Derivative assets
PennyMac Mortgage Investment Trust Derivative assets increased by 15.0% to $51.93M in Q2 2025 compared to the prior quarter. Year-over-year, this metric declined by 42.8%, from $90.75M to $51.93M. Over 4 years (FY 2020 to FY 2024), Derivative assets shows a downward trend with a -23.3% CAGR. This is a positive signal — higher values indicate stronger performance for this metric.
Analysis
How to read this metric
An increase suggests that the company's hedging strategies are effectively capturing market gains or that market conditions have moved in favor of the company's positions.
Detailed definition
This represents the aggregate fair value of all derivative financial instruments that are currently in a net gain positi...
Peer comparison
Standardized metric for companies with active treasury and risk management departments.
fin_derivative_assetsHistorical Data
| Q3 '21 | Q4 '21 | Q1 '22 | Q2 '22 | Q3 '22 | Q4 '22 | Q1 '23 | Q2 '23 | Q3 '23 | Q4 '23 | Q1 '24 | Q2 '24 | Q3 '24 | Q4 '24 | Q1 '25 | Q2 '25 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Value | $97.69M | $34.24M | $77.82M | $17.37M | $74.66M | $84.94M | $89.29M | $29.01M | $29.75M | $177.98M | $62.73M | $90.75M | $81.84M | $56.84M | $45.16M | $51.93M |
| QoQ Change | — | -65.0% | +127.3% | -77.7% | +329.8% | +13.8% | +5.1% | -67.5% | +2.5% | +498.3% | -64.8% | +44.7% | -9.8% | -30.6% | -20.5% | +15.0% |
| YoY Change | — | — | — | — | -23.6% | +148.1% | +14.7% | +67.0% | -60.2% | +109.5% | -29.7% | +212.8% | +175.1% | -68.1% | -28.0% | -42.8% |
Derivative assets at Other Companies
Frequently Asked Questions
- What is PennyMac Mortgage Investment Trust's derivative assets?
- PennyMac Mortgage Investment Trust (PMT) reported derivative assets of $51.93M in Q2 2025.
- How has PennyMac Mortgage Investment Trust's derivative assets changed year-over-year?
- PennyMac Mortgage Investment Trust's derivative assets decreased by 42.8% year-over-year, from $90.75M to $51.93M.
- What is the long-term trend for PennyMac Mortgage Investment Trust's derivative assets?
- Over 4 years (2020 to 2024), PennyMac Mortgage Investment Trust's derivative assets has grown at a -23.3% compound annual growth rate (CAGR), from $164.32M to $56.84M.
- What does derivative assets mean?
- The total value the company would receive if it closed out all its derivative contracts that are currently making money.