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	Mar. 31, 2024	Dec. 31, 2023	Mar. 31, 2023	Dec. 31, 2022
Debt Securities, Available-for-sale [Line Items]
Principal/Current Face	$ 9,719,315	$ 9,832,353
Unamortized Premium	211,053	217,937
Accretable Purchase Discount	(123,856)	(130,951)
Amortized Cost	8,467,938	8,509,383
Allowance for Credit Losses	(3,607)	(3,943)	$ (5,922)	$ (6,958)
Unrealized Gain	6,863	23,757
Unrealized Loss	(288,650)	(202,048)
Available-for-sale securities, at fair value	8,182,544	8,327,149
Mortgage-backed Securities, Issued by US Government Sponsored Enterprises [Member]
Debt Securities, Available-for-sale [Line Items]
Principal/Current Face	9,167,616	9,262,456
Unamortized Premium	206,971	213,738
Accretable Purchase Discount	(123,837)	(130,932)
Amortized Cost	8,463,249	8,504,539
Allowance for Credit Losses	(3,217)	(3,619)	(5,274)	(6,785)
Unrealized Gain	6,699	23,584
Unrealized Loss	(288,140)	(201,505)
Available-for-sale securities, at fair value	8,178,591	8,322,999
Mortgage-Backed Securities, Issued by US Government Sponsored Enterprises, Principal and Interest
Debt Securities, Available-for-sale [Line Items]
Principal/Current Face	8,380,115	8,421,733
Unamortized Premium	151,096	155,171
Accretable Purchase Discount	(123,837)	(130,932)
Amortized Cost	8,407,374	8,445,972
Allowance for Credit Losses	0	0
Unrealized Gain	6,079	22,677
Unrealized Loss	(283,136)	(196,748)
Available-for-sale securities, at fair value	8,130,317	8,271,901
Mortgage-Backed Securities, Issued by US Government Sponsored Enterprises, Interest-Only-Strip
Debt Securities, Available-for-sale [Line Items]
Principal/Current Face	787,501	840,723
Unamortized Premium	55,875	58,567
Accretable Purchase Discount	0	0
Amortized Cost	55,875	58,567
Allowance for Credit Losses	(3,217)	(3,619)
Unrealized Gain	620	907
Unrealized Loss	(5,004)	(4,757)
Available-for-sale securities, at fair value	48,274	51,098
Mortgage-backed Securities, Issued by Private Enterprises [Member]
Debt Securities, Available-for-sale [Line Items]
Principal/Current Face	551,699	569,897
Unamortized Premium	4,082	4,199
Accretable Purchase Discount	(19)	(19)
Amortized Cost	4,689	4,844
Allowance for Credit Losses	(390)	(324)	$ (648)	$ (173)
Unrealized Gain	164	173
Unrealized Loss	(510)	(543)
Available-for-sale securities, at fair value	$ 3,953	$ 4,150