{"schema_version":"secwatch.filing_event.v1","accession":"0001193125-26-324102","form_type":"8-K","ticker":"PMT","cik":"0001464423","company_name":"PennyMac Mortgage Investment Trust","filed_at":"2026-07-29T20:43:48+00:00","discovered_at":"2026-07-29T20:45:00.703034+00:00","generated_at":"2026-07-29T20:45:07.794294+00:00","sec_items":["2.02","9.01"],"event_type":"earnings","sentiment":"neutral","materiality_score":0.75,"calibrated_materiality_score":0.75,"confidence":"high","headline":"PMT Q2 net income $20M ($0.23/diluted); shifts from MSRs to credit investments","bullets":["Net income attributable to common shareholders of $20M, or $0.23 per diluted share; net investment income $73M.","Book value per share $14.83, down 1% Q/Q; dividend maintained at $0.40 per common share.","Agreed to sell $13B UPB of low-coupon Agency MSRs; stopped acquiring Agency-eligible conventional loans in June.","Closed six securitizations totaling $2.2B UPB, generating $120M net new non-Agency subordinate bond investments.","Credit Sensitive Strategies segment ROE 11%; Interest Rate Sensitive ROE 3%; Aggregation & Securitization ROE 21%."],"urls":{"canonical":"https://secwatch.observer/filing/0001193125-26-324102","json":"https://secwatch.observer/filing/0001193125-26-324102.json","markdown":"https://secwatch.observer/filing/0001193125-26-324102.md","text":"https://secwatch.observer/filing/0001193125-26-324102.txt","edgar_index":"https://www.sec.gov/Archives/edgar/data/1464423/000119312526324102/0001193125-26-324102-index.htm","edgar_primary_document":"https://www.sec.gov/Archives/edgar/data/1464423/000119312526324102/d25774d8k.htm"},"model":{"generated_by":"deepseek-v4-flash:cloud@v2","generated_at":"2026-07-29T20:45:07.794294+00:00"},"review":{"review_status":"machine_generated","human_reviewed":false,"corrected":false,"correction_note":null,"correction_timestamp":null,"superseded_by":null,"related_filings":[]},"source_grounded_claims":[],"license":"Source filings: public domain (SEC EDGAR). Summaries (headline + bullets): CC-BY-4.0; attribute https://secwatch.observer"}