| Ticker Symbol | Entity Name | Form Type | Access Number | Period | As Of Date | Filing Date | Institution Name | CIK | Name of Issuer | Title of Class | CUSIP | Value | SHRS or PRN Amount | SHRS or PRN Type | PUT_CALL | Investment Discretion | Other Manager | Voting Authority Sole | Voting Authority Shared | Voting Authority None | Date Added | Date Updated | Company Name | Sector | Industry |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| nyse:wmc | nyse:wmc Shareholders | 13F-HR | 0001595888-22-000014 | Mar 31st, 2022 12:00AM | May 17th, 2022 12:00AM | May 17th, 2022 12:00AM | JANE STREET GROUP, LLC | 1595888 | WESTERN ASSET MTG CAP CORP | COM | 95790D105 | 97 | 56812 | SH | DFND | 1 | 56812 | 0 | 0 | May 18th, 2022 01:14AM | May 18th, 2022 01:14AM | Western Asset Mortgage Capital | Financials | General Financial | |
| nyse:wmc | nyse:wmc Shareholders | 13F-HR | 0001847772-22-000002 | Mar 31st, 2022 12:00AM | May 16th, 2022 12:00AM | May 16th, 2022 12:00AM | EMC Capital Management | 1847772 | WESTERN ASSET MO | COM | 95790D105 | 41 | 28526 | SH | SOLE | 0 | 0 | 41 | May 17th, 2022 01:59AM | May 17th, 2022 01:59AM | Western Asset Mortgage Capital | Financials | General Financial | ||
| nyse:wmc | nyse:wmc Shareholders | 13F-HR | 0001567619-22-010852 | Mar 31st, 2022 12:00AM | May 16th, 2022 12:00AM | May 16th, 2022 12:00AM | ROYAL BANK OF CANADA | 1000275 | WESTERN ASSET MTG CAP CORP | COM | 95790D105 | 4 | 2500 | SH | DFND | 5 | 2500 | 0 | 0 | May 17th, 2022 01:55AM | May 17th, 2022 01:55AM | Western Asset Mortgage Capital | Financials | General Financial | |
| nyse:wmc | nyse:wmc Shareholders | 13F-HR | 0001567619-22-010822 | Mar 31st, 2022 12:00AM | May 16th, 2022 12:00AM | May 16th, 2022 12:00AM | BANK OF AMERICA CORP /DE/ | 70858 | WESTERN ASSET MTG CAP CORP | COM | 95790D105 | 0 | 3 | SH | DFND | 06 | 0 | 3 | 0 | May 17th, 2022 01:54AM | May 17th, 2022 01:54AM | Western Asset Mortgage Capital | Financials | General Financial | |
| nyse:wmc | nyse:wmc Shareholders | 13F-HR | 0001567619-22-010822 | Mar 31st, 2022 12:00AM | May 16th, 2022 12:00AM | May 16th, 2022 12:00AM | BANK OF AMERICA CORP /DE/ | 70858 | WESTERN ASSET MTG CAP CORP | COM | 95790D105 | 1 | 465 | SH | DFND | 03 | 0 | 465 | 0 | May 17th, 2022 01:54AM | May 17th, 2022 01:54AM | Western Asset Mortgage Capital | Financials | General Financial | |
| nyse:wmc | nyse:wmc Shareholders | 13F-HR | 0001567619-22-010822 | Mar 31st, 2022 12:00AM | May 16th, 2022 12:00AM | May 16th, 2022 12:00AM | BANK OF AMERICA CORP /DE/ | 70858 | WESTERN ASSET MTG CAP CORP | COM | 95790D105 | 21 | 12374 | SH | DFND | 02 | 0 | 0 | 12374 | May 17th, 2022 01:54AM | May 17th, 2022 01:54AM | Western Asset Mortgage Capital | Financials | General Financial | |
| nyse:wmc | nyse:wmc Shareholders | 13F-HR | 0001475597-22-000010 | Mar 31st, 2022 12:00AM | May 16th, 2022 12:00AM | May 16th, 2022 12:00AM | HRT FINANCIAL LP | 1475597 | WESTERN ASSET MTG CAP CORP | COM | 95790D105 | 224 | 131063 | SH | DFND | 131063 | 0 | 0 | May 17th, 2022 01:51AM | May 17th, 2022 01:51AM | Western Asset Mortgage Capital | Financials | General Financial | ||
| nyse:wmc | nyse:wmc Shareholders | 13F-HR | 0001446194-22-000004 | Mar 31st, 2022 12:00AM | May 16th, 2022 12:00AM | May 16th, 2022 12:00AM | SUSQUEHANNA INTERNATIONAL GROUP, LLP | 1446194 | WESTERN ASSET MTG CAP CORP | COM | 95790D105 | 300 | 175500 | SH | Put | DFND | 2 | 0 | 0 | 0 | May 17th, 2022 01:51AM | May 17th, 2022 01:51AM | Western Asset Mortgage Capital | Financials | General Financial |
| nyse:wmc | nyse:wmc Shareholders | 13F-HR | 0001446194-22-000004 | Mar 31st, 2022 12:00AM | May 16th, 2022 12:00AM | May 16th, 2022 12:00AM | SUSQUEHANNA INTERNATIONAL GROUP, LLP | 1446194 | WESTERN ASSET MTG CAP CORP | COM | 95790D105 | 741 | 433416 | SH | DFND | 2 | 433416 | 0 | 0 | May 17th, 2022 01:51AM | May 17th, 2022 01:51AM | Western Asset Mortgage Capital | Financials | General Financial | |
| nyse:wmc | nyse:wmc Shareholders | 13F-HR | 0001446179-22-000002 | Mar 31st, 2022 12:00AM | May 16th, 2022 12:00AM | May 16th, 2022 12:00AM | SUSQUEHANNA FUNDAMENTAL INVESTMENTS, LLC | 1446179 | WESTERN ASSET MTG CAP CORP | COM | 95790D105 | 315 | 184446 | SH | DFND | 9 | 184446 | 0 | 0 | May 17th, 2022 01:51AM | May 17th, 2022 01:51AM | Western Asset Mortgage Capital | Financials | General Financial |