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Derivative assets at other companies

Annaly Capital Management logo
Annaly Capital ManagementNLY
$395.1M+487%
AGNC Investment Corp. logo
AGNC Investment Corp.AGNC
$178M+81.6%
ARMOUR Residential REIT logo
ARMOUR Residential REITARR
$661.02M-8.8%
Cherry Hill Mortgage Investment logo
Cherry Hill Mortgage InvestmentCHMI
$9.96M-54.0%
PennyMac Mortgage Investment Trust logo
PennyMac Mortgage Investment TrustPMT
MIT
TPG Mortgage Investment Trust MITT

Other financials

Income statement

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Revenue$88.7M-20.4%
Net income$32.3M+141%
EPS (diluted)$0.18+120%

Balance sheet

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Cash & equivalents$476.3M-17.0%
Total equity$2.2B+2.5%
Total assets$10.5B-23.0%

Cash flow

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Operating cash flow$56.6M-49.4%

Valuation

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Market cap$1.27B+17.3%
P/S3.3×+0.8×

Profitability

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Net margin-91.1%-94.6pp

Returns & leverage

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Return on equity-19.2%-37.1pp
Debt / equity0.7×

Where this comes from

Reported directly by Two Harbors Investment Corporation in its filing.

Tagged under the XBRL concept us-gaap:DerivativeAssets.

The official record: Two Harbors Investment Corporation’s 10-Q, filed April 29, 2026, on SEC EDGAR. View the filing →

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Questions, answered.

What is Two Harbors Investment Corporation's derivative assets?
Two Harbors Investment Corporation (TWO) reported derivative assets of $71.21M in Q1 2026.
How has Two Harbors Investment Corporation's derivative assets changed year-over-year?
Two Harbors Investment Corporation's derivative assets increased by 158.5% year-over-year, from $27.55M to $71.21M.
What is the long-term trend for Two Harbors Investment Corporation's derivative assets?
Over 5 years (2020 to 2025), Two Harbors Investment Corporation's derivative assets has grown at a -1.8% compound annual growth rate (CAGR), from $95.94M to $87.55M.
What does derivative assets mean?
Fair value of derivative contracts (swaps, options, forwards, futures) in a net gain position — represents amounts owed to the firm by counterparties.