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Western Asset Mortgage Capital Corp

WMCDelisted Dec 6, 2023
Industry
Real Estate Investment Trusts
SEC CIK
0001465885

Western Asset Mortgage Capital Corp was delisted on Dec 6, 2023; its insiders filed their last Form 4 on Dec 8, 2023; 27 institutions reported holding it in 13F filings for Q3 2023, worth $8.04M in total; no superinvestor held it.

13F holders, Q1 2021

Institutional positions in Western Asset Mortgage Capital Corp as of Mar 31, 2021. Investment managers with $100 million or more in US stocks report their long positions on Form 13F within 45 days after each quarter ends. How 13F works

Institutional holders
85
No complete 13F data for Q4 2020
Shares held
21.2M
No complete 13F data for Q4 2020
Total value
$67.6M
No complete 13F data for Q4 2020

Holders and value by quarter

Institutions reporting WMC on Form 13F each quarter since Q1 2021, and the total value they reported. Values are as of each quarter end, so they also move with the share price.

Institutional holdersQ1 2021: 85 institutions
Q1 2021: 85 institutionsQ2 2021: 74 institutionsQ3 2021: 66 institutionsQ4 2021: 60 institutionsQ1 2022: 57 institutionsQ2 2022: 44 institutionsQ3 2022: 26 institutionsQ4 2022: 29 institutionsQ1 2023: 26 institutionsQ2 2023: 27 institutionsQ3 2023: 27 institutionsQ4 2023: 0 institutionsQ1 2024: 0 institutionsQ2 2024: 0 institutionsQ3 2024: 0 institutionsQ4 2024: 0 institutionsQ1 2025: 0 institutionsQ2 2025: 0 institutionsQ3 2025: 0 institutionsQ4 2025: 0 institutionsQ1 2026: 0 institutionsQ2 2026: 0 institutions
Value heldQ1 2021: $67.6M
Q1 2021: $67.6MQ2 2021: $52.1MQ3 2021: $38.9MQ4 2021: $29.9MQ1 2022: $19.0MQ2 2022: $15.9MQ3 2022: $13.9MQ4 2022: $8.39MQ1 2023: $8.01MQ2 2023: $7.22MQ3 2023: $8.04MQ4 2023: $0Q1 2024: $0Q2 2024: $0Q3 2024: $0Q4 2024: $0Q1 2025: $0Q2 2025: $0Q3 2025: $0Q4 2025: $0Q1 2026: $0Q2 2026: $0
Institutions holding WMC and their total value by quarter
QuarterHoldersValue
Q2 20260$0
Q1 20260$0
Q4 20250$0
Q3 20250$0
Q2 20250$0
Q1 20250$0
Q4 20240$0
Q3 20240$0
Q2 20240$0
Q1 20240$0
Q4 20230$0
Q3 202327$8.04M
Q2 202327$7.22M
Q1 202326$8.01M
Q4 202229$8.39M
Q3 202226$13.9M
Q2 202244$15.9M
Q1 202257$19.0M
Q4 202160$29.9M
Q3 202166$38.9M
Q2 202174$52.1M
Q1 202185$67.6M

Institutions, Q1 2021

Shares, value and share of portfolio for each institution holding Western Asset Mortgage Capital Corp.

Livermore's 13F data starts with Q1 2021, so Q1 2021 has no change from the previous quarter.

