Two Harbors Investment Corp. Quarterly report pursuant to Section 13 or 15(d)

Quarterly report pursuant to Section 13 or 15(d)

Derivative Instruments and Hedging Activities Schedule of TBA Contracts (Details)

Derivative Instruments and Hedging Activities Schedule of TBA Contracts (Details) (USD $) In Thousands, unless otherwise specified	Mar. 31, 2015	Dec. 31, 2014	Mar. 31, 2014	Dec. 31, 2013
Derivative [Line Items]
Derivative, Notional Amount	$ (33,709,043)invest_DerivativeNotionalAmount	$ (48,115,523)invest_DerivativeNotionalAmount	$ (43,576,146)invest_DerivativeNotionalAmount	$ (37,366,610)invest_DerivativeNotionalAmount
Derivative Financial Instruments, Assets [Member]
Derivative [Line Items]
Derivative, Notional Amount	(26,795,748)	(36,315,523)
Derivative, Fair Value, Net	362,646	380,791
Derivative Financial Instruments, Liabilities [Member]
Derivative [Line Items]
Derivative, Notional Amount	(16,905,295)	(16,200,000)
Derivative, Fair Value, Net	(155,149)	(90,233)
Forward Contracts [Member]
Derivative [Line Items]
Derivative, Notional Amount	(2,496,000)	(1,325,000)	(1,022,000)	(603,000)
Derivative, Cost	(2,635,765)	(1,431,945)
Derivative, Market Value	(2,653,695)	(1,439,282)
Forward Contracts [Member] \| Derivative Financial Instruments, Assets [Member]
Derivative [Line Items]
Derivative, Notional Amount	0	(875,000)
Derivative, Fair Value, Net	0	10,350
Forward Contracts [Member] \| Derivative Financial Instruments, Liabilities [Member]
Derivative [Line Items]
Derivative, Notional Amount	(2,496,000)	(2,200,000)
Derivative, Fair Value, Net	(17,930)	(17,687)
Forward Contracts [Member] \| Long [Member]
Derivative [Line Items]
Derivative, Notional Amount	0	(875,000)
Derivative, Cost	0	(862,868)
Derivative, Market Value	0	(873,218)
Forward Contracts [Member] \| Long [Member] \| Derivative Financial Instruments, Assets [Member]
Derivative [Line Items]
Derivative, Fair Value, Net	0	10,350
Forward Contracts [Member] \| Long [Member] \| Derivative Financial Instruments, Liabilities [Member]
Derivative [Line Items]
Derivative, Fair Value, Net	0	0
Forward Contracts [Member] \| Short [Member]
Derivative [Line Items]
Derivative, Notional Amount	(2,496,000)	(2,200,000)
Derivative, Cost	(2,635,765)	(2,294,813)
Derivative, Market Value	(2,653,695)	(2,312,500)
Forward Contracts [Member] \| Short [Member] \| Derivative Financial Instruments, Assets [Member]
Derivative [Line Items]
Derivative, Fair Value, Net	0	0
Forward Contracts [Member] \| Short [Member] \| Derivative Financial Instruments, Liabilities [Member]
Derivative [Line Items]
Derivative, Fair Value, Net	(17,930)	(17,687)
Interest Rate Risk Associated with the Investment Portfolio [Member] \| Forward Contracts [Member] \| Long [Member]
Derivative [Line Items]
Derivative, Notional Amount		(875,000)
Interest Rate Risk Associated with the Investment Portfolio [Member] \| Forward Contracts [Member] \| Short [Member]
Derivative [Line Items]
Derivative, Notional Amount	$ (2,496,000)	$ (2,200,000)