Company: TWO-PC
Filing Date: 2025-02-18
Form Type: 10-K
Source: 0001465740-25-000083
Chunk: 96

Company: TWO HARBORS INVESTMENT CORP.
Filing Date: 2025-02-18
Form: 10-K
Item: Item 7
Chunk 96
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4 %25.3 > 3.25 - 3.75%17,399 1,525,985 3.4 %137 85 755 64.0 %0.4 %9.2 %25.4 > 3.75 - 4.25%8,149 619,730 3.9 %131 80 741 65.3 %0.7 %8.2 %25.3 > 4.25%5,848 689,057 4.9 %227 41 741 65.6 %1.3 %10.7 %27.0 121,645 18,969,794 2.6 %226 55 769 60.3 %0.3 %5.8 %25.2 Total ARMs1,508 429,587 4.4 %374 55 762 71.9 %1.4 %14.6 %25.4 Total803,091 $200,317,009 3.5 %$331 53 760 72.4 %0.9 %4.9 %25.3 

44

December 31, 2023(dollars in thousands)Number of LoansUnpaid Principal BalanceWeighted Average Gross Coupon RateWeighted Average Current Loan SizeWeighted Average Loan Age (months)Weighted Average Original FICOWeighted Average Original LTV60+ Day Delinquencies3-Month CPRNet Servicing Fee (bps)30-Year Fixed:≤ 3.25%300,020 $94,894,696 2.8 %$374 35 768 70.9 %0.4 %2.9 %25.1 > 3.25 - 3.75%146,125 37,950,849 3.4 %329 48 753 74.1 %0.8 %3.9 %25.2 > 3.75 - 4.25%106,188 22,115,548 3.9 %274 70 751 75.7 %1.1 %4.8 %25.5 > 4.25 - 4.75