A couple of interesting data points from the Two Harbors (TWO -1.6%) earnings presentation...

|About: Two Harbors Investment C... (TWO)|By:, SA News Editor

A couple of interesting data points from the Two Harbors (TWO -1.6%) earnings presentation appendix: The reported (earnings) 50 bp slide in net interest margin in Q3 is an average. At 2.7% on Sept, 30, NIM is 90 bps lower than that at the end of Q2. As for investments, the company now has 7% of assets in single family housing, 36% non-agency MBS, 57% agency MBS.