Asset Mortgage Capital Corporation (WMC) for Q1 2021, worth a combined $67.4M — down 1.6% from $68.5M a quarter earlier.

Buyers outnumbered sellers: 13 funds opened new WMC positions and 10 closed out — a net gain of 3 holders — while 30 added to existing stakes and 25 trimmed.

The largest buyer was UBS Group, adding an estimated $1.04M. The largest seller was HBK Investments, exiting entirely with an estimated $2.38M sold.

  • 84 institutional investors held Western Asset Mortgage Capital Corporation (WMC) as of Q1 2021, up from 81 in Q4 2020.
  • Funds reported $67.4M of Western Asset Mortgage Capital Corporation stock for Q1 2021, down 1.6% quarter-over-quarter.
  • 13 funds opened new Western Asset Mortgage Capital Corporation positions in Q1 2021 and 10 closed out, a net change of +3 holders.
  • The largest Western Asset Mortgage Capital Corporation buyer in Q1 2021 was UBS Group, an estimated $1.04M added.
  • The largest Western Asset Mortgage Capital Corporation seller in Q1 2021 was HBK Investments, an estimated $2.38M sold.

Based on aggregated 13F filings for Q1 2021.