Company: TWO-PC
Filing Date: 2025-04-29
Form Type: 10-Q
Source: 0001465740-25-000104
Chunk: 119

Company: TWO HARBORS INVESTMENT CORP.
Filing Date: 2025-04-29
Form: 10-Q
Item: Item 8
Chunk 119
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926 $(181,155)$8,581,199 Interest-only424,848 26,419 — 26,419 (2,273)505 (2,593)22,058 Total Agency9,057,268 176,885 (39,458)8,769,847 (2,273)19,431 (183,748)8,603,257 Non-Agency494,482 3,590 (15)4,140 (407)214 (334)3,613 Total$9,551,750 $180,475 $(39,473)$8,773,987 $(2,680)$19,645 $(184,082)$8,606,870 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 March 31, 2025:March 31, 2025(in thousands) Agency Non-Agency Total< 1 year$250 $— $250 ≥ 1 and < 3 years10,601 — 10,601 ≥ 3 and < 5 years157,414 63 157,477 ≥ 5 and < 10 years8,434