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

Quarterly report pursuant to Section 13 or 15(d)

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- Document and Entity Information
Financial Statements
Notes to Financial Statements
Accounting Policies
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Available-for-Sale Securities, at Fair Value Schedule of Unrealized Loss on Investments (Details)

v3.19.3

Available-for-Sale Securities, at Fair Value Schedule of Unrealized Loss on Investments (Details) $ in Thousands	Sep. 30, 2019 USD ($) position	Dec. 31, 2018 USD ($) position
Debt Securities, Available-for-sale [Abstract]
Debt Securities, Available-for-sale, Number of Positions \| position	1,209	1,550
Debt Securities, Available-for-sale, Continuous Unrealized Loss Position, Less than 12 Months, Number of Positions \| position	89	290
Debt Securities, Available-for-sale, Continuous Unrealized Loss Position, 12 Months or Longer, Number of Positions \| position	145	489
Debt Securities, Available-for-sale, Continuous Unrealized Loss Position, Less than 12 Months	$ 1,456,511	$ 4,386,946
Debt Securities, Available-for-sale, Continuous Unrealized Loss Position, Less than 12 Months, Accumulated Loss	(22,884)	(66,520)
Debt Securities, Available-for-sale, Continuous Unrealized Loss Position, 12 Months or Longer	751,426	9,501,123
Debt Securities, Available-for-sale, Continuous Unrealized Loss Position, 12 Months or Longer, Accumulated Loss	(55,518)	(370,082)
Debt Securities, Available-for-sale, Unrealized Loss Position	2,207,937	13,888,069
Debt Securities, Available-for-sale, Unrealized Loss Position, Accumulated Loss	$ (78,402)	$ (436,602)

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Amount of investment in debt security measured at fair value with change in fair value recognized in other comprehensive income (available-for-sale), in continuous unrealized loss position for more than 12 months, without allowance for credit loss. Includes beneficial interest in securitized financial asset.

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Amount of accumulated unrealized loss on investment in debt security measured at fair value with change in fair value recognized in other comprehensive income (available-for-sale), in continuous unrealized loss position for 12 months or longer, without allowance for credit loss. Includes beneficial interest in securitized financial asset.

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