Cliff Asness's PMT Position Overview
Cliff Asness (via Aqr Capital Management LLC) currently holds 266,644 shares of PennyMac Mortgage Investment Trust (PMT) worth $3.01 M, representing 0.00% of the portfolio. First purchased in 2015-Q4, this long-term strategic position has been held for 36 quarters.
Based on 13F filings, Cliff Asness has maintained a strategic position in PMT, demonstrating sustained confidence in this investment. Largest addition occurred in Q2 2026, adding 198,059 shares. Largest reduction occurred in Q1 2026, reducing 58,595 shares.
Analysis based on 13F filings available since 2013 Q2
Cliff Asness's PennyMac Mortgage Investment Trust (PMT) Holding Value Over Time
Track share changes against reported price movement
Quarterly PennyMac Mortgage Investment Trust (PMT) Trades by Cliff Asness
| Report Date | Bought/Sold (Sh.) | % Change | Qtr. End Shares | Reported Price |
|---|---|---|---|---|
| Q2 2026 | +198,059 | Add 288.78% | 266,644 | $11.28 |
| Q1 2026 | -58,595 | Reduce 46.07% | 68,585 | $11.66 |
| Q4 2025 | +46,914 | Add 58.45% | 127,180 | $12.55 |
| Q3 2025 | +43,978 | Add 121.19% | 80,266 | $12.26 |
| Q2 2025 | +20,133 | Add 124.62% | 36,288 | $12.86 |
| Q1 2025 | +4,335 | Add 36.68% | 16,155 | $14.65 |
| Q4 2024 | +11,820 | New Buy | 11,820 | $12.59 |
| Q4 2022 | -38,894 | Sold Out | 0 | $0.00 |
| Q3 2022 | +26 | Add 0.07% | 38,894 | $11.78 |
| Q2 2022 | -7,665 | Reduce 16.47% | 38,868 | $13.84 |
| Q4 2020 | -23,003 | Reduce 33.08% | 46,533 | $17.60 |
| Q3 2020 | -14,591 | Reduce 17.34% | 69,536 | $16.06 |
| Q2 2020 | -1,284 | Reduce 1.50% | 84,127 | $17.53 |
| Q1 2020 | -5,584 | Reduce 6.14% | 85,411 | $10.62 |
| Q4 2019 | +71,698 | Add 371.55% | 90,995 | $22.29 |
| Q2 2019 | -12,850 | Reduce 39.97% | 19,297 | $21.82 |
| Q4 2018 | +6,315 | Add 24.45% | 32,147 | $18.63 |
| Q2 2018 | -10,547 | Reduce 28.99% | 25,832 | $19.01 |
| Q1 2018 | -53,981 | Reduce 59.74% | 36,379 | $18.03 |
| Q1 2017 | +940 | Add 1.05% | 90,360 | $17.75 |
| Q4 2016 | +10,319 | Add 13.05% | 89,420 | $16.37 |
| Q2 2016 | +13,400 | Add 20.40% | 79,101 | $16.23 |
| Q1 2016 | +26,959 | Add 69.59% | 65,701 | $13.64 |
| Q4 2015 | +38,742 | New Buy | 38,742 | $15.25 |
Cliff Asness's PennyMac Mortgage Investment Trust Investment FAQs
Cliff Asness first purchased PennyMac Mortgage Investment Trust (PMT) in Q4 2015, acquiring 38,742 shares, as reported in their 13F filing for that period. Note: Analysis reflects filings available since Q2 2013; earlier records may be incomplete.
Cliff Asness has held PennyMac Mortgage Investment Trust (PMT) for 36 quarters since Q4 2015.
Cliff Asness's largest addition to PennyMac Mortgage Investment Trust (PMT) was in Q2 2026, adding 266,644 shares worth $3.01 M.
According to the latest 13F filing for Q2 2026, Cliff Asness's firm, Aqr Capital Management LLC, owns 266,644 shares of PennyMac Mortgage Investment Trust (PMT), valued at approximately $3.01 M.
As of the Q2 2026 filing, PennyMac Mortgage Investment Trust (PMT) represents approximately 0.00% of Cliff Asness's publicly disclosed stock portfolio, making it one of their key holdings.
Cliff Asness's peak holding in PennyMac Mortgage Investment Trust (PMT) was 266,644 shares, as reported at the end of Q2 2026.