Company: TWO-PC
Filing Date: 2025-10-28
Form Type: 10-Q
Source: 0001465740-25-000152
Chunk: 252

Company: TWO HARBORS INVESTMENT CORP.
Filing Date: 2025-10-28
Form: 10-Q
Item: Item 8
Chunk 252
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824,945 — 38 6.0%1,585,881 1,632,050 6.7 %80.9 %6.9 %1,625,884 — 5 ≥ 6.5%458,285 477,796 5.1 %88.2 %7.3 %475,665 — 7 5,632,429 5,677,801 7.8 %93.5 %6.2 %5,728,671 — 29 Other P&I648,607 646,827 0.1 %— %5.2 %646,654 — 14 Interest-only358,471 20,245 10.7 %— %5.4 %23,887 (1,494)183 Agency Derivatives2,181,910 132,821 9.8 %— %7.0 %134,882 — 21 Total Agency RMBS$8,821,417 $6,477,694 81.9 %$6,534,094 $(1,494)

December 31, 2024(dollars in thousands)Principal/ Current FaceCarrying ValueWeighted Average CPR (1)% Prepayment ProtectedGross Weighted Average Coupon RateAmortized CostAllowance for Credit LossesWeighted Average Loan Age (months)Agency RMBS AFS:30-Year Fixed:3.0%$220,041 $188,239 4.9 %85.7 %3.7 %$195,717 $— 38 3.5%109,474 97,261 3.1 %84.3 %4.1 %97,831 — 51 4.0%585,683 537,910 9.4 %100.0 %4.6 %577,462 — 55 4.5%2,076,840 1,972,162 7.5 %100.0 %5.1 %2,123,706 — 52 5.0%1,759,213 1,713,538 6.9 %100.0 %5.8 %1,791,565