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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 2022

Institutional positions in Western Asset Mortgage Capital Corp as of Jun 30, 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
44
−10 vs. Q1 2022
Shares held
13.2M
+2.28M (+21.0%) vs. Q1 2022
Total value
$15.9M
−$2.66M (−14.3%) vs. Q1 2022
New holders
3
17 more added
Sold out
13
18 more reduced

3 institutions that held it in Q1 2022 haven't filed for Q2 2022 yet. Not filing isn't selling, so they aren't counted as sold out or in the changes above.

Compare with Q1 2022: 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 2022: 44 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 2022: $15.9M
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, Q2 2022

Shares, value and share of portfolio for each institution holding Western Asset Mortgage Capital Corp; share changes are against Q1 2022.

Institutions holding WMC in Q2 2022
InstitutionSharesValue% of portfolioChange in sharesAction
Beach Point Capital Management LP4,169,620$5.04M1.05%+2,412,837+137.3%Added
Vanguard Group Inc2,525,010$3.06M0.00%+1,023,514+68.2%Added
BlackRock Inc.1,227,488$1.49M0.00%+18,615+1.5%Added
Almitas Capital LLC1,142,708$1.38M0.71%+645,100+129.6%Added
Centiva Capital, LP579,555$701.0K0.04%−474,182−45.0%Reduced
Geode Capital Management, LLC549,737$665.0K0.00%−42,056−7.1%Reduced
Millennium Management LLC539,778$653.0K0.00%−173,471−24.3%Reduced
Victory Capital Management Inc319,400$386.0K0.00%−12,600−3.8%Reduced
Susquehanna International Group, LLP262,164$317.0K0.00%−171,252−39.5%Reduced
State Street Corp220,551$276.0K0.00%−3,158−1.4%Reduced
Renaissance Technologies LLC221,200$268.0K0.00%+123,860+127.2%Added
LSV Asset Management208,600$252.0K0.00%−11,200−5.1%Reduced
Invesco Ltd.195,219$236.0K0.00%+37,991+24.2%Added
Thrivent Financial for Lutherans178,298$215.0K0.00%−34,434−16.2%Reduced
Northern Trust Corp115,726$140.0K0.00%−2,378−2.0%Reduced
Independent Financial Group, LLC93,474$113.1K0.01%+522+0.6%Added
Simplex Trading, LLC81,340$98.0K0.00%+1,334+1.7%Added
Citadel Advisors LLC77,194$93.0K0.00%−21,507−21.8%Reduced
Morgan Stanley72,756$89.0K0.00%−23,341−24.3%Reduced
Algert Global LLC44,280$54.0K0.00%+13,560+44.1%Added
Bank of New York Mellon Corp31,655$38.0K0.00%−10.0%Reduced
Advisor Group Holdings, Inc.31,025$37.0K0.00%−43−0.1%Reduced
PEAK6 Investments LLC29,999$36.0K0.00%+6,678+28.6%Added
Tower Research Capital LLC (TRC)26,381$32.0K0.00%+5,716+27.7%Added
EMC Capital Management22,760$28.0K0.02%−5,766−20.2%Reduced
Charles Schwab Investment Management Inc23,070$28.0K0.00%00.0%Unchanged
AE Wealth Management LLC19,658$24.0K0.00%−210,592−91.5%Reduced
Teamwork Financial Advisors, LLC19,008$23.0K0.01%−210,592−91.7%Reduced
Nisa Investment Advisors, LLC18,158$22.0K0.00%−7,342−28.8%Reduced
Fortress Wealth Management, Inc.18,490$22.0K0.02%+490+2.7%Added
Selective Wealth Management, Inc.18,500$22.0K0.01%+6,200+50.4%Added
Jane Street Group, LLC14,282$17.0K0.00%−42,530−74.9%Reduced
Bank of America Corp13,474$16.0K0.00%+632+4.9%Added
Virtu Financial LLC12,064$15.0K0.00%+12,064New
UBS Group AG9,533$12.0K0.00%+8,203+616.8%Added
Parallax Volatility Advisers, L.P.10,156$12.0K0.00%+10,156New
Cordasco Financial Network5,500$7.00K0.01%00.0%Unchanged
Rockefeller Capital Management L.P.5,485$6.00K0.00%00.0%Unchanged
Royal Bank of Canada3,450$4.00K0.00%+950+38.0%Added
Patriot Financial Group Insurance Agency, LLC2,000$2.00K0.00%00.0%Unchanged
Blume Capital Management, Inc.800$1.00K0.00%00.0%Unchanged
Ahrens Investment Partners LLC695$1.00K0.00%00.0%Unchanged
Baystate Wealth Management LLC482$1.00K0.00%+482New
Wells Fargo & Company404$00.00%+29+7.7%Added
Two Sigma Advisers, LP0$00.00%−150,610−100.0%Sold out
Marshall Wace, LLP0$00.00%−142,596−100.0%Sold out
HRT Financial LP0$00.00%−131,063−100.0%Sold out
Goldman Sachs Group Inc0$00.00%−55,351−100.0%Sold out
JPMorgan Chase & Co0$00.00%−30,217−100.0%Sold out
Wolverine Trading, LLC0$00.00%−24,468−100.0%Sold out
ExodusPoint Capital Management, LP0$00.00%−22,822−100.0%Sold out
O'Shaughnessy Asset Management, LLC0$00.00%−11,889−100.0%Sold out
Squarepoint Ops LLC0$00.00%−10,793−100.0%Sold out
Stifel Financial Corp0$00.00%−10,200−100.0%Sold out
Cutler Group LP0$00.00%−8,110−100.0%Sold out
FMR LLC0$00.00%−691−100.0%Sold out
Ellevest, Inc.0$00.00%−211−100.0%Sold out
Susquehanna Fundamental Investments, LLC––––Not filed
Parametric Portfolio Associates LLC––––Not filed
IndexIQ Advisors LLC––––Not filed