NYSE$PMT

PennyMac Mortgage Investment Trust · Q3 2022 earnings

Q3 2022 earnings · · Investor relations

Briefing

PennyMac Mortgage Investment Trust reported net income attributable to common shareholders for Q3 2022.

PennyMac Mortgage Investment Trust reported a net income of $1.5 million, or $0.01 per common share, for the third quarter of 2022. The results were driven by strong performance from interest rate sensitive strategies, offset by market credit spread widening and tax provisions.

  • Net income attributable to common shareholders was $1.5 million.
  • Repurchased 1.0 million PMT common shares at an average price of $13.66 per share for a cost of $13.5 million.
  • Conventional correspondent loan production volumes of $10.2 billion in unpaid principal balance (UPB).
  • Book value per common share decreased to $16.18 at September 30, 2022.

Headline financials

Total Revenue

-$4.42M

Previous: -$17.2M+74.3%
EPS (adj)

$0.01

Previous: -$0.45+102.2%
Conventional Conforming and Non-Agency Loan Volume

$10.2B

Previous: $28.6B-64.3%
Free Cash Flow

$11.9M

Previous: -$36M+133.1%
Net Income

$11.9M

Previous: -$36M+133.1%
Operating Income

-$69.5M

Previous: -$109M+36.5%
Gross Profit

-$4.42M

Previous: -$17.2M+74.3%
Cash & Equivalents

$58.9M

Previous: $132M-55.3%
Total Assets

$13.9B

Previous: $13.9B+0.6%

Revenue & EPS history

PennyMac · Revenue · Quarterly

-$4.42M

Q3 2022-74.3%vs Q3 2021
Beat estimate in 1 of 15 quarters(7%)
ActualEstimate

Revenue by segment

PennyMac · $151M total across 4 segments · Q3 2022

  • Interest Rate Sensitive Strategies
    $126M+233.0%
  • Correspondent Production
    $27.3M-65.6%
  • Corporate
    $350K-19.0%
  • Credit Sensitive Strategies
    -$2.9M-104.6%

Forward guidance

Management remains confident in the ability of the team to navigate the evolving mortgage environment and provide attractive risk-adjusted returns for shareholders.

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 Q3 2022

Historical avgQ3 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%

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