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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, Q3 2021

Institutional positions in Western Asset Mortgage Capital Corp as of Sep 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
66
−8 vs. Q2 2021
Shares held
14.9M
−1.14M (−7.1%) vs. Q2 2021
Total value
$38.9M
−$13.3M (−25.4%) vs. Q2 2021
New holders
8
16 more added
Sold out
16
32 more reduced

Compare with Q2 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 holdersQ3 2021: 66 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 heldQ3 2021: $38.9M
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, Q3 2021

Shares, value and share of portfolio for each institution holding Western Asset Mortgage Capital Corp; share changes are against Q2 2021.

Institutions holding WMC in Q3 2021
InstitutionSharesValue% of portfolioChange in sharesAction
Vanguard Group Inc2,698,114$7.04M0.00%00.0%Unchanged
BlackRock Inc.2,675,148$6.98M0.00%−139,172−4.9%Reduced
Two Sigma Investments, LP878,401$2.29M0.01%−335,653−27.6%Reduced
Two Sigma Advisers, LP740,610$1.93M0.01%−239,100−24.4%Reduced
Geode Capital Management, LLC709,771$1.85M0.00%+159,771+29.0%Added
Millennium Management LLC653,228$1.71M0.00%−369,656−36.1%Reduced
UBS Group AG495,005$1.29M0.00%+112,499+29.4%Added
Invesco Ltd.352,572$920.0K0.00%−488−0.1%Reduced
Credit Suisse AG343,097$895.0K0.00%−27,487−7.4%Reduced
AE Wealth Management LLC340,216$888.0K0.01%+113,524+50.1%Added
Teamwork Financial Advisors, LLC329,778$861.0K0.17%+113,754+52.7%Added
State Street Corp285,974$746.0K0.00%−67,100−19.0%Reduced
Group One Trading, L.P.276,725$722.0K0.02%+249,091+901.4%Added
Wolverine Asset Management LLC263,002$686.0K0.01%−62,488−19.2%Reduced
Ergoteles LLC242,777$634.0K0.02%−15,723−6.1%Reduced
Thrivent Financial for Lutherans233,219$608.0K0.00%00.0%Unchanged
Susquehanna Fundamental Investments, LLC223,983$585.0K0.01%+57,951+34.9%Added
LSV Asset Management219,800$573.0K0.00%00.0%Unchanged
Victory Capital Management Inc216,500$565.0K0.00%+76,637+54.8%Added
HRT Financial LP211,395$551.0K0.00%+38,538+22.3%Added
Caption Management, LLC210,000$548.0K0.04%+210,000New
Caas Capital Management LP204,100$533.0K0.04%+168,671+476.1%Added
Citigroup Inc174,215$455.0K0.00%+97,470+127.0%Added
Morgan Stanley168,271$440.0K0.00%−8,778−5.0%Reduced
JPMorgan Chase & Co167,657$438.0K0.00%−98,823−37.1%Reduced
Susquehanna International Group, LLP159,977$418.0K0.00%+114,783+254.0%Added
Parametric Portfolio Associates LLC144,396$377.0K0.00%−111,592−43.6%Reduced
Nomura Holdings Inc143,501$371.0K0.00%+143,501New
Bank of New York Mellon Corp137,531$359.0K0.00%+105,876+334.5%Added
Northern Trust Corp131,333$343.0K0.00%−4,905−3.6%Reduced
Independent Financial Group, LLC98,527$257.2K0.03%−3,764−3.7%Reduced
Empirical Financial Services, LLC d.b.a. Empirical Wealth Management83,660$218.0K0.01%+83,660New
