Company: TWO-PC
Filing Date: 2025-04-29
Form Type: 10-Q
Source: 0001465740-25-000104
Chunk: 107

Company: TWO HARBORS INVESTMENT CORP.
Filing Date: 2025-04-29
Form: 10-Q
Item: Item 1
Chunk 107
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ollars in thousands)-50 bps-25 bps+25 bps+50 bpsChange in annualized net interest income (1):$2,206 $1,128 $(1,055)$(2,226)% change in net interest income (1)1.4 %0.7 %(0.7)%(1.5)%Change in value of financial position:Available-for-sale securities$175,896 $91,152 $(97,528)$(200,964)As a % of common equity11.5 %6.0 %(6.4)%(13.2)%Mortgage servicing rights (2)$(100,346)$(45,118)$38,427 $68,671 As a % of common equity (2)(6.6)%(3.0)%2.5 %4.5 %Mortgage loans held-for-sale$117 $63 $(73)$(155)As a % of common equity— %— %— %— %Derivatives, net$(107,024)$(51,001)$45,999 $86,977 As a % of common equity(7.0)%(3.3)%3.0 %5.7 %Reverse repurchase agreements$47 $24 $(24)$(47)As a % of common equity— %— %— %— %Repurchase agreements$(8,332)$(4,166)$4,166 $8,332 As a % of common equity(0.5)%(0.3)%0.3 %0.5 %Revolving credit facilities$(210)$(105)$105 $209 As a % of common equity— %— %— %— %Warehouse facilities$(2)$(1)$1 $2 As a % of common equity— %— %— %— %Convertible senior notes$(1,000)$(498)$495 $987 As a % of common equity(0.1)%— %— %0.1 %Total Net Assets$(40,854)$(9,650)$(8,432)$(35,988)As a % of total assets(0.3)%(0.1)%(0.1)%(0.3)%As a % of