NYSE$MITT

AG Mortgage Investment Trust Inc · Q1 2022 earnings

Q1 2022 earnings · · Investor relations

Briefing

AG Mortgage Investment Trust reported financial results, maintained focus on growing residential mortgage loan portfolio, and executed securitization strategy.

AG Mortgage Investment Trust reported a book value per share of $13.68 and an adjusted book value per share of $13.37 as of March 31, 2022. The company's investment portfolio was $3.7 billion. They executed three securitizations and maintained ample liquidity.

  • Book Value per share was $13.68 as of March 31, 2022.
  • Adjusted Book Value per share was $13.37 as of March 31, 2022, a decrease of approximately 6.6% from December 31, 2021.
  • The company had a quarterly economic return on equity of (5.2)%.
  • Dividend per common share was $0.21.

Headline financials

Total Revenue

$17.3M

Previous: $8.06M+114.6%
EPS (adj)

-$0.02

Previous: $0.24-108.3%
Quarterly Economic ROE

-5.2%

No prior period
Investment Portfolio

$3.7B

No prior period
Economic Leverage Ratio

2.7

No prior period
Total Liquidity

$138M

No prior period
Dividend per Common Share

$0.21

No prior period
Net Income

-$13.2M

Previous: $43.2M-130.5%
Operating Income

$11.6M

Previous: $2.42M+381.0%
Gross Profit

$17.3M

Previous: $8.06M+114.6%
Cash & Equivalents

$50.5M

Previous: $51.6M-2.1%
Total Assets

$3.84B

Previous: $1.94B+97.6%
Stock-Based Comp

$80K

Previous: $80K+0.0%

Revenue & EPS history

MITT · Revenue · Quarterly

$17.3M

Q1 2022+114.6%vs Q1 2021
Beat estimate in 0 of 16 quarters(0%)
ActualEstimate

Forward guidance

Arc Home continues to drive growth in originations with a 2022 originations forecast of $4.5 billion to $6.5 billion compared with $4.4 billion in 2021.

Tailwinds

  • Expansion of delegated correspondent channel in Q2 2022 partnering with brokers and top originators to drive funding growth
  • 2022 originations forecast of $4.5 billion to $6.5 billion compared with $4.4 billion in 2021
  • 2022 Non-Agency originations forecast of $3.5 billion to $5.0 billion compared to $1.7 billion in 2021
  • MITT purchased $0.4 billion of loans from Arc Home during Q1 2022 representing 41% of MITT’s total loan purchases
  • Arc Home generated after-tax net income of $7.1 million in the first quarter

Headwinds

  • gain on sale margins decreasing from 161bps as of December 31, 2021 to 125bps as of March 31, 2022
  • Originated $0.8 billion of loans during the first quarter of 2022 as compared to $1.1 billion in Q4 2021
  • The decrease in fair value on MITT's investment in Arc Home approximated $2.5 million
  • Book Value per share decreased from $14.64 to $13.68
  • Adjusted Book Value per share decreased from $14.32 to $13.37

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 Q1 2022

Historical avgQ1 2022

+1.1%

Avg return

Earnings day

+1.9%

Avg return

5 days after

-0.1%

Avg return

30 days after

52%

30 / 58 earnings

Positive

+24.5%

Q4 2020

Best reaction

-14.3%

Q2 2024

Worst reaction

Earnings price reactions
QuarterReport dateReaction (Day 0)+5 days+30 days
Q1 2026-6.1%-4.9%
Q4 2025-1.3%-4.6%-10.9%
Q3 2025+6.7%+9.2%+15.5%
Q2 2025-7.8%-4.1%+0.0%
Q1 2025-2.7%+3.0%+10.6%
Q4 2024+1.6%-1.1%-5.0%
Q3 2024-4.1%-0.3%-3.8%
Q2 2024-14.3%-12.4%-2.1%
Q1 2024+17.0%+17.2%+18.4%
Q4 2023+4.4%+2.5%+2.7%
Q3 2023+2.3%+2.5%+11.3%
Q2 2023+4.9%+0.8%+0.8%
Q1 2023+8.4%+4.6%+15.1%
Q4 2022+3.5%+5.7%-8.2%
Q3 2022+10.1%+8.0%+28.2%
Q2 2022-8.9%-8.3%-24.3%
Q1 2022-4.7%-2.4%+5.4%
Q4 2021-2.1%-4.1%+3.6%
Q3 2021+10.9%+12.8%-11.7%
Q2 2021-1.9%-6.7%-2.1%
Q1 2021+4.9%+0.8%+7.4%
Q4 2020+24.5%+40.2%+29.4%
Q3 2020-0.7%-1.8%+21.0%
Q2 2020+12.1%+12.1%-3.9%
Q1 2020+5.9%+1.5%-33.5%
Q4 2019-7.1%-2.7%-75.5%
Q3 2019-2.7%-1.3%-0.4%
Q2 2019-2.4%-1.8%-8.0%
Q1 2019-2.5%-2.3%-9.8%
Q4 2018+0.2%-0.3%-3.9%
Q3 2018+2.2%+3.6%+2.1%
Q2 2018-3.0%-1.3%-0.6%
Q1 2018+1.8%+4.1%+6.7%
Q4 2017-6.4%-4.2%-0.6%
Q3 2017+2.5%+0.5%+0.3%
Q2 2017+4.3%+4.3%+2.4%
Q1 2017-4.3%-1.7%+0.0%
Q4 2016+1.5%-0.4%+0.7%
Q3 2016+3.4%+6.9%+14.5%
Q2 2016+2.1%+3.7%+4.5%
Q1 2016+1.2%
Q4 2015+5.8%
Q3 2015-3.9%
Q2 2015-2.1%
Q1 2015-3.8%
Q4 2014+0.3%
Q3 2014+0.3%
Q2 2014-0.1%
Q1 2014+2.8%
Q4 2013+2.5%
Q3 2013-1.9%
Q2 2013-0.6%
Q1 2013+1.2%
Q4 2012-3.2%
Q3 2012-0.8%
Q2 2012+0.0%
Q1 2012-0.3%
Q3 2011+11.5%

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