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ONITY GROUP INC. (OCN)·Q4 2023 Earnings Summary

Executive Summary

  • Q4 2023 GAAP net loss was $47.0M; adjusted pre-tax income was $11.0M, marking another sequential improvement driven by Servicing performance .
  • Operating efficiency and special servicing enabled accretive asset management transactions; management increased MSR hedge coverage to 100% to mitigate earnings volatility from rates .
  • Liquidity ended at $242.0M (+10% YoY); book value per share was $52.00, and the Board approved up to $40.0M of senior secured note repurchases in 2024, following $15.0M retired in 2023 .
  • No formal quantitative guidance was issued; management’s 2024 focus is sustaining cost improvements, disciplined MSR investing with optimized hedging, and improving ROE—key narrative drivers for stock reaction .

What Went Well and What Went Wrong

What Went Well

  • Sequential improvement in adjusted pre-tax income to $11.0M, with Servicing segment strength the primary driver .
  • Cost discipline and operating excellence: GAAP operating expenses down >$120M (-23%) YoY; management highlighted “industry-leading servicing cost” and special servicing capabilities .
  • Active liability management and liquidity: $242.0M liquidity; $15.0M debt retired in 2023; authorization to retire up to $40.0M more in 2024 .

Selected management quotes:

  • “We delivered another sequential quarter increase in adjusted pre-tax income, driven by our servicing segment” .
  • “Our industry-leading servicing cost and operating performance… positioned us to execute on opportunistic asset management transactions that were accretive to earnings” .
  • “We increased our target MSR hedge coverage ratio throughout the year, currently at 100%” .

What Went Wrong

  • GAAP earnings volatility from MSR valuation and hedging: full-year MSR valuation adjustments were a loss of $232.2M, including hedging derivative losses, reflecting rate volatility and hedge costs in an inverted curve environment .
  • Higher pledged MSR liability expense (+$41.4M YoY) due to ESS servicing spread remittance, pressuring Other expense .
  • Originations volume pressure amid elevated mortgage rates; management noted competitive MSR market and maintained discipline on yield thresholds .

Financial Results

Quarterly comparison (oldest → newest):

MetricQ2 2023Q3 2023Q4 2023
Total Revenue ($USD Millions)$272.0 $255.5 $311.2
Net Income ($USD Millions)$15.0 $8.5 $(47.0)
Diluted EPS ($USD)$1.95 $1.05 $(6.00)
Adjusted Pre-tax Income ($USD Millions)$23.0 $10.0 $11.0
Net Income Margin (%)5.5% (calc from 15.0/272.0) 3.3% (calc from 8.5/255.5) -15.1% (calc from -47.0/311.2)

Notes:

  • Net income margin is calculated from cited revenue and net income figures.

Key balance sheet/liquidity KPIs:

KPIQ2 2023Q3 2023Q4 2023
Liquidity ($USD Millions)$233.0 $242.0
Total Servicing & Subservicing UPB (End of Period, $USD Billions)$289.0 (servicing UPB) $296.0 (servicing UPB) $288.4 (total servicing & subservicing UPB)
Subservicing UPB ($USD Billions)$158.0 $167.0

Non-GAAP “Notables” (earnings bridge perspective):

Metric ($USD Millions)Q2 2023Q3 2023Q4 2023
Total MSR Valuation Adj. due to rates/assumptions (net)$(33) $0 $(51)
Total Other Notables (Expense + Other)$27 $0 $(5)
Adjusted Pre-tax Income$23 $10 $11

Guidance Changes

MetricPeriodPrevious GuidanceCurrent GuidanceChange
Earnings/RevenueFY 2024None providedNone providedMaintained: No formal quantitative guidance
MSR Hedge Coverage RatioOngoingLower target (not specified)100% target coverageRaised/optimized hedging strategy
Senior Secured Notes RepurchasesFY 2024NoneUp to $40.0M authorizedNew authorization
Liquidity FocusFY 2024OngoingMaintain strong liquidity to support hedge strategyEmphasized

