Company: TWO-PC
Filing Date: 2025-07-29
Form Type: 10-Q
Source: 0001465740-25-000140
Chunk: 219

Company: TWO HARBORS INVESTMENT CORP.
Filing Date: 2025-07-29
Form: 10-Q
Item: Item 8
Chunk 219
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mentsLevel 3 fair value at December 31, 2024$3,734 $2,994,271 $151 $13 Net gains (losses) included in net (loss) income(128)(1)43,373 (2)471 (3)(13)(3)Net gains (losses) included in other comprehensive income (loss)(157)— — — Purchases/additions— 93,487 — — Sales— — — — Settlements— (115,488)— — Gross transfers into level 3— — — — Gross transfers out of level 3— — — — Level 3 fair value at June 30, 2025$3,449 $3,015,643 $622 $— Level 3 fair value at December 31, 2023$4,150 $3,052,016 $— $— Net gains (losses) included in net (loss) income(402)(1)99,953 (2)— (3)— (3)Net gains (losses) included in other comprehensive income (loss)194 — — — Purchases/additions— 43,425 — — Sales— (18,221)— — Settlements— (111,758)— — Gross transfers into level 3— — — — Gross transfers out of level 3— — — — Level 3 fair value at June 30, 2024$3,942 $3,065,415 $— $— Change in unrealized gains or losses for the period included in earnings for assets and liabilities held at:June 30, 2025$— (1)$43,373 (2)$471 (3)$(13)(3)June 30, 2024$— (1)$99,953 (2)$— (3)$— (3)Change in unrealized gains or losses for the period included in other comprehensive (loss) income for assets and liabilities held at:June 30, 2025$(157)$— $— $— June 30, 2024$194 $— $— $—