Company: MITN
Filing Date: 2025-05-07
Form Type: 10-Q
Source: 0001514281-25-000062
Chunk: 61

Company: AG Mortgage Investment Trust, Inc.
Filing Date: 2025-05-07
Form: 10-Q
Item: Part I, Item 1
Chunk 61
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70%   (6.72%)Discounted Cash FlowProjected Collateral Prepayments$— N/A$204 11.52% - 25.78%   (19.09%)Projected Collateral LossesN/A0.02% - 2.73%   (0.71%)Projected Collateral SeveritiesN/A10.00% - 10.00%   (10.00%)Pull Through PercentagesN/A60.00% - 100.00%   (89.33%)AG ArcComparable MultipleBook Value Multiple$32,242 1.00x - 1.00x   (1.00x)$30,778 0.95x - 0.95x   (0.95x)Securitized DebtYield4.86% - 25.00%   (5.54%)5.11% - 25.00%   (5.86%)Discounted Cash FlowProjected Collateral Prepayments$(5,836,691)4.34% - 14.75%   (9.31%)$(5,491,967)4.95% - 14.48%   (8.85%)Projected Collateral Losses0.00% - 0.50%   (0.09%)0.00% - 0.50%   (0.07%)Projected Collateral Severities10.00% - 26.00%   (19.98%)10.00% - 26.00%   (19.63%)Derivative Liabilities (3)YieldN/A6.58% - 6.96%   (6.67%)Discounted Cash FlowProjected Collateral Prepayments$— N/A$(336)9.00% - 26.94%   (18.34%)Projected Collateral LossesN/A0.01% - 1.36%   (0.17%)Projected Collateral SeveritiesN/A10.00% - 10.00%   (10.00%)Pull Through PercentagesN/A65.00% - 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 March 31, 2025 and December 31, 2024. (3)Derivative assets and derivative liabilities are