v3.26.1
Derivative Financial Instruments
3 Months Ended
Mar. 31, 2026
Derivative Financial Instruments  
Derivative Financial Instruments

Note 10—Derivative Financial Instruments

The Company holds and issues derivative financial instruments in connection with its operating and investing activities. Derivative financial instruments are created in the Company’s loan production activities and when the Company enters into derivative transactions as part of its interest rate risk management activities. Derivative financial instruments created in the Company’s loan production activities are IRLCs that are created when the Company commits to purchase or originate a loan for sale.

The Company engages in interest rate risk management activities in an effort to moderate the effect of changes in market interest rates on the fair value of certain of its assets. To manage this fair value risk resulting from interest rate risk, the Company uses derivative financial instruments acquired with the intention of reducing the risk that changes in market interest rates will result in unfavorable changes in the fair value of the Company’s IRLCs, inventory of loans held for sale and its MSRs.

The Company does not designate and qualify any of its derivatives for hedge accounting. The Company records all derivative financial instruments at fair value and records changes in fair value in current period income.

The Company has elected to present net derivative asset and liability positions, and cash collateral obtained from or posted to its counterparties when subject to a master netting arrangement that is legally enforceable on all counterparties in the event of default. The derivatives that are not subject to a master netting arrangement are IRLCs.

Derivative Notional Amounts and Fair Value of Derivatives

The Company had the following derivative financial instruments recorded on its consolidated balance sheets:

March 31, 2026

December 31, 2025

Fair value

Fair value

Notional

Derivative

Derivative

Notional

Derivative

Derivative

Derivative instrument

  ​ ​ ​

amount (1)

  ​ ​ ​

assets

  ​ ​ ​

liabilities

  ​ ​ ​

amount (1)

  ​ ​ ​

assets

  ​ ​ ​

liabilities

(in thousands)

Non-affiliates:

Not subject to master netting arrangements:

Interest rate lock commitments

16,241,426

$

138,031

$

35,368

13,474,638

$

131,536

$

4,260

Subject to master netting arrangements (2):

Forward purchase contracts

20,029,168

24,588

67,863

14,311,234

49,499

2,845

Forward sales contracts

31,244,365

165,645

42,663

22,291,811

16,399

47,692

MBS put options

500,000

4,840

Put options on interest rate futures purchase contracts

8,975,000

41,688

12,625,000

22,769

Call options on interest rate futures purchase contracts

9,600,000

9,414

7,750,000

2,086

Total return swap

39,998

119

39,998

8

Treasury futures purchase contracts

24,242,000

11,841,400

Treasury futures sale contracts

20,027,000

8,607,100

Total derivatives before netting

384,325

145,894

222,297

54,797

Netting

(107,616)

(79,065)

(36,779)

(45,238)

$

276,709

$

66,829

$

185,518

$

9,559

PennyMac Mortgage Investment Trust:

Interest rate lock commitments not subject to master netting arrangements

1,338,161

5,886

2,613

1,207,859

2,257

4,605

Forward sales contracts subject to master netting arrangements (2)

92,618

15

1,225

250,638

142

1,784

Total derivatives before netting

5,901

3,838

2,399

6,389

Netting

(15)

(15)

(142)

(142)

$

5,886

$

3,823

$

2,257

$

6,247

Deposits (received from) placed with derivative counterparties included in the derivative balances above, net

$

(28,551)

$

8,459

(1)Notional amounts provide an indication of the volume of the Company’s derivative activity.
(2)All derivatives subject to master netting agreements are interest rate derivatives that are used as economic hedges.

Derivative Assets, Financial Instruments, and Cash Collateral Held by Counterparty

The following table summarizes by significant counterparty the amount of derivative asset positions after considering master netting arrangements and financial instruments or cash pledged that do not meet the accounting guidance to qualify for setoff accounting.

March 31, 2026

December 31, 2025

Gross amount not 

Gross amount not

offset in the

offset in the

consolidated 

consolidated 

Net amount

balance sheet

Net amount

balance sheet

of assets in the

Cash

of assets in the

Cash

consolidated

Financial

collateral

Net

consolidated

Financial

collateral

Net

Counterparty

  ​ ​

balance sheet

  ​ ​

instruments

  ​ ​

received

  ​ ​

amount

  ​ ​

balance sheet

  ​ ​

instruments

  ​ ​

received

  ​ ​

amount

(in thousands)

Non-affiliates:

Interest rate lock commitments

$

138,031

$

$

$

138,031

$

131,536

$

$

$

131,536

RJ O' Brien

51,102

51,102

24,855

24,855

Morgan Stanley Bank, N.A.

