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Change in fair value of interest rate swap

Ellington Financial Inc. Change in fair value of interest rate swap increased by 320.3% to $7.04M in Q1 2026 compared to the prior quarter. Year-over-year, this metric grew by 126.0%, from -$27.12M to $7.04M. Over 2 years (FY 2021 to FY 2024), Change in fair value of interest rate swap shows an upward trend with a 134.5% CAGR.

Analysis

StatementIncome Statement
SectionOther
First reportedQ1 2018
Last reportedQ1 2026May 11, 2026
Metric ID: other_unrealized_gain_loss_on_derivatives

Historical Data

18 periods
 Q2 '21Q3 '21Q4 '21Q1 '22Q2 '22Q3 '22Q1 '23Q2 '23Q3 '23Q4 '23Q1 '24Q2 '24Q3 '24Q4 '24Q1 '25Q2 '25Q3 '25Q1 '26
Value-$5.68M$1.16M$4.17M$45.31M$2.52M$50.26M$2.76M$8.34M$55.79M-$81.96M$30.37M$7.9M$356K$18.32M-$27.12M-$25.61M-$3.2M$7.04M
QoQ Change+120.3%+261.2%+986.0%-94.4%>999%-94.5%+201.8%+569.0%-246.9%+137.0%-74.0%-95.5%>999%-248.0%+5.6%+87.5%+320.3%
YoY Change+144.3%>999%-93.9%+231.5%+11.0%+999.0%-5.3%-99.4%+122.3%-189.3%-424.1%-998.0%+126.0%
Range-$81.96M$55.79M
CAGR+5.2%
Avg YoY Growth+313.5%
Median YoY Growth+11.0%
Current Streak3 quarters growth

Frequently Asked Questions

What is Ellington Financial Inc.'s change in fair value of interest rate swap?
Ellington Financial Inc. (EFC) reported change in fair value of interest rate swap of $7.04M in Q1 2026.
How has Ellington Financial Inc.'s change in fair value of interest rate swap changed year-over-year?
Ellington Financial Inc.'s change in fair value of interest rate swap increased by 126.0% year-over-year, from -$27.12M to $7.04M.
What is the long-term trend for Ellington Financial Inc.'s change in fair value of interest rate swap?
Over 2 years (2021 to 2024), Ellington Financial Inc.'s change in fair value of interest rate swap has grown at a 134.5% compound annual growth rate (CAGR), from $10.36M to $56.94M.