NYSE$MITT

AG Mortgage Investment Trust Inc · Q2 2022 earnings

Q2 2022 earnings · · Investor relations

Briefing

Reported financial results for the quarter ended June 30, 2022.

AG Mortgage Investment Trust reported a challenging quarter with a decrease in book value driven by mark to market unrealized losses on warehoused loan portfolio. However, the company completed two securitizations and focused on reducing warehouse exposure. They are positioned to take advantage of improved investment opportunities and remain active in the securitization market.

  • Book Value per share was $11.48 as of June 30, 2022, compared to $13.68 as of March 31, 2022.
  • Adjusted Book Value per share was $11.15 as of June 30, 2022, compared to $13.37 as of March 31, 2022, a decrease of 16.6%.
  • Net Loss was $(2.27) and Core Earnings were $0.08 per diluted common share.
  • A dividend of $0.21 per common share was declared.

Headline financials

Total Revenue

$16.2M

Previous: $8.93M+81.7%
EPS (adj)

$0.08

Previous: $0.00
Quarterly Economic ROE

-15.0%

No prior period
Investment Portfolio

$4.1B

No prior period
Economic Leverage Ratio

2.7

No prior period
Total Liquidity

$94.2M

No prior period
Dividend per Common Share

$0.21

No prior period
Net Income

-$48.7M

Previous: $15.5M-414.5%
Operating Income

$10.5M

Previous: $2.4M+335.5%
Gross Profit

$16.2M

Previous: $8.93M+81.7%
Cash & Equivalents

$88.6M

Previous: $64M+38.4%
Total Assets

$3.88B

Previous: $2.17B+78.9%
Stock-Based Comp

$80K

Previous: $80K+0.0%

Revenue & EPS history

MITT · Revenue · Quarterly

$16.2M

Q2 2022+81.7%vs Q2 2021
Beat estimate in 0 of 16 quarters(0%)
ActualEstimate

Forward guidance

The company did not provide a specific financial outlook for future periods. However, they expressed optimism about improved investment opportunities and their ability to deliver long-term returns.

Tailwinds

  • Improved investment opportunities due to challenging market environment.
  • Ability to grow portfolio into higher yielding assets through Arc Home and other origination partners.
  • Active participation in the securitization market.
  • Focus on transitioning collateral into securitizations for attractive equity returns.
  • New $15.0 million common stock repurchase program approved.

Headwinds

  • Negative impact to book value due to mark to market unrealized losses.
  • Historically wide spreads affecting warehoused loan portfolio.
  • Net loss of $(2.27) per diluted common share.
  • Arc Home generated an after-tax net loss of $(2.8) million.
  • Decrease in fair value on MITT's investment in Arc Home approximated $2.7 million.

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 Q2 2022

Historical avgQ2 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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