Company: MITN
Filing Date: 2025-11-07
Form Type: 10-Q
Source: 0001628280-25-050624
Chunk: 117

Company: AG Mortgage Investment Trust, Inc.
Filing Date: 2025-11-07
Form: 10-Q
Item: Part I, Item 1
Chunk 117
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78%   (19.09%)Projected Collateral Losses0.05% - 5.96% (1.19%)0.02% - 2.73%   (0.71%)Projected Collateral Severities10.00% - 10.00% (10.00%)10.00% - 10.00%   (10.00%)Pull Through Percentages65.00% - 100.00% (94.15%)60.00% - 100.00%   (89.33%)AG ArcComparable MultipleBook Value Multiple$49,244 1.025x - 1.025x   (1.025x)$30,778 0.95x - 0.95x   (0.95x)Securitized DebtYield4.36% - 30.00%   (5.42%)5.11% - 25.00%   (5.86%)Discounted Cash FlowProjected Collateral Prepayments$(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%