Company: MITN
Filing Date: 2025-11-07
Form Type: 10-Q
Source: 0001628280-25-050624
Chunk: 116

Company: AG Mortgage Investment Trust, Inc.
Filing Date: 2025-11-07
Form: 10-Q
Item: Part I, Item 1
Chunk 116
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.54%   (6.76%)6.44% - 15.63%   (7.76%)Discounted Cash FlowProjected Collateral Prepayments$225,247 3.82% - 34.32%   (15.84%)$218,388 1.29% - 32.03%   (17.65%)Projected Collateral Losses0.00% - 11.14%   (1.32%)0.00% - 26.56%   (1.00%)Projected Collateral Severities-25.00% - 59.41%   (15.80%)-25.96% - 25.00%   (16.59%)Legacy WMC Commercial LoansYield4.39% - 9.17%   (7.93%)8.06% - 9.63%   (9.11%)Discounted Cash FlowCredit Spread$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.