Two Harbors Investment Corporation Realized And Unrealized Losses (Gains) On Derivative Instruments increased by 125.1% to $26.94M in Q1 2026 compared to the prior quarter. Year-over-year, this metric grew by 125.1%, from -$107.41M to $26.94M.
Gains or losses here are often offset by movements in the underlying hedged assets; large fluctuations indicate the scale of risk management activity.
The net change in value of derivative financial instruments used for hedging or speculative purposes. This reflects the...
Commonly reported by firms using derivatives to manage interest rate exposure in mortgage portfolios.
other_realized_and_unrealized_losses_gains_on_derivative_bef0ef| Q1 '23 | Q2 '23 | Q3 '23 | Q4 '23 | Q1 '24 | Q2 '24 | Q3 '24 | Q4 '24 | Q1 '25 | Q1 '26 | |
|---|---|---|---|---|---|---|---|---|---|---|
| Value | -$44.25M | -$44.25M | -$44.25M | -$44.25M | $36.85M | $36.85M | $36.85M | $36.85M | -$107.41M | $26.94M |
| QoQ Change | — | +0.0% | +0.0% | +0.0% | +183.3% | +0.0% | +0.0% | +0.0% | -391.5% | +125.1% |
| YoY Change | — | — | — | — | +183.3% | +183.3% | +183.3% | +183.3% | -391.5% | +125.1% |