Company: TWO-PC
Filing Date: 2025-10-28
Form Type: 10-Q
Source: 0001465740-25-000152
Chunk: 51

Company: TWO HARBORS INVESTMENT CORP.
Filing Date: 2025-10-28
Form: 10-Q
Item: Item 1
Chunk 51
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 3,50490 to 119 days967,433———— 967,433120 to 364 days2,448,314—529568,000— 3,016,843One year and over———170,000— 170,000Total$6,256,604$—$106,542$738,000$3,504 $7,104,650Weighted average days to maturity8903128686109Weighted average borrowing rate4.29 %— %4.69 %7.35 %6.28 %4.61 %

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

December 31, 2024Collateral Type(dollars in thousands)Agency RMBSNon-Agency SecuritiesAgency DerivativesMortgage Servicing RightsMortgage Loans Held-for-SaleTotal 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——75,000— 366,706One year and over———680,000— 680,000Total$7,044,857$207$4,993$755,000$— $7,805,057Weighted average days to maturity496617520094Weighted average borrowing rate4.90 %5.39 %5.31 %7.44 %— %5.15 %The following table summarizes assets at carrying value that are pledged or restricted as collateral for the future payment obligations of the Company’s repurchase agreements:(in thousands)September 30,2025December 31,2024Available-for-sale securities, at fair value$6,193,675 $7,097,561 Mortgage servicing rights, at fair value (1)1,069,095 1,355,639 Mortgage loans held-for-sale, at fair value3,675 — Restricted cash18,059 218,363 Due from counterparties293,663 25,231 Derivative assets, at fair value128,942