PennyMac Mortgage Investment Trust(PMT) - 2023 Q1 - Earnings Call Presentation

Interest Rate Sensitive Strategies Share Repurchases Organically-created investments in GSE CRT 20.0% 15% MSRs (incl. recapture) 17.1% 53% RUN-RATE RETURN POTENTIAL FROM PMT'S INVESTMENT STRATEGIES | --- | --- | --- | |---------------------------------------------------------------------|-----------------|-------| | Interest rate hedges (3) \nNet interest rate sensitive strategies | -4.0% \n12.9% | 62% | | Correspondent production | 22.3% | | | Cash, short term investments, and other | 3.7% | | | Management ...