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FBR Group Reports Second Quarter Earnings

Date : 24/07/2008 @ 03:05
Source : PR Newswire
Stock : Friedman Billings Ramsey Grp. (New) (FBR)
Quote : 1.79  -0.02 (-1.10%) @ 17:29
<< BackQuote Chart Financials

 



FBR Group Reports Second Quarter Earnings

ARLINGTON, Va., July 23 /PRNewswire-FirstCall/ -- Friedman, Billings, Ramsey Group, Inc. (FBR Group) (NYSE:FBR) today reported a net after-tax loss of $25.1 million for the quarter ended June 30, 2008, or $0.17 per share (diluted), compared to net after-tax earnings of $10.2 million, or $0.06 per share (diluted), for the second quarter of 2007. FBR Group's net after-tax earnings for the first six months of 2008 were $20.1 million, or $0.13 per share (diluted), compared to a net after-tax loss of $177.5 million, or $1.03 per share (diluted) in first six months of 2007.

The second quarter 2008 results reflect:

-- a $0.9 million cash operating loss for FBR Group's core mortgage investment business during the quarter,

-- a $5.8 million loss relating primarily to write-downs and losses in non-prime mortgage investments, and

-- a $13.0 million loss, representing FBR Group's proportionate share of 51%-owned FBR Capital Markets Corporation's (FBR Capital Markets) (NASDAQ: FBCM) second quarter loss.

Book value net of Accumulated Other Comprehensive Income (AOCI) (1) as of June 30, 2008 was $2.89 per share compared to book value net of AOCI of $3.02 as of March 31, 2008. Excluding FBR Group's 51% ownership interest in FBR Capital Markets, FBR Group had total tangible capital at the end of the second quarter of $414 million, including $318 million of trust preferred securities.

As of June 30, 2008, approximately $270 million of tangible capital, or $1.79 per share, was invested in cash and readily marketable agency securities. The company expects that the remaining $144 million of tangible capital, including a $28 million IRS tax refund expected in the third quarter of 2008, will be redeployed over time to agency mortgage-backed securities. During the second quarter, $18 million of liquidations and pay-downs of capital invested in non-agency AAA securities and other investments was recovered and will be redeployed to the agency portfolio. Remaining non-prime investments totaled approximately $11 million at the end of the quarter.

"Increased liquidity during the quarter afforded us the opportunity to patiently expand the agency portfolio and, correspondingly, net interest income while maintaining leverage of approximately five times," said J. Rock Tonkel, Jr., President and Chief Operating Officer of FBR Group. "As a consequence, operating results on a cash basis for the company's core mortgage investing business are now at breakeven."

Looking forward, the company intends to focus on maximizing return on equity on a number of fronts:

-- continuing to examine strategic alternatives to maximize the potential economic benefit from operating and capital-loss tax carry-forwards totaling approximately $670 million,

-- redeploying capital realized from repayments and the revaluation of non-agency AAA mortgage and merchant banking portfolio assets, and

-- continuing to reduce all general and administrative expenses.

Mortgage Investment Portfolio

Excluding FBR Capital Markets, FBR Group's investments in mortgage-backed securities (MBS), primarily government agency securities, averaged $2.3 billion with a one-month CPR of 12.9, and an ending net premium of $5.8 million. The net yield on MBS for the second quarter was 3.96% with a corresponding cost of funds of 2.82% for a net spread of 1.14%. At the end of the quarter, total MBS was $2.5 billion with a yield of 3.68% and a cost of funds of 2.55% for a net spread of 1.13%.

Merchant Banking

Excluding FBR Capital Markets, the total value of the merchant banking investments held by FBR Group at the close of the second quarter was $38.9 million. During the quarter, $4.7 million in merchant banking investments were sold at a gain. No additional investments were made in the portfolio during the quarter.

FBR Capital Markets Corporation

FBR Capital Markets Corporation reported a net after-tax loss of $25.2 million, or $0.39 per share (diluted), for the quarter ended June 30, 2008 compared to net after-tax earnings of $21.8 million, or $0.34 per share (diluted) in the second quarter of 2007. For the six months ending June 30, 2008, FBR Capital Markets lost $35.4 million after tax, or $0.55 per share (diluted), compared to after-tax earnings of $32.8 million, or $0.51 per share (diluted), for the first half of 2007.

