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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, Q2 2021

Institutional positions in Western Asset Mortgage Capital Corp as of Jun 30, 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
74
−11 vs. Q1 2021
Shares held
16.0M
−5.13M (−24.2%) vs. Q1 2021
Total value
$52.1M
−$15.4M (−22.9%) vs. Q1 2021
New holders
14
25 more added
Sold out
25
25 more reduced

Compare with Q1 2021: new holders, sold out and not filed yet

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 holdersQ2 2021: 74 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 heldQ2 2021: $52.1M
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, Q2 2021

Shares, value and share of portfolio for each institution holding Western Asset Mortgage Capital Corp; share changes are against Q1 2021.

Institutions holding WMC in Q2 2021
InstitutionSharesValue% of portfolioChange in sharesAction
BlackRock Inc.2,814,320$9.15M0.00%−3,326,468−54.2%Reduced
Vanguard Group Inc2,698,114$8.77M0.00%−18,256−0.7%Reduced
Two Sigma Investments, LP1,214,054$3.95M0.01%+534,552+78.7%Added
Millennium Management LLC1,022,884$3.32M0.00%+777,987+317.7%Added
Two Sigma Advisers, LP979,710$3.18M0.01%+39,200+4.2%Added
Geode Capital Management, LLC550,000$1.79M0.00%−413,600−42.9%Reduced
UBS Group AG382,506$1.24M0.00%+48,147+14.4%Added
Credit Suisse AG370,584$1.21M0.00%−13,624−3.5%Reduced
State Street Corp353,074$1.15M0.00%−770,972−68.6%Reduced
Invesco Ltd.353,060$1.15M0.00%−4,591−1.3%Reduced
Wolverine Asset Management LLC325,490$1.06M0.01%+237,077+268.1%Added
Bank of Montreal296,369$969.0K0.00%+294,700+17,657.3%Added
Charles Schwab Investment Management Inc284,633$926.0K0.00%−129,085−31.2%Reduced
JPMorgan Chase & Co266,480$866.0K0.00%+80,002+42.9%Added
Citadel Advisors LLC266,317$866.0K0.00%+114,600+75.5%Added
Ergoteles LLC258,500$840.0K0.02%+258,500New
Parametric Portfolio Associates LLC255,988$832.0K0.00%+455+0.2%Added
Thrivent Financial for Lutherans233,219$758.0K0.00%−119,515−33.9%Reduced
AE Wealth Management LLC226,692$737.0K0.01%+200,710+772.5%Added
LSV Asset Management219,800$714.0K0.00%00.0%Unchanged
Teamwork Financial Advisors, LLC216,024$702.0K0.14%+194,145+887.4%Added
Centiva Capital, LP204,726$665.0K0.05%+204,726New
Morgan Stanley177,049$576.0K0.00%−93,760−34.6%Reduced
HRT Financial LP172,857$561.0K0.01%+172,857New
Renaissance Technologies LLC168,960$549.0K0.00%−195,857−53.7%Reduced
Susquehanna Fundamental Investments, LLC166,032$540.0K0.01%+148,400+841.7%Added
Victory Capital Management Inc139,863$455.0K0.00%+7,275+5.5%Added
Northern Trust Corp136,238$443.0K0.00%−459,356−77.1%Reduced
Independent Financial Group, LLC102,291$332.4K0.04%+386+0.4%Added
Tibra Equities Europe Ltd98,700$321.0K0.10%+98,700New
Bank of America Corp93,240$303.0K0.00%+5,545+6.3%Added
Quadrature Capital Ltd90,992$296.0K0.01%+90,992New
Citigroup Inc76,745$249.0K0.00%+70,613+1,151.5%Added
ExodusPoint Capital Management, LP67,499$219.0K0.00%+67,499New
SG Americas Securities, LLC66,200$215.0K0.00%+45,455+219.1%Added
Jane Street Group, LLC58,738$191.0K0.00%+19,539+49.8%Added
Barclays PLC47,895$156.0K0.00%−162,281−77.2%Reduced
Susquehanna International Group, LLP45,194$147.0K0.00%+45,194New
Punch & Associates Investment Management, Inc.38,800$126.0K0.01%−10,500−21.3%Reduced
D. E. Shaw & Co., Inc.35,545$116.0K0.00%+35,545New
Caas Capital Management LP35,429$115.0K0.01%−130,456−78.6%Reduced
