Derivative Liability
Two Harbors Investment Corporation Derivative Liability increased by 164.6% to $11.25M in Q1 2026 compared to the prior quarter. Year-over-year, this metric grew by 263.4%, from $3.10M to $11.25M. Over 5 years (FY 2020 to FY 2025), Derivative Liability shows a downward trend with a -17.4% CAGR. This increase may warrant attention — for this metric, lower values are generally preferred.
Analysis
How to read this metric
An increase in liabilities may indicate unfavorable market movements against the firm's hedges or increased hedging activity.
Detailed definition
This represents the total fair value of all derivative contracts that are in a loss position for the company at the repo...
Peer comparison
Standard metric for any large financial institution or insurer with significant balance sheet hedging activities.
other_derivative_liabilitiesHistorical Data
| Q2 '21 | Q3 '21 | Q4 '21 | Q1 '22 | Q2 '22 | Q3 '22 | Q4 '22 | Q1 '23 | Q2 '23 | Q3 '23 | Q4 '23 | Q1 '24 | Q2 '24 | Q3 '24 | Q4 '24 | Q1 '25 | Q2 '25 | Q3 '25 | Q4 '25 | Q1 '26 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Value | $14.21M | $82.90M | $53.66M | $127.53M | $110.76M | $107.38M | $34.05M | $1.69M | $14.98M | $23.55M | $21.51M | $3.03M | $14.26M | $16.76M | $24.90M | $3.10M | $2.70M | $7.72M | $4.25M | $11.25M |
| QoQ Change | — | +483.4% | -35.3% | +137.7% | -13.1% | -3.1% | -68.3% | -95.0% | +784.6% | +57.3% | -8.7% | -85.9% | +371.2% | +17.5% | +48.5% | -87.6% | -12.8% | +185.8% | -44.9% | +164.6% |
| YoY Change | — | — | — | — | +679.6% | +29.5% | -36.5% | -98.7% | -86.5% | -78.1% | -36.8% | +78.8% | -4.8% | -28.8% | +15.8% | +2.3% | -81.1% | -53.9% | -82.9% | +263.4% |
Derivative Liability at Other Companies
Frequently Asked Questions
- What is Two Harbors Investment Corporation's derivative liability?
- Two Harbors Investment Corporation (TWO) reported derivative liability of $11.25M in Q1 2026.
- How has Two Harbors Investment Corporation's derivative liability changed year-over-year?
- Two Harbors Investment Corporation's derivative liability increased by 263.4% year-over-year, from $3.10M to $11.25M.
- What is the long-term trend for Two Harbors Investment Corporation's derivative liability?
- Over 5 years (2020 to 2025), Two Harbors Investment Corporation's derivative liability has grown at a -17.4% compound annual growth rate (CAGR), from $11.06M to $4.25M.
- What does derivative liability mean?
- The total market value of all derivative contracts that currently have a negative value for the company.