Company: MITN
Filing Date: 2025-11-07
Form Type: 10-Q
Source: 0001628280-25-050624
Chunk: 115

Company: AG Mortgage Investment Trust, Inc.
Filing Date: 2025-11-07
Form: 10-Q
Item: Part I, Item 1
Chunk 115
---
ization (3)$11,071 $250 $74 $(63)$(148)$— $— $(22,650)$— Net unrealized gain/(loss)208,835 322 4,990 (5,097)(10)149 — (188,779)(25)Equity in earnings/(loss) from affiliates— — — — — — 2,435 — — (1)Includes Securitized residential mortgage loans. (2)Other assets and Other liabilities include derivative forward purchase commitments and loan purchase commitments, if applicable. (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.(5)Transfers are assumed to occur at the beginning of the period. 

22

AG Mortgage Investment Trust Inc. and SubsidiariesNotes to Consolidated Financial Statements (Unaudited)September 30, 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 September 30, 2025 and December 31, 2024 ($ in thousands).  September 30, 2025December 31, 2024Valuation TechniqueUnobservable InputFair ValueRange(Weighted Average) (1)Fair ValueRange(Weighted Average) (1)Securitized Residential Mortgage LoansYield4.63% - 17.25%   (5.80%)5.75% - 11.18%   (6.26%)Discounted Cash FlowProjected Collateral Prepayments$8,288,983 4.37% - 13.58%   (9.82%)$6,197,678 4.95% - 14.48%   (8.87%)Projected Collateral Losses0.00% - 1.81%   (0.10%)0.00% - 2.02%   (0.08%)Projected Collateral Severities-35.90%  - 100.00%   (28.06%)-19.30% - 26.00%   (19.34%)Residential Mortgage LoansYield5.73% - 11