Net revenues for the second quarter were $50.5 million compared to net revenues of $104.0 million in the first quarter of 2008 and $169.5 million in the second quarter of 2007. Net revenues for the first six months of 2008 were $154.5 million compared to net revenues of $312.6 million for the first six months of 2007.

During the quarter, FBR Capital Markets broadened its corporate finance capabilities through the establishment of a new convertible securities origination and trading operation and strengthened its investment banking and sales/trading teams through a series of senior-level hires. At the same time, in light of what it believes will be a prolonged difficult economic environment for the securities industry, the firm also is taking steps to further reduce expenses across its entire organization.

Complete financial results and tables for FBR Capital Markets can be found at http://www.fbrcapitalmarkets.com/.

Looking Ahead

"It is our intent -- as market conditions permit -- to continue to execute our core strategy of deploying capital in a conservative, substantially hedged portfolio of agency mortgage-backed securities" said Eric F. Billings, Chairman and Chief Executive Officer of FBR Group. "This strategy, we believe, will produce attractive returns for this asset class as markets stabilize and begin to recover. As for FBR Capital Markets, the firm has historically performed well in challenging environments. The franchise is strong, and has substantial balance sheet strength with $482 million of capital -- all equity -- and more than $300 million in cash and cash equivalents. In line with its strategic plan, FBR Capital Markets is taking steps that, along with the flexibility and adaptability of the firm, should lead to reduced revenue volatility and greater profitability as it takes advantage of the adverse economic environment and the inevitable recovery."

Investors wishing to listen to the earnings conference call at 9:00 A.M. U.S. EDT, Thursday, July 24, 2008, may do so via the Web at: http://phx.corporate-ir.net/phoenix.zhtml?c=71352&p=irol-irhome.

Replays of the webcast will be available after the call.

Friedman, Billings, Ramsey Group, Inc. (FBR) invests in mortgage-related assets, merchant banking opportunities and is the majority owner of FBR Capital Market Corporation, a separate publicly traded company. FBR is headquartered in the Washington, D.C. metropolitan area. For more information, please visit http://www.fbr.com/.

(1) Accumulated Other Comprehensive Income (AOCI) includes changes in the value of available-for-sale securities and cash flow hedges. FBR believes that such changes represent temporary market fluctuations, are not reflective of our market strategy, and, therefore, the exclusion of AOCI provides a reasonable basis for calculating returns.

Statements concerning future performance, developments, events, market forecasts, revenues, expenses, earnings, run rates and any other guidance on present or future periods, constitute forward-looking statements that are subject to a number of factors, risks and uncertainties that might cause actual results to differ materially from stated expectations or current circumstances. These factors include, but are not limited to, the effect of demand for public offerings, activity in the secondary securities markets, interest rates, costs of borrowing, interest spreads, mortgage pre-payment speeds, risks associated with merchant banking investments, the realization of gains and losses on principal investments, available technologies, competition for business and personnel, and general economic, political and market conditions. These and other risks are described in the Company's Annual Report and Form 10-K and quarterly reports on Form 10-Q that are available from the company and from the SEC.

Financial data follow.

FRIEDMAN, BILLINGS, RAMSEY GROUP, INC.

CONDENSED CONSOLIDATED STATEMENTS OF OPERATIONS (Dollars in thousands, except per share amounts) (Unaudited)

Quarter Ended June 30,

2008 % 2007 % ------- ------ ------- ------ REVENUES: Investment banking: Capital raising $3,962 8.0% $110,032 62.5% Advisory 4,192 8.5% 6,152 3.5% Institutional brokerage: Principal transactions 4,888 9.9% 4,152 2.4% Agency commissions 29,918 60.5% 28,564 16.2% Asset management: Base management fees 4,153 8.4% 6,360 3.6% Incentive allocations and fees - 0.0% 116 0.1% Principal investment: Interest 26,827 54.2% 152,368 86.6% Net investment loss (4,797) -9.7% (3,377) -1.9% Dividends 258 0.5% 883 0.5% Mortgage banking: Interest - 0.0% 13,462 7.7% Net investment loss (5) 0.0% (4,031) -2.3% Other 1,932 3.9% 4,482 2.5% ------- ------ ------- ------ Total revenues 71,328 144.2% 319,163 181.4% Interest expense 21,858 44.2% 143,231 81.4% ------- ------ ------- ------ Revenues, net of interest expense 49,470 100.0% 175,932 100.0% ------- ------ ------- ------

