The list of rules for immutable classes at the beginning of this item says that no methods may modify the object and that all its fields must be final. In fact these rules are a bit stronger than necessary and can be relaxed to improve performance. In truth, no method may produce an externally visible change in the object’s state. However, some immutable classes have one or more nonfinal fields in which they cache the results of expensive computations the first time they are needed. If the same value is requested again, the cached value is returned, saving the cost of recalculation.
There's a caveat: if you go just a bit further with this, it's possible that usage of internal mutable fields makes the class not thread-safe, as is the case with DateFormat.