Company: AX
Filing Date: 2025-10-30
Form Type: 10-Q
Source: 0001299709-25-000184
Chunk: 34

Company: Axos Financial, Inc.
Filing Date: 2025-10-30
Form: 10-Q
Item: Part I, Item 1
Chunk 34
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The table below summarizes the quantitative information about Level 3 fair value measurements:September 30, 2025(Dollars in thousands)Fair ValueValuation TechniqueUnobservable InputRange (Weighted Average)1Available-for-sale securities: Non-Agency MBS$11,192 Discounted Cash FlowProjected Constant Prepayment Rate,Projected Constant Default Rate,Projected Loss Severity,Discount Rate over SOFR Swaps,Credit Enhancement2.5 to 30.0% (20.1%)1.5 to 9.9% (6.1%)35.0 to 68.9% (46.6%)2.5 to 4.3% (2.8%)0.0 to 65.6% (41.8%)Servicing Rights$26,243 Discounted Cash FlowProjected Constant Prepayment Rate,Life (in years),Discount Rate5.2 to 28.7% (10.3%)2.2 to 12.7 (8.9) 9.5 to 11.2% (9.8%)Accounts payable and other liabilities—Contingent Consideration$30,810 Nelson-Siegal Stochastic ModelMonthly Asset Growth,Credit Spread(7.4)% to 14.5% (3.6%)  2.9% to 2.9% (2.9%) June 30, 2025(Dollars in thousands)Fair ValueValuation TechniqueUnobservable InputRange (Weighted Average)1Available-for-sale securities: Non-Agency MBS$15,569 Discounted Cash FlowProjected Constant Prepayment Rate,Projected Constant Default Rate,Projected Loss Severity,Discount Rate over SOFR Swaps,Credit Enhancement2.5 to 30.0% (22.4%)1.5 to 11.9% (8.7%)35.0 to 68.9% (43.4%)2.5 to 4.1% (2.7%)0.0 to 99.0% (22.8%)Servicing Rights$27,218 Discounted Cash FlowProjected Constant Prepayment Rate,Life (in years),Discount Rate5.2 to 26.6% (9.7%)2.5 to 12.8 (9.3) 9.5 to 11.2% (9.8%)1 The weighted average for Available-for-sale securities: Non-ag