Company: TWO-PC
Filing Date: 2025-07-29
Form Type: 10-Q
Source: 0001465740-25-000140
Chunk: 160

Company: TWO HARBORS INVESTMENT CORP.
Filing Date: 2025-07-29
Form: 10-Q
Item: Item 3
Chunk 160
---
 thousands)-50 bps-25 bps+25 bps+50 bpsChange in annualized net interest income (1):$2,211 $1,138 $(1,123)$(2,167)% change in net interest income (1)1.7 %0.9 %(0.9)%(1.7)%Change in value of financial position:Available-for-sale securities$165,851 $86,693 $(93,650)$(193,622)As a % of common equity13.1 %6.9 %(7.4)%(15.3)%Mortgage servicing rights (2)$(100,404)$(45,764)$40,193 $73,915 As a % of common equity (2)(8.0)%(3.6)%3.2 %5.9 %Mortgage loans held-for-sale$23 $13 $(15)$(34)As a % of common equity— %— %— %— %Derivatives, net$(101,430)$(47,706)$41,308 $76,368 As a % of common equity(8.0)%(3.8)%3.3 %6.0 %Reverse repurchase agreements$47 $24 $(24)$(48)As a % of common equity— %— %— %— %Repurchase agreements$(6,259)$(3,130)$3,130 $6,259 As a % of common equity(0.5)%(0.3)%0.2 %0.5 %Revolving credit facilities$(231)$(116)$115 $230 As a % of common equity— %— %— %— %Warehouse lines of credit$(2)$(1)$1 $2 As a % of common equity— %— %— %— %Senior notes$1,338 $685 $(711)$(1,448)As a % of common equity— %— %— %— %Convertible senior notes$995 $496 $(493)$(983)As a % of common equity0.1 %— %— %(0.1)%Total Net Assets$(40,072)$(8,806)$(10,146)$(39