We are live on ! Find out more
WMC

Western Asset Mortgage Capital Corporation

Delisted

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

73 hedge funds and large institutions have $52M invested in Western Asset Mortgage Capital Corporation in 2021 Q2 according to their latest regulatory filings, with 14 funds opening new positions, 24 increasing their positions, 25 reducing their positions, and 25 closing their positions.

New
Increased
Maintained
Reduced
Closed

4% less repeat investments, than reductions

Existing positions increased: 24 | Existing positions reduced: 25

13% less funds holding

Funds holding: 8473 (-11)

23% less capital invested

Capital invested by funds: $67.4M → $52M (-$15.3M)

43% less call options, than puts

Call options by funds: $2.64M | Put options by funds: $4.6M

44% less first-time investments, than exits

New positions opened: 14 | Existing positions closed: 25

Holders
73
Holders Change
-11
Holders Change %
-13.1%
% of All Funds
1.27%
Holding in Top 10
Holding in Top 10 Change
Holding in Top 10 Change %
% of All Funds
New
14
Increased
24
Reduced
25
Closed
25
Calls
$2.64M
Puts
$4.6M
Net Calls
-$1.96M
Net Calls Change
-$223K
Name Holding Trade Value Shares
Change
Change in
Stake
BlackRock
1
BlackRock
New York
$9.15M -$11M -332,647 -54%
Vanguard Group
2
Vanguard Group
Pennsylvania
$8.77M -$60.5K -1,826 -0.7%
Two Sigma Investments
3
Two Sigma Investments
New York
$3.95M +$1.77M +53,455 +79%
Millennium Management
4
Millennium Management
New York
$3.32M +$2.58M +77,798 +318%
Two Sigma Advisers
5
Two Sigma Advisers
New York
$3.18M +$130K +3,920 +4%
Geode Capital Management
6
Geode Capital Management
Massachusetts
$1.79M -$1.37M -41,360 -43%
UBS Group
7
UBS Group
Switzerland
$1.24M +$160K +4,815 +14%
CS
8
Credit Suisse
Switzerland
$1.21M -$45.2K -1,363 -4%
State Street
9
State Street
Massachusetts
$1.15M -$2.56M -77,098 -69%
Invesco
10
Invesco
Georgia
$1.15M -$15.2K -459 -1%
WAM
11
Wolverine Asset Management
Illinois
$1.06M +$786K +23,708 +268%
Bank of Montreal
12
Bank of Montreal
Ontario, Canada
$969K +$977K +29,470 +17,647%
Charles Schwab
13
Charles Schwab
California
$926K -$428K -12,909 -31%
JP Morgan Chase
14
JP Morgan Chase
New York
$866K +$265K +8,000 +43%
Citadel Advisors
15
Citadel Advisors
Florida
$866K +$380K +11,460 +76%
E
16
Ergoteles
New York
$840K +$857K +25,850 New
PPA
17
Parametric Portfolio Associates
Washington
$832K +$1.52K +46 +0.2%
Thrivent Financial for Lutherans
18
Thrivent Financial for Lutherans
Minnesota
$758K -$396K -11,951 -34%
AWM
19
AE Wealth Management
Kansas
$737K +$665K +20,071 +773%
LSV Asset Management
20
LSV Asset Management
Illinois
$714K
TFA
21
Teamwork Financial Advisors
Texas
$702K +$643K +19,414 +887%
CC
22
Centiva Capital
New York
$665K +$679K +20,473 New
Morgan Stanley
23
Morgan Stanley
New York
$576K -$311K -9,376 -35%
HF
24
HRT Financial
New York
$561K +$573K +17,286 New
Renaissance Technologies
25
Renaissance Technologies
New York
$549K -$649K -19,586 -54%

WMC Hedge Fund Activity: Q2 2021 in Review

73 of the 5,745 institutional investors tracked by Wall St. Rank reported a position in Western Asset Mortgage Capital Corporation (WMC) for Q2 2021, worth a combined $52M — down 23% from $67.4M a quarter earlier.

Sellers outnumbered buyers: 25 funds closed out of WMC and 14 opened new positions — a net loss of 11 holders — while 25 trimmed existing stakes and 24 added.

The largest buyer was Millennium Management, adding an estimated $2.58M. The largest seller was BlackRock, cutting an estimated $11M.

  • 73 institutional investors held Western Asset Mortgage Capital Corporation (WMC) as of Q2 2021, down from 84 in Q1 2021.
  • Funds reported $52M of Western Asset Mortgage Capital Corporation stock for Q2 2021, down 23% quarter-over-quarter.
  • 14 funds opened new Western Asset Mortgage Capital Corporation positions in Q2 2021 and 25 closed out, a net change of -11 holders.
  • The largest Western Asset Mortgage Capital Corporation buyer in Q2 2021 was Millennium Management, an estimated $2.58M added.
  • The largest Western Asset Mortgage Capital Corporation seller in Q2 2021 was BlackRock, an estimated $11M sold.

Based on aggregated 13F filings for Q2 2021.