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

Term Notes Payable (Details)

v3.23.1

Term Notes Payable (Details) - USD ($) $ in Thousands		3 Months Ended
Term Notes Payable (Details) - USD ($) $ in Thousands	Dec. 31, 2022	Mar. 31, 2023	Mar. 31, 2022	Dec. 31, 2021
Debt Instrument [Line Items]
Aggregate principal amount		$ 400,000
Term notes payable	$ 398,011	$ 398,326
Weighted average interest rate	7.19%	7.65%
Weighted average remaining maturities	1 year 6 months	1 year 2 months 12 days
Mortgage servicing rights, at fair value	$ 2,984,937	$ 3,072,445	$ 3,089,963	$ 2,191,578
Weighted average underlying loan coupon of mortgage servicing rights pledged as collateral for borrowings	3.33%	3.25%
Restricted cash	$ 443,026	$ 117,351
Restricted Cash and Cash Equivalents Pledged as Restricted Collateral for Borrowings [Member]
Debt Instrument [Line Items]
Restricted cash	324,854	78,857
Asset Pledged as Collateral
Debt Instrument [Line Items]
Mortgage servicing rights, at fair value	3,000,000	2,900,000
Term notes payable \| Restricted Cash and Cash Equivalents Pledged as Restricted Collateral for Borrowings [Member]
Debt Instrument [Line Items]
Restricted cash	200	1,400
Term notes payable \| Asset Pledged as Collateral
Debt Instrument [Line Items]
Mortgage servicing rights, at fair value	$ 500,000	$ 500,000

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