Current Liabilities
Fair Value of Repurchase Agreement Collateral
Ellington Financial Inc. Fair Value of Repurchase Agreement Collateral increased by 6.1% to $3.50B in Q1 2026 compared to the prior quarter. Year-over-year, this metric grew by 9.4%, from $3.20B to $3.50B. Over 5 years (FY 2020 to FY 2025), Fair Value of Repurchase Agreement Collateral shows an upward trend with a 12.9% CAGR.
Analysis
StatementBalance Sheet Statement
SectionCurrent Liabilities
CategoryRisk
SignalContext dependent
VolatilityModerate
First reportedQ4 2015
Last reportedQ1 2026May 11, 2026
How to read this metric
Changes reflect both the volume of borrowing and the market valuation of the underlying collateral assets.
Detailed definition
The fair market value of the securities pledged by the bank as collateral for repurchase agreements. This metric provide...
Peer comparison
Comparable across banks; peers are evaluated on the quality and 'haircut' requirements of their pledged collateral.
Metric ID:
repurchase_agreement_collateral_fvHistorical 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 | $2.20B | $2.40B | $2.80B | $3.10B | $3.30B | $3.40B | $3.20B | $2.90B | $3.20B | $3.20B | $3.70B | $3.10B | $2.90B | $3.30B | $3.30B | $3.20B | $3.00B | $3.50B | $3.30B | $3.50B |
| QoQ Change | — | +9.1% | +16.7% | +10.7% | +6.5% | +3.0% | -5.9% | -9.4% | +10.3% | +0.0% | +15.6% | -16.2% | -6.5% | +13.8% | +0.0% | -3.0% | -6.3% | +16.7% | -5.7% | +6.1% |
| YoY Change | — | — | — | — | +50.0% | +41.7% | +14.3% | -6.5% | -3.0% | -5.9% | +15.6% | +6.9% | -9.4% | +3.1% | -10.8% | +3.2% | +3.4% | +6.1% | +0.0% | +9.4% |
Range$2.20B – $3.70B
CAGR+10.3%
Avg YoY Growth+7.4%
Median YoY Growth+3.3%
Fair Value of Repurchase Agreement Collateral at Other Companies
Frequently Asked Questions
- What is Ellington Financial Inc.'s fair value of repurchase agreement collateral?
- Ellington Financial Inc. (EFC) reported fair value of repurchase agreement collateral of $3.50B in Q1 2026.
- How has Ellington Financial Inc.'s fair value of repurchase agreement collateral changed year-over-year?
- Ellington Financial Inc.'s fair value of repurchase agreement collateral increased by 9.4% year-over-year, from $3.20B to $3.50B.
- What is the long-term trend for Ellington Financial Inc.'s fair value of repurchase agreement collateral?
- Over 5 years (2020 to 2025), Ellington Financial Inc.'s fair value of repurchase agreement collateral has grown at a 12.9% compound annual growth rate (CAGR), from $1.80B to $3.30B.
- What does fair value of repurchase agreement collateral mean?
- The market value of the assets the bank has given to lenders to secure its short-term loans.