Servicing asset fair value change from projected cash flows
Two Harbors Investment Corporation Servicing asset fair value change from projected cash flows increased by 149.2% to $4.37M in Q1 2026 compared to the prior quarter. Year-over-year, this metric declined by 72.7%, from $16.02M to $4.37M. Over 3 years (FY 2021 to FY 2025), Servicing asset fair value change from projected cash flows shows a downward trend with a -80.5% CAGR. This decline may warrant attention — for this metric, higher values are generally preferred.
Analysis
How to read this metric
Positive changes suggest favorable shifts in prepayment or interest rate environments; negative changes suggest increased risk or unfavorable market shifts.
Detailed definition
Measures the impact of changes in underlying assumptions—such as prepayment speeds, discount rates, or default expectati...
Peer comparison
Standard valuation metric for firms holding MSRs at fair value.
jpm_servicing_asset_valuation_change_projected_cash_flowsHistorical Data
| Q2 '21 | Q3 '21 | Q4 '21 | Q1 '22 | Q2 '22 | Q3 '22 | Q4 '22 | Q1 '23 | Q2 '23 | Q3 '23 | Q1 '24 | Q2 '24 | Q3 '24 | Q4 '24 | Q1 '25 | Q2 '25 | Q3 '25 | Q4 '25 | Q1 '26 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Value | -$72.91M | $112.87M | $21.19M | $524.91M | $199.27M | $75.89M | $0.00 | $20.42M | $82.20M | $111.19M | $59.78M | $40.17M | -$70.87M | $139.89M | $16.02M | $27.36M | -$38.69M | -$8.88M | $4.37M |
| QoQ Change | — | +254.8% | -81.2% | >999% | -62.0% | -61.9% | -100.0% | — | +302.5% | +35.3% | -46.2% | -32.8% | -276.4% | +297.4% | -88.6% | +70.8% | -241.4% | +77.1% | +149.2% |
| YoY Change | — | — | — | — | +373.3% | -32.8% | -100.0% | -96.1% | -58.8% | +46.5% | +192.7% | -51.1% | -163.7% | — | -73.2% | -31.9% | +45.4% | -106.3% | -72.7% |
Servicing asset fair value change from projected cash flows at Other Companies
Frequently Asked Questions
- What is Two Harbors Investment Corporation's servicing asset fair value change from projected cash flows?
- Two Harbors Investment Corporation (TWO) reported servicing asset fair value change from projected cash flows of $4.37M in Q1 2026.
- How has Two Harbors Investment Corporation's servicing asset fair value change from projected cash flows changed year-over-year?
- Two Harbors Investment Corporation's servicing asset fair value change from projected cash flows decreased by 72.7% year-over-year, from $16.02M to $4.37M.
- What is the long-term trend for Two Harbors Investment Corporation's servicing asset fair value change from projected cash flows?
- Over 3 years (2021 to 2025), Two Harbors Investment Corporation's servicing asset fair value change from projected cash flows has grown at a -80.5% compound annual growth rate (CAGR), from $562.84M to -$4.19M.
- What does servicing asset fair value change from projected cash flows mean?
- Changes in the value of servicing rights caused by updated market and economic assumptions.