Company: TWO-PC
Filing Date: 2025-02-18
Form Type: 10-K
Source: 0001465740-25-000083
Chunk: 174

Company: TWO HARBORS INVESTMENT CORP.
Filing Date: 2025-02-18
Form: 10-K
Item: Item 8
Chunk 174
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ized(566)(202,842)— — Unrealized— (1)140,168 (2)151 (3)13 (3)Reversal of provision for credit losses(127)— — — Net gains (losses) included in net income (loss)(693)(62,674)151 13 Other comprehensive income277 — — — Purchases/additions— 116,254 — — Sales— (109,778)— — Settlements— (1,547)— — Gross transfers into level 3— — — — Gross transfers out of level 3— — — — End of period level 3 fair value$3,734 $2,994,271 $151 $13 Change in unrealized gains or losses for the period included in earnings for assets held at the end of the reporting period$— (4)$148,278 (5)$151 (6)$13 (6)Change in unrealized gains or losses for the period included in other comprehensive (loss) income for assets held at the end of the reporting period$277 $— $— $— 

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

Year EndedDecember 31, 2023AssetsLiabilities(in thousands)Available-For-Sale SecuritiesMortgage Servicing RightsInterest Rate Lock CommitmentsInterest Rate Lock CommitmentsBeginning of period level 3 fair value$125,158 $2,984,937 $— $— Gains (losses) included in net income (loss):Realized(1,408)(209,479)— — Unrealized4,817 (1)97,859 (2)— (3)— (3)Reversal of provision for credit losses(146)— — — Net gains (losses) included in net income (loss)3,263 (111,620)— — Other comprehensive income1,112 — — — Purchases/additions— 317,194 — — Sales(125,383)(133,938)— — Settlements— (4,557)— — Gross transfers into level 3— —