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PennyMac Mortgage Investment Trust PMT Derivative And Credit Risk Transfer Strip Liabilities
Derivative And Credit Risk Transfer Strip Liabilities at other companies
Other financials
Where this comes from
Reported directly by PennyMac Mortgage Investment Trust in its filing.
Tagged under the XBRL concept pmt:DerivativeAndCreditRiskTransferStripLiabilities.
The source filing: PennyMac Mortgage Investment Trust’s 10-Q, filed May 5, 2026.
- Filed
- May 5, 2026, 4:34 PM EDT
- Fiscal quarter
- Q1 FY2032
- Calendar quarter
- Q1 2032
- Accession
- 0001193125-26-206572
| Line item | March 31, 2026 | December 31, 2025 |
|---|---|---|
| Derivative assets with nonaffiliates | $50,766 | $49,696 |
| Derivative assets with PennyMac Financial Services, Inc. | $3,823 | $6,247 |
| Derivative liabilities with nonaffiliates | $17,267 | $933 |
| Credit risk transfer strip liabilities | 4,062 | 5,999 |
| $21,329 | $6,932 | |
| Derivative liabilities with PennyMac Financial Services, Inc. | $5,886 | $2,257 |
Item 1. Financial Statements
FAQ
- What is PennyMac Mortgage Investment Trust's derivative and credit risk transfer strip liabilities?
- PennyMac Mortgage Investment Trust (PMT) reported derivative and credit risk transfer strip liabilities of $21.33M in Q1 2026.
- How has PennyMac Mortgage Investment Trust's derivative and credit risk transfer strip liabilities changed year-over-year?
- PennyMac Mortgage Investment Trust's derivative and credit risk transfer strip liabilities increased by 18.9% year-over-year, from $17.94M to $21.33M.
- What is the long-term trend for PennyMac Mortgage Investment Trust's derivative and credit risk transfer strip liabilities?
- Over 5 years (2020 to 2025), PennyMac Mortgage Investment Trust's derivative and credit risk transfer strip liabilities has grown at a -51.7% compound annual growth rate (CAGR), from $263.47M to $6.93M.
- What does derivative and credit risk transfer strip liabilities mean?
- Liabilities arising from derivative contracts and credit risk transfer (CRT) agreements used to hedge interest rate risk or transfer credit exposure to third parties. These represent the fair value of the company's net obligations under these complex financial instruments. They are essential for managing the firm's exposure to market volatility and credit losses.
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