Which hedge funds own PMT? PENNYMAC MTG INVT TR, Q2 2026 13F holders

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16 of the hedge funds tracked by WhaleCreep disclosed a position in PMT (PENNYMAC MTG INVT TR) in their Q2 2026 13F filings, worth $42.3m in total. The largest holder by portfolio weight is Waterfall Asset Management, LLC at 1.4% of its book. 6 managers opened a new position this quarter: Waterfall Asset Management, LLC, Atom Investors LP, Fulcrum Asset Management LLP, Squarepoint Ops LLC. 8 exited: Brevan Howard Capital Management LP, Campbell & CO Investment Adviser LLC, Fox Run Management, L.L.C..

Who discovered PMT first?

Earliest meaningful positions among the 11 tracked managers we observed opening PMT since Q3 2009.

1 AC Abrams Capital Management, L.P. First reported Q3 2009 2.7%initial weight · $22.8m Exitedby Q1 2012 · held 10q -44%stock since Q3 2009

Weight of Abrams Capital Management, L.P.'s 13F book in PMT, by quarter

• 3.6% peak weight, Q3 2010
• $22.8m peak reported value
• 10 quarters held
• 67q before the median tracked entry

The stock's split-adjusted price moved -44% between Q3 2009 and Q4 2011, the last quarter this manager reported the position.

2 LP Long Pond Capital, LP First reported Q1 2012 · ≥1% from Q2 2013 3.3%initial weight · $4.3m Exitedby Q1 2016 · held 6q –stock change

Weight of Long Pond Capital, LP's 13F book in PMT, by quarter

• 3.3% peak weight, Q1 2012
• $40.3m peak reported value
• 6 quarters held, in 3 separate spells
• 57q before the median tracked entry

17 managers already held PMT when our coverage of them began

Mariner Investment Group LLC (Q1 2026), Gsa Capital Partners LLP (Q1 2026), Jupiter Asset Management LTD (Q1 2026), Caxton Associates LLP (Q1 2026), Mangrove Partners Im, LLC (Q1 2026), Citadel Advisors LLC (Q1 2026), Millennium Management LLC (Q1 2026), Aqr Capital Management LLC (Q1 2026), Balyasny Asset Management L.P. (Q1 2026), Elequin Capital, LP (Q1 2026), Brevan Howard Capital Management LP (Q1 2026), Campbell & CO Investment Adviser LLC (Q1 2026), Fox Run Management, L.L.C. (Q1 2026), Ldr Capital Management LLC (Q1 2026), Quantbot Technologies LP (Q1 2026), Qube Research & Technologies LTD (Q1 2026), Two Sigma Investments, LP (Q1 2026).

Their first filing on record already includes PMT, so when they first bought it is unknown. They are not ranked above.

View discovery timeline

1. Early holdersQ3 2009 – Q4 20102 new tracked holders · 3.2% of tracked managers holding at the end
2. Emerging interestQ1 2011 – now9 new tracked holders · 1.4% of tracked managers holding now

Dots mark the ranked managers' first reported quarters. Price is the quarter-end price implied by 13F filings, split-adjusted, shown from Q2 2025 where the series is continuous. Coverage widened in Q1 2026 from about a hundred managers to over a thousand, so holders and new holders are shown relative to the managers filing each quarter.

How this is calculated

13F filings are quarterly snapshots of long US-listed equity positions. They do not show exact purchase dates, intra-quarter trading, short positions, most derivatives, or a manager's actual performance. "First reported" is the first quarter-end filing that shows the position.

A manager is ranked only if we observed it filing, without PMT, within two quarters before its first position. Ranking is by the first quarter the position reached 1% of the manager's 13F book in a run of at least 2 filings, then by peak weight. "High conviction" means a peak weight of at least 5%.

Stock changes are the split-adjusted change in the quarter-end price implied by 13F filings, excluding dividends. They describe the stock over the period, not the return any manager earned. Phases are cut where the share of tracked managers holding PMT passed one third and two thirds of its peak.

Which hedge funds hold PMT? Current holders by portfolio weight

Exited since the previous quarter

Held in a manager's last filing on record

These managers have not filed for the latest quarter; their last disclosure is dated.

How has hedge fund ownership of PMT changed?

Counts every tracked manager that disclosed PMT in that quarter's filing, including managers that have since stopped filing.