{"schema_version":"secwatch.filing_event.v1","accession":"0001564590-22-027496","form_type":"8-K","ticker":"PMT","cik":"0001464423","company_name":"PennyMac Mortgage Investment Trust","filed_at":"2022-08-02T23:59:59+00:00","discovered_at":"2026-05-14T18:03:55.833944+00:00","generated_at":"2026-06-24T05:51:05.800538+00:00","sec_items":["2.02","9.01"],"event_type":"earnings","sentiment":"negative","materiality_score":0.8,"calibrated_materiality_score":0.8,"confidence":"high","headline":"PMT reports Q2 net loss of $81.2M, diluted EPS -$0.88; book value per share falls to $16.59","bullets":["Net loss attributable to common shareholders of $81.2M in Q2 2022, compared to net loss of $29.6M in Q1.","Diluted EPS loss of $0.88; net investment income of $21.5M.","Book value per common share decreased to $16.59 from $17.87 in prior quarter.","Pre-tax loss of $39.9M driven by $230.6M fair value losses on investments, partially offset by $217.3M net loan servicing fees.","Recorded $30.9M tax provision primarily from fair value gains on MSRs in taxable REIT subsidiary."],"urls":{"canonical":"https://secwatch.observer/filing/0001564590-22-027496","json":"https://secwatch.observer/filing/0001564590-22-027496.json","markdown":"https://secwatch.observer/filing/0001564590-22-027496.md","text":"https://secwatch.observer/filing/0001564590-22-027496.txt","edgar_index":"https://www.sec.gov/Archives/edgar/data/1464423/000156459022027496/0001564590-22-027496-index.htm","edgar_primary_document":"https://www.sec.gov/Archives/edgar/data/1464423/000156459022027496/pmt-8k_20220802.htm"},"model":{"generated_by":"deepseek-v4-flash:cloud@v2","generated_at":"2026-06-24T05:51:05.800538+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"}