Bank of New York Mellon Corp31,655$103.0K0.00%−187,484−85.6%Reduced
Advisor Group Holdings, Inc.29,415$95.0K0.00%+200+0.7%Added
Paloma Partners Management Co29,146$95.0K0.00%+11,241+62.8%Added
Nisa Investment Advisors, LLC28,626$93.0K0.00%00.0%Unchanged
Group One Trading, L.P.27,634$90.0K0.00%+25,665+1,303.5%Added
Goldman Sachs Group Inc26,331$86.0K0.00%−15,113−36.5%Reduced
LMR Partners LLP25,872$84.0K0.00%+25,872New
IndexIQ Advisors LLC25,271$82.0K0.00%+1,914+8.2%Added
XTX Topco Ltd22,623$74.0K0.02%−2,832−11.1%Reduced
Commonwealth Equity Services, LLC21,753$70.0K0.00%+80.0%Added
Great Lakes Advisors, LLC18,964$62.0K0.00%−99,731−84.0%Reduced
Simplex Trading, LLC18,145$58.0K0.00%+17,995+11,996.7%Added
Cutler Group LP15,910$51.0K0.00%−4,500−22.0%Reduced
Y-Intercept (Hong Kong) Ltd15,649$51.0K0.01%+15,649New
BBR Partners, LLC14,251$46.0K0.00%00.0%Unchanged
Stifel Financial Corp13,700$45.0K0.00%+13,700New
Cambridge Investment Research Advisors, Inc.12,053$39.0K0.00%−1,449−10.7%Reduced
Royal Bank of Canada10,989$35.0K0.00%+2,862+35.2%Added
Boothbay Fund Management, LLC10,736$35.0K0.00%+10,736New
Tower Research Capital LLC (TRC)7,265$23.0K0.00%−3,722−33.9%Reduced
Pinz Capital Management, LP5,900$19.0K0.01%+5,900New
Cordasco Financial Network5,500$18.0K0.01%00.0%Unchanged
BNP Paribas Arbitrage, SA4,545$14.8K0.00%−25,780−85.0%Reduced
Panagora Asset Management Inc3,637$12.0K0.00%−5,063−58.2%Reduced
Patriot Financial Group Insurance Agency, LLC2,000$7.00K0.00%00.0%Unchanged
Wells Fargo & Company1,345$4.00K0.00%−21,445−94.1%Reduced
Blume Capital Management, Inc.800$3.00K0.00%00.0%Unchanged
New York State Common Retirement Fund474$2.00K0.00%−34,226−98.6%Reduced
Ellevest, Inc.407$1.00K0.00%00.0%Unchanged
Geneos Wealth Management Inc.607$1.00K0.00%00.0%Unchanged
FMR LLC1$00.00%00.0%Unchanged
Quadrant Capital Group LLC76$00.00%00.0%Unchanged
Beck Bode, LLC42$00.00%+42New
Arrowstreet Capital, Limited Partnership0$00.00%−1,083,413−100.0%Sold out
Prudential Financial Inc0$00.00%−363,579−100.0%Sold out
Nuveen Asset Management, LLC0$00.00%−315,374−100.0%Sold out
Beach Point Capital Management LP0$00.00%−300,000−100.0%Sold out
Rhumbline Advisers0$00.00%−170,418−100.0%Sold out
California Public Employees Retirement System0$00.00%−105,800−100.0%Sold out
California State Teachers Retirement System0$00.00%−89,761−100.0%Sold out
AMP Capital Investors Ltd0$00.00%−40,903−100.0%Sold out
Squarepoint Ops LLC0$00.00%−40,602−100.0%Sold out
Manufacturers Life Insurance Company, The0$00.00%−39,071−100.0%Sold out
Deutsche Bank AG0$00.00%−38,731−100.0%Sold out
American International Group, Inc.0$00.00%−34,694−100.0%Sold out
State Board of Administration of Florida Retirement System0$00.00%−33,285−100.0%Sold out
Voya Investment Management LLC0$00.00%−28,814−100.0%Sold out
Jump Financial, LLC0$00.00%−27,800−100.0%Sold out
Alliancebernstein L.P.0$00.00%−21,600−100.0%Sold out
Clear Street Markets LLC0$00.00%−21,100−100.0%Sold out
ProShare Advisors LLC0$00.00%−15,907−100.0%Sold out
STRS Ohio0$00.00%−14,100−100.0%Sold out
International Assets Investment Management, LLC0$00.00%−4,756−100.0%Sold out
Legal & General Group Plc0$00.00%−4,631−100.0%Sold out
Ameritas Investment Partners, Inc.0$00.00%−4,545−100.0%Sold out
Quantbot Technologies LP0$00.00%−1,395−100.0%Sold out
BDO Wealth Advisors, LLC0$00.00%−500−100.0%Sold out
Nelson, Van Denburg & Campbell Wealth Management Group, LLC0$00.00%−412−100.0%Sold out