Other
Derivative Liability
AGNC Investment Corp. Derivative Liability increased by 7233.3% to $440.00M in Q1 2026 compared to the prior quarter. Year-over-year, this metric grew by 528.6%, from $70.00M to $440.00M. Over 5 years (FY 2020 to FY 2025), Derivative Liability shows an upward trend with a 24.6% CAGR. This increase may warrant attention — for this metric, lower values are generally preferred.
Analysis
StatementBalance Sheet Statement
SectionOther
CategoryRisk
SignalLower is better
VolatilityVolatile
First reportedQ4 2014
Last reportedQ1 2026May 4, 2026
How to read this metric
An increase in liabilities may indicate unfavorable market movements against the firm's hedges or increased hedging activity.
Detailed definition
This represents the total fair value of all derivative contracts that are in a loss position for the company at the repo...
Peer comparison
Standard metric for any large financial institution or insurer with significant balance sheet hedging activities.
Metric ID:
other_derivative_liabilitiesHistorical 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 | $14.00M | $178.00M | $86.00M | $668.00M | $237.00M | $1.22B | $99.00M | $326.00M | $117.00M | $80.00M | $362.00M | $65.00M | $64.00M | $53.00M | $94.00M | $70.00M | $106.00M | $87.00M | $6.00M | $440.00M |
| QoQ Change | — | >999% | -51.7% | +676.7% | -64.5% | +415.2% | -91.9% | +229.3% | -64.1% | -31.6% | +352.5% | -82.0% | -1.5% | -17.2% | +77.4% | -25.5% | +51.4% | -17.9% | -93.1% | >999% |
| YoY Change | — | — | — | — | >999% | +586.0% | +15.1% | -51.2% | -50.6% | -93.4% | +265.7% | -80.1% | -45.3% | -33.8% | -74.0% | +7.7% | +65.6% | +64.2% | -93.6% | +528.6% |
Range$6.00M – $1.22B
CAGR+106.6%
Avg YoY Growth+162.7%
Median YoY Growth-13.0%
Derivative Liability at Other Companies
Frequently Asked Questions
- What is AGNC Investment Corp.'s derivative liability?
- AGNC Investment Corp. (AGNC) reported derivative liability of $440.00M in Q1 2026.
- How has AGNC Investment Corp.'s derivative liability changed year-over-year?
- AGNC Investment Corp.'s derivative liability increased by 528.6% year-over-year, from $70.00M to $440.00M.
- What is the long-term trend for AGNC Investment Corp.'s derivative liability?
- Over 5 years (2020 to 2025), AGNC Investment Corp.'s derivative liability has grown at a 24.6% compound annual growth rate (CAGR), from $2.00M to $6.00M.
- What does derivative liability mean?
- The total market value of all derivative contracts that currently have a negative value for the company.