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WMC

Western Asset Mortgage Capital Corporation

Delisted

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

44 hedge funds and large institutions have $15.9M invested in Western Asset Mortgage Capital Corporation in 2022 Q2 according to their latest regulatory filings, with 3 funds opening new positions, 17 increasing their positions, 17 reducing their positions, and 13 closing their positions.

New
Increased
Maintained
Reduced
Closed

0% more repeat investments, than reductions

Existing positions increased: 17 | Existing positions reduced: 17

16% less capital invested

Capital invested by funds: $19M → $15.9M (-$3.06M)

23% less funds holding

Funds holding: 5744 (-13)

76% less call options, than puts

Call options by funds: $90K | Put options by funds: $379K

77% less first-time investments, than exits

New positions opened: 3 | Existing positions closed: 13

Holders
44
Holders Change
-13
Holders Change %
-22.81%
% of All Funds
0.74%
Holding in Top 10
Holding in Top 10 Change
Holding in Top 10 Change %
% of All Funds
New
3
Increased
17
Reduced
17
Closed
13
Calls
$90K
Puts
$379K
Net Calls
-$289K
Net Calls Change
+$224K
Name Holding Trade Value Shares
Change
Change in
Stake
BPCM
1
Beach Point Capital Management
California
$5.04M +$3.26M +241,284 +137%
Vanguard Group
2
Vanguard Group
Pennsylvania
$3.06M +$1.38M +102,351 +68%
BlackRock
3
BlackRock
New York
$1.49M +$25.2K +1,862 +2%
AC
4
Almitas Capital
California
$1.38M +$873K +64,510 +130%
CC
5
Centiva Capital
New York
$701K -$641K -47,418 -45%
Geode Capital Management
6
Geode Capital Management
Massachusetts
$665K -$56.9K -4,205 -7%
Millennium Management
7
Millennium Management
New York
$653K -$235K -17,347 -24%
Victory Capital Management
8
Victory Capital Management
Texas
$386K -$17K -1,260 -4%
Susquehanna International Group
9
Susquehanna International Group
Pennsylvania
$317K -$232K -17,126 -40%
State Street
10
State Street
Massachusetts
$276K -$4.28K -316 -1%
Renaissance Technologies
11
Renaissance Technologies
New York
$268K +$168K +12,386 +127%
LSV Asset Management
12
LSV Asset Management
Illinois
$252K -$15.2K -1,120 -5%
Invesco
13
Invesco
Georgia
$236K +$51.4K +3,799 +24%
Thrivent Financial for Lutherans
14
Thrivent Financial for Lutherans
Minnesota
$215K -$46.6K -3,443 -16%
Northern Trust
15
Northern Trust
Illinois
$140K -$3.21K -237 -2%
IFG
16
Independent Financial Group
California
$113K +$703 +52 +0.6%
Simplex Trading
17
Simplex Trading
Illinois
$98K +$1.8K +133 +2%
Citadel Advisors
18
Citadel Advisors
Florida
$93K -$29.1K -2,151 -22%
Morgan Stanley
19
Morgan Stanley
New York
$89K -$31.6K -2,334 -24%
AG
20
Algert Global
California
$54K +$18.3K +1,356 +44%
Bank of New York Mellon
21
Bank of New York Mellon
New York
$38K
Osaic Holdings
22
Osaic Holdings
Arizona
$37K -$54 -4 -0.1%
PI
23
PEAK6 Investments
Illinois
$36K +$9.04K +668 +29%
TRCT
24
Tower Research Capital (TRC)
New York
$32K +$7.72K +571 +28%
ECM
25
EMC Capital Management
Texas
$28K -$7.8K -577 -20%

WMC Hedge Fund Activity: Q2 2022 in Review

44 of the 5,936 institutional investors tracked by Wall St. Rank reported a position in Western Asset Mortgage Capital Corporation (WMC) for Q2 2022, worth a combined $15.9M — down 16% from $19M a quarter earlier.

Sellers outnumbered buyers: 13 funds closed out of WMC and 3 opened new positions — a net loss of 10 holders — while 17 trimmed existing stakes and 17 added.

The largest buyer was Beach Point Capital Management, adding an estimated $3.26M. The largest seller was Centiva Capital, cutting an estimated $641K.

  • 44 institutional investors held Western Asset Mortgage Capital Corporation (WMC) as of Q2 2022, down from 57 in Q1 2022.
  • Funds reported $15.9M of Western Asset Mortgage Capital Corporation stock for Q2 2022, down 16% quarter-over-quarter.
  • 3 funds opened new Western Asset Mortgage Capital Corporation positions in Q2 2022 and 13 closed out, a net change of -10 holders.
  • The largest Western Asset Mortgage Capital Corporation buyer in Q2 2022 was Beach Point Capital Management, an estimated $3.26M added.
  • The largest Western Asset Mortgage Capital Corporation seller in Q2 2022 was Centiva Capital, an estimated $641K sold.

Based on aggregated 13F filings for Q2 2022.