Other Income & Expense

Realized Loss on AFS Debt Securities

Two Harbors Investment Corporation Realized Loss on AFS Debt Securities decreased by 5.1% to $15.46M in Q1 2026 compared to the prior quarter. Year-over-year, this metric declined by 60.2%, from $38.79M to $15.46M. Over 4 years (FY 2021 to FY 2025), Realized Loss on AFS Debt Securities shows an upward trend with a 41.4% CAGR. This increase may warrant attention — for this metric, lower values are generally preferred.

Analysis

StatementIncome Statement
SectionOther Income & Expense
CategoryCapital Allocation
SignalLower is better
VolatilityModerate
First reportedQ1 2016
Last reportedQ1 2026Apr 29, 2026

How to read this metric

An increase suggests poor timing of asset sales or a decline in the market value of the fixed-income portfolio.

Detailed definition

Represents the accounting loss recognized when debt securities classified as available-for-sale are sold for less than t...

Peer comparison

Commonly reported by financial institutions and insurers as part of net realized investment gains or losses.

Metric ID: msft_realized_loss_on_available_for_sale_debt_securities

Historical Data

20 periods
 Q2 '21Q3 '21Q4 '21Q1 '22Q2 '22Q3 '22Q4 '22Q1 '23Q2 '23Q3 '23Q4 '23Q1 '24Q2 '24Q3 '24Q4 '24Q1 '25Q2 '25Q3 '25Q4 '25Q1 '26
Value$29.25M$0.00$1.63M$69.55M$194.97M$30.00K$342.29M$46.81M$3.33M$1.25M$83.77M$10.16M$22.62M$388.00K$8.56M$38.79M$40.35M$28.26M$16.29M$15.46M
QoQ Change-100.0%>999%+180.3%-100.0%>999%-86.3%-92.9%-62.4%>999%-87.9%+122.6%-98.3%>999%+353.2%+4.0%-30.0%-42.4%-5.1%
YoY Change+566.5%>999%-32.7%-98.3%>999%-75.5%-78.3%+579.5%-69.0%-89.8%+281.7%+78.4%>999%+90.3%-60.2%
Range$0.00$342.29M
CAGR-12.6%
Avg YoY Growth>999%
Median YoY Growth+78.4%
Current Streak3 quarters decline

Realized Loss on AFS Debt Securities at Other Companies

Frequently Asked Questions

What is Two Harbors Investment Corporation's realized loss on afs debt securities?
Two Harbors Investment Corporation (TWO) reported realized loss on afs debt securities of $15.46M in Q1 2026.
How has Two Harbors Investment Corporation's realized loss on afs debt securities changed year-over-year?
Two Harbors Investment Corporation's realized loss on afs debt securities decreased by 60.2% year-over-year, from $38.79M to $15.46M.
What is the long-term trend for Two Harbors Investment Corporation's realized loss on afs debt securities?
Over 4 years (2021 to 2025), Two Harbors Investment Corporation's realized loss on afs debt securities has grown at a 41.4% compound annual growth rate (CAGR), from $30.90M to $123.68M.
What does realized loss on afs debt securities mean?
The loss incurred from selling debt investments for less than their original purchase price.