Company: MITN
Filing Date: 2025-08-05
Form Type: 10-Q
Source: 0001514281-25-000086
Chunk: 242

Company: AG Mortgage Investment Trust, Inc.
Filing Date: 2025-08-05
Form: 10-Q
Item: Part I, Item 8
Chunk 242
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ional value of the Non-QM Loans, Agency-Eligible Loans, Home Equity Loans, Prime Jumbo Loans and Agency RMBS Interest Only line items were $85.6 million, $50.4 million,  $163.3 million, $28.3 million and $107.2 million, respectively. (2)The fair value of the securities held in unconsolidated VIEs represents the Company’s maximum loss exposure in unconsolidated VIEs. The Company has no obligation to provide any other explicit or implicit support to unconsolidated VIEs.(3)Equity residual investments with a zero coupon rate are excluded from this calculation.(4)The weighted average yields are calculated based on the amortized cost of the underlying securities. (5)Actual maturities may be shorter or longer than stated contractual maturities. Maturities are affected by prepayments of principal. (6)Certain Non-Agency RMBS include securities issued under Gold Creek Asset Trust ("GCAT"), which is the TPG Angelo Gordon securitization shelf under which the Company or private funds under the management of TPG Angelo Gordon securitize loans. These securities were retained from rated Non-QM Loan securitizations the Company participated in alongside private funds managed by TPG Angelo Gordon. The Company’s interest in the retained tranches represents its continuing involvement in these securitization trusts. As of June 30, 2025 and December 31, 2024, the Company’s Non-QM Loans includes $41.7 million and $40.3 million of  retained securities from these transactions, respectively. (7)For certain Non-Agency RMBS, the Company acted as a co-sponsor alongside an unrelated third party of rated securitizations. As the co-sponsor, the Company retained an "eligible vertical interest" to comply with risk retention rules which consists of at least 5% of each class of securities issued in the securitizations and represents the Company’s continuing involvement in these securitization trusts. The remaining tranches were sold to third parties and certain private funds managed by TPG Angelo Gordon or retained by the Company. As of June 30, 2025 and December 31, 2024, the Company’s Agency-Eligible Loans includes $45.5 million and $48.2 million of retained securities from these transactions, respectively. As of June 30,