NYSE$PMT

PennyMac Mortgage Investment Trust · Q4 2019 earnings

Q4 2019 earnings · · Investor relations

Briefing

PennyMac reported net income for Q4 2019, driven by credit risk transfer investments and correspondent production.

PennyMac Mortgage Investment Trust reported a net income of $52.4 million for the fourth quarter of 2019. The company's performance was driven by strong results from government-sponsored enterprise (GSE) credit risk transfer (CRT) investments, increased income contribution from the Correspondent Production segment, and improved performance from Interest Rate Sensitive Strategies.

  • Net income attributable to common shareholders was $52.4 million.
  • Annualized return on average common equity was 10 percent.
  • Book value per common share was $21.37 at December 31, 2019.
  • Record correspondent production volumes drove organic investment growth in CRT and MSR investments.

Headline financials

Total Revenue

$155M

Previous: $83.9M+84.8%
EPS (adj)

$0.55

Previous: $0.55+0.0%
Conventional Conforming and Non-Agency Loan Volume

$22.7B

Previous: $22.7B+0.0%
New Mortgage Servicing Rights (MSRs)

$303M

Previous: $303M+0.0%
Book Value Per Common Share

$21.37

Previous: $21.37+0.0%
Net Income

$58.6M

Previous: $41.6M+40.8%
Gross Profit

-$99M

Previous: -$60.3M-64.3%
Total Assets

$11.8B

Previous: $7.81B+50.7%
Stock-Based Comp

$1.18M

Previous: $996K+18.7%

Revenue & EPS history

PennyMac · Revenue · Quarterly

$155M

Q4 2019+84.8%vs Q4 2018
Beat estimate in 2 of 16 quarters(13%)
ActualEstimate

Revenue by segment

PennyMac · $155M total across 4 segments · Q4 2019

  • Correspondent Production
    $87.6M
  • Credit Sensitive Strategies
    $40M
  • Interest Rate Sensitive Strategies
    $26.6M
  • Corporate
    $874K

Forward guidance

PennyMac is focused on continuing capital deployment into CRT and MSR investments that are believed to be accretive to PMT’s overall investment returns.

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 Q4 2019

Historical avgQ4 2019

-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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