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PennyMac Mortgage Investment Trust

For the period ended Oct 26, 2026. Filed Oct 29, 2026.

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About this filing

A notice of a major event between regular reports, such as results, a deal or a change of executives. It is often the first formal record of the news.

Oct 26, 2026 · Filed Oct 29, 2026

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PMT$7.85-4.6%Stored close · as of Nov 6, 2026
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EX-99.1 · Aggregation and Securitization Segment

Aggregation and Securitization Segment

The table below highlights the financial performance in the aggregation and securitization segment:

($ in millions)3Q262Q263Q25Q/QY/Y
Correspondent production volume (UPB)
Conventional conforming521,3712,786(96)%(98)%
Jumbo747918557(19)%34%
Non-QM400276045%N/M
Total1,1992,5653,343(53)%(64)%
UPB of loans acquired from PFSI production2,0782,2241,296(7)%60%
Total UPB of loans acquired3,2764,7894,639(32)%(29)%
Profitability
Total income contribution2119(81)%(77)%
Weighted average equity allocated178215176(17)%2%
Annualized ROE5%21%21%(16)%(16)%

PMT purchased a total of $1.2 billion in UPB of conventional conforming and nonconforming loans through its purchase agreement that PFSI acquired from correspondent sellers, down 53% from the prior quarter. PMT also acquired $2.1 billion in UPB of loans from PFSI’s production for inclusion in private label securitizations, down slightly from $2.2 billion in the prior quarter.

Pretax income for the segment was $2 million in the third quarter, down from $11 million in the prior quarter.

Segment revenues were $16 million and included net gains on loans acquired for sale of $5 million, net interest income of $10 million, and other income of $1 million. Net gains on loans acquired for sale declined from the prior quarter primarily due to the impact of spread widening on jumbo andnon-QM loans during aggregation for securitization and lower volumes. Interest income was $47 million, up from $43 million in the prior quarter, and interest expense was $37 million, also up from the prior quarter.

Segment expenses were $14 million, down from $17 million in the prior quarter.

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The text of this filing, as the company filed it with the SEC, without its images or exhibits. This is not investment advice.