Company: MITN
Filing Date: 2025-05-07
Form Type: 10-Q
Source: 0001514281-25-000062
Chunk: 178

Company: AG Mortgage Investment Trust, Inc.
Filing Date: 2025-05-07
Form: 10-Q
Item: Part I, Item 8
Chunk 178
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115,533 7.37% - 14.50%   (11.46%)Projected Collateral Losses0.00% - 0.69%   (0.17%)0.00% - 0.18%   (0.04%)Projected Collateral Severities10.00% - 100.00%   (43.54%)10.00% - 25.00%   (18.17%)Derivative Assets (3)YieldN/A6.59% - 7.70%   (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