Two Harbors Investment Corp. Annual report pursuant to Section 13 and 15(d)

Annual report pursuant to Section 13 and 15(d)

Derivative Instruments and Hedging Activities Schedule of Constant Maturity Swaps (Details)

Derivative Instruments and Hedging Activities Schedule of Constant Maturity Swaps (Details) (USD $) In Thousands, unless otherwise specified	Dec. 31, 2014	Dec. 31, 2013	Dec. 31, 2012
Derivative [Line Items]
Derivative, Notional Amount	$ 48,115,523invest_DerivativeNotionalAmount	$ 37,366,610invest_DerivativeNotionalAmount	$ 22,377,656invest_DerivativeNotionalAmount
Swap [Member]
Derivative [Line Items]
Derivative, Average Strike Swap Rate		0.821%
Derivative, Notional Amount	14,000,000	10,000,000	0
Derivative, Fair Value, Net		(3,773)
Derivative, Cost		0
Derivative, Unrealized Gains (Losses)		(3,773)
Swap [Member] \| Determination Date, February 2014 [Member]
Derivative [Line Items]
Derivative, Average Strike Swap Rate		0.768%
Derivative, Notional Amount		3,000,000
Derivative, Fair Value, Net		625
Derivative, Cost		0
Derivative, Unrealized Gains (Losses)		625
Swap [Member] \| Determination Date, March 2014 [Member]
Derivative [Line Items]
Derivative, Average Strike Swap Rate		0.85%
Derivative, Notional Amount		5,000,000
Derivative, Fair Value, Net		(3,171)
Derivative, Cost		0
Derivative, Unrealized Gains (Losses)		(3,171)
Swap [Member] \| Determination Date, June 2014 [Member]
Derivative [Line Items]
Derivative, Average Strike Swap Rate		0.828%
Derivative, Notional Amount		2,000,000
Derivative, Fair Value, Net		(1,227)
Derivative, Cost		0
Derivative, Unrealized Gains (Losses)		(1,227)
Interest Rate Risk Associated with the Investment Portfolio [Member] \| Swap [Member]
Derivative [Line Items]
Derivative, Average Strike Swap Rate	0.548%
Derivative, Notional Amount	14,000,000
Derivative, Fair Value, Net	1,530
Derivative, Cost	0
Derivative, Unrealized Gains (Losses)	1,530
Interest Rate Risk Associated with the Investment Portfolio [Member] \| Swap [Member] \| Determination Date, January 2015 [Member]
Derivative [Line Items]
Derivative, Average Strike Swap Rate	0.538%
Derivative, Notional Amount	7,000,000
Derivative, Fair Value, Net	1,502
Derivative, Cost	0
Derivative, Unrealized Gains (Losses)	1,502
Interest Rate Risk Associated with the Investment Portfolio [Member] \| Swap [Member] \| Determination Date, February 2015 [Member]
Derivative [Line Items]
Derivative, Average Strike Swap Rate	0.572%
Derivative, Notional Amount	2,000,000
Derivative, Fair Value, Net	(13)
Derivative, Cost	0
Derivative, Unrealized Gains (Losses)	(13)
Interest Rate Risk Associated with the Investment Portfolio [Member] \| Swap [Member] \| Determination Date, March 2015 [Member]
Derivative [Line Items]
Derivative, Average Strike Swap Rate	0.552%
Derivative, Notional Amount	5,000,000
Derivative, Fair Value, Net	41
Derivative, Cost	0
Derivative, Unrealized Gains (Losses)	$ 41