44,316

44,316

10,673

10,673

Goldman Sachs

15,291

15,291

1,769

1,769

Santander US Capital Markets LLC

7,371

7,371

1,723

1,723

Bank of America, N.A.

5,039

5,039

Ellington Management

4,665

4,665

Federal National Mortgage Association

2,261

2,261

Barclays Capital

3,919

3,919

Bank of Montreal

2,676

2,676

Others

8,633

8,633

8,367

8,367

$

276,709

$

$

$

276,709

$

185,518

$

$

$

185,518

PennyMac Mortgage Investment Trust

$

5,886

$

$

$

5,886

$

2,257

$

$

$

2,257

Derivative Liabilities, Financial Instruments and Collateral Held by Counterparty

The following table summarizes by significant counterparty the amount of derivative liabilities and assets sold under agreements to repurchase after considering master netting arrangements and financial instruments or cash pledged that do not meet the accounting guidance to qualify for setoff accounting. All assets sold under agreements to repurchase are secured by sufficient collateral with fair values that exceed the liability amounts recorded on the consolidated balance sheets.

March 31, 2026

December 31, 2025

Gross amounts

Gross amounts

not offset in the

not offset in the

Net amount

consolidated 

Net amount

consolidated 

of liabilities

balance sheet

of liabilities

balance sheet

in the

Cash

in the

Cash

consolidated

Financial

 collateral 

Net

consolidated

Financial

collateral

Net

Counterparty

 

balance sheet

 

instruments (1)

 

pledged

 

amount

 

balance sheet

 

instruments (1)

 

pledged

 

amount

(in thousands)

Non-affiliates:

Interest rate lock commitments

$

35,368

$

$

$

35,368

$

4,260

$

$

$

4,260

Atlas Securitized Products, L.P.

2,454,287

(2,454,287)

3,151,222

(3,151,222)

Bank of America, N.A.

2,066,088

(2,066,088)

1,121,585

(1,120,457)

1,128

Royal Bank of Canada

860,139

(860,139)

534,163

(534,163)

JPMorgan Chase Bank, N.A.

806,606

(806,048)

558

767,903

(767,903)

Morgan Stanley Bank, N.A.

556,464

(556,464)

407,678

(407,678)

Nomura Corporate Funding Americas

556,423

(555,870)

553

596,608

(596,608)

Wells Fargo Bank, N.A.

553,223

(551,651)

1,572

650,094

(650,094)

BNP Paribas

544,439

(543,094)

1,345

342,500

(342,500)

Goldman Sachs

499,713

(499,713)

168,428

(168,428)

Barclays Capital

446,599

(437,561)

9,038

229,055

(229,055)

Mizuho Bank, Ltd.

405,972

(397,464)

8,508

149,588

(149,588)

Citibank, N.A.

233,606

(233,606)

444,851

(444,851)

Santander US Capital Markets LLC

221,919

(221,919)

238,668

(238,668)

Others

9,887

9,887

4,171

4,171

$

10,250,733

$

(10,183,904)

$

$

66,829

$

8,810,774

$

(8,801,215)

$

$

9,559

PennyMac Mortgage Investment Trust

$

3,823

$

$

$

3,823

$

6,247

$

$

$

6,247

(1)Amounts represent the UPB of Assets sold under agreements to repurchase.

Following are the gains (losses) recognized by the Company on derivative financial instruments and the consolidated statement of income lines where such gains and losses are included:

Quarter ended March 31, 

Derivative activity

  ​ ​ ​

Consolidated statement of income line

  ​ ​ ​

2026

  ​ ​ ​

2025

(in thousands)

Interest rate lock commitments

Net gains on loans held for sale at fair value (1)

$

(18,991)

$

76,377

Hedged item:

Interest rate lock commitments and loans held for sale

Net gains on loans held for sale at fair value

$

101,470

$

(145,046)

Mortgage servicing rights

Net loan servicing fees–Mortgage servicing rights hedging results

$

(207,247)

$

88,640

(1)Represents net change in fair value of IRLCs from the beginning to the end of the quarter. Amounts recognized at the date of commitment and fair value changes recognized during the quarter until purchase of the underlying loans or the cancellation of the commitment are shown in the rollforward of IRLCs for the quarter in Note 7 – Fair Value – Assets and Liabilities Measured at Fair Value on a Recurring Basis.