NYSE$PMT

PennyMac Mortgage Investment Trust · Q1 2020 earnings

Q1 2020 earnings · · Investor relations

Briefing

Reported a net loss due to non-cash fair value losses on CRT investments, which were partially offset by gains in interest rate sensitive strategies and correspondent production.

PennyMac Mortgage Investment Trust reported a net loss attributable to common shareholders of $600.9 million, or $5.99 per common share, for the first quarter of 2020, driven by non-cash fair value losses on government-sponsored enterprise (GSE) credit risk transfer (CRT) investments related to the COVID-19 crisis, but partially offset by gains on interest rate hedge instruments and record correspondent production results.

  • Net loss attributable to common shareholders was $600.9 million.
  • The loss was driven by non-cash fair value losses on GSE credit risk transfer (CRT) investments related to the COVID-19 crisis.
  • The loss was partially offset by gains on interest rate hedge instruments and record correspondent production results.
  • Conventional correspondent loan production totaled $18.0 billion in unpaid principal balance (UPB).

Headline financials

Total Revenue

-$8.95M

Previous: $107M-108.4%
EPS (adj)

$3.73

Previous: $0.68+448.5%
Conventional Conforming and Non-Agency Loan Volume

$18B

Previous: $9B+100.0%
Free Cash Flow

-$595M

Previous: $53.5M-1211.0%
Net Income

-$595M

Previous: $53.5M-1211.0%
Operating Income

-$90.6M

Previous: $46.7M-293.9%
Gross Profit

-$8.95M

Previous: $107M-108.4%
Cash & Equivalents

$1.1B

Previous: $68.5M+1504.0%
Total Assets

$11.9B

Previous: $7.56B+57.7%
Stock-Based Comp

$186K

Previous: $1.62M-88.5%

Revenue & EPS history

PennyMac · Revenue · Quarterly

-$8.95M

Q1 2020-108.4%vs Q1 2019
Beat estimate in 3 of 16 quarters(19%)
ActualEstimate

Revenue by segment

PennyMac · -$507M total across 4 segments · Q1 2020

  • Interest Rate Sensitive Strategies
    $340M
  • Correspondent Production
    $112M
  • Corporate
    $392K
  • Credit Sensitive Strategies
    -$959M

Forward guidance

PMT expects improved financial performance and is confident in the return potential of its investment strategies.

Historical earnings impact

How earnings announcements have historically affected this stock's price.

Avg. return before/after earnings

Based on 20 quarterly earnings reports · overlaid with Q1 2020

Historical avgQ1 2020

-0.9%

Avg return

Earnings day

-0.8%

Avg return

5 days after

+1.2%

Avg return

30 days after

42%

28 / 66 earnings

Positive

+16.4%

Q3 2023

Best reaction

-14.3%

Q4 2015

Worst reaction

Earnings price reactions
QuarterReport dateReaction (Day 0)+5 days+30 days
Q1 2026-9.1%-11.3%-16.2%
Q4 2025-10.8%-8.4%-9.3%
Q3 2025+8.4%+7.7%+8.3%
Q2 2025-0.2%-0.1%+0.6%
Q1 2025-6.9%-4.5%-7.5%
Q4 2024+5.5%+5.1%+13.7%
Q3 2024-2.1%-1.5%-3.4%
Q2 2024-8.1%-5.1%-5.4%
Q1 2024+1.7%+0.7%-2.4%
Q4 2023-2.6%-4.1%-0.4%
Q3 2023+16.4%+19.9%+30.5%
Q2 2023-10.1%-11.5%-10.1%
Q1 2023+7.3%+1.7%-1.2%
Q4 2022-3.1%-6.7%-14.7%
Q3 2022+10.6%+8.7%+21.1%
Q2 2022-2.4%-0.2%-8.3%
Q1 2022-3.0%-3.9%+0.7%
Q4 2021-6.2%-4.0%-9.3%
Q3 2021-4.2%-6.6%-11.2%
Q2 2021-1.3%-3.6%+0.2%
Q1 2021-1.6%-5.2%-1.0%
Q4 2020+1.9%+0.3%+2.4%
Q3 2020+0.3%+7.7%+15.7%
Q2 2020-8.2%-5.2%-12.5%
Q1 2020+3.7%-5.9%+49.8%
Q4 2019+0.0%-1.2%-9.0%
Q3 2019+1.0%-0.9%+1.4%
Q2 2019-0.4%-1.2%-1.2%
Q1 2019+2.3%-0.9%-1.0%
Q4 2018+4.5%+0.6%+0.1%
Q3 2018+5.8%+6.2%+9.0%
Q2 2018+3.9%+2.8%+4.6%
Q1 2018+4.2%+2.9%+6.7%
Q4 2017+4.4%+5.5%+8.9%
Q3 2017-6.2%-7.6%-3.0%
Q2 2017-3.1%-1.2%-1.8%
Q1 2017-1.0%-2.7%+0.5%
Q4 2016-2.6%-2.2%-0.9%
Q3 2016+6.0%+8.7%+8.1%
Q2 2016-9.0%-6.3%-5.5%
Q1 2016+4.6%
Q4 2015-14.3%
Q3 2015+3.5%
Q2 2015-6.9%
Q1 2015-10.2%
Q4 2014-6.6%
Q3 2014-0.2%
Q2 2014+4.0%
Q1 2014-6.7%
Q4 2013-0.3%
Q3 2013-4.5%
Q2 2013+4.0%
Q1 2013-1.1%
Q4 2011+0.6%
Q4 2012-2.7%
Q3 2012+0.6%
Q2 2012+0.6%
Q1 2011+3.7%
Q1 2012+1.2%
Q4 2009-1.4%
Q3 2011-0.4%
Q3 2010-0.4%
Q2 2010-4.1%
Q2 2011-4.1%
Q4 2010-4.1%
Q1 2010+2.8%

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