Company: MITN
Filing Date: 2025-11-07
Form Type: 10-Q
Source: 0001628280-25-050624
Chunk: 107

Company: AG Mortgage Investment Trust, Inc.
Filing Date: 2025-11-07
Form: 10-Q
Item: Part I, Item 1
Chunk 107
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2)53,422 — — 53,422 AG Arc (3)— — 49,244 49,244 Total Assets Measured at Fair Value$53,422 $75,569 $8,759,767 $8,888,758 Liabilities:Securitized debt$— $— $(7,428,111)$(7,428,111)Loan purchase commitment (4)— — (410)(410)Derivative liabilities (1)— (4,004)(221)(4,225)Total Liabilities Measured at Fair Value$— $(4,004)$(7,428,742)$(7,432,746) Fair Value at December 31, 2024 Level 1Level 2Level 3TotalAssets:    Securitized residential mortgage loans$— $— $6,197,678 $6,197,678 Residential mortgage loans— 1,829 218,388 220,217 Legacy WMC Commercial loans— — 67,005 67,005 Non-Agency RMBS— 12,046 115,533 127,579 Legacy WMC CMBS— 52,785 — 52,785 Agency RMBS— 20,996 — 20,996 Derivative assets (1)— 11,414 204 11,618 Cash equivalents (2)117,979 — — 117,979 AG Arc (3)— — 30,778 30,778 Total Assets Measured at Fair Value$117,979 $99,070 $6,629,586 $6,846,635 Liabilities:Securitized debt$— $— $(5,491,967)$(5,491,967)Derivative liabilities (1)— (38)(336)(374)Total Liabilities Measured at Fair Value$— $(38)$(5,492,303)$(5,492,341)(1)As of September 30, 2025, the Company applied a reduction in fair value of $4.9 million and $2.3 million to its interest rate swap assets and liabilities, respectively, related to variation margin with a corresponding increase or decrease in restricted cash. As of December 31, 2024, the Company applied a reduction in