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 Credit Default Swaps, Receive Protection (Details)

Derivative Instruments and Hedging Activities Schedule of Credit Default Swaps, Receive Protection (Details) (USD $) In Thousands, unless otherwise specified	3 Months Ended	12 Months Ended
	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
Credit Default Swap, Buying Protection [Member]
Derivative [Line Items]
Derivative, Average Implied Credit Spread	183.60	183.60
Maturity Date, 06/20/2016 [Member] \| Credit Default Swap, Buying Protection [Member]
Derivative [Line Items]
Derivative, Maturity Date	Jun. 20, 2016	Jun. 20, 2016
Derivative, Average Implied Credit Spread	105.50	105.50
Maturity Date, 12/20/2016 [Member] \| Credit Default Swap, Buying Protection [Member]
Derivative [Line Items]
Derivative, Maturity Date	Dec. 20, 2016	Dec. 20, 2016
Derivative, Average Implied Credit Spread	496.00	496.00
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
Derivative Financial Instruments, Liabilities [Member] \| Credit Default Swap, Buying Protection [Member]
Derivative [Line Items]
Derivative, Notional Amount	(125,000)	(125,000)
Derivative, Fair Value, Net	(1,460)	(1,672)
Derivative, Cost	(4,322)	(4,322)
Derivative, Unrealized Gains (Losses)	(5,782)	(5,994)
Derivative Financial Instruments, Liabilities [Member] \| Maturity Date, 06/20/2016 [Member] \| Credit Default Swap, Buying Protection [Member]
Derivative [Line Items]
Derivative, Notional Amount	(100,000)	(100,000)
Derivative, Fair Value, Net	(1,145)	(1,350)
Derivative, Cost	(260)	(260)
Derivative, Unrealized Gains (Losses)	(1,405)	(1,610)
Derivative Financial Instruments, Liabilities [Member] \| Maturity Date, 12/20/2016 [Member] \| Credit Default Swap, Buying Protection [Member]
Derivative [Line Items]
Derivative, Notional Amount	(25,000)	(25,000)
Derivative, Fair Value, Net	(315)	(322)
Derivative, Cost	(4,062)	(4,062)
Derivative, Unrealized Gains (Losses)	(4,377)	(4,384)