Two Harbors Investment Corp. Annual report pursuant to Section 13 and 15(d)

Annual report pursuant to Section 13 and 15(d)

Cover
- Document and Entity Information
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)

v3.20.4

Available-for-Sale Securities, Weighted Average Life Classifications (Details) - USD ($) $ in Thousands	Dec. 31, 2020	Dec. 31, 2019
Debt Securities, Available-for-sale [Line Items]
Less than or equal to 1 year	$ 4,387
Greater than 1 year and less than or equal to 3 years	173,242
Greater than 3 years and less than or equal to 5 years	12,858,812
Greater than 5 years and less than or equal to 10 years	1,613,723
Greater than 10 years	758
Available-for-sale securities, at fair value	14,650,922	$ 31,406,328
Mortgage-backed Securities, Issued by US Government Sponsored Enterprises [Member]
Debt Securities, Available-for-sale [Line Items]
Less than or equal to 1 year	1,615
Greater than 1 year and less than or equal to 3 years	162,983
Greater than 3 years and less than or equal to 5 years	12,858,812
Greater than 5 years and less than or equal to 10 years	1,613,723
Greater than 10 years	758
Available-for-sale securities, at fair value	14,637,891	27,778,055
Mortgage-backed Securities, Issued by Private Enterprises [Member]
Debt Securities, Available-for-sale [Line Items]
Less than or equal to 1 year	2,772
Greater than 1 year and less than or equal to 3 years	10,259
Greater than 3 years and less than or equal to 5 years	0
Greater than 5 years and less than or equal to 10 years	0
Greater than 10 years	0
Available-for-sale securities, at fair value	$ 13,031	$ 3,628,273

- 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

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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

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