Earnings Call Themes & Trends

TopicQ2 2023 (Prior-2)Q3 2023 (Prior-1)Q4 2023 (Current)Trend
Hedging strategyManaging MSR risk; accretive reverse asset transaction; strategy resilient Continued discipline; extended MAV; renewed Rithm subservicing Increased hedge coverage to 100% to protect book value amid anticipated rate declines More defensive hedging posture
Cost reductionOperating costs improving; CFPB matter resolved, normalization expected Annualized cost reduction of $137M vs Q2’22 Operating expenses down >$120M YoY in FY; continued focus in 2024 Sustained efficiency
MSR capital partners/MAVMAV added ~$9B net YTD; capital-light growth MAV investment period extended to May 2025; portfolio $89B Increased partners from 3 to 5; disciplined MSR investing Expanded platform
Subservicing growthAdded $118B subservicing in last 24 months; targeting $15–$25B adds Q2’23–Q1’24 Renewed Rithm subservicing through Dec 2024 Entered 2024 with boarding commitments ~1.5x 2023 additions Pipeline accelerating
Originations mixHigher-margin products increased to 42% of owned MSR originations Maintained mix; grew to $3B higher-margin additions Mix of higher-margin products rose to 39% in 2023; disciplined on yields Structural mix improvement
Regulatory/legalFavorable CFPB ruling stands; case closed Continued risk/compliance focus Ongoing compliance emphasis; note risk disclosures in 8-K and 10-K Stable/legal overhang reduced

Management Commentary

  • “Originations delivered year-over-year growth in average total servicing and subservicing UPB and responded to depressed industry volume levels by reducing expenses and increasing the volume mix of higher-margin products” .
  • “We continue to optimize our hedging strategy” with MSR hedge coverage at 100% to address rate volatility impacts on GAAP earnings .
  • 2024 priorities: “sustaining performance improvements… continued focus on cost improvement, disciplined MSR investing with optimized hedge coverage and maintaining a prudent risk and compliance management approach… improving return on equity and capital ratios” .

Q&A Highlights

  • Hedge strategy and ROE: Management emphasized optimizing hedge coverage (100%) and improving ROE via cost actions, capital ratios, and disciplined MSR investing .
  • Subservicing pipeline: Entering 2024 with boarding commitments ~1.5x 2023 additions, highlighting servicing growth visibility .
  • Originations competitiveness: Volume down ~27% vs industry down ~32%; management remains disciplined on MSR yields despite what they view as aggressive market MSR valuations .
  • Cost leadership: Detailed remarks on servicing cost per UPB vs peers, enabled by process improvement and technology investments .

Estimates Context

  • S&P Global consensus EPS and revenue estimates were unavailable due to a temporary Capital IQ mapping issue for OCN; therefore, formal comparisons to S&P Global consensus cannot be provided at this time.
  • As a result, any analyst estimate references are omitted; investors should assume estimate revisions will focus on Servicing durability, hedge strategy implications for GAAP volatility, and 2024 ROE trajectory (once consensus data is accessible via S&P Global).

Key Takeaways for Investors

  • Servicing-led resilience: Sequential adjusted pre-tax gains and a robust subservicing pipeline position 2024 earnings durability even as originations remain rate-sensitive .
  • Hedging reset: 100% MSR hedge coverage aims to stabilize book value and mitigate downside from rate declines; near-term GAAP may still reflect hedge costs in an inverted curve .
  • Cost discipline: Sustained operating expense reductions (>$120M YoY) bolster competitiveness; continued efficiency is a core 2024 pillar .
  • Liability management: Liquidity at $242.0M and incremental authorization to retire up to $40.0M notes in 2024 provide flexibility and potential value accretion .
  • Watch pledged MSR/ESS dynamics: Elevated pledged MSR expense and ESS servicing spread remittances can pressure Other expense; derecognition of certain Rithm MSRs may improve presentation going forward .
  • Narrative drivers: Execution on subservicing boardings, maintaining yield discipline in MSR acquisitions, and ROE improvement are likely catalysts for the stock.
  • Data gap: Revisit estimate comparisons when S&P Global consensus mapping is restored to quantify potential beats/misses and update 2024 expectations.

Sources and documents read:

  • Q4 2023 Form 8-K press release (Exhibit 99.1) including condensed financials, Notables, liquidity and management commentary .
  • FY 2023 10-K (operational detail, MSR valuation components, hedging, pledged MSR expense, segment presentation) .
  • Q3 2023 Form 8-K press release (quarterly financials, Notables, portfolio updates) .
  • Q2 2023 Form 8-K press release (quarterly financials, Notables, portfolio updates, CFPB resolution) .
  • Q4 2023 earnings call transcript (external sources due to internal retrieval error): Seeking Alpha, MarketScreener, Yahoo Finance .
  • Company press release page (duplicate of Exhibit 99.1) .