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 Interest Rate Swaps Associated with Borrowings (Details)

Derivative Instruments and Hedging Activities Schedule of Interest Rate Swaps Associated with Borrowings (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
Interest Rate Swap [Member]
Derivative [Line Items]
Derivative, Notional Amount	19,929,000	18,584,000	21,663,148	19,619,000
Interest Rate Swap [Member] \| Interest Rate Risk Associated with Borrowings [Member]
Derivative [Line Items]
Derivative, Notional Amount	12,215,000	11,490,000
Derivative, Average Fixed Interest Rate	1.152%	1.089%
Derivative, Average Variable Interest Rate	0.266%	0.246%
Derivative, Average Remaining Period Until Maturity	2.98	2.92
Interest Rate Swap [Member] \| Interest Rate Risk Associated with Borrowings [Member] \| Derivative Maturity Over One And Within Two Years From Balance Sheet Date [Member]
Derivative [Line Items]
Derivative, Notional Amount	3,400,000	4,100,000
Derivative, Average Fixed Interest Rate	0.644%	0.667%
Derivative, Average Variable Interest Rate	0.268%	0.249%
Derivative, Average Remaining Period Until Maturity	1.37	1.65
Interest Rate Swap [Member] \| Interest Rate Risk Associated with Borrowings [Member] \| Derivative Maturity Over Two And Within Three Years From Balance Sheet Date [Member]
Derivative [Line Items]
Derivative, Notional Amount	4,285,000	5,285,000
Derivative, Average Fixed Interest Rate	1.075%	1.063%
Derivative, Average Variable Interest Rate	0.266%	0.248%
Derivative, Average Remaining Period Until Maturity	2.35	2.55
Interest Rate Swap [Member] \| Interest Rate Risk Associated with Borrowings [Member] \| Derivative Maturity Over Three And Within Four Years From Balance Sheet Date [Member]
Derivative [Line Items]
Derivative, Notional Amount	2,800,000	625,000
Derivative, Average Fixed Interest Rate	1.145%	0.945%
Derivative, Average Variable Interest Rate	0.266%	0.233%
Derivative, Average Remaining Period Until Maturity	2.93	3.08
Interest Rate Swap [Member] \| Interest Rate Risk Associated with Borrowings [Member] \| Derivative Maturity Over Four Years From Balance Sheet Date [Member]
Derivative [Line Items]
Derivative, Notional Amount	$ 1,730,000	$ 1,480,000
Derivative, Average Fixed Interest Rate	2.35%	2.408%
Derivative, Average Variable Interest Rate	0.26%	0.235%
Derivative, Average Remaining Period Until Maturity	7.80	7.70