Company: TWO-PC
Filing Date: 2025-10-28
Form Type: 10-Q
Source: 0001465740-25-000152
Chunk: 161

Company: TWO HARBORS INVESTMENT CORP.
Filing Date: 2025-10-28
Form: 10-Q
Item: Item 3
Chunk 161
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 thousands)-50 bps-25 bps+25 bps+50 bpsChange in annualized net interest income (1):$(2,328)$(1,037)$917 $1,925 % change in net interest income (1)(2.0)%(0.9)%0.8 %1.7 %Change in value of financial position:Available-for-sale securities$116,634 $61,211 $(66,614)$(138,555)As a % of common equity10.1 %5.3 %(5.8)%(12.1)%Mortgage servicing rights (2)$(106,422)$(47,389)$40,762 $75,542 As a % of common equity (2)(9.2)%(4.1)%3.5 %6.6 %Mortgage loans held-for-sale$46 $25 $(28)$(64)As a % of common equity— %— %— %— %Derivatives, net$(50,496)$(20,575)$9,946 $9,703 As a % of common equity(4.4)%(1.8)%0.9 %0.8 %Reverse repurchase agreements$33 $16 $(16)$(33)As a % of common equity— %— %— %— %Repurchase agreements$(7,578)$(3,789)$3,789 $7,579 As a % of common equity(0.7)%(0.3)%0.3 %0.7 %Revolving credit facilities$(208)$(104)$104 $207 As a % of common equity— %— %— %— %Warehouse lines of credit$(2)$(1)$1 $2 As a % of common equity— %— %— %— %Senior notes$1,338 $685 $(711)$(1,449)As a % of common equity0.1 %0.1 %(0.1)%(0.1)%Convertible senior notes$997 $497 $(494)$(985)As a % of common equity0.1 %— %— %(0.1)%Total Net Assets$(45,658)$(9,424)$(13