Company: TWO-PC
Filing Date: 2025-10-28
Form Type: 10-Q
Source: 0001465740-25-000152
Chunk: 112

Company: TWO HARBORS INVESTMENT CORP.
Filing Date: 2025-10-28
Form: 10-Q
Item: Item 1
Chunk 112
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10.1 %5.3 %(5.8)%(12.1)%Mortgage servicing rights (2)$(106,422)$(47,389)$40,762 $75,542 As a % of common equity (2)(9.2)%(4.1)%3.5 %6.6 %Mortgage loans held-for-sale$46 $25 $(28)$(64)As a % of common equity— %— %— %— %Derivatives, net$(50,496)$(20,575)$9,946 $9,703 As a % of common equity(4.4)%(1.8)%0.9 %0.8 %Reverse repurchase agreements$33 $16 $(16)$(33)As a % of common equity— %— %— %— %Repurchase agreements$(7,578)$(3,789)$3,789 $7,579 As a % of common equity(0.7)%(0.3)%0.3 %0.7 %Revolving credit facilities$(208)$(104)$104 $207 As a % of common equity— %— %— %— %Warehouse lines of credit$(2)$(1)$1 $2 As a % of common equity— %— %— %— %Senior notes$1,338 $685 $(711)$(1,449)As a % of common equity0.1 %0.1 %(0.1)%(0.1)%Convertible senior notes$997 $497 $(494)$(985)As a % of common equity0.1 %— %— %(0.1)%Total Net Assets$(45,658)$(9,424)$(13,261)$(48,053)As a % of total assets(0.4)%(0.1)%(0.1)%(0.4)%As a % of common equity(4.0)%(0.8)%(1.2)%(4.2)%

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(1)Amounts include the effect of interest spread from our interest rate swaps and float income from custodial accounts associated with our servicing portfolio, but do not reflect any potential changes to dollar roll income associated with our TBA