Company: MITN
Filing Date: 2025-11-07
Form Type: 10-Q
Source: 0001628280-25-050624
Chunk: 247

Company: AG Mortgage Investment Trust, Inc.
Filing Date: 2025-11-07
Form: 10-Q
Item: Part I, Item 8
Chunk 247
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 of market transparency. Transfers out of the Level 3 category of the fair value hierarchy occur due to instruments exhibiting indications of increased levels of market transparency. Indications of increases or decreases in levels of market transparency include a change in observable transactions or executable quotes involving these instruments or similar instruments. Changes in these indications could impact price transparency, and thereby cause a change in level designations in future periods. 

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AG Mortgage Investment Trust Inc. and SubsidiariesNotes to Consolidated Financial Statements (Unaudited)September 30, 2025

The following tables present additional information about the Company’s assets and liabilities which are measured at fair value on a recurring basis for which the Company has utilized Level 3 inputs to determine fair value (in thousands).Three Months Ended September 30, 2025Residential Mortgage Loans (1)Legacy WMC Commercial LoansNon-AgencyRMBSOther Assets (2)AG ArcSecuritizedDebtOther Liabilities (2)Beginning balance$6,974,999 $64,883 $137,945 $511 $32,205 $(5,937,637)$(51)Purchases1,719,848 — — — 15,330 — — Issuances of Securitized Debt— — — — — (1,678,309)— Capital distributions— — — — (628)— — Proceeds from sales or settlements— — — (628)— — 153 Principal repayments(251,531)— (2,898)— — 238,336 — Principal funding5,968 — — — — — — Included in net income:Net premium and discount amortization (3)(591)6 (679)— — (4,791)— Net realized gain/(loss)(224)— — 628 — — (153)Net unrealized gain/(loss)67,042 (7,151)4,059 (383)— (45,710)(580)Equity in earnings/(loss) from affiliates— — — — 2,337 — — Other (4)(1,281)— — — — — — Ending Balance$8,514,230 $57,738 $138,427 $128 $49,