Company: MITN
Filing Date: 2025-05-07
Form Type: 10-Q
Source: 0001514281-25-000062
Chunk: 137

Company: AG Mortgage Investment Trust, Inc.
Filing Date: 2025-05-07
Form: 10-Q
Item: Part I, Item 1
Chunk 137
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aneously by 25, 50, and 75 basis points, assuming (i) the yield curves of the rate shocks will be parallel to each other and the current yield curve and (ii) all other market risk factors remain constant. These estimates were compiled using a combination of third-party services and models, market data and internal models. All changes in equity, assets, and income are measured as percentage changes from the GAAP equity, assets, and projected net interest income from our base interest rate scenario. The base interest rate scenario assumes spot and forward interest rates existing as of March 31, 2025. Actual results could differ materially from these estimates.

Agency RMBS and Agency-Eligible Loan assumptions attempt to predict default and prepayment activity at projected interest rate levels. To the extent that these estimates or other assumptions do not hold true, actual results will likely differ materially from projections and could result in percentage changes larger or smaller than the estimates in the table below. Moreover, if different models were employed in the analysis, materially different projections could result. In addition, while the table below reflects the estimated impact of interest rate increases and decreases on a static portfolio as of March 31, 2025, our Manager may from time to time sell any of our investments as a part of the overall management of our investment portfolio.

Change in Interest Rates (basispoints) (1)Change in FairValue as a Percentageof GAAP Equity (2)(3)Change in Fair Value as aPercentage of Assets (2)(3)Percentage Change inProjected Net InterestIncome (4)75(2.8)%(0.2)%0.1 %50(1.8)%(0.1)%0.2 %25(0.9)%(0.1)%0.1 %(25)0.9 %0.1 %(0.1)%(50)1.7 %0.1 %(0.3)%(75)2.5 %0.2 %(0.5)%

(1)Includes investments held through affiliated entities that are reported as "Investments in debt and equity of affiliates" on our consolidated balance sheet, but excludes AG Arc.

(2)Does not include cash investments, which typically have overnight maturities and are not expected to change in value as interest rates change.

(3)Changes in fair value