Operating

Debt Securities, Available-for-sale, Total Credit Loss Expense (Reversal)

Two Harbors Investment Corporation Debt Securities, Available-for-sale, Total Credit Loss Expense (Reversal) increased by 287.5% to $15.00K in Q1 2026 compared to the prior quarter. Year-over-year, this metric declined by 84.0%, from $94.00K to $15.00K. Over 3 years (FY 2021 to FY 2025), Debt Securities, Available-for-sale, Total Credit Loss Expense (Reversal) shows a downward trend with a -76.9% CAGR. This increase may warrant attention — for this metric, lower values are generally preferred.

Analysis

StatementCash Flow Statement
SectionOperating
CategoryRisk
SignalLower is better
VolatilityModerate
First reportedQ1 2018
Last reportedQ1 2026Apr 29, 2026

How to read this metric

An increase in expense signals deteriorating credit quality in the underlying assets.

Detailed definition

This represents the provision or reversal of credit loss reserves for debt securities classified as available-for-sale....

Peer comparison

Critical for financial institutions; peers with higher credit quality assets typically show lower or zero credit loss expenses.

Metric ID: operating_debt_securities_availableforsale_total_credit__506ea2

Historical Data

19 periods
 Q2 '21Q3 '21Q4 '21Q1 '22Q2 '22Q3 '22Q1 '23Q2 '23Q3 '23Q4 '23Q1 '24Q2 '24Q3 '24Q4 '24Q1 '25Q2 '25Q3 '25Q4 '25Q1 '26
Value$7.39M$159.00K$3.35M$1.11M$537.00K$1.40M-$142.00K$0.00-$98.00K-$328.00K$80.00K$171.00K-$276.00K$284.00K$94.00K-$116.00K-$91.00K-$8.00K$15.00K
QoQ Change-97.8%>999%-66.7%-51.8%+160.1%-110.2%+100.0%-234.7%+124.4%+113.8%-261.4%+202.9%-66.9%-223.4%+21.6%+91.2%+287.5%
YoY Change-92.7%+778.6%-112.7%-100.0%-107.0%+156.3%-181.6%+186.6%+17.5%-167.8%+67.0%-102.8%-84.0%
Range-$328.00K$7.39M
CAGR-74.8%
Avg YoY Growth+19.8%
Median YoY Growth-92.7%
Current Streak3 quarters growth

Frequently Asked Questions

What is Two Harbors Investment Corporation's debt securities, available-for-sale, total credit loss expense (reversal)?
Two Harbors Investment Corporation (TWO) reported debt securities, available-for-sale, total credit loss expense (reversal) of $15.00K in Q1 2026.
How has Two Harbors Investment Corporation's debt securities, available-for-sale, total credit loss expense (reversal) changed year-over-year?
Two Harbors Investment Corporation's debt securities, available-for-sale, total credit loss expense (reversal) decreased by 84.0% year-over-year, from $94.00K to $15.00K.
What is the long-term trend for Two Harbors Investment Corporation's debt securities, available-for-sale, total credit loss expense (reversal)?
Over 3 years (2021 to 2025), Two Harbors Investment Corporation's debt securities, available-for-sale, total credit loss expense (reversal) has grown at a -76.9% compound annual growth rate (CAGR), from $9.76M to -$121.00K.
What does debt securities, available-for-sale, total credit loss expense (reversal) mean?
The estimated expense or recovery related to potential credit defaults in the debt investment portfolio.