Institutions holding WMC in Q1 2021
InstitutionSharesValue% of portfolioChange in sharesAction
BlackRock Inc.6,140,788$19.6M0.00%––
Vanguard Group Inc2,716,370$8.66M0.00%––
State Street Corp1,124,046$3.65M0.00%––
Arrowstreet Capital, Limited Partnership1,083,413$3.46M0.00%––
Geode Capital Management, LLC963,600$3.07M0.00%––
Two Sigma Advisers, LP940,510$3.00M0.01%––
Two Sigma Investments, LP679,502$2.17M0.01%––
Northern Trust Corp595,594$1.90M0.00%––
Charles Schwab Investment Management Inc413,718$1.32M0.00%––
Credit Suisse AG384,208$1.23M0.00%––
Renaissance Technologies LLC364,817$1.16M0.00%––
Prudential Financial Inc363,579$1.16M0.00%––
Invesco Ltd.357,651$1.14M0.00%––
Thrivent Financial for Lutherans352,734$1.13M0.00%––
UBS Group AG334,359$1.07M0.00%––
Nuveen Asset Management, LLC315,374$1.01M0.00%––
Beach Point Capital Management LP300,000$957.0K0.21%––
Morgan Stanley270,809$864.0K0.00%––
Parametric Portfolio Associates LLC255,533$815.0K0.00%––
Millennium Management LLC244,897$781.0K0.00%––
LSV Asset Management219,800$701.0K0.00%––
Bank of New York Mellon Corp219,139$699.0K0.00%––
Barclays PLC210,176$669.0K0.00%––
JPMorgan Chase & Co186,478$595.0K0.00%––
Rhumbline Advisers170,418$544.0K0.00%––
Caas Capital Management LP165,885$529.0K0.02%––
Citadel Advisors LLC151,717$484.0K0.00%––
Victory Capital Management Inc132,588$423.0K0.00%––
Great Lakes Advisors, LLC118,695$379.0K0.01%––
California Public Employees Retirement System105,800$338.0K0.00%––
Independent Financial Group, LLC101,905$325.1K0.04%––
California State Teachers Retirement System89,761$286.0K0.00%––
Wolverine Asset Management LLC88,413$282.0K0.00%––
Bank of America Corp87,695$280.0K0.00%––
Punch & Associates Investment Management, Inc.49,300$157.0K0.01%––
Goldman Sachs Group Inc41,444$132.0K0.00%––
AMP Capital Investors Ltd40,903$130.0K0.00%––
Squarepoint Ops LLC40,602$130.0K0.00%––
Manufacturers Life Insurance Company, The39,071$125.0K0.00%––
Jane Street Group, LLC39,199$125.0K0.00%––
Deutsche Bank AG38,731$124.0K0.00%––
American International Group, Inc.34,694$111.0K0.00%––
New York State Common Retirement Fund34,700$111.0K0.00%––
State Board of Administration of Florida Retirement System33,285$106.0K0.00%––
BNP Paribas Arbitrage, SA30,325$96.7K0.00%––
Voya Investment Management LLC28,814$92.0K0.00%––
Advisor Group Holdings, Inc.29,215$92.0K0.00%––
Nisa Investment Advisors, LLC28,626$91.0K0.00%––
Jump Financial, LLC27,800$89.0K0.01%––
AE Wealth Management LLC25,982$83.0K0.00%––
XTX Topco Ltd25,455$81.0K0.04%––
IndexIQ Advisors LLC23,357$75.0K0.00%––
Wells Fargo & Company22,790$72.0K0.00%––
Teamwork Financial Advisors, LLC21,879$70.0K0.02%––
Commonwealth Equity Services, LLC21,745$69.0K0.00%––
Alliancebernstein L.P.21,600$69.0K0.00%––
Clear Street Markets LLC21,100$67.0K0.02%––
SG Americas Securities, LLC20,745$66.0K0.00%––
Cutler Group LP20,410$65.0K0.01%––
Paloma Partners Management Co17,905$57.0K0.00%––
Susquehanna Fundamental Investments, LLC17,632$56.0K0.00%––
ProShare Advisors LLC15,907$51.0K0.00%––
BBR Partners, LLC14,251$45.0K0.00%––
STRS Ohio14,100$44.0K0.00%––
Cambridge Investment Research Advisors, Inc.13,502$43.0K0.00%––
Tower Research Capital LLC (TRC)10,987$35.0K0.00%––
Panagora Asset Management Inc8,700$28.0K0.00%––
Royal Bank of Canada8,127$26.0K0.00%––
Citigroup Inc6,132$20.0K0.00%––
Cordasco Financial Network5,500$18.0K0.01%––
International Assets Investment Management, LLC4,756$16.0K0.00%––
Legal & General Group Plc4,631$15.0K0.00%––
Ameritas Investment Partners, Inc.4,545$14.0K0.00%––
Group One Trading, L.P.1,969$6.00K0.00%––
Patriot Financial Group Insurance Agency, LLC2,000$6.00K0.00%––
Bank of Montreal1,669$5.00K0.00%––
Quantbot Technologies LP1,395$4.00K0.00%––
Blume Capital Management, Inc.800$3.00K0.00%––
BDO Wealth Advisors, LLC500$2.00K0.00%––
Nelson, Van Denburg & Campbell Wealth Management Group, LLC412$1.00K0.00%––
Ellevest, Inc.407$1.00K0.00%––
Geneos Wealth Management Inc.607$1.00K0.00%––
FMR LLC1$00.00%––
Simplex Trading, LLC150$00.00%––
Quadrant Capital Group LLC76$00.00%––