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WMC

Western Asset Mortgage Capital Corporation

Delisted

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

96 hedge funds and large institutions have $158M invested in Western Asset Mortgage Capital Corporation in 2014 Q2 according to their latest regulatory filings, with 28 funds opening new positions, 42 increasing their positions, 17 reducing their positions, and 10 closing their positions.

New
Increased
Maintained
Reduced
Closed

180% more first-time investments, than exits

New positions opened: 28 | Existing positions closed: 10

147% more repeat investments, than reductions

Existing positions increased: 42 | Existing positions reduced: 17

44% more capital invested

Capital invested by funds: $109M → $158M (+$48.5M)

23% more funds holding

Funds holding: 7896 (+18)

89% less call options, than puts

Call options by funds: $777K | Put options by funds: $7.15M

Holders
96
Holders Change
+18
Holders Change %
+23.08%
% of All Funds
2.76%
Holding in Top 10
1
Holding in Top 10 Change
+1
Holding in Top 10 Change %
% of All Funds
0.03%
New
28
Increased
42
Reduced
17
Closed
10
Calls
$777K
Puts
$7.15M
Net Calls
-$6.37M
Net Calls Change
-$4.35M
Name Holding Trade Value Shares
Change
Change in
Stake
BFA
1
BlackRock Fund Advisors
California
$26.6M +$10.3M +71,428 +61%
BIT
2
BlackRock Institutional Trust
California
$16.5M +$4.47M +30,930 +36%
Vanguard Group
3
Vanguard Group
Pennsylvania
$14.5M +$4.57M +31,657 +45%
State Street
4
State Street
Massachusetts
$10.3M +$2.91M +20,128 +38%
Citigroup
5
Citigroup
New York
$9.39M +$9.05M +62,698 +1,750%
Northern Trust
6
Northern Trust
Illinois
$6.65M +$1.98M +13,696 +41%
Goldman Sachs
7
Goldman Sachs
New York
$5.75M +$5.08M +35,192 +654%
Norges Bank
8
Norges Bank
Norway
$3.7M +$3.77M +26,093 New
Geode Capital Management
9
Geode Capital Management
Massachusetts
$3.07M +$1.41M +9,759 +82%
WAM
10
Wolverine Asset Management
Illinois
$2.84M +$2.9M +20,062 New
Citadel Advisors
11
Citadel Advisors
Florida
$2.76M +$2.57M +17,766 +1,045%
RFC
12
Russell Frank Company
Washington
$2.69M +$410K +2,842 +17%
Bank of New York Mellon
13
Bank of New York Mellon
New York
$2.67M +$769K +5,323 +39%
CS
14
Credit Suisse
Switzerland
$2.67M +$2.46M +17,008 +944%
Renaissance Technologies
15
Renaissance Technologies
New York
$2.65M +$550K +3,805 +26%
TCIM
16
TIAA CREF Investment Management
New York
$2.52M +$831K +5,754 +48%
Morgan Stanley
17
Morgan Stanley
New York
$2.01M -$224K -1,552 -10%
GC
18
Guggenheim Capital
Illinois
$1.93M -$3.82M -26,475 -66%
BIM
19
BlackRock Investment Management
Delaware
$1.93M +$656K +4,541 +50%
PIM
20
Perkins Investment Management
Illinois
$1.88M
Susquehanna International Group
21
Susquehanna International Group
Pennsylvania
$1.85M -$523K -3,622 -22%
Jane Street
22
Jane Street
New York
$1.83M +$1.41M +9,778 +314%
JP Morgan Chase
23
JP Morgan Chase
New York
$1.57M +$1.6M +11,109 New
D.E. Shaw & Co
24
D.E. Shaw & Co
New York
$1.47M +$1.1M +7,621 +279%
KCM
25
Kennedy Capital Management
Missouri
$1.43M +$1.46M +10,089 New

WMC Hedge Fund Activity: Q2 2014 in Review

96 of the 3,479 institutional investors tracked by Wall St. Rank reported a position in Western Asset Mortgage Capital Corporation (WMC) for Q2 2014, worth a combined $158M — up 44% from $109M a quarter earlier.

Buyers outnumbered sellers: 28 funds opened new WMC positions and 10 closed out — a net gain of 18 holders — while 42 added to existing stakes and 17 trimmed.

The largest buyer was BlackRock Fund Advisors, adding an estimated $10.3M. The largest seller was Sculptor Capital, exiting entirely with an estimated $5.9M sold.

  • 96 institutional investors held Western Asset Mortgage Capital Corporation (WMC) as of Q2 2014, up from 78 in Q1 2014.
  • Funds reported $158M of Western Asset Mortgage Capital Corporation stock for Q2 2014, up 44% quarter-over-quarter.
  • 28 funds opened new Western Asset Mortgage Capital Corporation positions in Q2 2014 and 10 closed out, a net change of +18 holders.
  • The largest Western Asset Mortgage Capital Corporation buyer in Q2 2014 was BlackRock Fund Advisors, an estimated $10.3M added.
  • The largest Western Asset Mortgage Capital Corporation seller in Q2 2014 was Sculptor Capital, an estimated $5.9M sold.

Based on aggregated 13F filings for Q2 2014.