Company: MITN
Filing Date: 2025-05-07
Form Type: 10-Q
Source: 0001514281-25-000062
Chunk: 60

Company: AG Mortgage Investment Trust, Inc.
Filing Date: 2025-05-07
Form: 10-Q
Item: Part I, Item 1
Chunk 60
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   (19.34%)Residential Mortgage LoansYield5.65% - 12.23%   (7.72%)6.44% - 15.63%   (7.76%)Discounted Cash FlowProjected Collateral Prepayments$267,553 3.96% - 38.26%   (20.25%)$218,388 1.29% - 32.03%   (17.65%)Projected Collateral Losses0.00% - 5.72%   (0.95%)0.00% - 26.56%   (1.00%)Projected Collateral Severities-24.84%  - 25.00%   (22.76%)-25.96% - 25.00%   (16.59%)Legacy WMC Commercial LoansYield7.87% - 31.58%   (23.55%)8.06% - 9.63%   (9.11%)Discounted Cash FlowCredit Spread$65,504 360 bps - 2500 bps   (1775 bps)$67,005 377 bps - 512 bps   (467 bps)Recovery Percentage (2)100.00% - 100.00%  (100.00%)100.00% - 100.00%  (100.00%)Loan-to-Value42.50% - 77.22%   (63.43%)42.50% - 77.22%   (63.69%)Non-Agency RMBSYield5.43% - 25.00%   (8.35%)5.86% - 25.00%   (7.90%)Discounted Cash FlowProjected Collateral Prepayments$141,118 7.78% - 14.58%   (11.85%)$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.