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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, Q4 2021

Institutional positions in Western Asset Mortgage Capital Corp as of Dec 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
60
−6 vs. Q3 2021
Shares held
14.2M
−717.5K (−4.8%) vs. Q3 2021
Total value
$29.9M
−$8.94M (−23.0%) vs. Q3 2021
New holders
11
22 more added
Sold out
17
19 more reduced

Compare with Q3 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 holdersQ4 2021: 60 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 heldQ4 2021: $29.9M
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, Q4 2021

Shares, value and share of portfolio for each institution holding Western Asset Mortgage Capital Corp; share changes are against Q3 2021.

Institutions holding WMC in Q4 2021
InstitutionSharesValue% of portfolioChange in sharesAction
Vanguard Group Inc2,650,673$5.59M0.00%−47,441−1.8%Reduced
BlackRock Inc.2,508,776$5.29M0.00%−166,372−6.2%Reduced
Beach Point Capital Management LP1,133,837$2.39M0.38%+1,133,837New
Millennium Management LLC991,626$2.09M0.00%+338,398+51.8%Added
Geode Capital Management, LLC578,184$1.22M0.00%−131,587−18.5%Reduced
UBS Group AG506,368$1.07M0.00%+11,363+2.3%Added
Group One Trading, L.P.484,533$1.02M0.02%+207,808+75.1%Added
Two Sigma Advisers, LP417,310$881.0K0.00%−323,300−43.7%Reduced
AE Wealth Management LLC337,695$713.0K0.00%−2,521−0.7%Reduced
Invesco Ltd.331,126$699.0K0.00%−21,446−6.1%Reduced
Teamwork Financial Advisors, LLC327,257$691.0K0.13%−2,521−0.8%Reduced
Caption Management, LLC316,032$666.0K0.04%+106,032+50.5%Added
Victory Capital Management Inc315,000$665.0K0.00%+98,500+45.5%Added
Two Sigma Investments, LP244,039$515.0K0.00%−634,362−72.2%Reduced
State Street Corp235,878$512.0K0.00%−50,096−17.5%Reduced
Susquehanna International Group, LLP224,225$473.0K0.00%+64,248+40.2%Added
LSV Asset Management219,800$464.0K0.00%00.0%Unchanged
Thrivent Financial for Lutherans212,732$449.0K0.00%−20,487−8.8%Reduced
Bank of New York Mellon Corp203,076$429.0K0.00%+65,545+47.7%Added
Susquehanna Fundamental Investments, LLC184,446$389.0K0.01%−39,537−17.7%Reduced
Citigroup Inc175,706$371.0K0.00%+1,491+0.9%Added
Nomura Holdings Inc169,802$358.0K0.00%+26,301+18.3%Added
JPMorgan Chase & Co169,358$357.0K0.00%+1,701+1.0%Added
Wolverine Trading, LLC152,650$328.0K0.00%+69,271+83.1%Added
Northern Trust Corp133,015$281.0K0.00%+1,682+1.3%Added
Morgan Stanley128,396$271.0K0.00%−39,875−23.7%Reduced
Citadel Advisors LLC108,837$230.0K0.00%+28,188+35.0%Added
Parallax Volatility Advisers, L.P.106,100$224.0K0.00%+37,434+54.5%Added
Independent Financial Group, LLC92,387$194.9K0.02%−6,140−6.2%Reduced
Parametric Portfolio Associates LLC70,245$148.0K0.00%−74,151−51.4%Reduced
Tower Research Capital LLC (TRC)48,446$102.0K0.00%+40,348+498.2%Added
Bank of America Corp36,394$77.0K0.00%−19,796−35.2%Reduced
Virtu Financial LLC33,494$71.0K0.01%+33,494New
Simplex Trading, LLC33,256$70.0K0.00%+18,972+132.8%Added
Advisor Group Holdings, Inc.30,290$64.0K0.00%+1,453+5.0%Added
Goldman Sachs Group Inc27,173$57.0K0.00%+8,437+45.0%Added
Nisa Investment Advisors, LLC25,500$56.0K0.00%00.0%Unchanged
Charles Schwab Investment Management Inc23,070$49.0K0.00%00.0%Unchanged
Marshall Wace, LLP20,485$43.0K0.00%+20,485New
Squarepoint Ops LLC19,671$42.0K0.00%+7,137+56.9%Added
O'Shaughnessy Asset Management, LLC19,928$42.0K0.00%+17,763+820.5%Added
IndexIQ Advisors LLC19,105$40.0K0.00%−2,496−11.6%Reduced
Fortress Wealth Management, Inc.18,282$39.0K0.03%+18,282New
Renaissance Technologies LLC15,300$32.0K0.00%+15,300New
ExodusPoint Capital Management, LP14,626$31.0K0.00%+4,391+42.9%Added
PEAK6 Investments LLC14,508$31.0K0.00%+14,508New
Stokes Family Office, LLC14,165$30.0K0.00%+14,165New
Stifel Financial Corp11,200$24.0K0.00%−2,500−18.2%Reduced
Cutler Group LP8,410$17.0K0.00%00.0%Unchanged
Cordasco Financial Network5,500$12.0K0.01%00.0%Unchanged
Royal Bank of Canada4,532$10.0K0.00%+2,032+81.3%Added
Umb Bank N A2,742$6.00K0.00%+2,742New
Patriot Financial Group Insurance Agency, LLC2,000$4.00K0.00%00.0%Unchanged
Wells Fargo & Company745$2.00K0.00%−1−0.1%Reduced
Blume Capital Management, Inc.800$2.00K0.00%00.0%Unchanged
RE Dickinson Investment Advisors, LLC1,000$2.00K0.00%+1,000New
Geneos Wealth Management Inc.607$1.00K0.00%00.0%Unchanged
Ahrens Investment Partners LLC695$1.00K0.00%+695New
Ellevest, Inc.211$00.00%−284−57.4%Reduced
FMR LLC1$00.00%+1New
Credit Suisse AG0$00.00%−343,097−100.0%Sold out
Wolverine Asset Management LLC0$00.00%−263,002−100.0%Sold out
Ergoteles LLC0$00.00%−242,777−100.0%Sold out
HRT Financial LP0$00.00%−211,395−100.0%Sold out
Caas Capital Management LP0$00.00%−204,100−100.0%Sold out
Empirical Financial Services, LLC d.b.a. Empirical Wealth Management0$00.00%−83,660−100.0%Sold out
SG Americas Securities, LLC0$00.00%−68,770−100.0%Sold out
Commonwealth Equity Services, LLC0$00.00%−31,431−100.0%Sold out
Fisher Asset Management, LLC0$00.00%−27,000−100.0%Sold out
Great Lakes Advisors, LLC0$00.00%−14,887−100.0%Sold out
BBR Partners, LLC0$00.00%−14,251−100.0%Sold out
Cambridge Investment Research Advisors, Inc.0$00.00%−11,727−100.0%Sold out
Jane Street Group, LLC0$00.00%−10,274−100.0%Sold out
LMR Partners LLP0$00.00%−10,090−100.0%Sold out
Barclays PLC0$00.00%−9,038−100.0%Sold out
BNP Paribas Arbitrage, SA0$00.00%−49−100.0%Sold out
Quadrant Capital Group LLC0$00.00%−76−100.0%Sold out