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

Derivative Instruments and Hedging Activities Commitments to Purchase Residential Mortgage Loans Held-for-Sale (Details) - USD ($) $ in Thousands	Mar. 31, 2016	Dec. 31, 2015	Mar. 31, 2015	Dec. 31, 2014
Derivative [Line Items]
Derivative, Notional Amount	$ 26,390,596	$ 21,998,381	$ 33,709,043	$ 48,115,523
Loan Purchase Commitments [Member]
Derivative [Line Items]
Derivative, Notional Amount	252,212	286,120	$ 707,304	$ 554,838
Derivative Financial Instruments, Assets [Member]
Derivative [Line Items]
Derivative, Notional Amount	17,869,498	21,735,997
Derivative, Fair Value, Net	197,847	271,509
Derivative Financial Instruments, Assets [Member] \| Loan Purchase Commitments [Member]
Derivative [Line Items]
Derivative, Notional Amount	234,259	98,736
Derivative, Fair Value, Net	494	77
Derivative Financial Instruments, Liabilities [Member]
Derivative [Line Items]
Derivative, Notional Amount	9,621,098	1,362,384
Derivative, Fair Value, Net	(77,038)	(7,285)
Derivative Financial Instruments, Liabilities [Member] \| Loan Purchase Commitments [Member]
Derivative [Line Items]
Derivative, Notional Amount	17,953	187,384
Derivative, Fair Value, Net	$ (12)	$ (427)