NYSE$IVR

Invesco Mortgage Capital Inc · Q3 2021 earnings

Q3 2021 earnings · · Investor relations

Briefing

Announced financial results for the quarter ended September 30, 2021

Invesco Mortgage Capital Inc. reported net income per common share of $0.17 and earnings available for distribution per common share of $0.10 for Q3 2021. The book value per common share increased to $3.25, resulting in an economic return of 4.0%. The company's investment portfolio was primarily invested in Agency RMBS, with a sizeable balance of unrestricted cash and unencumbered investments.

  • Net income per common share was $0.17, compared to a net loss per common share of $0.34 in Q2 2021.
  • Earnings available for distribution per common share was $0.10, unchanged from Q2 2021.
  • Common stock dividend was $0.09 per common share, unchanged from Q2 2021.
  • Book value per common share was $3.25, compared to $3.21 at Q2 2021.

Headline financials

Total Revenue

$46.5M

Previous: $28.9M+61.0%
EPS (adj)

$1.00

Previous: $0.60+66.7%
Average Earning Asset Yields

2.0%

No prior period
Average Net Interest Rate Margin

2.1%

No prior period
Book Value Per Common Share

$3.25

Previous: $3.47-6.3%
Debt-to-Equity Ratio

5.4

Previous: 4.3+25.6%
Effective Cost of Funds

0.3%

Previous: 0.3%+13.8%
Effective Interest Rate Margin

1.6%

Previous: 2.4%-30.7%
Economic Debt-to-Equity Ratio

6.5

Previous: 5.1+27.5%
Free Cash Flow

$57.7M

Previous: $108M-46.6%
Net Income

$57.7M

Previous: $108M-46.6%
Operating Income

$38.9M

Previous: $22.9M+69.7%
Gross Profit

$46.5M

Previous: $28.9M+61.0%
Cash & Equivalents

$190M

Previous: $259M-26.8%
Total Assets

$9.38B

Previous: $6.48B+44.8%

Revenue & EPS history

Invesco Mortgage Capital · Revenue · Quarterly

$46.5M

Q3 2021+61%vs Q3 2020
Beat estimate in 6 of 16 quarters(38%)
ActualEstimate

Forward guidance

The company anticipates a reduction in Agency RMBS purchases by the Federal Reserve, but expects diminishing supply and continued demand from commercial banks to support valuations. They continue to evaluate additional investment opportunities to complement their Agency RMBS strategy by expanding target assets and diversifying their risk profile.

Tailwinds

  • Slowing prepayment speeds led to increased demand in higher coupon 30 year collateral.
  • Continued demand from commercial banks should support valuations in the coming months.
  • Evaluating additional investment opportunities to complement Agency RMBS strategy.
  • Expanding target assets to diversify risk profile.
  • Maintaining a sizable balance of unrestricted cash and unencumbered investments totaling $787.6 million.

Headwinds

  • Lower coupons underperformed as the Federal Reserve signaled it will begin tapering asset purchases later this year.
  • Reduction in asset purchases could result in an increase in market volatility.
  • Reduction in asset purchases could result in lower valuations on the Company's holdings.
  • The performance of Agency RMBS was mixed during the quarter.
  • Actively managed leverage lower given concerns about valuations in the Agency RMBS sector as the Federal Reserve’s plans for tapering asset purchases became more clear.

Historical earnings impact

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

Avg. return before/after earnings

Based on 20 quarterly earnings reports · overlaid with Q3 2021

Historical avgQ3 2021

-0.1%

Avg return

Earnings day

-0.5%

Avg return

5 days after

-2.8%

Avg return

30 days after

46%

30 / 65 earnings

Positive

+13.3%

Q3 2020

Best reaction

-8.4%

Q3 2013

Worst reaction

Earnings price reactions
QuarterReport dateReaction (Day 0)+5 days+30 days
Q1 2026+0.0%+1.7%-2.7%
Q4 2025-3.4%-0.1%-5.3%
Q3 2025+0.3%+0.4%+9.2%
Q2 2025-0.4%-0.4%-1.7%
Q1 2025+1.8%+3.8%+3.0%
Q4 2024-0.9%-1.3%-3.1%
Q3 2024-1.0%+3.5%+3.7%
Q2 2024+1.4%-0.5%+0.1%
Q1 2024+1.4%+1.4%+0.4%
Q4 2023-0.1%+2.1%+9.2%
Q3 2023-3.6%-4.4%+2.8%
Q2 2023-2.2%-1.9%-3.4%
Q1 2023+6.6%+4.6%+3.7%
Q4 2022-4.2%-6.1%-23.3%
Q3 2022-2.2%+2.0%+14.3%
Q2 2022+2.0%+1.9%-7.9%
Q1 2022-8.1%-9.7%-5.4%
Q4 2021-6.3%-11.4%-13.7%
Q3 2021+1.9%+2.8%-7.8%
Q2 2021-6.7%-7.9%-9.6%
Q1 2021-5.2%-7.3%-12.3%
Q4 2020+3.2%+5.1%+4.9%
Q3 2020+13.3%+11.8%+17.8%
Q2 2020+3.8%+3.8%-8.9%
Q1 2020-3.7%-15.4%-21.9%
Q4 2019+0.5%-0.8%-69.4%
Q3 2019+3.5%+2.9%+5.1%
Q2 2019+2.6%+1.7%-7.5%
Q1 2019-0.2%-0.7%-1.6%
Q4 2018-0.4%+0.0%+0.7%
Q3 2018-0.8%-0.1%+2.1%
Q2 2018-1.4%-1.9%+1.3%
Q1 2018+2.3%-0.1%+1.6%
Q4 2017-2.1%-1.3%-0.1%
Q3 2017-1.5%-1.7%+7.5%
Q2 2017+1.9%+0.8%+0.5%
Q1 2017+0.4%-2.9%+2.7%
Q4 2016-0.2%-1.4%-2.6%
Q3 2016+0.7%+0.1%-2.1%
Q2 2016+4.7%+5.7%+7.7%
Q1 2016+4.4%
Q4 2015+5.1%
Q3 2015+2.3%
Q2 2015+0.3%
Q1 2015+1.0%
Q4 2014+3.4%
Q3 2014-2.4%
Q2 2014+0.5%
Q1 2014+0.3%
Q4 2013-1.8%
Q3 2013-8.4%
Q2 2013-3.3%
Q1 2013-3.4%
Q4 2012-1.1%
Q4 2011-1.3%
Q3 2012+1.3%
Q2 2012-2.5%
Q1 2012-0.3%
Q3 2011-1.0%
Q2 2011+4.8%
Q1 2011+0.5%
Q4 2010+0.6%
Q3 2010-1.5%
Q2 2010-0.6%
Q1 2010-1.0%

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