Company: TWO-PC
Filing Date: 2025-07-29
Form Type: 10-Q
Source: 0001465740-25-000140
Chunk: 189

Company: TWO HARBORS INVESTMENT CORP.
Filing Date: 2025-07-29
Form: 10-Q
Item: Item 8
Chunk 189
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 GainUnrealized LossCarrying ValueAgency:Principal and interest$8,378,925 $136,588 $(107,891)$8,407,622 $— $28,749 $(140,569)$8,295,802 Interest-only390,314 25,111 — 25,111 (1,894)528 (2,239)21,506 Total Agency8,769,239 161,699 (107,891)8,432,733 (1,894)29,277 (142,808)8,317,308 Non-Agency480,612 3,492 (14)4,010 (341)206 (426)3,449 Total$9,249,851 $165,191 $(107,905)$8,436,743 $(2,235)$29,483 $(143,234)$8,320,757 December 31, 2024(in thousands)Principal/ Current FaceUn-amortized PremiumAccretable Purchase DiscountAmortized CostAllowance for Credit LossesUnrealized GainUnrealized LossCarrying ValueAgency:Principal and interest$7,600,374 $135,743 $(71,116)$7,665,001 $— $2,789 $(321,829)$7,345,961 Interest-only462,886 27,747 — 27,747 (2,386)473 (3,818)22,016 Total Agency8,063,260 163,490 (71,116)7,692,748 (2,386)3,262 (325,647)7,367,977 Non-Agency503,924 3,724 (16)4,279 (480)244 (309)3,734 Total$8,567,184 $167,214 $(71,132)$7,697,027 $(2,866)$3,506 $(325,956)$7,371,711 The following table presents the Company’s AFS securities according to their estimated weighted average life classifications as of June 30, 2025:June 30, 2025(in thousands) Agency Non-Agency Total< 1 year$275 $— $275 ≥ 1 and < 3