On March 6, 2013, Western Asset Mortgage Capital Corporation (the "Company") issued a press release announcing its financial results for the fiscal quarter and year ended December 31, 2012. The text of the press release is furnished as exhibit 99.1 to this Form 8-K.

Also on March 6, the Company held a conference call in which it discussed its financial results. The presentation from such call is furnished herewith as Exhibit 99.2 to this Form 8-K.

Pursuant to the rules and regulations of the Securities and Exchange Commission, Exhibits 99.1 and 99.2 and the information set forth therein and herein are being furnished and shall not be deemed to be filed for purposes of Section 18 of the Securities Exchange Act of 1934, as amended (the "Exchange Act"), nor shall they be deemed to be incorporated by reference in any filing under the Securities Act of 1933, as amended, or the Exchange Act, except as shall be expressly set forth by specific reference in such a filing.

(d) Exhibits

Exhibit No.                                Description
99.1           Press Release, dated March 6, 2013 issued by Western Asset Mortgage
               Capital Corporation
99.2           Presentation, dated March 6, 2013 by Western Asset Mortgage Capital
               Corporation