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Two Harbors Investment Corporation TWO Realized And Unrealized Losses (Gains) On Derivative Instruments

Realized And Unrealized Losses (Gains) On Derivative Instruments at other companies

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Invesco Mortgage Capital logo
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$10.83M+118%
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Invesco Mortgage CapitalIVR
$10.83M+118%
Invesco Mortgage Capital logo
Invesco Mortgage CapitalIVR
$10.83M+118%
Invesco Mortgage Capital logo
Invesco Mortgage CapitalIVR
$10.83M+118%

Other financials

Income statement

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Revenue$83.5M-28.7%
Net income$62.2M+124%
EPS (diluted)$0.46+118%

Balance sheet

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Cash & equivalents$642.7M-2.3%
Total equity$2.2B+2.5%
Total assets$8.8B-31.9%

Cash flow

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Operating cash flow$192.7M+94.5%

Valuation

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Market cap$1.26B+23.8%
P/S3.6×+1.3×

Profitability

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Net margin-9.4%-4.3pp

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 two:RealizedAndUnrealizedLossesGainsOnDerivativeInstruments.

The source filing: Two Harbors Investment Corporation’s 10-Q, filed April 29, 2026.

Filed
Apr 29, 2026, 8:46 AM EDT
Fiscal quarter
Q1 FY2026
Calendar quarter
Q1 2026
Accession
0001465740-26-000027
Line itemThree Months Ended / March 31, 2026Three Months Ended / March 31, 2025
Provision for credit losses on investment securities1594
Realized and unrealized losses on investment securities10,97132,635
Loss on servicing asset42,52736,221
Realized and unrealized (gains) losses on derivative instruments(26,938)107,412
Gains on mortgage loans held-for-sale(2,172)(624)
Equity based compensation4,4226,523
Originations and purchases of mortgage loans held-for-sale(92,318)(28,870)
Proceeds from sales of mortgage loans held-for-sale88,37323,113

Item 1. Financial Statements (unaudited)

FAQ

What is Two Harbors Investment Corporation's realized and unrealized losses (gains) on derivative instruments?
Two Harbors Investment Corporation (TWO) reported realized and unrealized losses (gains) on derivative instruments of $26.94M in Q1 2026.
How has Two Harbors Investment Corporation's realized and unrealized losses (gains) on derivative instruments changed year-over-year?
Two Harbors Investment Corporation's realized and unrealized losses (gains) on derivative instruments increased by 125.1% year-over-year, from -$107.41M to $26.94M.
What does realized and unrealized losses (gains) on derivative instruments mean?
This reflects the net impact of derivative instruments used to hedge interest rate risk or other market exposures. It includes both the cash settlements from closed positions and the mark-to-market adjustments of open derivative contracts.

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