NYSE$PMT

PennyMac Mortgage Investment Trust · Q3 2024 earnings

Q3 2024 earnings · · Investor relations

Briefing

Reported net income attributable to common shareholders of $31.0 million.

PennyMac Mortgage Investment Trust reported a net income attributable to common shareholders of $31.0 million, or $0.36 per common share, for Q3 2024. The results reflect solid levels of income excluding market-driven value changes, bolstered by fair value changes including associated tax benefits. Conventional correspondent loan production volumes for PMT's account totaled $5.9 billion in unpaid principal balance (UPB), up 167 percent from the prior quarter.

  • Net income attributable to common shareholders was $31.0 million, with an annualized return on average common equity of 9%.
  • Book value per common share decreased slightly to $15.85 at September 30, 2024.
  • Conventional correspondent loan production volumes for PMT’s account totaled $5.9 billion in unpaid principal balance (UPB), up 167 percent from the prior quarter.
  • The company created $88 million in new mortgage servicing rights (MSRs), up from $41 million in the prior quarter.

Headline financials

Total Revenue

-$7.44M

Previous: -$25M+70.2%
EPS

$0.36

Previous: $0.51-29.4%
Capital Expenditures

$0.00

No prior period
Free Cash Flow

$41.4M

Previous: $61.4M-32.6%
Net Income

$41.4M

Previous: $61.4M-32.6%
Operating Income

-$66.4M

Previous: -$74.9M+11.3%
Gross Profit

-$7.44M

Previous: -$25M+70.2%
Cash & Equivalents

$344M

Previous: $236M+45.7%
Total Assets

$13.1B

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

$816K

Previous: $1.42M-42.5%

Revenue & EPS history

PennyMac · Revenue · Quarterly

-$7.44M

Q3 2024-70.2%vs Q3 2023
Beat estimate in 1 of 15 quarters(7%)
ActualEstimate

Revenue by segment

PennyMac · $163M total across 4 segments · Q3 2023

  • Interest Rate Sensitive Strategies
    $104M-17.3%
  • Credit Sensitive Strategies
    $41.5M+1531.8%
  • Correspondent Production
    $15.2M-44.4%
  • Corporate
    $2.25M+543.4%

Forward guidance

The percentage of total conventional correspondent loan production retained by PMT is expected to be 15 to 25 percent in the fourth quarter in order to optimize PMT’s capital allocation.

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 2024

Historical avgQ3 2024

-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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