NYSE$PMT

PennyMac Mortgage Investment Trust · Q2 2022 earnings

Q2 2022 earnings · · Investor relations

Briefing

Reported a net loss for the second quarter due to fair value declines in credit sensitive strategies and tax expense related to fair value gains on MSR assets.

PennyMac Mortgage Investment Trust reported a net loss attributable to common shareholders of $81.2 million, or $(0.88) per common share on a diluted basis, for the second quarter of 2022, on net investment income of $21.5 million.

  • Net loss attributable to common shareholders was $81.2 million.
  • Conventional correspondent loan production volumes were $10.3 billion in UPB, up 6% from the prior quarter.
  • Book value per common share decreased to $16.59 at June 30, 2022 from $17.87 at March 31, 2022.
  • PMT acquired $21.0 billion in UPB of loans through its correspondent production activities, down 7 percent from the prior quarter.

Headline financials

Total Revenue

$12.5M

Previous: -$35.5M+135.3%
EPS (adj)

-$0.88

Previous: $0.32-375.0%
Conventional Conforming and Non-Agency Loan Volume

$10.3B

No prior period
Free Cash Flow

-$70.7M

Previous: $38.1M-285.7%
Net Income

-$70.7M

Previous: $38.1M-285.7%
Operating Income

-$53.4M

Previous: -$147M+63.7%
Gross Profit

$12.5M

Previous: -$35.5M+135.3%
Cash & Equivalents

$332M

Previous: $68.6M+383.9%
Total Assets

$13.2B

Previous: $13.6B-2.8%
Stock-Based Comp

$1.14M

Previous: $1.01M+13.1%

Revenue & EPS history

PennyMac · Revenue · Quarterly

$12.5M

Q2 2022-135.3%vs Q2 2021
Beat estimate in 1 of 16 quarters(6%)
ActualEstimate

Revenue by segment

PennyMac · -$39.9M total across 4 segments · Q2 2022

  • Interest Rate Sensitive Strategies
    $29.4M+166.7%
  • Correspondent Production
    $9.78M-88.1%
  • Corporate
    -$15.3M-2255.5%
  • Credit Sensitive Strategies
    -$63.7M-177.1%

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 Q2 2022

Historical avgQ2 2022

-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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