Company: MITN
Filing Date: 2025-11-07
Form Type: 10-Q
Source: 0001628280-25-050624
Chunk: 253

Company: AG Mortgage Investment Trust, Inc.
Filing Date: 2025-11-07
Form: 10-Q
Item: Part I, Item 8
Chunk 253
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57,738 70 bps - 512 bps   (397 bps)$67,005 377 bps - 512 bps   (467 bps)Recovery Percentage (2)69.53% - 98.73%  (91.15%)100.00% - 100.00%  (100.00%)Non-Agency RMBSYield5.02% - 20.00%   (7.69%)5.86% - 25.00%   (7.90%)Discounted Cash FlowProjected Collateral Prepayments$138,427 7.46% - 12.21%   (10.79%)$115,533 7.37% - 14.50%   (11.46%)Projected Collateral Losses0.00% - 0.25%   (0.06%)0.00% - 0.18%   (0.04%)Projected Collateral Severities10.00% - 100.00%   (44.32%)10.00% - 25.00%   (18.17%)Other Assets (3)Yield5.92% - 6.76% (6.05%)6.59% - 7.70%   (6.72%)Discounted Cash FlowProjected Collateral Prepayments$128 9.07% - 23.38% (17.57%)$204 11.52% - 25.78%   (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%