Company: TWO-PC
Filing Date: 2025-10-28
Form Type: 10-Q
Source: 0001465740-25-000152
Chunk: 187

Company: TWO HARBORS INVESTMENT CORP.
Filing Date: 2025-10-28
Form: 10-Q
Item: Item 8
Chunk 187
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ated VIEs was $3.3 million and $3.7 million, respectively.The following tables present the amortized cost and carrying value of AFS securities by collateral type as of September 30, 2025 and December 31, 2024:September 30, 2025(in thousands)Principal/ Current FaceUn-amortized PremiumAccretable Purchase DiscountAmortized CostAllowance for Credit LossesUnrealized GainUnrealized LossCarrying ValueAgency:Principal and interest$6,281,036 $119,311 $(25,022)$6,375,325 $— $27,015 $(77,712)$6,324,628 Interest-only358,471 23,887 — 23,887 (1,494)405 (2,553)20,245 Total Agency6,639,507 143,198 (25,022)6,399,212 (1,494)27,420 (80,265)6,344,873 Non-Agency466,657 3,400 (14)3,902 (360)199 (457)3,284 Total$7,106,164 $146,598 $(25,036)$6,403,114 $(1,854)$27,619 $(80,722)$6,348,157 December 31, 2024(in thousands)Principal/ Current FaceUn-amortized PremiumAccretable Purchase DiscountAmortized CostAllowance for Credit LossesUnrealized GainUnrealized LossCarrying ValueAgency:Principal and interest$7,600,374 $135,743 $(71,116)$7,665,001 $— $2,789 $(321,829)$7,345,961 Interest-only462,886 27,747 — 27,747 (2,386)473 (3,818)22,016 Total Agency8,063,260 163,490 (71,116)7,692,748 (2,386)3,262 (325,647)7,367,977 Non-Agency503,924 3,724 (16)4,279 (480)244 (309)3,734 Total$8,567,184 $167,214 $(71,132)$7,