Company: TWO-PC
Filing Date: 2025-10-28
Form Type: 10-Q
Source: 0001465740-25-000152
Chunk: 223

Company: TWO HARBORS INVESTMENT CORP.
Filing Date: 2025-10-28
Form: 10-Q
Item: Item 8
Chunk 223
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, 2024Collateral Type(in thousands)RMBS (1)Mortgage Servicing Rights and AdvancesMortgage Loans Held-for-SaleTotal Secured FinancingRepurchase agreements$7,050,057 $755,000 $— $7,805,057 Revolving credit facilities— 1,020,171 — 1,020,171 Warehouse lines of credit— — 2,032 2,032 Total$7,050,057 $1,775,171 $2,032 $8,827,260 ____________________(1)Includes Agency and non-Agency AFS securities and Agency derivatives, as detailed within the Repurchase Agreements section of this Note 13.Repurchase AgreementsThe Company finances certain of its investment securities, MSR and mortgage loans held-for-sale through the use of repurchase facilities. At September 30, 2025 and December 31, 2024, the Company’s repurchase agreements had the following characteristics and remaining maturities:September 30, 2025Collateral Type(dollars in thousands)Agency RMBSNon-Agency SecuritiesAgency DerivativesMortgage Servicing RightsMortgage Loans Held-for-SaleTotal Amount OutstandingWithin 30 days$2,232,383$—$3,667$—$— $2,236,05030 to 59 days608,474—102,346—— 710,82060 to 89 days————3,504 3,50490 to 119 days967,433———— 967,433120 to 364 days2,448,314—529568,000— 3,016,843One year and over———170,000— 170,000Total$6,256,604$—$106,542$738,000$3,504 $7,104,650Weighted average days to maturity8903128686109Weighted average borrowing rate4.29 %— %4.69 %7.35 %6.28 %4.61 %

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

December 31, 2024Collateral Type(dollars in thousands)Agency RMBSNon-Agency SecuritiesAgency DerivativesMortgage Servicing RightsMortgage Loans Held-for-SaleTotal Amount OutstandingWithin