PennyMac Mortgage Investment TrustPMT

時価総額

$11億

PER

住宅ローン資産の運用を行う大手REIT。MSRやCRT、Agency・非AgencyのMBSを展開。24年6月にATMで最大2億ドルの募集枠設定。米国中心に展開。

	2011年 12月31日	2012年 12月31日	2013年 12月31日	2014年 12月31日	2015年 12月31日	2016年 12月31日	2017年 12月31日	2018年 12月31日	2019年 12月31日	2020年 12月31日	2021年 12月31日	2022年 12月31日	2023年 12月31日	2024年 12月31日
Net income (loss)	-	-	-	-	-	-	-	-	226	52	57	-73	200	161
Change in fair value of mortgage servicing rights	-	-	-	-	-	-	-	-	-	-939	-337	449	-297	-170
Mortgage servicing rights hedging results	-	-	-	-	-	-	-	-	-	-602	345	205	93	227
Net gains on loans acquired for sale	-	-	99	36	51	106	75	59	170	380	87	26	40	73
Net (gains) losses on investments and financings	-	-	-	-	-	-	-	-	-	-	304	-	178	61
Accrual of unearned discounts and amortization of purchase premiums on mortgage-backed securities, loans at fair value, and asset-backed financings	2	20	0	2	1	-2	-6	-5	-14	-25	-10	10	0	23
Amortization of debt issuance costs	-	-	-	-	-	-	-	-9	0	19	27	17	15	23
Results of real estate acquired in settlement of loans	-	-	-	-	-	-	-	-	1	5	3	0	-0	-0
Share-based compensation expense	4	5	5	6	6	6	5	5	6	2	2	4	5	3
Purchase of loans acquired for sale from nonaffiliates	-	-	-	-	46,424	66,112	65,830	64,672	108,251	167,769	181,370	87,844	87,504	96,091
Purchase of loans acquired for sale from PennyMac Financial Services, Inc.	-	-	-	-	28	22	904	3,343	6,256	2,249	-	299	-	663
Proceeds from Sale, Loan, Mortgage, Held-for-Sale	1,090	21,698	15,819	11,703	14,207	23,526	24,314	29,370	61,128	106,307	110,919	39,077	15,936	12,414
Proceeds From Sale Of Mortgage Loans Held For Sale To Affiliates	-	-	-	-	-	-	-	-	-	63,618	67,852	50,576	72,442	81,998
Repurchase of loans subject to representations and warranties	-	-	-	-	-	-11	-11	-12	-22	-72	-106	-92	-59	-35
Decrease (increase) in servicing advances	-	13	-	40	30	-5	2	-21	-19	73	83	-7	9	-101
(Increase) decrease in due from PennyMac Financial Services, Inc.	-	-	-	-	-	-	-	-	-	5	8	-12	-4	16
Repurchase of real estate previously sold as loans acquired for sale	-	-	-	-	-	-	-	-	-	-	-	-	0	-
Increase in other assets	27	-1	69	25	36	62	-9	23	-102	-604	318	190	86	597
(Decrease) increase in accounts payable and accrued liabilities	-3	33	-15	-6	8	47	-40	6	4	35	-27	73	194	-216
Increase (Decrease) in Due to Affiliates	-	-	-	-	-	-	-	-	-	38	-	-	-	-
Increase (Decrease) in Income Taxes	0	36	24	-9	-18	-15	9	4	-35	22	-14	142	38	-26
Net cash (used in) provided by operating activities	-	-	-	-	-	-	-	-574	-2,985	672	-2,820	1,784	1,340	-2,703
Net decrease (increase) in short-term investments	-	-	53	48	-98	80	-104	56	16	-	41	84	-124	-25
Purchase of mortgage-backed securities	-	-	-	-	-	-	-	-	-	-	2,233	3,718	3,172	638
Sale and repayment of mortgage-backed securities	-	-	-	-	-	-	-	-	-	-	-	-	-	1,489
Repurchase of loans at fair value	-	-	-	-	-	-	-	-	1	1	-	-	0	-
Repayment of loans at fair value	-	-	-	598	280	713	582	623	132	115	122	160	95	102
Net settlement of derivative financial instruments	-	-	-	-	-	-	1	5	1	8	-4	-25	-10	11
