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

Term Notes Payable (Details)

v3.22.2.2

Term Notes Payable (Details) - USD ($) $ in Thousands		9 Months Ended
Term Notes Payable (Details) - USD ($) $ in Thousands	Dec. 31, 2021	Sep. 30, 2022	Jun. 30, 2022	Sep. 30, 2021	Jun. 30, 2021	Dec. 31, 2020
Debt Instrument [Line Items]
Term notes payable	$ 396,776	$ 397,697
Weighted average interest rate	2.90%	5.88%
Weighted average remaining maturities	2 years 6 months	1 year 8 months 12 days
Mortgage servicing rights, at fair value	$ 2,191,578	$ 3,021,790	$ 3,226,191	$ 2,213,312	$ 2,020,106	$ 1,596,153
Weighted average underlying loan coupon of mortgage servicing rights pledged as collateral for borrowings	3.36%	3.30%
Restricted cash	$ 934,814	$ 842,534
Restricted Cash and Cash Equivalents Pledged as Restricted Collateral for Borrowings [Member]
Debt Instrument [Line Items]
Restricted cash	747,979	559,492
Asset Pledged as Collateral
Debt Instrument [Line Items]
Mortgage servicing rights, at fair value	2,100,000	3,000,000
Term notes payable
Debt Instrument [Line Items]
Aggregate principal amount		400,000
Term notes payable \| Restricted Cash and Cash Equivalents Pledged as Restricted Collateral for Borrowings [Member]
Debt Instrument [Line Items]
Restricted cash	200	200
Term notes payable \| Asset Pledged as Collateral
Debt Instrument [Line Items]
Mortgage servicing rights, at fair value	$ 500,000	$ 500,000

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