Company: MITN
Filing Date: 2025-11-07
Form Type: 10-Q
Source: 0001628280-25-050624
Chunk: 31

Company: AG Mortgage Investment Trust, Inc.
Filing Date: 2025-11-07
Form: 10-Q
Item: Part I, Item 2
Chunk 31
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Fair ValueSecuritized residential mortgage loans in VIEs$7,298,543 $7,142,686 $921,111 $1,007,911 Securitized debt in VIEs (1)6,676,720 6,469,626 828,954 861,727 Other assets (2)N/A2,259 N/A1,055 Retained Certificates from VIEs (3)(4)(5)(6)$675,319 $147,239 Retained interests in VIEsCurrent FaceFair ValueCurrent FaceFair ValueSenior Bonds$129,304 $131,573 $38,886 $39,091 Mezzanine Bonds23,348 21,894 1,117 1,119 Subordinate Bonds470,769 350,972 52,153 49,739 Interest Only / Excess Servicing Bonds (1)(7)N/A170,880 N/A57,290 Retained Certificates from VIEs (3)(4)(5)(6)$675,319 $147,239 Financing arrangements on retained Certificates from VIEs439,020 68,851 Retained Certificates from VIEs, net of financing arrangements$236,299 $78,388  

(1)Interest Only securities have no principal balances and bear interest based on a notional value. The notional value is used solely to determine interest distributions on the interest only classes of securities. The Securitized debt in the Non-Agency VIEs and Interest Only/Excess Servicing Bonds line items include interest only classes with a notional value of $3.4 billion and $12.1 billion, respectively. The Securitized debt in the Home Equity VIEs and Interest Only/Excess Servicing Bonds line items include interest only classes with a notional value of $310.9 million and $610.2 million, respectively. 

(2)For Non-Agency VIEs, represents the fair value of real estate owned within the VIEs. We record real estate owned at the lower of cost or fair value less estimated costs to sell. We recorded real estate owned within our Non-Agency VIEs at $2.1 million. For Home Equity VIEs, represents cash held in reserve accounts within the Home Equity VIEs and included within our restricted cash. 

(3)