NON-INTEREST EXPENSES: Compensation and benefits 53,970 109.1% 106,885 60.8% Professional services 10,492 21.2% 14,008 8.0% Business development 6,812 13.8% 11,158 6.3% Clearing and brokerage fees 3,393 6.9% 3,063 1.7% Occupancy and equipment 8,580 17.3% 12,699 7.2% Communications 6,255 12.6% 7,592 4.3% Other operating expenses 7,055 14.3% 18,684 10.6% Goodwill impairment - 0.0% 28,900 16.4% Restructuring charges - 0.0% 3,862 2.2% ------- ------ ------- ------ Total non-interest expenses 96,557 195.2% 206,851 117.5% ------- ------ ------- ------

Operating loss (47,087) -95.2% (30,919) -17.5% ------- ------ ------- ------

OTHER INCOME: (Loss) gain on issuance and sale of subsidiary shares and other income (loss) (192) -0.4% 105,677 60.1% ------- ------ ------- ------

(Loss) gain before income taxes and minority interest (47,279) -95.6% 74,758 42.6%

Income tax (benefit) provision (9,974) -20.2% 55,011 31.3% Minority interest in (losses) earnings of consolidated subsidiary (12,254) -24.8% 9,538 5.4% ------- ------ ------- ------

Net (loss) income $(25,051) -50.6% $10,209 5.9% ======= ====== ======= ======

Basic (loss) earnings per share $(0.17) $0.06 ======= ======= Diluted (loss) earnings per share $(0.17) $0.06 ======= =======

Weighted average shares - basic 150,948 173,256 ======= ======= Weighted average shares - diluted 150,948 173,256 ======= =======

FRIEDMAN, BILLINGS, RAMSEY GROUP, INC.

CONDENSED CONSOLIDATED STATEMENTS OF OPERATIONS (Dollars in thousands, except per share amounts) (Unaudited)

Six Months Ended June 30,

2008 % 2007 % ------- ------ -------- ------ REVENUES: Investment banking: Capital raising $68,872 48.6% $207,279 111.2% Advisory 9,268 6.5% 12,610 6.8% Institutional brokerage: Principal transactions 10,845 7.7% 6,188 3.3% Agency commissions 55,768 39.3% 52,382 28.1% Asset management: Base management fees 8,797 6.2% 11,888 6.4% Incentive allocations and fees - 0.0% 220 0.1% Principal investment: Interest 52,741 37.2% 331,251 177.7% Net investment loss (24,484) -17.3% (62,142) -33.3% Dividends 687 0.5% 1,842 1.0% Mortgage banking: Interest 36 0.0% 39,992 21.5% Net investment income (loss) 463 0.3% (110,890) -59.5% Other 4,267 3.1% 8,576 4.5% ------- ------ -------- ------ Total revenues 187,260 132.1% 499,196 267.8% Interest expense 45,508 32.1% 312,782 167.8% ------- ------ -------- ------ Revenues, net of interest expense 141,752 100.0% 186,414 100.0% ------- ------ -------- ------

NON-INTEREST EXPENSES: Compensation and benefits 130,924 92.4% 210,867 113.1% Professional services 22,959 16.2% 27,862 14.9% Business development 19,106 13.5% 24,927 13.4% Clearing and brokerage fees 7,023 5.0% 5,764 3.1% Occupancy and equipment 17,769 12.5% 25,816 13.8% Communications 12,273 8.7% 14,643 7.9% Other operating expenses 12,439 8.8% 50,400 27.0% Goodwill impairment - 0.0% 54,752 29.4% Restructuring charges - 0.0% 19,347 10.4% ------- ------ -------- ------ Total non-interest expenses 222,493 157.1% 434,378 233.0% ------- ------ -------- ------

