Company: MITN
Filing Date: 2025-11-07
Form Type: 10-Q
Source: 0001628280-25-050624
Chunk: 263

Company: AG Mortgage Investment Trust, Inc.
Filing Date: 2025-11-07
Form: 10-Q
Item: Part I, Item 8
Chunk 263
---
4.49%, and a weighted average years to maturity of 4.86 years. Derivative and other instruments eligible for offset are presented gross on the consolidated balance sheets as of September 30, 2025 and December 31, 2024, if applicable. The Company has not offset or netted any derivatives or other instruments with any financial instruments or cash collateral posted or received.  The Company must post cash or securities as collateral on its derivative instruments when their fair value declines. This typically occurs when prevailing market rates change adversely, with the severity of the change also dependent on the term of the derivatives involved. The posting of collateral is generally bilateral, meaning that if the fair value of the Company’s derivatives increases, its counterparty must post collateral. As of September 30, 2025, the Company's restricted cash balance included $12.3 million of collateral related to certain derivatives, of which $9.7 million represents cash collateral posted by the Company and $2.6 million represents amounts related to variation margin. As of December 31, 2024, the Company's restricted cash balance included $9.3 million of collateral related to certain derivatives, of which $0.7 million represents cash collateral posted by the Company and $8.6 million represents amounts related to variation margin.

28

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

The following table summarizes total income related to derivatives and other 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