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WMC

Western Asset Mortgage Capital Corporation

Delisted

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

78 hedge funds and large institutions have $109M invested in Western Asset Mortgage Capital Corporation in 2014 Q1 according to their latest regulatory filings, with 12 funds opening new positions, 49 increasing their positions, 17 reducing their positions, and 10 closing their positions.

New
Increased
Maintained
Reduced
Closed

188% more repeat investments, than reductions

Existing positions increased: 49 | Existing positions reduced: 17

20% more first-time investments, than exits

New positions opened: 12 | Existing positions closed: 10

13% more capital invested

Capital invested by funds: $96.6M → $109M (+$12.8M)

1% more funds holding

Funds holding: 7778 (+1)

68% less call options, than puts

Call options by funds: $942K | Put options by funds: $2.97M

Holders
78
Holders Change
+1
Holders Change %
+1.3%
% of All Funds
2.25%
Holding in Top 10
Holding in Top 10 Change
Holding in Top 10 Change %
% of All Funds
New
12
Increased
49
Reduced
17
Closed
10
Calls
$942K
Puts
$2.97M
Net Calls
-$2.02M
Net Calls Change
+$2.27M
Name Holding Trade Value Shares
Change
Change in
Stake
BFA
1
BlackRock Fund Advisors
California
$18.2M +$2.55M +16,306 +16%
BIT
2
BlackRock Institutional Trust
California
$13.4M +$1.26M +8,066 +10%
Vanguard Group
3
Vanguard Group
Pennsylvania
$11M +$929K +5,939 +9%
State Street
4
State Street
Massachusetts
$8.19M +$1.27M +8,100 +18%
GC
5
Guggenheim Capital
Illinois
$6.28M -$812K -5,188 -11%
SC
6
Sculptor Capital
New York
$5.9M +$522K +3,338 +10%
Northern Trust
7
Northern Trust
Illinois
$5.2M -$155K -994 -3%
Susquehanna International Group
8
Susquehanna International Group
Pennsylvania
$2.61M -$842K -5,385 -24%
Morgan Stanley
9
Morgan Stanley
New York
$2.46M +$985K +6,298 +67%
RFC
10
Russell Frank Company
Washington
$2.46M +$418K +2,672 +19%
Renaissance Technologies
11
Renaissance Technologies
New York
$2.33M +$2.33M +14,896 New
Deutsche Bank
12
Deutsche Bank
Germany
$2.2M +$1.78M +11,358 +418%
Bank of New York Mellon
13
Bank of New York Mellon
New York
$2.11M +$90.4K +578 +4%
PIM
14
Perkins Investment Management
Illinois
$2.07M +$77.9K +498 +4%
TCIM
15
TIAA CREF Investment Management
New York
$1.89M +$69.9K +447 +4%
Geode Capital Management
16
Geode Capital Management
Massachusetts
$1.86M +$159K +1,015 +9%
BIM
17
BlackRock Investment Management
Delaware
$1.42M +$70.9K +453 +5%
MAM
18
Martingale Asset Management
Massachusetts
$1.14M +$1.14M +7,262 New
Charles Schwab
19
Charles Schwab
California
$972K +$107K +681 +12%
Goldman Sachs
20
Goldman Sachs
New York
$841K -$2.62M -16,773 -76%
California State Teachers Retirement System (CalSTRS)
21
California State Teachers Retirement System (CalSTRS)
California
$763K +$76.2K +487 +11%
Arrowstreet Capital
22
Arrowstreet Capital
Massachusetts
$751K +$751K +4,800 New
QI
23
Quotient Investors
New York
$625K +$625K +3,998 New
TA
24
Teachers Advisors
New York
$609K +$54K +345 +10%
DLG
25
Daniel L. Goodwin
$606K +$53.5K +342 +10%

WMC Hedge Fund Activity: Q1 2014 in Review

78 of the 3,462 institutional investors tracked by Wall St. Rank reported a position in Western Asset Mortgage Capital Corporation (WMC) for Q1 2014, worth a combined $109M — up 13% from $96.6M a quarter earlier.

Buyers outnumbered sellers: 12 funds opened new WMC positions and 10 closed out — a net gain of 2 holders — while 49 added to existing stakes and 17 trimmed.

The largest buyer was BlackRock Fund Advisors, adding an estimated $2.55M. The largest seller was Goldman Sachs, cutting an estimated $2.62M.

  • 78 institutional investors held Western Asset Mortgage Capital Corporation (WMC) as of Q1 2014, up from 77 in Q4 2013.
  • Funds reported $109M of Western Asset Mortgage Capital Corporation stock for Q1 2014, up 13% quarter-over-quarter.
  • 12 funds opened new Western Asset Mortgage Capital Corporation positions in Q1 2014 and 10 closed out, a net change of +2 holders.
  • The largest Western Asset Mortgage Capital Corporation buyer in Q1 2014 was BlackRock Fund Advisors, an estimated $2.55M added.
  • The largest Western Asset Mortgage Capital Corporation seller in Q1 2014 was Goldman Sachs, an estimated $2.62M sold.

Based on aggregated 13F filings for Q1 2014.