High gradient magnetic separation (HGMS) is an efficient way to remove magnetic and paramagnetic particles, such as heavy metals, from waste water. As the suspension flows through a magnetized filter mesh, high magnetic gradients around the wires attract and capture the particles removing them from the fluid. We model such a system by considering the motion of a paramagnetic tracer particle through a periodic array of magnetized cylinders. We show that there is a critical Mason number (ratio of viscous to magnetic forces) below which the particle is captured irrespective of its initial position in the array. Above this threshold, particle capture is only partially successful and depends on the particle's entry position. We determine the relationship between the critical Mason number and the system geometry using numerical and asymptotic calculations. If a capture efficiency below 100% is sufficient, our results demonstrate how operating the HGMS system above the critical Mason number but with multiple separation cycles may increase efficiency.