TWO SIGMA INVESTMENTS, LP
Position in PMT — PennyMac Mortgage Investment Trust
CIK 1179392
NEW YORK, NY
Position in PMT
as of Mar 31, 2026
· filed May 15, 2026
Position Value
$2,093,553
-$2,146,477 QoQ
Shares Held
179,550
-46.9% QoQ
Ownership
0.206%
of shares outstanding
% of Portfolio
0.00%
of 13F equity value
Holder Rank
—
not a current holder
Holding Since
Mar 2020
12 quarters on record
Voting authority
Sole 100%
Shared 0%
None 0%
Common Shares in PMT Over Time
Shares Held
Position Value (USD)
Derivatives in PMT
reported options exposure · as of Sep 30, 2025CallValue
$0
CallShares
0
PutValue
$2,661,646
PutShares
217,100
Notional value of option positions as reported on Form 13F. Calls and puts are disclosed separately and do not net against the common-share stake above.
Position in REIT - Mortgage
Real Estate · as of Jun 30, 2026TWO SIGMA INVESTMENTS, LP holds $201,216,359 across 24 REIT - Mortgage names.
| # | Ticker | Company | Shares | Value (USD) | Open |
|---|---|---|---|---|---|
| 1 | DX |
Dynex Capital Inc
|
2,965,239 | $38,874,283 | |
| 2 | STWD |
Starwood Property Trust, Inc.
|
2,211,543 | $36,225,074 | |
| 3 | LADR |
Ladder Capital Corp
|
3,096,940 | $30,814,553 | |
| 4 | CIM |
Chimera Investment Corp
|
1,035,135 | $13,808,700 | |
| 5 | TRTX |
TPG RE Finance Trust, Inc.
|
1,458,255 | $12,205,594 | |
| 6 | IVR |
Invesco Mortgage Capital Inc.
|
1,296,579 | $10,242,974 | |
| 7 | EFC |
Ellington Financial Inc.
|
689,244 | $9,380,610 | |
| 8 | BRSP |
BrightSpire Capital, Inc.
|
1,546,918 | $8,430,703 |
All Filings in PMT
Export CSV
18 filing rows on record
| Report Date | Value (USD) | Shares | Type | Discretion | Filed | |
|---|---|---|---|---|---|---|
| 2026-03-31 | $2,093,553 | 179,550 | Shares | Sole | 2026-05-15 | |
| 2025-12-31 | $4,240,030 | 337,851 | Shares | Sole | 2026-02-17 | |
| 2025-09-30 | $2,661,646 | 217,100 | Put | Sole | 2025-11-14 | |
| 2025-09-30 | $678,027 | 55,304 | Shares | Sole | 2025-11-14 | |
| 2025-06-30 | $404,125 | 31,425 | Shares | Sole | 2025-08-14 | |
| 2025-06-30 | $2,791,906 | 217,100 | Put | Sole | 2025-08-14 | |
| 2025-03-31 | $3,180,515 | 217,100 | Put | Sole | 2025-05-15 | |
| 2025-03-31 | $1,653,355 | 112,857 | Shares | Sole | 2025-05-15 | |
| 2024-12-31 | $2,633,828 | 209,200 | Put | Sole | 2025-02-14 | |
| 2024-12-31 | $177,909 | 14,131 | Shares | Sole | 2025-02-14 | |
| 2024-09-30 | $2,267,696 | 159,025 | Shares | Sole | 2024-11-14 | |
| 2024-09-30 | $2,198,892 | 154,200 | Put | Sole | 2024-11-14 | |
| 2024-06-30 | $390,500 | 28,400 | Put | Sole | 2024-08-14 | |
| 2024-06-30 | $2,417,758 | 175,837 | Shares | Sole | 2024-08-14 | |
| 2023-12-31 | $151,787 | 10,153 | Shares | Sole | 2024-02-14 | |
| 2020-12-31 | $6,175,268 | 351,067 | Shares | Sole | 2021-02-16 | |
| 2020-09-30 | $1,218,106 | 75,800 | Shares | Sole | 2020-11-16 | |
| 2020-03-31 | $1,887,885 | 177,767 | Shares | Sole | 2020-05-15 | |
| No filing history on record for this holder in this stock. | ||||||