Operating loss (80,741) -57.1% (247,964) -133.0%

OTHER INCOME: (Loss) gain on issuance and sale of subsidiary shares (189) -0.1% 106,508 57.1% Gain on disposition of subsidiary and other income 73,034 51.5% - 0.0% ------- ------ -------- ------

Loss before income taxes and minority interest (7,896) -5.7% (141,456) -75.9%

Income tax (benefit) provision (10,780) -7.6% 23,461 12.6% Minority interest in (losses) earnings of consolidated subsidiary (17,167) -12.1% 12,617 6.8% ------- ------ -------- ------

Net income (loss) $20,051 14.0% $(177,534) -95.3% ======= ====== ======== ======

Basic earnings (loss) per share $0.13 $(1.03) ======= ======= Diluted earnings (loss) per share $0.13 $(1.03) ======= =======

Weighted average shares - basic 150,869 173,054 ======= ======= Weighted average shares - diluted 151,345 173,054 ======= =======

FRIEDMAN, BILLINGS, RAMSEY GROUP, INC.

Financial & Statistical Supplement - Operating Results (Dollars in thousands, except per share data) (Unaudited)

Six Months Ended June 30, 2008 Q-2 08 Q-1 08 --------------------------------- Revenues Investment banking: Capital raising $68,872 $3,962 $64,910 Advisory 9,268 4,192 5,076 Institutional brokerage: Principal transactions 10,845 4,888 5,957 Agency commissions 55,768 29,918 25,850 Asset management: Base management fees 8,797 4,153 4,644 Principal investment: Interest 52,741 26,827 25,914 Net investment loss (24,484) (4,797) (19,687) Dividends 687 258 429 Mortgage banking: Interest 36 - 36 Net investment income (loss) 463 (5) 468 Other 4,267 1,932 2,335 --------------------------------- Total revenues 187,260 71,328 115,932 Interest expense 45,508 21,858 23,650 --------------------------------- Revenues, net of interest expense 141,752 49,470 92,282 --------------------------------- Non-interest expenses Compensation and benefits 130,924 53,970 76,954 Professional services 22,959 10,492 12,467 Business development 19,106 6,812 12,294 Clearing and brokerage fees 7,023 3,393 3,630 Occupancy and equipment 17,769 8,580 9,189 Communications 12,273 6,255 6,018 Other operating expenses 12,439 7,055 5,384 --------------------------------- Total non-interest expenses 222,493 96,557 125,936 ---------------------------------

Operating loss (80,741) (47,087) (33,654)

Other income Gain on disposition of subsidiary and other income (loss) 72,845 (192) 73,037 ---------------------------------

Net (loss) income before income taxes and minority interest (7,896) (47,279) 39,383

Income tax benefit (10,780) (9,974) (806) Minority interest in losses of consolidated subsidiary (17,167) (12,254) (4,913) ---------------------------------

Net income (loss) $20,051 $(25,051) $45,102 =================================

ROE (annualized) 10.9% -27.2% 48.9% ROE (annualized-excluding AOCI) (1) 9.5% -23.8% 41.8%

Total shareholders' equity $343,686 $343,686 $344,408 Total shareholders' equity, net of AOCI (1) $436,093 $436,093 $455,761

Basic earnings (loss) per share $0.13 $(0.17) $0.30 Diluted earnings (loss) per share $0.13 $(0.17) $0.30

Ending shares outstanding (in thousands) 150,989 150,989 150,915

Book value per share $2.28 $2.28 $2.28 Book value per share, net of AOCI (1) $2.89 $2.89 $3.02

Gross assets under management (in millions) Managed accounts $275.7 $275.7 $333.9 Hedge & offshore funds 35.5 35.5 45.1 Mutual funds 1,553.4 1,553.4 1,702.9 Private equity and venture capital funds 21.1 21.1 21.4 --------------------------------- Total $1,885.7 $1,885.7 $2,103.3 =================================

Net assets under management (in millions) Managed accounts $275.7 $275.7 $333.9 Hedge & offshore funds 33.4 33.4 40.4 Mutual funds 1,533.8 1,533.8 1,698.0 Private equity and venture capital funds 20.2 20.2 20.2 --------------------------------- Total $1,863.1 $1,863.1 $2,092.5 =================================

Employee count 719 719 726 =================================

(1) Accumulated Other Comprehensive Income (AOCI) includes changes in value of available-for-sale securities and cash flow hedges. We believe that such changes represent temporary market fluctuations, are not reflective of our market strategy, and therefore, exclusion of AOCI provides a reasonable basis for calculating returns.

