AQR CAPITAL MANAGEMENT LLC
Position in PMT — PennyMac Mortgage Investment Trust
CIK 1167557
Greenwich, CT
Position in PMT
as of Mar 31, 2026
· filed May 15, 2026
Position Value
$799,697
-$796,409 QoQ
Shares Held
68,585
-46.1% QoQ
Ownership
0.079%
of shares outstanding
% of Portfolio
0.00%
of 13F equity value
Holder Rank
—
not a current holder
Holding Since
Mar 2020
17 quarters on record
Voting authority
Sole 100%
Shared 0%
None 0%
Common Shares in PMT Over Time
Shares Held
Position Value (USD)
Position in REIT - Mortgage
Real Estate · as of Mar 31, 2026AQR CAPITAL MANAGEMENT LLC holds $87,261,364 across 33 REIT - Mortgage names. PMT ranks #20 (0.9% of the industry book) .
| # | Ticker | Company | Shares | Value (USD) | Open |
|---|---|---|---|---|---|
| 1 | NLY |
Annaly Capital Management Inc
|
917,084 | $19,396,323 | |
| 2 | MFA |
Mfa Financial, Inc.
|
1,016,810 | $9,741,036 | |
| 3 | RITM |
Rithm Capital Corp.
|
849,416 | $8,052,462 | |
| 4 | ARR |
Armour Residential REIT, Inc.
|
476,343 | $7,945,395 | |
| 5 | DX |
Dynex Capital Inc
|
349,467 | $4,459,197 | |
| 6 | BXMT |
Blackstone Mortgage Trust, Inc.
|
223,502 | $4,280,060 | |
| 7 | AGNC |
AGNC Investment Corp.
|
339,391 | $3,404,090 | |
| 8 | ARI |
Apollo Commercial Real Estate Finance, Inc.
|
321,544 | $3,395,503 |
All Filings in PMT
Export CSV
17 filing rows on record
| Report Date | Value (USD) | Shares | Type | Discretion | Filed | |
|---|---|---|---|---|---|---|
| 2026-03-31 | $799,697 | 68,585 | Shares | Defined | 2026-05-15 | |
| 2025-12-31 | $1,596,106 | 127,180 | Shares | Other | 2026-02-17 | |
| 2025-09-30 | $984,058 | 80,266 | Shares | Other | 2025-11-14 | |
| 2025-06-30 | $466,662 | 36,288 | Shares | Defined | 2025-08-14 | |
| 2025-03-31 | $236,668 | 16,155 | Shares | Other | 2025-05-15 | |
| 2024-12-31 | $148,812 | 11,820 | Shares | Other | 2025-02-14 | |
| 2022-09-30 | $458,171 | 38,894 | Shares | Defined | 2022-11-14 | |
| 2022-06-30 | $537,544 | 38,868 | Shares | Defined | 2022-08-15 | |
| 2022-03-31 | $785,942 | 46,533 | Shares | Defined | 2022-05-16 | |
| 2021-12-31 | $806,416 | 46,533 | Shares | Defined | 2022-02-14 | |
| 2021-09-30 | $916,234 | 46,533 | Shares | Defined | 2021-11-15 | |
| 2021-06-30 | $979,984 | 46,533 | Shares | Defined | 2021-08-16 | |
| 2021-03-31 | $912,046 | 46,533 | Shares | Defined | 2021-05-17 | |
| 2020-12-31 | $818,515 | 46,533 | Shares | Defined | 2021-02-16 | |
| 2020-09-30 | $1,117,443 | 69,536 | Shares | Defined | 2020-11-16 | |
| 2020-06-30 | $1,474,746 | 84,127 | Shares | Defined | 2020-08-17 | |
| 2020-03-31 | $907,064 | 85,411 | Shares | Defined | 2020-05-15 | |
| No filing history on record for this holder in this stock. | ||||||