Company: MITN
Filing Date: 2025-11-07
Form Type: 10-Q
Source: 0001628280-25-050624
Chunk: 243

Company: AG Mortgage Investment Trust, Inc.
Filing Date: 2025-11-07
Form: 10-Q
Item: Part I, Item 8
Chunk 243
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observable inputs may be used and reflect the Company’s assumptions about the factors that market participants would use in pricing an asset or liability, and would be based on the best information available. In certain cases, inputs used to measure fair value fall into different levels of the fair value hierarchy. In such cases, the level at which the fair value measurement falls is determined based on the lowest level input that is significant to the fair value measurement.

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

The following tables present the Company’s financial instruments measured at fair value on a recurring basis as of September 30, 2025 and December 31, 2024 (in thousands). Fair Value at September 30, 2025 Level 1Level 2Level 3TotalAssets:    Securitized residential mortgage loans $— $— $8,288,983 $8,288,983 Residential mortgage loans — 1,257 225,247 226,504 Legacy WMC Commercial Loans— — 57,738 57,738 Non-Agency RMBS— 11,288 138,427 149,715 Legacy WMC CMBS— 40,683 — 40,683 Agency RMBS— 16,546 — 16,546 Derivative assets (1)— 5,795 128 5,923 Cash equivalents (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,