Company: TWO-PC
Filing Date: 2025-02-18
Form Type: 10-K
Source: 0001465740-25-000083
Chunk: 4

Company: TWO HARBORS INVESTMENT CORP.
Filing Date: 2025-02-18
Form: 10-K
Item: Item 7A
Chunk 4
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 thousands)-50 bps-25 bps+25 bps+50 bpsChange in annualized net interest income (1):$(24,679)$(12,412)$12,336 $24,701 % change in net interest income (1)(16.5)%(8.3)%8.2 %16.5 %Change in value of financial position:Available-for-sale securities$196,311 $100,039 $(103,369)$(209,650)As a % of common equity13.1 %6.6 %(6.9)%(14.0)%Mortgage servicing rights (2)$(69,569)$(31,904)$22,362 $41,594 As a % of common equity (2)(4.6)%(2.1)%1.5 %2.8 %Mortgage loans held-for-sale$34 $18 $(20)$(43)As a % of common equity— %— %— %— %Derivatives, net$(158,153)$(75,712)$68,949 $131,207 As a % of common equity(10.5)%(5.1)%4.6 %8.7 %Reverse repurchase agreements$74 $37 $(37)$(74)As a % of common equity— %— %— %— %Repurchase agreements$(3,989)$(1,994)$1,994 $3,989 As a % of common equity(0.3)%(0.1)%0.2 %0.3 %Revolving credit facilities$(235)$(117)$117 $234 As a % of common equity— %— %— %— %Warehouse facilities$(1)$— $— $1 As a % of common equity— %— %— %— %Convertible senior notes$(999)$(498)$495 $987 As a % of common equity(0.1)%— %— %0.1 %Total Net Assets$(36,527)$(10,131)$(9,509)$(31,755)As a % of total assets(0.3)%(0.1)%(0.1)%(0.3)%As a % of common equity(2.