Non-Current Liabilities
Derivative And Credit Risk Transfer Strip Liabilities
PennyMac Mortgage Investment Trust Derivative And Credit Risk Transfer Strip Liabilities increased by 207.7% to $21.33M in Q1 2026 compared to the prior quarter. Year-over-year, this metric grew by 18.9%, from $17.94M to $21.33M. Over 5 years (FY 2020 to FY 2025), Derivative And Credit Risk Transfer Strip Liabilities shows a downward trend with a -51.7% CAGR.
Analysis
StatementBalance Sheet Statement
SectionNon-Current Liabilities
CategoryRisk
SignalContext dependent
VolatilityVolatile
First reportedQ4 2019
Last reportedQ1 2026May 5, 2026
How to read this metric
An increase indicates higher hedging activity or increased exposure to credit risk transfer obligations, which may be defensive or speculative.
Detailed definition
Liabilities arising from derivative contracts and credit risk transfer (CRT) agreements used to hedge interest rate risk...
Peer comparison
Common in sophisticated mortgage finance firms; peers use these to manage balance sheet sensitivity to market shifts.
Metric ID:
non_current_liabilities_derivative_and_credit_risk_trans_2b4fcbHistorical Data
20 periods
| Q2 '21 | 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 | Q3 '25 | Q4 '25 | Q1 '26 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Value | $86.68M | $68.19M | $42.21M | $129.35M | $278.50M | $351.38M | $167.23M | $138.47M | $98.04M | $140.49M | $51.38M | $18.75M | $18.89M | $16.15M | $7.35M | $17.94M | $13.47M | $10.41M | $6.93M | $21.33M |
| QoQ Change | — | -21.3% | -38.1% | +206.5% | +115.3% | +26.2% | -52.4% | -17.2% | -29.2% | +43.3% | -63.4% | -63.5% | +0.8% | -14.5% | -54.5% | +144.1% | -24.9% | -22.8% | -33.4% | +207.7% |
| YoY Change | — | — | — | — | +221.3% | +415.3% | +296.2% | +7.0% | -64.8% | -60.0% | -69.3% | -86.5% | -80.7% | -88.5% | -85.7% | -4.3% | -28.7% | -35.6% | -5.7% | +18.9% |
Range$6.93M – $351.38M
CAGR-25.6%
Avg YoY Growth+21.8%
Median YoY Growth-32.1%
Derivative And Credit Risk Transfer Strip Liabilities at Other Companies
Frequently Asked Questions
- 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?
- Long-term liabilities from hedging and credit risk transfer contracts.