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

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

v3.19.3.a.u2

Available-for-Sale Securities, Weighted Average Life Classifications (Details) - USD ($) $ in Thousands	Dec. 31, 2019	Dec. 31, 2018
Debt Securities, Available-for-sale [Line Items]
Less than or equal to 1 year	$ 41,572
Greater than 1 year and less than or equal to 3 years	248,658
Greater than 3 years and less than or equal to 5 years	3,283,081
Greater than 5 years and less than or equal to 10 years	27,138,336
Greater than 10 years	694,681
Available-for-sale securities, at fair value	31,406,328	$ 25,552,604
Mortgage-backed Securities, Issued by US Government Sponsored Enterprises [Member]
Debt Securities, Available-for-sale [Line Items]
Less than or equal to 1 year	380
Greater than 1 year and less than or equal to 3 years	57,403
Greater than 3 years and less than or equal to 5 years	3,071,314
Greater than 5 years and less than or equal to 10 years	24,357,478
Greater than 10 years	291,480
Available-for-sale securities, at fair value	27,778,055	21,685,033
Mortgage-backed Securities, Issued by Private Enterprises [Member]
Debt Securities, Available-for-sale [Line Items]
Less than or equal to 1 year	41,192
Greater than 1 year and less than or equal to 3 years	191,255
Greater than 3 years and less than or equal to 5 years	211,767
Greater than 5 years and less than or equal to 10 years	2,780,858
Greater than 10 years	403,201
Available-for-sale securities, at fair value	$ 3,628,273	$ 3,867,571

- 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 latest fiscal year. Excludes interim and annual periods when interim period is reported on rolling approach, from latest statement of financial position date.

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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 latest fiscal year. Excludes interim and annual periods when interim period is reported on rolling approach, from latest statement of financial position date.

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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), maturing in next fiscal year following latest fiscal year. Excludes interim and annual periods when interim period is reported on rolling approach, from latest statement of financial position date.

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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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