Company: TWO-PC
Filing Date: 2025-10-28
Form Type: 10-Q
Source: 0001465740-25-000152
Chunk: 218

Company: TWO HARBORS INVESTMENT CORP.
Filing Date: 2025-10-28
Form: 10-Q
Item: Item 8
Chunk 218
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1)$(70,868)(2)$478 (3)$— (3)Change in unrealized gains or losses for the period included in other comprehensive (loss) income for assets and liabilities held at:September 30, 2025$(37)$— $— $— September 30, 2024$53 $— $— $— 

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Table of ContentsTWO HARBORS INVESTMENT CORP.Notes to the Consolidated Financial Statements (unaudited)

Recurring Fair Value MeasurementsAssetsLiabilities(in thousands)Available-For-Sale SecuritiesMortgage Servicing RightsInterest Rate Lock CommitmentsInterest Rate Lock CommitmentsLevel 3 fair value at December 31, 2024$3,734 $2,994,271 $151 $13 Net gains (losses) included in net (loss) income(256)(1)4,687 (2)917 (3)(13)(3)Net gains (losses) included in other comprehensive income(194)— — — Purchases/additions— 102,524 — — Sales— (293,078)— — Settlements— (181,698)— — Gross transfers into level 3— — — — Gross transfers out of level 3— — — — Level 3 fair value at September 30, 2025$3,284 $2,626,706 $1,068 $— Level 3 fair value at December 31, 2023$4,150 $3,052,016 $— $— Net gains (losses) included in net (loss) income(538)(1)29,085 (2)478 (3)— (3)Net gains (losses) included in other comprehensive income247 — — — Purchases/additions— 86,766 — — Sales— (109,324)— — Settlements— (174,239)— — Gross transfers into level 3— — — — Gross transfers out of level 3— — — — Level 3 fair value at September 30, 2024$3,859 $2,884,304 $478 $—