Company: MITN
Filing Date: 2025-11-07
Form Type: 10-Q
Source: 0001628280-25-050624
Chunk: 127

Company: AG Mortgage Investment Trust, Inc.
Filing Date: 2025-11-07
Form: 10-Q
Item: Part I, Item 1
Chunk 127
---
 instruments for the three and nine months ended September 30, 2025 and 2024 (in thousands).Three Months EndedNine Months EndedSeptember 30, 2025September 30, 2024September 30, 2025September 30, 2024Included within Net interest component of interest rate swapsInterest Rate Swaps$1,108 $2,180 $2,666 $6,447 Included within Net unrealized gain/(loss)Interest Rate Swaps(830)(5,215)(7,560)3,379 Short TBAs(868)— (868)63 Forward Purchase Commitments(129)238 39 (1,041)(1,827)(4,977)(8,389)2,401 Included within Net realized gain/(loss)Interest Rate Swaps(1,299)(21,551)(3,867)(24,612)Short TBAs(2,514)— (1,852)24 Forward Purchase Commitments119 342 79 1,313 (3,694)(21,209)(5,640)(23,275)Total income/(loss)$(4,413)$(24,006)$(11,363)$(14,427)Derivative Activity  The following table presents information about the Company’s derivatives for the three and nine months ended September 30, 2025 and 2024 (in thousands). Beginning NotionalAmountBuys or CoversSales or  Shorts (1)Ending NotionalAmountDerivativeAssetDerivativeLiabilityThree Months Ended September 30, 2025Interest Rate Swaps$345,000 $227,180 $(127,120)$445,060 $56 $— Short TBAs(195,000)775,000 (580,000)— 820 (1,688)Three Months Ended September 30, 2024Interest Rate Swaps$818,000 $129,000 $(642,500)$304,500 $— $(86)Nine Months Ended September 30, 2025Interest Rate Swaps$342,550 $626,680 $(524,170)$445,060 $56 $— Short TBAs— 1,075,000 (1,075,000)— 820 (1,688)Nine Months Ended September 30, 2024Interest Rate Swaps$503,000