Company: MITN
Filing Date: 2025-11-07
Form Type: 10-Q
Source: 0001628280-25-050624
Chunk: 254

Company: AG Mortgage Investment Trust, Inc.
Filing Date: 2025-11-07
Form: 10-Q
Item: Part I, Item 8
Chunk 254
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 (5.86%)Discounted Cash FlowProjected Collateral Prepayments$(7,428,111)4.37% - 13.58%   (9.81%)$(5,491,967)4.95% - 14.48%   (8.85%)Projected Collateral Losses0.00% - 0.50%   (0.10%)0.00% - 0.50%   (0.07%)Projected Collateral Severities10.00% - 100.00%   (27.76%)10.00% - 26.00%   (19.63%)Other Liabilities (3)Yield5.91% - 6.76% (6.11%)6.58% - 6.96%   (6.67%)Discounted Cash FlowProjected Collateral Prepayments$(631)6.05% - 26.73% (18.23%)$(336)9.00% - 26.94%   (18.34%)Projected Collateral Losses0.10% - 10.10% (0.32%)0.01% - 1.36%   (0.17%)Projected Collateral Severities10.00% - 13.83% (10.03%)10.00% - 10.00%   (10.00%)Pull Through Percentages65.00% - 100.00% (92.02%)65.00% - 100.00%   (90.48%)(1)Amounts are weighted based on fair value.(2)Represents the proportion of the principal expected to be collected relative to the loan balances as of September 30, 2025 and December 31, 2024. (3)Other assets and Other liabilities include derivative forward purchase commitments and loan purchase commitments, if applicable.

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

6. Financing 

The following table presents a summary of the Company's financing as of September 30, 2025 and December 31, 2024 ($ in thousands). September 30, 2025December 31, 2024FinancingWeighted AverageCollateral Fair Value (1)(2)FinancingCurrent FaceCarrying ValueStated MaturityFunding CostLife (Years)Carrying Value