Company: MITN
Filing Date: 2025-08-05
Form Type: 10-Q
Source: 0001514281-25-000086
Chunk: 115

Company: AG Mortgage Investment Trust, Inc.
Filing Date: 2025-08-05
Form: 10-Q
Item: Part I, Item 1
Chunk 115
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26%)Discounted Cash FlowProjected Collateral Prepayments$6,648,988 4.26% - 12.64%   (8.90%)$6,197,678 4.95% - 14.48%   (8.87%)Projected Collateral Losses0.00% - 1.76%   (0.10%)0.00% - 2.02%   (0.08%)Projected Collateral Severities-37.99%  - 26.00%   (19.96%)-19.30% - 26.00%   (19.34%)Residential Mortgage LoansYield3.70% - 13.35%   (7.64%)6.44% - 15.63%   (7.76%)Discounted Cash FlowProjected Collateral Prepayments$326,011 4.60% - 40.14%   (19.57%)$218,388 1.29% - 32.03%   (17.65%)Projected Collateral Losses0.00% - 8.11%   (1.44%)0.00% - 26.56%   (1.00%)Projected Collateral Severities-25.00% - 100.00%   (10.00%)-25.96% - 25.00%   (16.59%)Legacy WMC Commercial LoansYield11.09% - 14.01%   (13.01%)8.06% - 9.63%   (9.11%)Discounted Cash FlowCredit Spread$64,883 667 bps - 916 bps   (831 bps)$67,005 377 bps - 512 bps   (467 bps)Recovery Percentage (2)97.43% - 100.00%  (98.31%)100.00% - 100.00%  (100.00%)Non-Agency RMBSYield5.26% - 20.00%   (8.26%)5.86% - 25.00%   (7.90%)Discounted Cash FlowProjected Collateral Prepayments$137,945 7.45% - 12.87%   (10.99%)$115,533 7.37% - 14.50%   (11.46%)Projected Collateral