Non-Current Assets
Deposits Securing Credit Risk Transfer Agreements
PennyMac Mortgage Investment Trust Deposits Securing Credit Risk Transfer Agreements decreased by 3.9% to $969.73M in Q1 2026 compared to the prior quarter. Year-over-year, this metric declined by 10.9%, from $1.09B to $969.73M. Over 5 years (FY 2020 to FY 2025), Deposits Securing Credit Risk Transfer Agreements shows a downward trend with a -18.5% CAGR.
Analysis
StatementBalance Sheet Statement
SectionNon-Current Assets
CategoryRisk
SignalContext dependent
VolatilityStable
First reportedQ4 2016
Last reportedQ1 2026May 5, 2026
How to read this metric
An increase reflects higher participation in risk-sharing agreements, which may imply greater potential for both risk and return.
Detailed definition
These are cash or collateral deposits held to secure obligations under credit risk transfer agreements. They represent t...
Peer comparison
Specific to mortgage finance firms engaged in securitization; peers disclose these as part of their risk management and credit strategies.
Metric ID:
non_current_assets_deposits_securing_credit_risk_transfe_80f179Historical 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 | $2.26B | $1.96B | $1.70B | $1.54B | $1.43B | $1.37B | $1.33B | $1.30B | $1.27B | $1.24B | $1.21B | $1.19B | $1.16B | $1.14B | $1.11B | $1.09B | $1.06B | $1.03B | $1.01B | $969.73M |
| QoQ Change | — | -13.0% | -13.1% | -9.9% | -6.9% | -4.3% | -3.2% | -2.1% | -2.2% | -2.5% | -2.2% | -1.9% | -2.0% | -2.4% | -2.2% | -2.0% | -2.1% | -3.0% | -2.3% | -3.9% |
| YoY Change | — | — | — | — | -36.6% | -30.2% | -22.3% | -15.5% | -11.3% | -9.6% | -8.7% | -8.5% | -8.4% | -8.2% | -8.2% | -8.4% | -8.5% | -9.0% | -9.1% | -10.9% |
Range$969.73M – $2.26B
CAGR-16.3%
Avg YoY Growth-13.3%
Median YoY Growth-9.1%
Current Streak19+ quarters decline
Deposits Securing Credit Risk Transfer Agreements at Other Companies
Frequently Asked Questions
- What is PennyMac Mortgage Investment Trust's deposits securing credit risk transfer agreements?
- PennyMac Mortgage Investment Trust (PMT) reported deposits securing credit risk transfer agreements of $969.73M in Q1 2026.
- How has PennyMac Mortgage Investment Trust's deposits securing credit risk transfer agreements changed year-over-year?
- PennyMac Mortgage Investment Trust's deposits securing credit risk transfer agreements decreased by 10.9% year-over-year, from $1.09B to $969.73M.
- What is the long-term trend for PennyMac Mortgage Investment Trust's deposits securing credit risk transfer agreements?
- Over 5 years (2020 to 2025), PennyMac Mortgage Investment Trust's deposits securing credit risk transfer agreements has grown at a -18.5% compound annual growth rate (CAGR), from $2.80B to $1.01B.
- What does deposits securing credit risk transfer agreements mean?
- Collateral held to back agreements related to credit risk transfer.