Company: MITN
Filing Date: 2025-08-05
Form Type: 10-Q
Source: 0001514281-25-000086
Chunk: 253

Company: AG Mortgage Investment Trust, Inc.
Filing Date: 2025-08-05
Form: 10-Q
Item: Part I, Item 8
Chunk 253
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 — 1,861 — — Other (4)(3,356)— — — — — — — — Ending Balance$6,092,516 $66,753 $57,392 $727 $1,208 $446 $34,954 $(5,117,189)$(560)Change in unrealized appreciation/(depreciation) for level 3 assets/liabilities still held as of June 30, 2024Net premium and discount amortization (3)$8,328 $200 $33 $(63)$(97)$— $— $(15,316)$— Net unrealized gain/(loss)14,303 250 1,775 (5,006)149 446 — (16,358)(560)Equity in earnings/(loss) from affiliates— — — — — — 1,861 — — (1)Includes Securitized residential mortgage loans. (2)Other assets and Other liabilities include loan purchase commitments and derivative forward purchase commitments.(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)June 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 June 30, 2025 and December 31, 2024 ($ in thousands).  June 30, 2025December 31, 2024Valuation TechniqueUnobservable InputFair ValueRange(Weighted Average) (1)Fair ValueRange(Weighted Average) (1)Securitized Residential Mortgage LoansYield5.46% - 17.20%   (5.98%)5.75% - 11.18%   (6.26%)Discounted Cash FlowProjected Collateral Prepayments$6,648,988 4.26% - 12.64%   (8.90%)$6,197,678 4.95% - 14.48%   (8.