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TFS Financial TFSL Interest Rate Hedge Reclassification (Next 12 Months)

Interest Rate Hedge Reclassification (Next 12 Months) at other companies

TFS Financial logo
TFS FinancialTFSL
$9.11M-60.0%
General Mills logo
General MillsGIS
$100K+125%
Raymond James Financial logo
Raymond James FinancialRJF
-$6M+50.0%
General Mills logo
General MillsGIS
$2.1M-79.6%
GATX logo
GATXGATX
$5.3M+430%
Medline, Inc.
 logo
Medline, Inc. MDLN
$31M+265%

Other financials

Income statement

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Revenue$85.2M+7.7%
Net income$23.2M+10.6%
EPS (diluted)$0.08+14.3%

Balance sheet

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Cash & equivalents$437.3M-5.7%
Total debt$1.7B+61.1%
Total equity$1.9B+1.4%
Total assets$17.5B+2.2%

Cash flow

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Operating cash flow$17.6M-16.9%
CapEx$4.2M-38.9%
Free cash flow$13.4M-6.2%

Valuation

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Market cap$4.6B+13.3%
Enterprise value$5.84B+27.7%
P/E49.5×-0.3×
P/S13.7×+0.3×

Profitability

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Net margin27.6%+0.9pp
FCF margin52%

Returns & leverage

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Return on equity4.9%+0.6pp
Debt / equity0.9×+0.3×

Where this comes from

Reported directly by TFS Financial in its filing.

Tagged under the XBRL concept us-gaap:InterestRateCashFlowHedgeGainLossToBeReclassifiedDuringNext12MonthsNet.

The official record: TFS Financial’s 10-Q, filed May 7, 2026, on SEC EDGAR. View the filing →

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Questions, answered.

What is TFS Financial's interest rate hedge reclassification (next 12 months)?
TFS Financial (TFSL) reported interest rate hedge reclassification (next 12 months) of $9.11M in Q1 2026.
How has TFS Financial's interest rate hedge reclassification (next 12 months) changed year-over-year?
TFS Financial's interest rate hedge reclassification (next 12 months) decreased by 60.0% year-over-year, from $22.79M to $9.11M.
What is the long-term trend for TFS Financial's interest rate hedge reclassification (next 12 months)?
Over 5 years (2020 to 2025), TFS Financial's interest rate hedge reclassification (next 12 months) has grown at a -27.6% compound annual growth rate (CAGR), from $44.16M to $8.76M.
What does interest rate hedge reclassification (next 12 months) mean?
This represents the net amount of gains or losses on interest rate cash flow hedges expected to be reclassified from accumulated other comprehensive income into the income statement within the next year. It helps investors forecast the impact of derivative hedging activities on future net interest income.