FRIEDMAN, BILLINGS, RAMSEY GROUP, INC.

Financial & Statistical Supplement - Operating Results (Dollars in thousands, except per share data) (Unaudited)

Year Ended December 31, 2007 Q-4 07 Q-3 07 Q-2 07 Q-1 07 ---------------------------------------------------------- Revenues Investment banking: Capital raising $282,619 $25,648 $49,692 $110,032 $97,247 Advisory 34,063 4,973 16,480 6,152 6,458 Institutional brokerage: Principal transactions 10,152 2,996 968 4,152 2,036 Agency commissions 104,792 26,153 26,257 28,564 23,818 Asset management: Base management fees 23,549 5,542 6,119 6,360 5,528 Incentive allocations and fees 401 99 82 116 104 Principal investment: Interest 497,256 50,998 115,007 152,368 178,883 Net investment loss (216,429) (22,327) (131,960) (3,377) (58,765) Dividends 3,173 805 526 883 959 Mortgage banking: Interest 51,245 4,059 7,194 13,462 26,530 Net investment loss (222,032) (83,174) (27,968) (4,031) (106,859) Other 15,808 3,242 3,990 4,482 4,094 ---------------------------------------------------------- Total revenues 584,597 19,014 66,387 319,163 180,033 Interest expense 477,437 52,583 112,072 143,231 169,551 ---------------------------------------------------------- Revenues, net of interest expense 107,160 (33,569) (45,685) 175,932 10,482 ---------------------------------------------------------- Non-interest expenses Compensation and benefits 361,355 69,533 80,955 106,885 103,982 Professional services 55,741 15,598 12,281 14,008 13,854 Business development 43,518 10,878 7,713 11,158 13,769 Clearing and brokerage fees 12,514 2,797 3,953 3,063 2,701 Occupancy and equipment 52,302 13,791 12,695 12,699 13,117 Communications 28,690 6,899 7,148 7,592 7,051 Other operating expenses 82,246 15,706 16,140 18,684 31,716 Impairment of goodwill 162,765 108,013 - 28,900 25,852 Restructuring charges 46,985 21,466 6,172 3,862 15,485 ---------------------------------------------------------- Total non- interest expenses 846,116 264,681 147,057 206,851 227,527 ----------------------------------------------------------

Operating loss (738,956) (298,250) (192,742) (30,919) (217,045)

Other income (loss) Gain (loss) on issuance and sale of subsidiary shares 104,062 4 (2,450) 105,677 831 ----------------------------------------------------------

(Loss) income before income taxes and minority interest (634,894) (298,246) (195,192) 74,758 (216,214)

Income tax provision (benefit) 22,932 (15,817) 15,288 55,011 (31,550) Minority interest in earnings (losses) of consolidated subsidiary 774 (12,008) 165 9,538 3,079 ----------------------------------------------------------

Net (loss) income $(658,600) $(270,421)$(210,645) $10,209 (187,743) ==========================================================

ROE (annualized) -84.2% -138.3% -90.2% 3.7% -69.5% ROE (annualized- excluding AOCI)(1) -82.7% -135.8% -88.7% 3.7% -69.0%

Total shareholders' equity $393,691 $393,691 $698,214 $1,012,635 $989,213 Total shareholders' equity, net of AOCI (1) $406,762 $406,762 $714,566 $996,283 $990,460

Basic (loss) earnings per share $(3.94) $(1.77) $(1.25) $0.06 $(1.09) Diluted (loss) earnings per share $(3.94) $(1.77) $(1.25) $0.06 $(1.09)

