Company: TWO-PC
Filing Date: 2025-07-29
Form Type: 10-Q
Source: 0001465740-25-000140
Chunk: 224

Company: TWO HARBORS INVESTMENT CORP.
Filing Date: 2025-07-29
Form: 10-Q
Item: Item 8
Chunk 224
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 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 June 30, 2025 and December 31, 2024, the Company’s repurchase agreements had the following characteristics and remaining maturities:June 30, 2025Collateral Type(dollars in thousands)Agency RMBSNon-Agency SecuritiesAgency DerivativesMortgage Servicing RightsTotal Amount OutstandingWithin 30 days$2,343,912$—$15,414$—$2,359,32630 to 59 days2,319,847—37,503—2,357,35060 to 89 days2,151,258195619—2,152,07290 to 119 days789,250———789,250120 to 364 days334,624——620,000954,624One year and over———170,000170,000Total$7,938,891$195$53,536$790,000$8,782,622Weighted average days to maturity60662832183Weighted average borrowing rate4.48 %5.01 %4.84 %7.39 %4.74 %December 31, 2024Collateral Type(dollars in thousands)Agency RMBSNon-Agency SecuritiesAgency DerivativesMortgage Servicing RightsTotal Amount OutstandingWithin 30 days$2,373,562$—$4,262$—$2,377,82430 to 59 days2,316,237———2,316,23760 to 89 days1,304,175207731—1,305,11390 to 119 days759,177———759,177120 to 364 days291,706——75,000366,706One year and over———680,000680,000Total$7,044,857$207$4,993$755,000$7,805,057Weighted average days to maturity49661752094Weighted average borrowing rate4.90 %5.39 %5.31 %7.44 %5.15 %

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

The following table