NYSE$PMT

PennyMac Mortgage Investment Trust · Q2 2023 earnings

Q2 2023 earnings · · Investor relations

Briefing

Net income attributable to common shareholders reported at $14.2 million, or $0.16 per common share on a diluted basis.

PennyMac Mortgage Investment Trust reported net income attributable to common shareholders of $14.2 million, or $0.16 per common share on a diluted basis, for the second quarter of 2023. The results reflect strong performance from credit sensitive strategies offset by fair value declines in interest rate sensitive strategies.

  • Net income attributable to common shareholders was $14.2 million.
  • Conventional correspondent loan production volumes totaled $3.0 billion in UPB.
  • Invested $94 million into opportunistic investments, including GSE CRT bonds and senior mezzanine bonds.
  • PMT entered into an agreement to acquire a bulk MSR portfolio totaling $1.4 billion in UPB after quarter end.

Headline financials

Total Revenue

-$24.7M

Previous: $12.5M-296.9%
EPS (adj)

$0.16

Previous: -$0.88+118.2%
Conventional Conforming and Non-Agency Loan Volume

$3B

Previous: $10.3B-70.9%
Free Cash Flow

$24.6M

Previous: -$70.7M+134.8%
Net Income

$24.6M

Previous: -$70.7M+134.8%
Operating Income

-$73M

Previous: -$53.4M-36.6%
Gross Profit

-$24.7M

Previous: $12.5M-296.9%
Cash & Equivalents

$239M

Previous: $332M-28.1%
Total Assets

$13.4B

Previous: $13.2B+1.3%
Stock-Based Comp

$845K

Previous: $1.14M-26.0%

Revenue & EPS history

PennyMac · Revenue · Quarterly

-$24.7M

Q2 2023-296.9%vs Q2 2022
Beat estimate in 1 of 15 quarters(7%)
ActualEstimate

Revenue by segment

PennyMac · $90.5M total across 4 segments · Q2 2023

  • Credit Sensitive Strategies
    $72M+213.1%
  • Interest Rate Sensitive Strategies
    $8.3M-71.8%
  • Correspondent Production
    $7.85M-19.8%
  • Corporate
    $2.26M+114.8%

Forward guidance

Management believes PMT's strong balance sheet and seasoned investment portfolio will drive improved performance over the long term.

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 2023

Historical avgQ2 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%

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