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Federal Agricultural Mortgage AGM Derivative Liabilities - Fair Value

Derivative Liabilities - Fair Value at other companies

1st Source Corporation logo
1st Source CorporationSRCE
$13.43M
Banner Corporation logo
Banner CorporationBANR
$19.51M-20.0%
Axos Financial logo
Axos FinancialAX
$48.08M-29.9%
Andersons Inc. logo
Andersons Inc.ANDE
$67.68M-2.8%
Enterprise Financial Services logo
Enterprise Financial ServicesEFSC
$7.4M-26.7%
Community Financial System logo
Community Financial SystemCBU
$6.63M

Other financials

Income statement

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Net income$59.1M+19.1%
EPS (diluted)$4.75+18.5%

Balance sheet

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Cash & equivalents$773.9M-26.2%
Total debt$32.3B+15.1%
Total equity$1.7B+12.5%
Total assets$36.7B+15.5%

Cash flow

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Operating cash flow$92.1M+285%
CapEx-
Free cash flow$103.4M-71.9%

Valuation

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Market cap$2.05B-21.1%
Enterprise value$33.56B+14.0%
P/E9.5×-3.4×

Returns & leverage

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Return on equity13.4%-0.1pp
Debt / equity18.8×+0.4×

Where this comes from

Reported directly by Federal Agricultural Mortgage in its filing.

Tagged under the XBRL concept us-gaap:DerivativeLiabilityNotOffsetPolicyElectionDeduction.

The official record: Federal Agricultural Mortgage’s 10-Q, filed May 5, 2026, on SEC EDGAR. View the filing →

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Questions, answered.

What is Federal Agricultural Mortgage's derivative liabilities - fair value?
Federal Agricultural Mortgage (AGM) reported derivative liabilities - fair value of $4.51M in Q1 2026.
How has Federal Agricultural Mortgage's derivative liabilities - fair value changed year-over-year?
Federal Agricultural Mortgage's derivative liabilities - fair value decreased by 57.4% year-over-year, from $10.58M to $4.51M.
What is the long-term trend for Federal Agricultural Mortgage's derivative liabilities - fair value?
Over 5 years (2020 to 2025), Federal Agricultural Mortgage's derivative liabilities - fair value has grown at a -100.0% compound annual growth rate (CAGR), from $29.89M to $0.
What does derivative liabilities - fair value mean?
This metric represents the total fair market value of all derivative contracts currently in a liability position for the institution. It reflects the potential cash outflow required if these contracts were settled at the current reporting date. Monitoring this value is essential for assessing the bank's exposure to market volatility and counterparty risk.