{"schema_version":"secwatch.filing_event.v1","accession":"0001564590-21-054577","form_type":"8-K","ticker":"PMT","cik":"0001464423","company_name":"PennyMac Mortgage Investment Trust","filed_at":"2021-11-04T23:59:59+00:00","discovered_at":"2026-05-14T18:04:12.650214+00:00","generated_at":"2026-06-28T12:50:10.467644+00:00","sec_items":["2.02","9.01"],"event_type":"earnings","sentiment":"negative","materiality_score":0.75,"calibrated_materiality_score":0.75,"confidence":"high","headline":"PMT reports Q3 net loss of $43.9M; book value down to $19.79","bullets":["Net loss attributable to common shareholders of $43.9M ($0.45 diluted loss), vs net income of $31.9M in Q2.","Book value per common share fell to $19.79 from $20.77 at June 30, 2021.","Interest Rate Sensitive Strategies segment pretax loss of $116.8M, driven by $62.8M MSR fair value decline and hedging losses.","Credit Sensitive Strategies pretax income of $60.7M, led by $73.9M net gain on CRT investments.","Conventional correspondent production $28.6B UPB, down 6% QoQ; raised $250M from preferred share offering."],"urls":{"canonical":"https://secwatch.observer/filing/0001564590-21-054577","json":"https://secwatch.observer/filing/0001564590-21-054577.json","markdown":"https://secwatch.observer/filing/0001564590-21-054577.md","text":"https://secwatch.observer/filing/0001564590-21-054577.txt","edgar_index":"https://www.sec.gov/Archives/edgar/data/1464423/000156459021054577/0001564590-21-054577-index.htm","edgar_primary_document":"https://www.sec.gov/Archives/edgar/data/1464423/000156459021054577/pmt-8k_20211104.htm"},"model":{"generated_by":"deepseek-v4-flash:cloud@v2","generated_at":"2026-06-28T12:50:10.467644+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"}