Other
Average notional amount
Two Harbors Investment Corporation Average notional amount increased by 1543.2% to $13.66B in Q1 2026 compared to the prior quarter. Year-over-year, this metric declined by 32.9%, from $20.37B to $13.66B. Over 2 years (FY 2023 to FY 2025), Average notional amount shows an upward trend with a 478.0% CAGR.
Analysis
StatementIncome Statement
SectionOther
CategoryRisk
SignalContext dependent
VolatilityModerate
First reportedQ1 2014
Last reportedQ1 2026Apr 29, 2026
How to read this metric
An increase suggests a larger hedging program or increased speculative exposure, while a decrease indicates a reduction in derivative-based risk management.
Detailed definition
The average face value or principal amount of the underlying assets in the company's derivative portfolio over a specifi...
Peer comparison
Standard metric for firms using derivatives to hedge interest rate risk in mortgage portfolios.
Metric ID:
other_derivative_average_notional_amountHistorical Data
18 periods
| Q2 '21 | Q3 '21 | Q1 '22 | Q2 '22 | Q3 '22 | Q1 '23 | Q2 '23 | Q3 '23 | Q4 '23 | Q1 '24 | Q2 '24 | Q3 '24 | Q4 '24 | Q1 '25 | Q2 '25 | Q3 '25 | Q4 '25 | Q1 '26 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Value | $21.58B | $21.14B | $16.36B | $9.07B | $5.11B | $481.00M | $481.00M | $481.00M | $481.00M | $11.52B | $9.55B | $13.39B | $1.52B | $20.37B | $18.78B | $24.29B | $831.45M | $13.66B |
| QoQ Change | — | -2.1% | -22.6% | -44.6% | -43.7% | -90.6% | +0.0% | +0.0% | +0.0% | >999% | -17.2% | +40.3% | -88.6% | >999% | -7.8% | +29.4% | -96.6% | >999% |
| YoY Change | — | — | — | -58.0% | -75.8% | -97.1% | -94.7% | -90.6% | — | >999% | >999% | >999% | +216.3% | +76.8% | +96.7% | +81.4% | -45.4% | -32.9% |
Range$481.00M – $24.29B
CAGR-10.2%
Avg YoY Growth+488.6%
Median YoY Growth+21.9%
Average notional amount at Other Companies
Frequently Asked Questions
- What is Two Harbors Investment Corporation's average notional amount?
- Two Harbors Investment Corporation (TWO) reported average notional amount of $13.66B in Q1 2026.
- How has Two Harbors Investment Corporation's average notional amount changed year-over-year?
- Two Harbors Investment Corporation's average notional amount decreased by 32.9% year-over-year, from $20.37B to $13.66B.
- What is the long-term trend for Two Harbors Investment Corporation's average notional amount?
- Over 2 years (2023 to 2025), Two Harbors Investment Corporation's average notional amount has grown at a 478.0% compound annual growth rate (CAGR), from $1.92B to $64.27B.
- What does average notional amount mean?
- The average total value of the underlying assets in derivative contracts.