Company: MITN
Filing Date: 2025-05-07
Form Type: 10-Q
Source: 0001514281-25-000062
Chunk: 176

Company: AG Mortgage Investment Trust, Inc.
Filing Date: 2025-05-07
Form: 10-Q
Item: Part I, Item 8
Chunk 176
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2,465)118 (700)— (22,429)(152)Equity in earnings/(loss) from affiliates— — — — — — (72)— — Other (4)(822)— — — — — — — — Ending Balance$5,848,560 $66,474 $39,163 $3,268 $1,220 $472 $33,190 $(4,980,942)$(159)Change in unrealized appreciation/(depreciation) for level 3 assets/liabilities still held as of March 31, 2024Net premium and discount amortization (3)4,197 60 16 (63)(54)— — (7,578)— Net unrealized gain/(loss)23,056 111 1,614 (2,465)118 472 — (22,429)(159)Equity in earnings/(loss) from affiliates— — — — — — (72)— — (1)Includes Securitized residential mortgage loans.(2)Derivative assets and derivative liabilities are included in the "Other assets" and "Other liabilities" line items, respectively, on the consolidated balance sheets.(3)Included in the "Interest income" and "Interest expense" line items on the consolidated statement of operations for assets and liabilities, respectively.(4)Includes transfers of residential mortgage loans to real estate owned as well as activity related to advances.

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AG Mortgage Investment Trust Inc. and SubsidiariesNotes to Consolidated Financial Statements (Unaudited)March 31, 2025

The following table presents a summary of quantitative information about the significant unobservable inputs used in the fair value measurement of investments for which the Company has utilized Level 3 inputs to determine fair value as of March 31, 2025 and December 31, 2024 ($ in thousands).  March 31, 2025December 31, 2024Valuation TechniqueUnobservable InputFair ValueRange(Weighted Average) (1)Fair ValueRange(Weighted Average) (1)Securitized Residential Mortgage LoansYield5.30% - 15.22%   (5.92%)5.75% - 11.18%   (6.26%)Discounted Cash FlowProjected Collateral Prepayments$6,542,