Company: TWO-PC
Filing Date: 2025-10-28
Form Type: 10-Q
Source: 0001465740-25-000152
Chunk: 210

Company: TWO HARBORS INVESTMENT CORP.
Filing Date: 2025-10-28
Form: 10-Q
Item: Item 8
Chunk 210
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, the Company does not offset repurchase agreements, reverse repurchase agreements or derivative assets and liabilities (other than centrally cleared or exchange-traded derivative instruments) with the associated cash collateral on its consolidated balance sheets.

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

The following tables present information about the Company’s assets and liabilities that are subject to master netting arrangements or similar agreements and can potentially be offset on the Company’s consolidated balance sheets as of September 30, 2025 and December 31, 2024:September 30, 2025Gross Amounts Not Offset with Financial Assets (Liabilities) in the Balance Sheets (1)(in thousands)Gross Amounts of Recognized Assets (Liabilities)Gross Amounts Offset in the Balance SheetsNet Amounts of Assets (Liabilities) Presented in the Balance SheetsFinancial InstrumentsCash Collateral (Received) PledgedNet AmountAssets:Derivative assets$237,449 $(102,018)$135,431 $(7,720)$— $127,711 Reverse repurchase agreements158,135 — 158,135 — (143,152)14,983 Total Assets$395,584 $(102,018)$293,566 $(7,720)$(143,152)$142,694 Liabilities:Repurchase agreements$(7,104,650)$— $(7,104,650)$7,104,650 $— $— Derivative liabilities(109,738)102,018 (7,720)7,720 — — Total Liabilities$(7,214,388)$102,018 $(7,112,370)$7,112,370 $— $— December 31, 2024Gross Amounts Not Offset with Financial Assets (Liabilities) in the Balance Sheets (1)(in thousands)Gross Amounts of Recognized Assets (Liabilities)Gross Amounts Offset in the Balance SheetsNet Amounts of Assets (Liabilities) Presented in the Balance SheetsFinancial InstrumentsCash Collateral (Received) PledgedNet AmountAssets:Derivative assets$244,270 $(234,156)$10,114 $(10,114)$— $— Reverse repurchase agreements355,975 — 355,975 — (354,654)1,321 Total Assets$