Ellington Residential Mortgage REIT(EARN) - 2023 Q1 - Earnings Call Presentation

Ellington and its Affiliated Management Companies Slide 3 – First Quarter Market Update Q1 2023 EARNINGS (1) Based on the market environment as of March 31, 2023. Results are based on forward-looking models, which are inherently imperfect, and incorporate various simplifying assumptions. Therefore, the table above is for illustrative purposes only and actual changes in interest rates would likely cause changes in the actual value of our portfolio that would differ from those presented above, and such differ ...