Company: MITN
Filing Date: 2025-11-07
Form Type: 10-Q
Source: 0001628280-25-050624
Chunk: 104

Company: AG Mortgage Investment Trust, Inc.
Filing Date: 2025-11-07
Form: 10-Q
Item: Part I, Item 1
Chunk 104
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.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 September 30, 2025 and December 31, 2024, the Company’s Agency-Eligible Loans includes $44.0 million and $48.2 million of retained securities from these transactions, respectively. As of September 30, 2025, the Company’s Home Equity Loans includes $24.5 million of retained securities from these transactions. (8)As of September 30, 2025, there are Legacy WMC CMBS with an unpaid principal balance of $23.5 million and a fair value of $7.1 million which are on non-accrual or cost recovery status. As of December 31, 2024, there are Legacy WMC CMBS with an unpaid principal balance of $23.5 million and a fair value of $6.0 million which are on non-accrual or cost recovery status. 

17

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

The following tables summarize the Company's real estate securities according to their projected weighted average life classifications as of September 30, 2025 and December 31, 2024 (in thousands).September 30, 2025Non-Agency RMBSLegacy WMC CMBSAgency RMBSWeighted Average Life (1)Fair ValueAmortizedCostFair ValueAmortized CostFair ValueAmortizedCostLess than or equal to one year$— $— $2,451 $5,914 $— $— Greater than one year and less than or equal to five years50,957 49,357 38,232 39,162 644 613 Greater than five years and less than or equal to ten years78,249