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WMC

Western Asset Mortgage Capital Corporation

Delisted

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

57 hedge funds and large institutions have $19M invested in Western Asset Mortgage Capital Corporation in 2022 Q1 according to their latest regulatory filings, with 9 funds opening new positions, 12 increasing their positions, 26 reducing their positions, and 11 closing their positions.

New
Increased
Maintained
Reduced
Closed

3% less funds holding

Funds holding: 5957 (-2)

18% less first-time investments, than exits

New positions opened: 9 | Existing positions closed: 11

37% less capital invested

Capital invested by funds: $29.9M → $19M (-$10.9M)

54% less repeat investments, than reductions

Existing positions increased: 12 | Existing positions reduced: 26

65% less call options, than puts

Call options by funds: $272K | Put options by funds: $785K

Holders
57
Holders Change
-2
Holders Change %
-3.39%
% of All Funds
0.9%
Holding in Top 10
Holding in Top 10 Change
Holding in Top 10 Change %
% of All Funds
New
9
Increased
12
Reduced
26
Closed
11
Calls
$272K
Puts
$785K
Net Calls
-$513K
Net Calls Change
+$5.89M
Name Holding Trade Value Shares
Change
Change in
Stake
BPCM
1
Beach Point Capital Management
California
$3M +$1.22M +62,294 +55%
Vanguard Group
2
Vanguard Group
Pennsylvania
$2.57M -$2.25M -114,917 -43%
BlackRock
3
BlackRock
New York
$2.07M -$2.54M -129,991 -52%
CC
4
Centiva Capital
New York
$1.8M +$2.06M +105,374 New
Millennium Management
5
Millennium Management
New York
$1.22M -$544K -27,838 -28%
Geode Capital Management
6
Geode Capital Management
Massachusetts
$1.01M +$26.6K +1,361 +2%
AC
7
Almitas Capital
California
$851K +$973K +49,761 New
Susquehanna International Group
8
Susquehanna International Group
Pennsylvania
$741K +$409K +20,919 +93%
Victory Capital Management
9
Victory Capital Management
Texas
$568K +$33.2K +1,700 +5%
AWM
10
AE Wealth Management
Kansas
$394K -$210K -10,745 -32%
TFA
11
Teamwork Financial Advisors
Texas
$393K -$191K -9,766 -30%
State Street
12
State Street
Massachusetts
$383K -$23.8K -1,217 -5%
LSV Asset Management
13
LSV Asset Management
Illinois
$376K
Thrivent Financial for Lutherans
14
Thrivent Financial for Lutherans
Minnesota
$364K
SFI
15
Susquehanna Fundamental Investments
Pennsylvania
$315K
Invesco
16
Invesco
Georgia
$269K -$340K -17,390 -53%
Two Sigma Advisers
17
Two Sigma Advisers
New York
$258K -$521K -26,670 -64%
Marshall Wace
18
Marshall Wace
United Kingdom
$244K +$239K +12,211 +596%
HF
19
HRT Financial
New York
$224K +$256K +13,106 New
Northern Trust
20
Northern Trust
Illinois
$202K -$29.2K -1,492 -11%
Citadel Advisors
21
Citadel Advisors
Florida
$169K -$19.8K -1,014 -9%
Renaissance Technologies
22
Renaissance Technologies
New York
$166K +$160K +8,204 +536%
Morgan Stanley
23
Morgan Stanley
New York
$164K -$63.1K -3,230 -25%
IFG
24
Independent Financial Group
California
$159K +$1.09K +56 +0.6%
Simplex Trading
25
Simplex Trading
Illinois
$136K +$91.4K +4,675 +141%

WMC Hedge Fund Activity: Q1 2022 in Review

57 of the 6,340 institutional investors tracked by Wall St. Rank reported a position in Western Asset Mortgage Capital Corporation (WMC) for Q1 2022, worth a combined $19M — down 37% from $29.9M a quarter earlier.

Sellers outnumbered buyers: 11 funds closed out of WMC and 9 opened new positions — a net loss of 2 holders — while 26 trimmed existing stakes and 12 added.

The largest buyer was Centiva Capital, opening a new position worth an estimated $2.06M. The largest seller was BlackRock, cutting an estimated $2.54M.

  • 57 institutional investors held Western Asset Mortgage Capital Corporation (WMC) as of Q1 2022, down from 59 in Q4 2021.
  • Funds reported $19M of Western Asset Mortgage Capital Corporation stock for Q1 2022, down 37% quarter-over-quarter.
  • 9 funds opened new Western Asset Mortgage Capital Corporation positions in Q1 2022 and 11 closed out, a net change of -2 holders.
  • The largest Western Asset Mortgage Capital Corporation buyer in Q1 2022 was Centiva Capital, an estimated $2.06M added.
  • The largest Western Asset Mortgage Capital Corporation seller in Q1 2022 was BlackRock, an estimated $2.54M sold.

Based on aggregated 13F filings for Q1 2022.