{"schema_version":"secwatch.filing_event.v1","accession":"0001564590-22-003831","form_type":"8-K","ticker":"PMT","cik":"0001464423","company_name":"PennyMac Mortgage Investment Trust","filed_at":"2022-02-03T23:59:59+00:00","discovered_at":"2026-05-14T18:04:06.560697+00:00","generated_at":"2026-06-27T11:38:59.416900+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 Q4 net loss $27.3M (-$0.28/sh); book value falls to $19.05","bullets":["Q4 net loss attributable to common shareholders $27.3M, or -$0.28 diluted EPS; prior quarter net loss was $43.9M.","Book value per common share dropped to $19.05 at Dec 31 from $19.79 at Sep 30; pro forma $18.60 after accounting change.","Conventional correspondent loan production fell 40% QoQ to $17.2B UPB due to GSE and other competition.","Interest Rate Sensitive Strategies segment recorded a $43.2M pretax loss, driven by $84.0M MSR fair value decline.","Chairman expects near-term headwinds but sees opportunities in CRT and private-label securitization as rates rise."],"urls":{"canonical":"https://secwatch.observer/filing/0001564590-22-003831","json":"https://secwatch.observer/filing/0001564590-22-003831.json","markdown":"https://secwatch.observer/filing/0001564590-22-003831.md","text":"https://secwatch.observer/filing/0001564590-22-003831.txt","edgar_index":"https://www.sec.gov/Archives/edgar/data/1464423/000156459022003831/0001564590-22-003831-index.htm","edgar_primary_document":"https://www.sec.gov/Archives/edgar/data/1464423/000156459022003831/pmt-8k_20220203.htm"},"model":{"generated_by":"deepseek-v4-flash:cloud@v2","generated_at":"2026-06-27T11:38:59.416900+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"}