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WMC

Western Asset Mortgage Capital Corporation

Delisted

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

29 hedge funds and large institutions have $8.39M invested in Western Asset Mortgage Capital Corporation in 2022 Q4 according to their latest regulatory filings, with 6 funds opening new positions, 8 increasing their positions, 10 reducing their positions, and 3 closing their positions.

New
Increased
Maintained
Reduced
Closed

100% more first-time investments, than exits

New positions opened: 6 | Existing positions closed: 3

12% more funds holding

Funds holding: 2629 (+3)

10% more call options, than puts

Call options by funds: $820K | Put options by funds: $748K

20% less repeat investments, than reductions

Existing positions increased: 8 | Existing positions reduced: 10

39% less capital invested

Capital invested by funds: $13.9M → $8.39M (-$5.47M)

Holders
29
Holders Change
+3
Holders Change %
+11.54%
% of All Funds
0.47%
Holding in Top 10
Holding in Top 10 Change
Holding in Top 10 Change %
% of All Funds
New
6
Increased
8
Reduced
10
Closed
3
Calls
$820K
Puts
$748K
Net Calls
+$72K
Net Calls Change
-$14K
Name Holding Trade Value Shares
Change
Change in
Stake
Vanguard Group
1
Vanguard Group
Pennsylvania
$3.06M -$14.3K -1,513 -0.4%
AC
2
Almitas Capital
California
$1.19M +$183K +19,399 +17%
BlackRock
3
BlackRock
New York
$1.07M -$36.9K -3,915 -3%
Millennium Management
4
Millennium Management
New York
$602K +$210K +22,308 +51%
Geode Capital Management
5
Geode Capital Management
Massachusetts
$454K +$26K +2,760 +6%
Victory Capital Management
6
Victory Capital Management
Texas
$259K -$18.9K -2,000 -7%
Renaissance Technologies
7
Renaissance Technologies
New York
$212K +$3.77K +400 +2%
WAM
8
Wolverine Asset Management
Illinois
$210K +$135K +14,331 +163%
State Street
9
State Street
Massachusetts
$210K
LSV Asset Management
10
LSV Asset Management
Illinois
$190K
Invesco
11
Invesco
Georgia
$168K -$877 -93 -0.5%
Citadel Advisors
12
Citadel Advisors
Florida
$162K +$167K +17,735 New
Susquehanna International Group
13
Susquehanna International Group
Pennsylvania
$121K -$109K -11,579 -47%
BCM
14
Bridgeway Capital Management
Texas
$115K +$119K +12,600 New
Thrivent Financial for Lutherans
15
Thrivent Financial for Lutherans
Minnesota
$107K
Northern Trust
16
Northern Trust
Illinois
$105K -$9 -1 -0%
Morgan Stanley
17
Morgan Stanley
New York
$31.2K -$12.9K -1,369 -29%
Bank of Montreal
18
Bank of Montreal
Ontario, Canada
$28.2K +$148K +15,673 New
Osaic Holdings
19
Osaic Holdings
Arizona
$28K +$754 +80 +3%
Bank of America
20
Bank of America
North Carolina
$27.8K +$17.4K +1,847 +154%
Nisa Investment Advisors
21
Nisa Investment Advisors
Missouri
$17K
Wells Fargo
22
Wells Fargo
California
$10.4K +$10.4K +1,100 +2,683%
ECM
23
EMC Capital Management
Texas
$8K +$8.7K +922 New
TRCT
24
Tower Research Capital (TRC)
New York
$6K -$5.64K -598 -47%
Rockefeller Capital Management
25
Rockefeller Capital Management
New York
$4K

WMC Hedge Fund Activity: Q4 2022 in Review

29 of the 6,221 institutional investors tracked by Wall St. Rank reported a position in Western Asset Mortgage Capital Corporation (WMC) for Q4 2022, worth a combined $8.39M — down 39% from $13.9M a quarter earlier.

Buyers outnumbered sellers: 6 funds opened new WMC positions and 3 closed out — a net gain of 3 holders — while 8 added to existing stakes and 10 trimmed.

The largest buyer was Millennium Management, adding an estimated $210K. The largest seller was Beach Point Capital Management, exiting entirely with an estimated $3.92M sold.

  • 29 institutional investors held Western Asset Mortgage Capital Corporation (WMC) as of Q4 2022, up from 26 in Q3 2022.
  • Funds reported $8.39M of Western Asset Mortgage Capital Corporation stock for Q4 2022, down 39% quarter-over-quarter.
  • 6 funds opened new Western Asset Mortgage Capital Corporation positions in Q4 2022 and 3 closed out, a net change of +3 holders.
  • The largest Western Asset Mortgage Capital Corporation buyer in Q4 2022 was Millennium Management, an estimated $210K added.
  • The largest Western Asset Mortgage Capital Corporation seller in Q4 2022 was Beach Point Capital Management, an estimated $3.92M sold.

Based on aggregated 13F filings for Q4 2022.