The Mooch has made another speedy exit.

Although he initially said he hoped his stint on Celebrity Big Brother would last longer than the 11 days he worked as White House Communications Director, it looks like Anthony Scaramucci is the first to leave the house during the show's second season.

As detailed by The Hollywood Reporter, the show's live feeds initially spoiled Scaramucci's departure from the show, as he was nowhere to be seen, and Mean Girls star Jonathan Bennett was overheard saying, "I miss Anthony Scaramucci."

Later, Scaramucci popped up in Davos, Switzerland for a SkyBridge event and, as captured in a video by TMZ, he told the crowd, "I just left the Big Brother house and they asked pretty tough questions on the Big Brother house."

He didn't reveal what happened to prompt his exit from the show, but he did tease, "You have to tune in on Friday to understand what happened. Unfortunately, I signed a confidentiality [agreement], but there's a little bit of a cliffhanger."

Scaramucci also said that whatever happened, he had a "tremendous amount of fun" on the show and considers it a once-in-a-lifetime opportunity. "There's a lot of intellectuals that are like, 'WTF, what's he doing on Big Brother?' But you have to remember I grew up in a blue collar family ... America watches these shows. You don't want to unplug yourself totally from America."

Big Brother: Celebrity Edition airs its next episode Wednesday at 8/7c on CBS.

(Disclosure: TV Guide is owned by CBS.)