Company: TWO-PC
Filing Date: 2025-07-29
Form Type: 10-Q
Source: 0001465740-25-000140
Chunk: 211

Company: TWO HARBORS INVESTMENT CORP.
Filing Date: 2025-07-29
Form: 10-Q
Item: Item 8
Chunk 211
---
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$167,966 $(79,315)$88,651 $(2,701)$— $85,950 Reverse repurchase agreements228,587 — 228,587 — (221,633)6,954 Total Assets$396,553 $(79,315)$317,238 $(2,701)$(221,633)$92,904 Liabilities:Repurchase agreements$(8,782,622)$— $(8,782,622)$8,782,622 $— $— Derivative liabilities(82,016)79,315 (2,701)2,701 — — Total Liabilities$(8,864,638)$79,315 $(8,785,323)$8,785,323 $— $— 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$600,245 $(234,156)$366,089 $(10,114)$(354,654)$1,321 Liabilities:Repurchase agreements$(7,805,057)$— $(7,805,057)$7,805,057 $— $— Derivative liabilities(259,053)234,156 (24,897)10,114 — (14,783)Total Liabilities$(8,064,110)$234,156 $(7,829,954)$7,815,171 $— $(14,783)____________________(1)Amounts presented are limited in total to the net amount