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 Constant Maturity Swaps (Details)

Derivative Instruments and Hedging Activities Schedule of Constant Maturity Swaps (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	$ 33,709,043invest_DerivativeNotionalAmount	$ 48,115,523invest_DerivativeNotionalAmount	$ 43,576,146invest_DerivativeNotionalAmount	$ 37,366,610invest_DerivativeNotionalAmount
Swap [Member]
Derivative [Line Items]
Derivative, Notional Amount	3,000,000	14,000,000	10,000,000	10,000,000
Derivative, Fair Value, Net	1,236	1,530
Derivative, Cost	0	0
Derivative, Unrealized Gains (Losses)	1,236	1,530
Derivative, Average Strike Swap Rate	0.564%	0.548%
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, Assets [Member] \| Swap [Member]
Derivative [Line Items]
Derivative, Notional Amount	3,000,000	12,000,000
Derivative, Fair Value, Net	1,236	2,013
Determination Date, January 2015 [Member] \| Swap [Member]
Derivative [Line Items]
Derivative, Notional Amount		7,000,000
Derivative, Fair Value, Net		1,502
Derivative, Cost		0
Derivative, Unrealized Gains (Losses)		1,502
Derivative, Average Strike Swap Rate		0.538%
Determination Date, January 2015 [Member] \| Swap [Member]
Derivative [Line Items]
Derivative, Notional Amount	3,000,000
Derivative, Fair Value, Net	1,236
Derivative, Cost	0
Derivative, Unrealized Gains (Losses)	1,236
Derivative, Average Strike Swap Rate	0.564%
Determination Date, February 2015 [Member] \| Swap [Member]
Derivative [Line Items]
Derivative, Notional Amount		2,000,000
Derivative, Fair Value, Net		(13)
Derivative, Cost		0
Derivative, Unrealized Gains (Losses)		(13)
Derivative, Average Strike Swap Rate		0.572%
Determination Date, March 2015 [Member] \| Swap [Member]
Derivative [Line Items]
Derivative, Notional Amount		5,000,000
Derivative, Fair Value, Net		41
Derivative, Cost		0
Derivative, Unrealized Gains (Losses)		$ 41
Derivative, Average Strike Swap Rate		0.552%