Wolverine Trading, LLC83,379$213.0K0.00%+83,379New
Citadel Advisors LLC80,649$210.0K0.00%−185,668−69.7%Reduced
SG Americas Securities, LLC68,770$179.0K0.00%+2,570+3.9%Added
Parallax Volatility Advisers, L.P.68,666$179.0K0.00%+68,666New
Bank of America Corp56,190$147.0K0.00%−37,050−39.7%Reduced
Commonwealth Equity Services, LLC31,431$82.0K0.00%+9,678+44.5%Added
Advisor Group Holdings, Inc.28,837$76.0K0.00%−578−2.0%Reduced
Fisher Asset Management, LLC27,000$70.0K0.00%+27,000New
Nisa Investment Advisors, LLC25,500$67.0K0.00%−3,126−10.9%Reduced
Charles Schwab Investment Management Inc23,070$61.0K0.00%−261,563−91.9%Reduced
IndexIQ Advisors LLC21,601$56.0K0.00%−3,670−14.5%Reduced
Goldman Sachs Group Inc18,736$49.0K0.00%−7,595−28.8%Reduced
Simplex Trading, LLC14,284$46.0K0.00%−3,861−21.3%Reduced
Great Lakes Advisors, LLC14,887$39.0K0.00%−4,077−21.5%Reduced
BBR Partners, LLC14,251$37.0K0.00%00.0%Unchanged
Stifel Financial Corp13,700$36.0K0.00%00.0%Unchanged
Squarepoint Ops LLC12,534$33.0K0.00%+12,534New
Cambridge Investment Research Advisors, Inc.11,727$31.0K0.00%−326−2.7%Reduced
ExodusPoint Capital Management, LP10,235$27.0K0.00%−57,264−84.8%Reduced
Jane Street Group, LLC10,274$27.0K0.00%−48,464−82.5%Reduced
LMR Partners LLP10,090$26.0K0.00%−15,782−61.0%Reduced
Barclays PLC9,038$24.0K0.00%−38,857−81.1%Reduced
Cutler Group LP8,410$21.0K0.00%−7,500−47.1%Reduced
Tower Research Capital LLC (TRC)8,098$21.0K0.00%+833+11.5%Added
Cordasco Financial Network5,500$14.0K0.01%00.0%Unchanged
Royal Bank of Canada2,500$7.00K0.00%−8,489−77.2%Reduced
O'Shaughnessy Asset Management, LLC2,165$6.00K0.00%+2,165New
Patriot Financial Group Insurance Agency, LLC2,000$5.00K0.00%00.0%Unchanged
Wells Fargo & Company746$2.00K0.00%−599−44.5%Reduced
Blume Capital Management, Inc.800$2.00K0.00%00.0%Unchanged
Ellevest, Inc.495$1.00K0.00%+88+21.6%Added
Geneos Wealth Management Inc.607$1.00K0.00%00.0%Unchanged
BNP Paribas Arbitrage, SA49$1280.00%−4,496−98.9%Reduced
Quadrant Capital Group LLC76$00.00%00.0%Unchanged
Bank of Montreal0$00.00%−296,369−100.0%Sold out
Centiva Capital, LP0$00.00%−204,726−100.0%Sold out
Renaissance Technologies LLC0$00.00%−168,960−100.0%Sold out
Tibra Equities Europe Ltd0$00.00%−98,700−100.0%Sold out
Quadrature Capital Ltd0$00.00%−90,992−100.0%Sold out
Punch & Associates Investment Management, Inc.0$00.00%−38,800−100.0%Sold out
D. E. Shaw & Co., Inc.0$00.00%−35,545−100.0%Sold out
Paloma Partners Management Co0$00.00%−29,146−100.0%Sold out
XTX Topco Ltd0$00.00%−22,623−100.0%Sold out
Y-Intercept (Hong Kong) Ltd0$00.00%−15,649−100.0%Sold out
Boothbay Fund Management, LLC0$00.00%−10,736−100.0%Sold out
Pinz Capital Management, LP0$00.00%−5,900−100.0%Sold out
Panagora Asset Management Inc0$00.00%−3,637−100.0%Sold out
New York State Common Retirement Fund0$00.00%−474−100.0%Sold out
FMR LLC0$00.00%−1−100.0%Sold out
Beck Bode, LLC0$00.00%−42−100.0%Sold out