Available-for-Sale Debt Securities - Unrealized Loss Position
Ellington Financial Inc. Available-for-Sale Debt Securities - Unrealized Loss Position increased by 34.1% to $35.95M in Q1 2026 compared to the prior quarter. Year-over-year, this metric grew by 23.3%, from $29.16M to $35.95M. Over 5 years (FY 2020 to FY 2025), Available-for-Sale Debt Securities - Unrealized Loss Position shows an upward trend with a 35.4% CAGR. This increase may warrant attention — for this metric, lower values are generally preferred.
Analysis
How to read this metric
An increase reflects broader market pressure on the portfolio, while a decrease indicates improved market conditions or portfolio hedging effectiveness.
Detailed definition
This is the total aggregate unrealized loss across all debt securities classified as available-for-sale, regardless of t...
Peer comparison
Standard financial reporting metric; peers report this in the AFS securities note to financial statements.
afs_debt_securities_unrealized_loss_positionHistorical Data
| 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 | $12.99M | $10.77M | $22.42M | $89.62M | $137.95M | $177.64M | $127.05M | $83.56M | $83.73M | $114.99M | $52.04M | $61.17M | $47.41M | $31.65M | $38.55M | $29.16M | $21.63M | $21.75M | $26.81M | $35.95M |
| QoQ Change | — | -17.0% | +108.1% | +299.7% | +53.9% | +28.8% | -28.5% | -34.2% | +0.2% | +37.3% | -54.7% | +17.5% | -22.5% | -33.2% | +21.8% | -24.4% | -25.8% | +0.5% | +23.3% | +34.1% |
| YoY Change | — | — | — | — | +962.2% | >999% | +466.7% | -6.8% | -39.3% | -35.3% | -59.0% | -26.8% | -43.4% | -72.5% | -25.9% | -52.3% | -54.4% | -31.3% | -30.5% | +23.3% |
Available-for-Sale Debt Securities - Unrealized Loss Position at Other Companies
Frequently Asked Questions
- What is Ellington Financial Inc.'s available-for-sale debt securities - unrealized loss position?
- Ellington Financial Inc. (EFC) reported available-for-sale debt securities - unrealized loss position of $35.95M in Q1 2026.
- How has Ellington Financial Inc.'s available-for-sale debt securities - unrealized loss position changed year-over-year?
- Ellington Financial Inc.'s available-for-sale debt securities - unrealized loss position increased by 23.3% year-over-year, from $29.16M to $35.95M.
- What is the long-term trend for Ellington Financial Inc.'s available-for-sale debt securities - unrealized loss position?
- Over 5 years (2020 to 2025), Ellington Financial Inc.'s available-for-sale debt securities - unrealized loss position has grown at a 35.4% compound annual growth rate (CAGR), from $5.88M to $26.81M.
- What does available-for-sale debt securities - unrealized loss position mean?
- The total market value loss on all debt securities currently held at a loss.