Ending shares outstanding (in thousands) 150,674 150,674 158,671 173,756 172,846

Book value per share $2.61 $2.61 $4.40 $5.83 $5.72 Book value per share, net of AOCI (1) $2.70 $2.70 $4.50 $5.73 $5.73

Gross assets under management (in millions) Managed accounts $347.1 $347.1 $345.6 $291.3 $258.8 Hedge & offshore funds 52.1 52.1 61.7 61.7 67.1 Mutual funds 2,046.5 2,046.5 2,292.3 2,482.6 2,412.9 Private equity and venture capital funds 23.8 23.8 31.3 33.8 41.2 ---------------------------------------------------------- Total $2,469.5 $2,469.5 $2,730.9 $2,869.4 $2,780.0 ==========================================================

Net assets under management (in millions) Managed accounts $347.1 $347.1 $345.6 $291.3 $258.8 Hedge & offshore funds 50.7 50.7 58.1 58.1 62.5 Mutual funds 2,034.6 2,034.6 2,285.1 2,474.7 2,406.4 Private equity and venture capital funds 22.6 22.6 29.8 32.0 38.0 ---------------------------------------------------------- Total $2,455.0 $2,455.0 $2,718.6 $2,856.1 $2,765.7 ==========================================================

Employee count 1,025 1,025 1,290 2,151 2,592 ==========================================================

(1) Accumulated Other Comprehensive Income (AOCI) includes changes in value of available-for-sale securities and cash flow hedges. We believe that such changes represent temporary market fluctuations, are not reflective of our market strategy, and therefore, exclusion of AOCI provides a reasonable basis for calculating returns.

(2) Effective January 1, 2008, the Company elected to change its method of amortizing and accreting premiums, discounts and other deferred costs on its mortgage-backed securities portfolio to the "Contractual Method", in accordance with SFAS 91. See the Company's quarterly filing filed with the Securities and Exchange Commission for the period ending March 31, 2008 for further discussion.

FRIEDMAN, BILLINGS, RAMSEY GROUP, INC.

CONSOLIDATED BALANCE SHEETS (Dollars and shares in thousands, except per share amounts) (Unaudited)

ASSETS 30-Jun-08 31-Dec-07 ----------- -----------

Cash and cash equivalents $417,940 $692,360 Restricted cash 162 14,166 Receivables 72,923 75,357 Investments: Mortgage-backed securities, at fair value 3,431,550 1,791,480 Long-term investments 133,808 169,274 Trading securities, at fair value 16,978 19,057 Due from clearing broker 12,521 - Derivative assets, at fair value 9,481 3,514 Intangible assets, net 9,817 9,837 Furniture, equipment, software and leasehold improvements, net 26,731 30,451 Prepaid expenses and other assets 68,319 139,459 ----------- ----------- Total assets $4,200,230 $2,944,955 =========== ===========

LIABILITIES AND SHAREHOLDERS ' EQUITY

Liabilities: Trading account securities sold but $259 $206 not yet purchased, at fair value Repurchase agreements 2,813,768 1,744,377 Securities purchased 375,361 Derivative liabilities, at fair value 4,215 3,558 Interest payable 5,684 5,746 Accrued compensation and benefits 45,563 57,000 Due to clearing broker - 7,059 Accounts payable, accrued expenses and other liabilities 57,398 105,456 Short-term loan financing - 63,981 Long-term debt 320,051 320,820 ----------- ----------- Total liabilities 3,622,299 2,308,203 ----------- -----------

Minority interest 234,245 243,061

Shareholders' equity: Common stock, 159,411 and 151,883 shares 1,594 1,519 Additional paid-in capital 1,478,006 1,468,801 Accumulated other comprehensive loss, net of taxes (92,407) (13,071) Accumulated deficit (1,043,507) (1,063,558) ----------- ----------- Total shareholders' equity 343,686 393,691 ----------- -----------

Total liabilities and shareholders' equity $4,200,230 $2,944,955 =========== ===========

DATASOURCE: Friedman, Billings, Ramsey Group, Inc.

CONTACT: Media, +1-703-469-1004, ; Investors, Paul Beattie,

+1-703-312-9673,

Web site: http://www.fbr.com/

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