NYSE$PMT

PennyMac Mortgage Investment Trust · Q1 2023 earnings

Q1 2023 earnings · · Investor relations

Briefing

PennyMac Mortgage Investment Trust reported strong earnings and growth in book value per share.

PennyMac Mortgage Investment Trust reported a net income attributable to common shareholders of $50.2 million, or $0.50 per common share, for the first quarter of 2023. The company's performance was driven by strong earnings in credit sensitive strategies, partially offset by fair value declines in interest rate sensitive strategies.

  • Net income attributable to common shareholders was $50.2 million.
  • Book value per common share increased to $15.96 at March 31, 2023.
  • Conventional correspondent loan production volumes for PMT's account totaled $6.6 billion in unpaid principal balance (UPB).
  • PMT exercised its option to extend the maturity for the Fannie Mae MSR term notes originally due in April 2023 for two years.

Headline financials

Total Revenue

-$26.1M

Previous: -$12.5M-109.8%
EPS (adj)

$0.50

Previous: -$0.32+256.3%
Conventional Conforming and Non-Agency Loan Volume

$6.6B

Previous: $9.8B-32.7%
Book Value Per Common Share

$15.96

No prior period
Free Cash Flow

$60.7M

Previous: -$19.1M+417.3%
Net Income

$60.7M

Previous: -$19.1M+417.3%
Operating Income

-$82.7M

Previous: -$80.2M-3.1%
Gross Profit

-$26.1M

Previous: -$12.5M-109.8%
Cash & Equivalents

$119M

Previous: $188M-36.8%
Total Assets

$15.4B

Previous: $12.4B+24.0%
Stock-Based Comp

$1.16M

Previous: $1.03M+12.3%

Revenue & EPS history

PennyMac · Revenue · Quarterly

-$26.1M

Q1 2023+109.8%vs Q1 2022
Beat estimate in 1 of 15 quarters(7%)
ActualEstimate

Revenue by segment

PennyMac · $90.4M total across 4 segments · Q1 2023

  • Credit Sensitive Strategies
    $58M+210.1%
  • Correspondent Production
    $16.1M-39.3%
  • Interest Rate Sensitive Strategies
    $14.6M-86.4%
  • Corporate
    $1.58M+175.9%

Forward guidance

PennyMac Mortgage Investment Trust anticipates continued strong financial performance in 2023, supported by its seasoned investment portfolio, solid underlying fundamentals, and strong balance sheet.

Tailwinds

  • Attractive opportunities to deploy capital into new investments.
  • Potential for share repurchases well below book value.
  • Seasoned investment portfolio with solid underlying fundamentals.
  • Strong balance sheet.
  • Further strengthened PMT’s balance sheet, extending for two years the maturity of $450 million in Fannie Mae MSR term notes originally due in April; and issuing $235 million of 2-year CRT notes

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 2023

Historical avgQ1 2023

-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%

Discussion

Share your read of this quarter. Sign-in carries your eToro identity.

Join the conversation

Sign in with eToro to post your read of this quarter and vote on others'.

Sign in with eToro