PennyMac Mortgage Investment Trust Reports Results for First Post-IPO Period Ended September 30, 2009

November 5, 2009

CALABASAS, Calif.--(BUSINESS WIRE)-- PennyMac Mortgage Investment Trust (NYSE: PMT) today reported results for the period from August 4, 2009, when it completed its initial public offering and commenced operations, to September 30, 2009. During its first two months of operations, the Company actively pursued high-yield investment opportunities consistent with its objective of investing primarily in residential mortgage loans and mortgage-related assets to provide attractive risk-adjusted returns over the long-term.

In its initial period of operations ended September 30, 2009, the Company invested approximately $69.5 million of the proceeds from its equity offerings in residential mortgage-backed securities having an aggregate unpaid principal balance of approximately $72.9 million. The Company acquired these securities pending its anticipated reinvestment of the proceeds in suitable pools of mortgage loans or longer-lived, higher yielding mortgage-backed securities. The acquired securities are backed by non-agency Alt-A, subprime and prime jumbo loans and are currently cash-flowing senior priority securities with a weighted average remaining life of approximately one-and-one-half years and a weighted average yield of 7.13%.

The following is a summary of the Company's portfolio of mortgage-backed securities as of September 30, 2009:

                                September 30, 2009

                                                           Average

                       Carrying    Principal    Life          Coupon     Yield
                       Value                    (in years)

                         (dollar amounts in thousands)

Security
collateral type:

Non-Agency Alt-A       $ 36,428    $ 38,264      1.67          4.31 %     8.17 %

Non-Agency               16,931      17,785     0.71          0.41       7.93
Subprime

Non-Agency Prime         14,700      15,000     2.09          3.28       3.66
Jumbo

Total investment       $ 68,059    $ 71,049     1.52          3.12  %    7.13  %
securities



The Company's initial investments produced total revenues of $816,000, offset by management fees and other expenses, resulting in a net loss of $730,000, or $0.04 per share, for the period ended September 30, 2009.

Stanford L. Kurland, Chairman and Chief Executive Officer of PennyMac, commented on the period's results, "In PMT's first two months of operations, our manager reviewed residential whole loan and securities portfolios with cumulative unpaid principal balances of over $6.9 billion and bid on several of those portfolios at levels consistent with our yield requirements. While some market participants have been willing to accept lower yields and bid more aggressively, we still believe that it is in the best interest of our shareholders over the long term to remain patient in order to maximize the returns from our long-term investment opportunities. Currently, our manager is reviewing over $1.9 billion in unpaid principal balances of residential whole loan and securities portfolios, and we expect that the volume of troubled residential mortgage loans available for sale will continue to grow. Additionally, our manager continues to build a conduit operation that could potentially allow us to capitalize on current market opportunities to provide small mortgage lenders an outlet for their newly originated mortgage loans."

Management's presentation will be available in the Investor Relations section of the Company's website at www.pennymacmortgageinvestmenttrust.com beginning November 6, 2009.

About PennyMac Mortgage Investment Trust

PennyMac Mortgage Investment Trust is a recently formed mortgage real estate investment trust (REIT) that invests primarily in residential mortgage loans and mortgage-related assets. PennyMac Mortgage Investment Trust trades on the New York Stock Exchange under the symbol "PMT" and is externally managed by PNMAC Capital Management, LLC, a wholly owned subsidiary of Private National Mortgage Acceptance Company, LLC. Additional information about PennyMac Mortgage Investment Trust is available at www.pennymacmortgageinvestmenttrust.com.

This press release contains forward-looking statements within the meaning of Section 21E of the Securities Exchange Act of 1934, as amended, regarding management's beliefs, estimates, projections and assumptions with respect to, among other things, the Company's financial results, future operations, business plans and investment strategies, as well as industry and market conditions, all of which are subject to change. Words like "believe," "expect," "anticipate," "promise," "plan," and other expressions or words of similar meanings, as well as future or conditional verbs such as "will," "would," "should," "could," or "may" are generally intended to identify forward-looking statements. Actual results and operations for any future period may vary materially from those projected herein and from past results discussed herein. Factors which could cause actual results to differ materially from historical results or those anticipated include, but are not limited to: changes in general business, economic, market and employment conditions from those expected; continued declines in residential real estate and disruption in the U.S. housing market; the availability of, and level of competition for, attractive risk-adjusted investment opportunities in residential mortgage loans and mortgage-related assets that satisfy our investment objective and investment strategies; changes in our investment or operational objectives and strategies, including any new lines of business; the concentration of credit risks to which we are exposed; the availability, terms and deployment of short-term and long-term capital; unanticipated increases in financing and other costs, including a rise in interest rates; the performance, financial condition and liquidity of borrowers; increased rates of delinquency or decreased recovery rates on our investments; increased prepayments of the mortgage and other loans underlying our investments; changes in regulations or the occurrence of other events that impact the business, operation or prospects of government sponsored enterprises; changes in government support of homeownership; changes in governmental regulations, accounting treatment, tax rates and similar matters; and our ability to satisfy complex rules in order to qualify as a REIT for U.S. federal income tax purposes. You should not place undue reliance on any forward-looking statement and should consider all of the uncertainties and risks described above, as well as those more fully discussed in reports and other documents filed by the Company with the Securities and Exchange Commission from time to time. The Company undertakes no obligation to publicly update or revise any forward-looking statements or any other information contained herein, and the statements made in this press release are current as of the date of this release only.

PENNYMAC MORTGAGE INVESTMENT TRUST AND SUBSIDIARIES

CONSOLIDATED BALANCE SHEET

(In thousands, except share data)

(unaudited)

                                                               September 30,
                                                               2009

ASSETS

Cash                                                           $ 2,200

Short-term investments                                           253,065

Mortgage-backed securities at fair value                         68,059

Interest receivable                                              213

Prepaid insurance                                                650

Total assets                                                   $ 324,187

LIABILITIES

Accounts payable and accrued liabilities                       $ 150

Contingent underwriting fees payable                             5,883

Payable to affiliate                                             3,814

Total liabilities                                                9,847

Commitments and contingencies                                    --

SHAREHOLDERS' EQUITY

Common shares of beneficial interest--authorized, 500,000,000
shares of $0.01 par value; issued and outstanding, 16,735,317    167
shares

Additional paid-in capital                                       314,903

Accumulated deficit                                              (730        )

Total shareholders' equity                                       314,340

Total liabilities and shareholders' equity                     $ 324,187



PENNYMAC MORTGAGE INVESTMENT TRUST AND SUBSIDIARIES

CONSOLIDATED STATEMENT OF OPERATIONS

(In thousands, except share data)

(unaudited)

                                                Period from August 4, 2009
                                                (Commencement of Operations)
                                                to September 30, 2009

Revenues

Interest income                                 $ 549

Appreciation in fair value of securities          267

Total revenues                                    816

Expenses

Management fees                                   812

Compensation                                      483

Insurance                                         131

Professional services                             72

Other                                             48

Total expenses                                    1,546

NET LOSS                                        $ (730                       )

Loss per share, basic and diluted               $ (0.04                      )

Weighted average shares outstanding, basic and    16,735,317
diluted



 

 

    Source: PennyMac Mortgage Investment Trust
Contact: PennyMac Mortgage Investment Trust Aratha M. Johnson, Chief Communications Officer (818) 224-7028