Operating
TBA securities and interest rate futures contracts
Angel Oak Mortgage TBA securities and interest rate futures contracts decreased by 57.6% to -$487.00K in Q1 2026 compared to the prior quarter. Year-over-year, this metric declined by 57.6%, from -$309.00K to -$487.00K.
Analysis
StatementCash Flow Statement
SectionOperating
CategoryRisk
SignalContext dependent
VolatilityVolatile
First reportedQ1 2024
Last reportedQ1 2026May 5, 2026
How to read this metric
Large fluctuations indicate active management of interest rate risk and portfolio duration.
Detailed definition
This metric captures the cash flow impact of changes in positions related to To-Be-Announced (TBA) mortgage-backed secur...
Peer comparison
Specific to mortgage REITs and financial institutions engaged in mortgage-backed security hedging.
Metric ID:
operating_increase_decrease_in_tba_securities_and_intere_ebc8e8Historical Data
6 periods
| Q1 '24 | Q2 '24 | Q3 '24 | Q4 '24 | Q1 '25 | Q1 '26 | |
|---|---|---|---|---|---|---|
| Value | $2.81M | $2.81M | $2.81M | $2.81M | -$309.00K | -$487.00K |
| QoQ Change | — | +0.0% | +0.0% | +0.0% | -111.0% | -57.6% |
| YoY Change | — | — | — | — | -111.0% | -57.6% |
Range-$487.00K – $2.81M
CAGR-75.4%
Avg YoY Growth-84.3%
Median YoY Growth-84.3%
Current Streak2 quarters decline
TBA securities and interest rate futures contracts at Other Companies
Frequently Asked Questions
- What is Angel Oak Mortgage's tba securities and interest rate futures contracts?
- Angel Oak Mortgage (AOMR) reported tba securities and interest rate futures contracts of -$487.00K in Q1 2026.
- How has Angel Oak Mortgage's tba securities and interest rate futures contracts changed year-over-year?
- Angel Oak Mortgage's tba securities and interest rate futures contracts decreased by 57.6% year-over-year, from -$309.00K to -$487.00K.
- What does tba securities and interest rate futures contracts mean?
- Cash flows resulting from trading mortgage-backed securities and interest rate hedges.