Company: TWO-PC
Filing Date: 2025-07-29
Form Type: 10-Q
Source: 0001465740-25-000140
Chunk: 271

Company: TWO HARBORS INVESTMENT CORP.
Filing Date: 2025-07-29
Form: 10-Q
Item: Item 8
Chunk 271
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 had a fair market value of $3.0 billion.

As of June 30, 2025, our MSR portfolio included MSR on 805,261 loans with an unpaid principal balance of approximately $198.8 billion. The following table summarizes certain characteristics of the loans underlying our MSR by gross weighted average coupon rate types and ranges at June 30, 2025:

June 30, 2025(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%287,813 $86,951,024 2.8 %$358 53 768 71.0 %0.4 %4.7 %25.1 > 3.25 - 3.75%141,331 35,098,164 3.4 %316 65 753 74.1 %0.9 %5.8 %25.2 > 3.75 - 4.25%98,433 19,641,329 3.9 %264 87 751 75.8 %1.1 %6.3 %25.5 > 4.25 - 4.75%54,721 9,745,229 4.4 %256 86 739 77.3 %1.7 %6.6 %25.3 > 4.75 - 5.25%38,463 8,889,936 5.0 %349 55 747 78.9 %1.7 %6.7 %25.2 > 5.25%63,532 19,870,185 6.2 %417 27 751 79.7 %1.6 %9.3 %27.1 684,293 180,195,867 3.6 %340 58 759 73.8 %0.9 %5.7 %25.4 15-Year Fixed:≤ 2.25%21,638 4,957,310 2.0