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

Quarterly report pursuant to Section 13 or 15(d)

Schedule of Available-for-sale Securities Reconciliation (Details)

Schedule of Available-for-sale Securities Reconciliation (Details) - USD ($) $ in Thousands	Sep. 30, 2021	Jun. 30, 2021	Dec. 31, 2020	Sep. 30, 2020	Jun. 30, 2020	Jan. 01, 2020
Debt Securities, Available-for-sale [Line Items]
Principal/Current Face	$ 11,263,489		$ 18,848,276
Unamortized Premium	647,226		937,537
Accretable Purchase Discount	(41)		(50)
Amortized Cost	6,369,038		14,043,175			$ 30,700,000
Allowance for Credit Losses	(15,429)	$ (17,765)	(22,528)	$ (25,495)	$ (42,583)	(244,876)
Unrealized Gain	324,644		644,868
Unrealized Loss	(13,509)		(14,593)
Available-for-sale securities, at fair value	6,664,744		14,650,922
Mortgage-backed Securities, Issued by US Government Sponsored Enterprises [Member]
Debt Securities, Available-for-sale [Line Items]
Principal/Current Face	9,652,009		16,752,911
Unamortized Premium	634,750		921,129
Accretable Purchase Discount	(13)		(14)
Amortized Cost	6,355,519		14,024,470
Allowance for Credit Losses	(14,000)	(15,154)	(17,889)	(19,241)	(30,634)	0
Unrealized Gain	324,603		644,759
Unrealized Loss	(9,551)		(13,449)
Available-for-sale securities, at fair value	6,656,571		14,637,891
Mortgage-backed Securities, Issued by Private Enterprises [Member]
Debt Securities, Available-for-sale [Line Items]
Principal/Current Face	1,611,480		2,095,365
Unamortized Premium	12,476		16,408
Accretable Purchase Discount	(28)		(36)
Amortized Cost	13,519		18,705
Allowance for Credit Losses	(1,429)	$ (2,611)	(4,639)	$ (6,254)	$ (11,949)	$ (244,876)
Unrealized Gain	41		109
Unrealized Loss	(3,958)		(1,144)
Available-for-sale securities, at fair value	8,173		13,031
Fixed Income Securities [Member] \| Mortgage-backed Securities, Issued by US Government Sponsored Enterprises [Member]
Debt Securities, Available-for-sale [Line Items]
Principal/Current Face	5,720,782		13,103,355
Unamortized Premium	247,747		605,253
Accretable Purchase Discount	(13)		(14)
Amortized Cost	5,968,516		13,708,594
Allowance for Credit Losses	0		0
Unrealized Gain	285,088		629,079
Unrealized Loss	(371)		(420)
Available-for-sale securities, at fair value	6,253,233		14,337,253
Interest-Only-Strip [Member] \| Mortgage-backed Securities, Issued by US Government Sponsored Enterprises [Member]
Debt Securities, Available-for-sale [Line Items]
Principal/Current Face	3,931,227		3,649,556
Unamortized Premium	387,003		315,876
Accretable Purchase Discount	0		0
Amortized Cost	387,003		315,876
Allowance for Credit Losses	(14,000)		(17,889)
Unrealized Gain	39,515		15,680
Unrealized Loss	(9,180)		(13,029)
Available-for-sale securities, at fair value	$ 403,338		$ 300,638