Two Harbors Investment Corp. Quarterly report pursuant to Section 13 or 15(d)

Quarterly report pursuant to Section 13 or 15(d)

Cover
- Cover
Financial Statements
Notes to Financial Statements
Accounting Policies
- Basis of Presentation and Significant Accounting Policies (Policies)
Notes Tables
Notes Details

Available-for-Sale Securities, Weighted Average Life Classifications (Details)

v3.22.1

Available-for-Sale Securities, Weighted Average Life Classifications (Details) - USD ($) $ in Thousands	Mar. 31, 2022	Dec. 31, 2021
Debt Securities, Available-for-sale [Line Items]
Less than or equal to 1 year	$ 1,216
Greater than 1 year and less than or equal to 3 years	56,417
Greater than 3 years and less than or equal to 5 years	324,233
Greater than 5 years and less than or equal to 10 years	6,587,924
Greater than 10 years	928
Available-for-sale securities, at fair value	6,970,718	$ 7,161,703
Mortgage-backed Securities, Issued by US Government Sponsored Enterprises [Member]
Debt Securities, Available-for-sale [Line Items]
Less than or equal to 1 year	1,216
Greater than 1 year and less than or equal to 3 years	55,273
Greater than 3 years and less than or equal to 5 years	322,925
Greater than 5 years and less than or equal to 10 years	6,577,846
Greater than 10 years	928
Available-for-sale securities, at fair value	6,958,188	7,149,399
Mortgage-backed Securities, Issued by Private Enterprises [Member]
Debt Securities, Available-for-sale [Line Items]
Less than or equal to 1 year	0
Greater than 1 year and less than or equal to 3 years	1,144
Greater than 3 years and less than or equal to 5 years	1,308
Greater than 5 years and less than or equal to 10 years	10,078
Greater than 10 years	0
Available-for-sale securities, at fair value	$ 12,530	$ 12,304

- Definition

Fair value of available-for-sale debt securities maturing in the second fiscal year through the third fiscal year following the latest fiscal year. Excludes interim and annual periods when interim periods are reported on a rolling approach, from latest balance sheet date.

+ References

No definition available.

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- Definition

Fair value of available-for-sale debt securities maturing in the fourth fiscal year through the fifth fiscal year following the latest fiscal year. Excludes interim and annual periods when interim periods are reported on a rolling approach, from latest balance sheet date.

+ References

No definition available.

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Fair value of investment in debt security measured at fair value with change in fair value recognized in other comprehensive income (available-for-sale), with single maturity date and allocated without single maturity date, maturing in sixth through tenth fiscal year following current fiscal year. Excludes interim and annual periods when interim periods are reported from current statement of financial position date (rolling approach).

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Fair value of investment in debt security measured at fair value with change in fair value recognized in other comprehensive income (available-for-sale), with single maturity date and allocated without single maturity date, maturing after tenth fiscal year following current fiscal year. Excludes interim and annual periods when interim periods are reported from current statement of financial position date (rolling approach).

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- Definition

Amount of investment in debt security measured at fair value with change in fair value recognized in other comprehensive income (available-for-sale).

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