NYSE$EFC

Ellington Financial Inc · Q3 2024 earnings

Q3 2024 earnings · · Investor relations

Briefing

Reported financial results for the third quarter of 2024.

Ellington Financial's investment portfolio expanded, driven by growth in high-yielding loan portfolios. Non-QM and proprietary reverse mortgage loan businesses performed strongly, contributing to net income of $0.19 per share. Adjusted distributable earnings increased to $0.40 per share, covering dividends.

  • Net income attributable to common stockholders was $16.2 million, or $0.19 per common share.
  • Adjusted Distributable Earnings of $34.5 million, or $0.40 per common share.
  • Book value per common share as of September 30, 2024 was $13.66, including the effects of dividends of $0.39 per common share for the quarter.
  • Cash and cash equivalents of $217.7 million as of September 30, 2024, in addition to other unencumbered assets of $546.8 million.

Headline financials

Total Revenue

$107M

Previous: $96.2M+11.5%
EPS

$0.19

Previous: $0.33-42.4%
Recourse Debt-to-Equity

1.8

No prior period
Total Debt-to-Equity

8.3

No prior period
NIM Credit Portfolio

2.6%

No prior period
NIM Agency Portfolio

2.0%

No prior period
Capital Expenditures

$0.00

Previous: -$37K+100.0%
Free Cash Flow

$16.2M

Previous: $6.55M+146.8%
Net Income

$16.2M

Previous: $6.59M+145.4%
Operating Income

$50.4M

Previous: $79.1M-36.3%
Gross Profit

$107M

Previous: $96.2M+11.5%
Cash & Equivalents

$218M

Previous: $175M+24.7%
Total Assets

$16B

Previous: $14.4B+10.4%

Revenue & EPS history

Ellington Financial · Revenue · Quarterly

$107M

Q3 2024+11.5%vs Q3 2023
Beat estimate in 9 of 12 quarters(75%)
ActualEstimate

Forward guidance

Looking forward, we see support for adjusted distributable earnings from our larger investment portfolio, the additional dry powder we have to deploy, our continued progress in working out delinquent loan inventory, and our anticipated replacement in the fourth quarter of higher-cost debt and preferred equity with lower-cost debt.

Tailwinds

  • Larger investment portfolio
  • Additional dry powder to deploy
  • Continued progress in working out delinquent loan inventory
  • Anticipated replacement in the fourth quarter of higher-cost debt
  • Replacement in the fourth quarter of preferred equity with lower-cost debt

Historical earnings impact

How earnings announcements have historically affected this stock's price.

Avg. return before/after earnings

Based on 19 quarterly earnings reports · overlaid with Q3 2024

Historical avgQ3 2024

+0.5%

Avg return

Earnings day

+0.9%

Avg return

5 days after

-0.0%

Avg return

30 days after

65%

40 / 62 earnings

Positive

+7.9%

Q4 2024

Best reaction

-7.2%

Q4 2023

Worst reaction

Earnings price reactions
QuarterReport dateReaction (Day 0)+5 days+30 days
Q1 2026-1.3%-2.1%
Q4 2025+0.5%-1.8%-7.7%
Q3 2025+1.0%+2.0%+0.4%
Q1 2025+1.3%+2.3%-0.7%
Q4 2024+7.9%+2.3%-0.2%
Q3 2024+4.0%+3.7%+2.7%
Q2 2024+4.4%+6.6%+9.1%
Q1 2024+0.3%+1.6%+2.6%
Q4 2023-7.2%-6.7%-4.5%
Q3 2023-1.5%+0.0%+0.8%
Q2 2023-0.1%-0.2%-1.1%
Q1 2023+1.0%+1.7%+9.2%
Q4 2022-2.0%-4.0%-13.5%
Q3 2022+3.2%+10.2%+1.3%
Q2 2022-1.9%-1.1%-11.2%
Q1 2022-5.9%-11.0%-7.0%
Q4 2021+0.8%+3.0%+4.6%
Q3 2021-1.2%-2.8%-4.7%
Q2 2021+1.4%+1.1%+2.2%
Q1 2021+0.4%+0.4%+6.5%
Q4 2020+0.3%+0.4%+2.4%
Q3 2020+0.3%+7.1%+16.1%
Q2 2020+0.2%+2.5%+2.0%
Q1 2020+7.2%-0.9%+23.2%
Q4 2019+0.8%+1.1%-35.8%
Q3 2019+1.9%+3.4%+0.0%
Q2 2019+1.4%+1.3%+1.2%
Q1 2019+0.1%+0.3%-2.6%
Q4 2018-0.9%-1.0%+4.6%
Q3 2018+4.3%+5.1%+0.9%
Q2 2018+0.4%+0.7%-0.6%
Q1 2018+2.0%+4.4%+4.5%
Q4 2017+1.2%+2.8%+2.0%
Q3 2017-0.3%-1.0%-2.9%
Q2 2017-1.0%-0.1%-2.6%
Q1 2017+1.7%+1.4%+0.7%
Q4 2016-0.1%-0.6%-2.1%
Q3 2016-0.4%+2.6%+0.4%
Q2 2016+0.9%+1.6%-0.6%
Q1 2016+1.1%
Q4 2015+2.8%
Q3 2015-2.1%
Q2 2015-0.4%
Q1 2015-0.9%
Q4 2014+0.7%
Q3 2014-1.7%
Q2 2014+0.4%
Q1 2014+0.5%
Q4 2013+0.7%
Q3 2013+0.6%
Q2 2013+0.1%
Q1 2013+2.7%
Q4 2012+4.6%
Q3 2012-1.5%
Q2 2012-2.3%
Q1 2012-0.2%
Q4 2011+0.3%
Q3 2011-0.6%
Q4 2010+0.8%
Q2 2011+0.8%
Q1 2011-1.2%
Q3 2010+1.2%
Q2 2010
Q1 2010

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