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

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

v3.20.1

Available-for-Sale Securities, Weighted Average Life Classifications (Details) - USD ($) $ in Thousands	Mar. 31, 2020	Dec. 31, 2019
Debt Securities, Available-for-sale [Line Items]
Less than or equal to 1 year	$ 803
Greater than 1 year and less than or equal to 3 years	61,183
Greater than 3 years and less than or equal to 5 years	3,803,247
Greater than 5 years and less than or equal to 10 years	13,866,700
Greater than 10 years	1,126
Available-for-sale securities, at fair value	17,733,059	$ 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	718
Greater than 1 year and less than or equal to 3 years	51,049
Greater than 3 years and less than or equal to 5 years	3,793,934
Greater than 5 years and less than or equal to 10 years	13,859,832
Greater than 10 years	1,126
Available-for-sale securities, at fair value	17,706,659	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	85
Greater than 1 year and less than or equal to 3 years	10,134
Greater than 3 years and less than or equal to 5 years	9,313
Greater than 5 years and less than or equal to 10 years	6,868
Greater than 10 years	0
Available-for-sale securities, at fair value	$ 26,400	$ 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

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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- Definition

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