Company: TWO-PC
Filing Date: 2025-04-29
Form Type: 10-Q
Source: 0001465740-25-000104
Chunk: 47

Company: TWO HARBORS INVESTMENT CORP.
Filing Date: 2025-04-29
Form: 10-Q
Item: Item 1
Chunk 47
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abilities(in thousands)Available-For-Sale SecuritiesMortgage Servicing RightsInterest Rate Lock CommitmentsInterest Rate Lock CommitmentsBeginning of period level 3 fair value$3,734 $2,994,271 $151 $13 Net gains (losses) included in net (loss) income(65)(1)16,016 (2)300 (3)(12)(3)Net gains (losses) included in other comprehensive income (loss)(56)— — — Purchases/additions— 1,723 — — Sales— — — — Settlements— (52,237)— — Gross transfers into level 3— — — — Gross transfers out of level 3— — — — End of period level 3 fair value$3,613 $2,959,773 $451 $1 Change in unrealized gains or losses for the period included in earnings for assets held at the end of the reporting period$— (1)$16,016 (2)$300 (3)$(12)(3)Change in unrealized gains or losses for the period included in other comprehensive income (loss) for assets held at the end of the reporting period$(56)$— $— $— 

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

Three Months EndedMarch 31, 2024AssetsLiabilities(in thousands)Available-For-Sale SecuritiesMortgage Servicing RightsInterest Rate Lock CommitmentsInterest Rate Lock CommitmentsBeginning of period level 3 fair value$4,150 $3,052,016 $— $— Net gains (losses) included in net (loss) income(220)(1)59,780 (2)— (3)— (3)Net gains (losses) included in other comprehensive income (loss)23 — — — Purchases/additions— 40,072 — — Sales— (18,221)— — Settlements— (48,768)— — Gross transfers into level 3— — — — Gross transfers out of level 3— — — — End of period level 3 fair value$3