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

Quarterly report pursuant to Section 13 or 15(d)

Cover
- Document and Entity Information
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)

v3.20.2

Available-for-Sale Securities, Weighted Average Life Classifications (Details) - USD ($) $ in Thousands	Sep. 30, 2020	Dec. 31, 2019
Debt Securities, Available-for-sale [Line Items]
Less than or equal to 1 year	$ 5,466
Greater than 1 year and less than or equal to 3 years	230,245
Greater than 3 years and less than or equal to 5 years	14,444,913
Greater than 5 years and less than or equal to 10 years	1,892,932
Greater than 10 years	765
Available-for-sale securities, at fair value	16,574,321	$ 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	2,316
Greater than 1 year and less than or equal to 3 years	215,402
Greater than 3 years and less than or equal to 5 years	14,444,913
Greater than 5 years and less than or equal to 10 years	1,892,932
Greater than 10 years	765
Available-for-sale securities, at fair value	16,556,328	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	3,150
Greater than 1 year and less than or equal to 3 years	14,843
Greater than 3 years and less than or equal to 5 years	0
Greater than 5 years and less than or equal to 10 years	0
Greater than 10 years	0
Available-for-sale securities, at fair value	$ 17,993	$ 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 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 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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- 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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+ References

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