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

Annual report pursuant to Section 13 and 15(d)

Cover
- Cover Page
- Audit 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)

v3.22.0.1

Available-for-Sale Securities, Weighted Average Life Classifications (Details) - USD ($) $ in Thousands	Dec. 31, 2021	Dec. 31, 2020
Debt Securities, Available-for-sale [Line Items]
Less than or equal to 1 year	$ 2,367
Greater than 1 year and less than or equal to 3 years	92,476
Greater than 3 years and less than or equal to 5 years	3,574,202
Greater than 5 years and less than or equal to 10 years	3,491,656
Greater than 10 years	1,002
Available-for-sale securities, at fair value	7,161,703	$ 14,650,922
Mortgage-backed Securities, Issued by US Government Sponsored Enterprises [Member]
Debt Securities, Available-for-sale [Line Items]
Less than or equal to 1 year	2,367
Greater than 1 year and less than or equal to 3 years	91,141
Greater than 3 years and less than or equal to 5 years	3,572,838
Greater than 5 years and less than or equal to 10 years	3,482,051
Greater than 10 years	1,002
Available-for-sale securities, at fair value	7,149,399	14,637,891
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	1,335
Greater than 3 years and less than or equal to 5 years	1,364
Greater than 5 years and less than or equal to 10 years	9,605
Greater than 10 years	0
Available-for-sale securities, at fair value	$ 12,304	$ 13,031

- 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

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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