Distribution from credit risk transfer arrangements	-	-	-	-	-	-	-	-	-	-	1,300	478	181	158
Purchase of mortgage servicing rights	-	0	1	-	2	3	0	-	-	-	-	-	15	29
Transfer of mortgage servicing rights relating to delinquent loans to Agency	-	-	-	-	-	-	-	-	-	-	-	0	-0	1
Sale of real estate acquired in settlement of loans	-	-	-	-	241	235	167	99	75	44	17	8	5	2
Decrease (increase) in margin deposits	-	-	-	-	-	-	-	-	-	-	-	-	228	-264
Net cash provided by (used in) investing activities	-	-	-	-	-	-	-	-1,424	-705	-15	1,093	-1,867	-22	1,360
Sale of assets under agreements to repurchase	-	-	-	31,874	50,133	70,685	77,985	85,574	137,742	190,822	193,729	121,018	120,565	121,850
Repurchase of assets sold under agreements to repurchase	-	-	-	31,183	49,733	70,030	78,588	83,979	135,870	191,153	193,373	121,074	121,556	120,969
Issuance of mortgage loan participation purchase and sale agreements	-	-	-	-	-	-	-	-	4,825	5,159	4,173	3,743	2,147	2,246
Repayment of mortgage loan participation purchase and sale agreements	-	-	-	-	-	-	-	-	5,004	5,142	4,140	3,793	2,147	2,234
Proceeds from Notes Payable	-	-	-	-	-	130	396	-	1,309	850	2,022	945	780	1,475
Repayment of notes payable secured by credit risk transfer and mortgage servicing assets	5	27	-	-	-	91	671	-	56	623	1,473	612	675	1,454
Issuance of unsecured senior notes	-	-	-	-	-	-	-	-	-	-	-	-	54	217
Repayment of unsecured senior notes	-	-	-	-	-	-	-	-	-	-	-	-	-	210
Proceeds from Issuance of Secured Debt	-	-	-	-	-	-	-	450	-	-	691	382	-	792
Repayment of asset-backed financings of variable interest entities	-	-	-	9	25	74	52	22	43	107	115	156	91	99
Payment of debt issuance costs	-	-	7	-	-	11	14	13	16	24	21	14	14	31
Payment of dividends to preferred shareholders	-	-	-	-	-	-	14	25	25	25	30	42	42	42
Payment of dividends to common shareholders	-	-	-	-	-	-	126	116	141	152	184	174	141	139
Payment of vested share-based compensation tax withholdings	-	-	-	-	-	-	-	-	3	2	1	1	1	2
Repurchase of common shares of beneficial interest	-	-	-	-	16	98	91	11	-	37	57	88	28	-
Net cash (used in) provided by financing activities	-	-	-	-	-	-	-	1,980	3,734	-703	1,728	136	-1,149	1,399
Net increase in cash	-	-	-	-	-	-	-	-18	44	-46	1	53	169	57
Income taxes	-	-	-	-	-	-	-	-	-	-	-	-6	7	8
Interest	-	-	-	-	-	-	-	-	-	-	-	369	718	712
Retention Of Subordinate Mortgage Backed Securities In Loan Securitization	-	-	-	-	-	-	-	-	-	-	-	23	-	64
Recognition Of Loans At Fair Value Resulting From Initial Consolidation Of Variable Interest Entity	-	-	-	-	-	-	-	-	-	-	-	-	-	848
Real Estate Owned, Transfer to Real Estate Owned	-	-	-	-	-	-	-	-	-	-	-	-	1	-
Receipt of mortgage servicing rights as proceeds from sales of loans	-	-	-	-	-	-	-	-	-	-	-	670	-293	-219
Unsettled purchase of mortgage servicing rights	-	-	-	-	-	-	-	-	-	-	-	-	2	0
Exchange Of Mortgage Servicing Spread Interest Only Stripped Mortgage Backed Securities And Interest Receivable	-	-	-	-	-	-	-	-	-	-	-	-	-	130
Recognition of asset-backed financings resulting from initial consolidation of VIEs	-	-	-	-	-	-	-	-	-	-	-	-	-	783