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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 2022

Institutional positions in Western Asset Mortgage Capital Corp as of Mar 31, 2022. 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
57
−3 vs. Q4 2021
Shares held
11.1M
−3.07M (−21.6%) vs. Q4 2021
Total value
$19.0M
−$10.9M (−36.6%) vs. Q4 2021
New holders
8
13 more added
Sold out
11
26 more reduced

Compare with Q4 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 holdersQ1 2022: 57 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 2022: $19.0M
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 2022

Shares, value and share of portfolio for each institution holding Western Asset Mortgage Capital Corp; share changes are against Q4 2021.

Institutions holding WMC in Q1 2022
InstitutionSharesValue% of portfolioChange in sharesAction
Beach Point Capital Management LP1,756,783$3.00M0.45%+622,946+54.9%Added
Vanguard Group Inc1,501,496$2.57M0.00%−1,149,177−43.4%Reduced
BlackRock Inc.1,208,873$2.07M0.00%−1,299,903−51.8%Reduced
Centiva Capital, LP1,053,737$1.80M0.10%+1,053,737New
Millennium Management LLC713,249$1.22M0.00%−278,377−28.1%Reduced
Geode Capital Management, LLC591,793$1.01M0.00%+13,609+2.4%Added
Almitas Capital LLC497,608$851.0K0.51%+497,608New
Susquehanna International Group, LLP433,416$741.0K0.00%+209,191+93.3%Added
Victory Capital Management Inc332,000$568.0K0.00%+17,000+5.4%Added
AE Wealth Management LLC230,250$394.0K0.00%−107,445−31.8%Reduced
Teamwork Financial Advisors, LLC229,600$393.0K0.07%−97,657−29.8%Reduced
State Street Corp223,709$383.0K0.00%−12,169−5.2%Reduced
LSV Asset Management219,800$376.0K0.00%00.0%Unchanged
Thrivent Financial for Lutherans212,732$364.0K0.00%00.0%Unchanged
Susquehanna Fundamental Investments, LLC184,446$315.0K0.01%00.0%Unchanged
Invesco Ltd.157,228$269.0K0.00%−173,898−52.5%Reduced
Two Sigma Advisers, LP150,610$258.0K0.00%−266,700−63.9%Reduced
Marshall Wace, LLP142,596$244.0K0.00%+122,111+596.1%Added
HRT Financial LP131,063$224.0K0.00%+131,063New
Northern Trust Corp118,104$202.0K0.00%−14,911−11.2%Reduced
Citadel Advisors LLC98,701$169.0K0.00%−10,136−9.3%Reduced
Renaissance Technologies LLC97,340$166.0K0.00%+82,040+536.2%Added
Morgan Stanley96,097$164.0K0.00%−32,299−25.2%Reduced
Independent Financial Group, LLC92,952$158.9K0.01%+565+0.6%Added
Simplex Trading, LLC80,006$136.0K0.00%+46,750+140.6%Added
Jane Street Group, LLC56,812$97.0K0.00%+56,812New
Goldman Sachs Group Inc55,351$94.0K0.00%+28,178+103.7%Added
Parametric Portfolio Associates LLC34,597$59.0K0.00%−35,648−50.7%Reduced
Bank of New York Mellon Corp31,656$54.0K0.00%−171,420−84.4%Reduced
Advisor Group Holdings, Inc.31,068$53.0K0.00%+778+2.6%Added
Algert Global LLC30,720$53.0K0.00%+30,720New
JPMorgan Chase & Co30,217$52.0K0.00%−139,141−82.2%Reduced
Nisa Investment Advisors, LLC25,500$44.0K0.00%00.0%Unchanged
Wolverine Trading, LLC24,468$43.0K0.00%−128,182−84.0%Reduced
EMC Capital Management28,526$41.0K0.03%+28,526New
Charles Schwab Investment Management Inc23,070$40.0K0.00%00.0%Unchanged
PEAK6 Investments LLC23,321$40.0K0.00%+8,813+60.7%Added
ExodusPoint Capital Management, LP22,822$39.0K0.00%+8,196+56.0%Added
Tower Research Capital LLC (TRC)20,665$35.0K0.00%−27,781−57.3%Reduced
IndexIQ Advisors LLC17,904$31.0K0.00%−1,201−6.3%Reduced
Fortress Wealth Management, Inc.18,000$31.0K0.02%−282−1.5%Reduced
Bank of America Corp12,842$22.0K0.00%−23,552−64.7%Reduced
Selective Wealth Management, Inc.12,300$21.0K0.01%+12,300New
O'Shaughnessy Asset Management, LLC11,889$20.0K0.00%−8,039−40.3%Reduced
Squarepoint Ops LLC10,793$18.0K0.00%−8,878−45.1%Reduced
Stifel Financial Corp10,200$17.0K0.00%−1,000−8.9%Reduced
Cutler Group LP8,110$13.0K0.00%−300−3.6%Reduced
Cordasco Financial Network5,500$9.00K0.01%00.0%Unchanged
Rockefeller Capital Management L.P.5,485$9.00K0.00%+5,485New
Royal Bank of Canada2,500$4.00K0.00%−2,032−44.8%Reduced
Patriot Financial Group Insurance Agency, LLC2,000$3.00K0.00%00.0%Unchanged
UBS Group AG1,330$2.00K0.00%−505,038−99.7%Reduced
Wells Fargo & Company375$1.00K0.00%−370−49.7%Reduced
Blume Capital Management, Inc.800$1.00K0.00%00.0%Unchanged
Ahrens Investment Partners LLC695$1.00K0.00%00.0%Unchanged
FMR LLC691$1.00K0.00%+690+69,000.0%Added
Ellevest, Inc.211$00.00%00.0%Unchanged
Group One Trading, L.P.0$00.00%−484,533−100.0%Sold out
Caption Management, LLC0$00.00%−316,032−100.0%Sold out
Two Sigma Investments, LP0$00.00%−244,039−100.0%Sold out
Citigroup Inc0$00.00%−175,706−100.0%Sold out
Nomura Holdings Inc0$00.00%−169,802−100.0%Sold out
Parallax Volatility Advisers, L.P.0$00.00%−106,100−100.0%Sold out
Virtu Financial LLC0$00.00%−33,494−100.0%Sold out
Stokes Family Office, LLC0$00.00%−14,165−100.0%Sold out
Umb Bank N A0$00.00%−2,742−100.0%Sold out
RE Dickinson Investment Advisors, LLC0$00.00%−1,000−100.0%Sold out
Geneos Wealth Management Inc.0$00.00%−607−100.0%Sold out