{"schema_version":"secwatch.filing_event.v1","accession":"0001564590-23-001403","form_type":"8-K","ticker":"PMT","cik":"0001464423","company_name":"PennyMac Mortgage Investment Trust","filed_at":"2023-02-02T23:59:59+00:00","discovered_at":"2026-05-14T18:03:45.097699+00:00","generated_at":"2026-06-20T02:10:38.412580+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 Q4 net loss of $5.8M, full-year loss of $115.1M; book value down to $15.78","bullets":["Net loss attributable to common shareholders of $5.8M ($0.07 diluted EPS) vs net income of $1.5M in Q3 2022.","Full-year 2022 net loss of $115.1M ($1.26 diluted EPS) vs net income of $26.0M in 2021.","Book value per common share declined to $15.78 from $16.18 at September 30, 2022.","Repurchased 1.2M common shares at avg $11.80 in Q4; additional 22k shares through Jan 31 at $12.63.","Chairman cites fair value declines offsetting solid performance; credit markets improved early 2023."],"urls":{"canonical":"https://secwatch.observer/filing/0001564590-23-001403","json":"https://secwatch.observer/filing/0001564590-23-001403.json","markdown":"https://secwatch.observer/filing/0001564590-23-001403.md","text":"https://secwatch.observer/filing/0001564590-23-001403.txt","edgar_index":"https://www.sec.gov/Archives/edgar/data/1464423/000156459023001403/0001564590-23-001403-index.htm","edgar_primary_document":"https://www.sec.gov/Archives/edgar/data/1464423/000156459023001403/pmt-8k_20230202.htm"},"model":{"generated_by":"deepseek-v4-flash:cloud@v2","generated_at":"2026-06-20T02:10:38.412580+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":[{"claim_id":"30eccdbd7e8ccfbf68615544f7433dcb1ab45fcf","claim":"PennyMac Mortgage Investment Trust reported the fourth quarter of 2022 results: revenue $49.4 million, net income net loss attributable to common shareholders of $5.8 million, EPS $(0.07) per common share on a diluted basis.","evidence_excerpt":"PennyMac Mortgage Investment Trust (NYSE: PMT) today reported a net loss attributable to common shareholders of $5.8 million, or $(0.07) per common share on a diluted basis for the fourth quarter of 2022, on net investment income of $49.4 million.","evidence_source":"SEC 8-K Item 2.02","evidence_url":"https://www.sec.gov/Archives/edgar/data/1464423/000156459023001403/0001564590-23-001403-index.htm","confidence":1.0,"family_label":"Earnings Releases","details":[{"label":"Period","value":"the fourth quarter of 2022"},{"label":"Revenue","value":"$49.4 million"},{"label":"Net income","value":"net loss attributable to common shareholders of $5.8 million"},{"label":"EPS","value":"$(0.07) per common share on a diluted basis"},{"label":"Result","value":"reported results"}],"fact_type":"earnings_release"},{"claim_id":"3ace92063810bc2179229266499b3c0ccadd2a80","claim":"PennyMac Mortgage Investment Trust reported Full-Year 2022 results: revenue $303.8 million, net income Net loss attributable to common shareholders of $115.1 million, EPS diluted earnings per common share of $(1.26).","evidence_excerpt":"common shareholders of $26.0 million in 2021; diluted earnings per common share of $(1.26) versus $0.26 in 2021 • Dividends of $1.81 per common share • Net investment income of $303.8 million, down from $420.3 million in 2021 • Return on average common equity of (7.2)% 1 “PMT reported a net loss in the fourth quarter as solid performance excluding the impacts of fair","evidence_source":"SEC 8-K Item 2.02","evidence_url":"https://www.sec.gov/Archives/edgar/data/1464423/000156459023001403/0001564590-23-001403-index.htm","confidence":1.0,"family_label":"Earnings Releases","details":[{"label":"Period","value":"Full-Year 2022"},{"label":"Revenue","value":"$303.8 million"},{"label":"Net income","value":"Net loss attributable to common shareholders of $115.1 million"},{"label":"EPS","value":"diluted earnings per common share of $(1.26)"},{"label":"Result","value":"reported results"}],"fact_type":"earnings_release"}],"license":"Source filings: public domain (SEC EDGAR). Summaries (headline + bullets): CC-BY-4.0; attribute https://secwatch.observer"}