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

Quarterly report pursuant to Section 13 or 15(d)

Cover
- Cover
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)

v3.23.1

Available-for-Sale Securities, Weighted Average Life Classifications (Details) - USD ($) $ in Thousands	Mar. 31, 2023	Dec. 31, 2022
Debt Securities, Available-for-sale [Line Items]
Less than or equal to 1 year	$ 1,078
Greater than 1 year and less than or equal to 3 years	22,974
Greater than 3 years and less than or equal to 5 years	505,854
Greater than 5 years and less than or equal to 10 years	8,008,338
Greater than 10 years	422,576
Available-for-sale securities, at fair value	8,960,820	$ 7,778,734
Mortgage-backed Securities, Issued by US Government Sponsored Enterprises [Member]
Debt Securities, Available-for-sale [Line Items]
Less than or equal to 1 year	1,078
Greater than 1 year and less than or equal to 3 years	22,974
Greater than 3 years and less than or equal to 5 years	386,697
Greater than 5 years and less than or equal to 10 years	8,004,076
Greater than 10 years	418,715
Available-for-sale securities, at fair value	8,833,540	7,653,576
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	0
Greater than 3 years and less than or equal to 5 years	119,157
Greater than 5 years and less than or equal to 10 years	4,262
Greater than 10 years	3,861
Available-for-sale securities, at fair value	$ 127,280	$ 125,158

- 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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- Definition

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).

+ References

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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 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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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 next 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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- 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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