Company: MITN
Filing Date: 2025-08-05
Form Type: 10-Q
Source: 0001514281-25-000086
Chunk: 265

Company: AG Mortgage Investment Trust, Inc.
Filing Date: 2025-08-05
Form: 10-Q
Item: Part I, Item 8
Chunk 265
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/(loss)Interest Rate Swaps(194)(1,719)(6,730)8,594 Short TBAs— 155 — 63 Forward Purchase Commitments36 (427)168 (1,279)(158)(1,991)(6,562)7,378 Included within Net realized gain/(loss)Interest Rate Swaps(3,350)80 (2,568)(3,061)Short TBAs662 14 662 24 Forward Purchase Commitments— (161)(40)971 (2,688)(67)(1,946)(2,066)Total income/(loss)$(2,025)$309 $(6,950)$9,579 

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

Derivative Activity  The following table presents information about the Company’s derivatives for the three and six months ended June 30, 2025 and 2024 (in thousands). Beginning NotionalAmountBuys or CoversSales or  Shorts (1)Ending NotionalAmountDerivativeAssetDerivativeLiabilityThree Months Ended June 30, 2025Interest Rate Swaps$332,500 $296,500 $(284,000)$345,000 $— $(100)Short TBAs (2)— 300,000 (495,000)(195,000)— — Three Months Ended June 30, 2024Interest Rate Swaps$454,250 $498,000 $(134,250)$818,000 $243 $— Short TBAs(32,000)96,000 (64,000)— — — Six Months Ended June 30, 2025Interest Rate Swaps$342,550 $399,500 $(397,050)$345,000 $— $(100)Short TBAs (2)— 300,000 (495,000)(195,000)— — Six Months Ended June 30, 2024Interest Rate Swaps$503,000 $717,750 $(402,750)$818,000 $243 $— Short TBAs(9,000)130,000 (121,000)— — — (1)The sales or shorts include $60.0 million of interest rate swaps that