Company: ABR-PF
Filing Date: 2025-08-01
Form Type: 10-Q
Source: 0001253986-25-000014
Chunk: 97

Company: ARBOR REALTY TRUST INC
Filing Date: 2025-08-01
Form: 10-Q
Item: Part I, Item 1
Chunk 97
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 of cash posted as collateral of $2.5 million and $2.0 million, respectively, and net liability and net asset positions of $1.0 million and $0.3 million, respectively, from the fair value of our treasury futures.During the three months ended June 30, 2025, we recorded realized losses of $1.0 million and unrealized gains of $0.5 million to our Agency Business, related to our swaps. During the six months ended June 30, 2025, we recorded realized losses of $0.5 million and unrealized losses of $1.2 million to our Agency Business, related to our swaps. During the three months ended June 30, 2024, we recorded realized gains of $0.2 million and unrealized losses of $0.1 million to our Agency Business, related to our swaps. During the six months ended June 30, 2024, we recorded realized and unrealized gains of $0.1 million and $0.3 million, respectively, to our Agency Business, related to our swaps.

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Table of ContentsARBOR REALTY TRUST, INC. AND SUBSIDIARIESNOTES TO CONSOLIDATED FINANCIAL STATEMENTS (Unaudited)

A summary of our non-qualifying derivative financial instruments in our Agency Business is as follows ($ in thousands):June 30, 2025Fair ValueDerivativeCountNotional ValueBalance Sheet LocationDerivative AssetsDerivative LiabilitiesRate lock commitments3$35,162 Other assets/other liabilities$382 $(279)Forward sale commitments31309,003 Other assets/other liabilities1,651 (115)Treasury futures67967,900 — — $412,065 $2,033 $(394)December 31, 2024Forward sale commitments44$396,024 Other assets/other liabilities$95 $(4,209)Treasury futures828,200 — — $404,224 $95 $(4,209)

Note 13 — Fair Value

Fair value estimates are dependent upon subjective assumptions and involve significant uncertainties resulting in variability in estimates with changes in assumptions. The following table summarizes the principal amounts, carrying values and the estimated fair values of our financial instruments (in thousands):June 30, 2025December 31, 2024Principal /Notional AmountCarryingValueEstimatedFair ValuePrincipal /Notional AmountCarryingValueEstimated