UNITED STATES SECURITIES AND EXCHANGE COMMISSION Washington, DC 20549 Form 10-Q (Mark One) ☒ QUARTERLY REPORT PURSUANT TO SECTION 13 OR 15(d) OF THE SECURITIES EXCHANGE ACT OF 1934 For the quarterly period ended June 30, 2022 Or ☐ TRANSITION REPORT PURSUANT TO SECTION 13 OR 15(d) OF THE SECURITIES EXCHANGE ACT OF 1934 For the transition period from to Commission file number: 001-34416 PennyMac Mortgage Investment Trust (Exact name of registrant as specified in its charter) Maryland 27-0186273 (State or othe ...

PennyMac Mortgage Investment Trust (NYSE:PMT) Q2 2022 Earnings Conference Call August 2, 2022 4:30 PM ET Company Participants David Spector - Chairman and Chief Executive Officer Vandad Fartaj - Senior Managing Director and Chief Investment Officer Daniel Perotti - Senior Managing Director and Chief Financial Officer Conference Call Participants Operator Good afternoon, and welcome to the Second Quarter Earnings Discussion for PennyMac Mortgage Investment Trust. The slides that accompany this discussion are ...

2Q22 EARNINGS REPORT PennyMac Mortgage Investment Trust August 2022 FORWARD LOOKING STATEMENTS This presentation 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 chan ...

UNITED STATES SECURITIES AND EXCHANGE COMMISSION Washington, DC 20549 Form 10-Q (Mark One) ☒ QUARTERLY REPORT PURSUANT TO SECTION 13 OR 15(d) OF THE SECURITIES EXCHANGE ACT OF 1934 For the quarterly period ended March 31, 2022 Or ☐ TRANSITION REPORT PURSUANT TO SECTION 13 OR 15(d) OF THE SECURITIES EXCHANGE ACT OF 1934 For the transition period from to Commission file number: 001-34416 PennyMac Mortgage Investment Trust (Exact name of registrant as specified in its charter) Maryland 27-0186273 (State or oth ...

First Quarter 2022 Financial Results - Net loss attributable to common shareholders was $(30) million, with a diluted EPS of $(0.32)[5] - Book value per share was $17.87[5] - A dividend of $0.47 per common share was declared[5] - Credit Sensitive Strategies reported a pretax income of $(56) million, but an income excluding market-driven value changes of $29 million[5] - Interest Rate Sensitive Strategies reported a pretax income of $84 million, with an income excluding market-driven value changes of $41 million[5] - Conventional correspondent production volume reached $9.8 billion[5] Market Overview - The U S mortgage origination market is expected to decline substantially from 2021, with 2022 forecasts ranging from $2.6 trillion to $3.1 trillion[10] - Purchase originations are expected to dominate the market in the coming years[10] Investment Activities - $86 million was invested in floating-rate CRT bonds issued by Freddie Mac and Fannie Mae in 1Q22[15] - $27 million was invested in fixed-rate bonds from a senior tranche of a jumbo securitization[15] - $31 million was invested in floating-rate CRT bonds issued by Freddie Mac and Fannie Mae after quarter-end[15] MSR Investments - MSR assets totaled $3.4 billion as of March 31st, an increase from $2.9 billion at the end of 2021[29] - UPB associated with MSR investments increased to $219 billion[29] Correspondent Production - Correspondent acquisitions totaled $22.5 billion in UPB, a decrease of 31% Q/Q and 56% Y/Y[23]

PennyMac Mortgage Investment Trust (NYSE:PMT) Q1 2022 Earnings Conference Call May 5, 2022 5:00 PM ET Company Participants David Spector - Chairman and Chief Executive Officer Dan Perotti - Senior Managing Director and Chief Financial Officer Vandy Fartaj - Senior Managing Director and Chief Investment Officer Operator Good afternoon and welcome to the First Quarter Earnings Discussion for PennyMac Mortgage Investment Trust. The slides that accompany this discussion are available on PennyMac Mortgage Invest ...

UNITED STATES SECURITIES AND EXCHANGE COMMISSION Washington, DC 20549 Form 10-K (Mark One) ☒ ANNUAL REPORT PURSUANT TO SECTION 13 OR 15(d) OF THE SECURITIES EXCHANGE ACT OF 1934 For the fiscal year ended December 31, 2021 Or ☐ TRANSITION REPORT PURSUANT TO SECTION 13 OR 15(d) OF THE SECURITIES EXCHANGE ACT OF 1934 Commission file number: 001-34416 | Title of Each Class | Trading Symbol (s) | Name of Each Exchange on Which Registered | | --- | --- | --- | | 8.125% Series A Cumulative Redeemable Preferred | P ...

4Q21 EARNINGS REPORT PennyMacMortgage Investment Trust February 2022 FORWARD LOOKING STATEMENTS This presentation 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 cha ...

PennyMac Mortgage Investment Trust (NYSE:PMT) Q4 2021 Earnings Conference Call February 3, 2022 5:00 PM ET Company Participants David Spector - Chairman and Chief Executive Officer Vandy Fartaj - Senior Managing Director and Chief Investment Officer Dan Perotti - Senior Managing Director and Chief Financial Officer Conference Call Participants Operator Good afternoon and welcome to the Fourth Quarter and Full Year 2021 Earnings Discussion for PennyMac Mortgage Investment Trust. The slides that accompany thi ...

UNITED STATES SECURITIES AND EXCHANGE COMMISSION Washington, DC 20549 Form 10-Q (Mark One) ☒ QUARTERLY REPORT PURSUANT TO SECTION 13 OR 15(d) OF THE SECURITIES EXCHANGE ACT OF 1934 For the quarterly period ended September 30, 2021 Or ☐ TRANSITION REPORT PURSUANT TO SECTION 13 OR 15(d) OF THE SECURITIES EXCHANGE ACT OF 1934 For the transition period from to Commission file number: 001-34416 PennyMac Mortgage Investment Trust (Exact name of registrant as specified in its charter) Maryland 27-0186273 (State or ...