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 Swap Payers (Details)

Derivative Instruments and Hedging Activities Schedule of Interest Rate Swap Payers (Details) - USD ($) $ in Thousands	3 Months Ended	12 Months Ended
	Mar. 31, 2017	Dec. 31, 2016	Mar. 31, 2016	Dec. 31, 2015
Derivative [Line Items]
Derivative, Notional Amount	$ 15,935,535	$ 18,802,500	$ 26,390,596	$ 21,998,381
Forward Starting Interest Rate Swap [Member]
Derivative [Line Items]
Derivative, Notional Amount	$ 788,451	$ 777,063
Derivative, Average Fixed Interest Rate	1.80%	2.00%
Interest Rate Swap [Member]
Derivative [Line Items]
Derivative, Notional Amount	$ 18,252,440	$ 20,371,063	$ 15,425,513	$ 14,268,806
Interest Rate Swap [Member] \| Long [Member]
Derivative [Line Items]
Derivative, Notional Amount	$ 14,089,584	$ 15,307,063
Derivative, Average Fixed Interest Rate	1.413%	1.441%
Derivative, Average Variable Interest Rate	1.09%	0.943%
Derivative, Average Remaining Maturity	3 years 1 month 23 days	3 years 2 months 26 days
Interest Rate Swap [Member] \| Derivative Maturity Within One Year From Balance Sheet Date [Member] \| Long [Member]
Derivative [Line Items]
Derivative, Notional Amount	$ 1,875,000	$ 2,375,000
Derivative, Average Fixed Interest Rate	0.776%	0.765%
Derivative, Average Variable Interest Rate	1.077%	0.934%
Derivative, Average Remaining Maturity	5 months 11 days	7 months 3 days
Interest Rate Swap [Member] \| Derivative Maturity Over One And Within Two Years From Balance Sheet Date [Member] \| Long [Member]
Derivative [Line Items]
Derivative, Notional Amount	$ 5,340,000	$ 5,340,000
Derivative, Average Fixed Interest Rate	1.232%	1.232%
Derivative, Average Variable Interest Rate	1.102%	0.945%
Derivative, Average Remaining Maturity	1 year 4 months 2 days	1 year 7 months 2 days
Interest Rate Swap [Member] \| Derivative Maturity Over Two And Within Three Years From Balance Sheet Date [Member] \| Long [Member]
Derivative [Line Items]
Derivative, Notional Amount	$ 350,000	$ 350,000
Derivative, Average Fixed Interest Rate	1.283%	1.283%
Derivative, Average Variable Interest Rate	1.039%	0.895%
Derivative, Average Remaining Maturity	2 years 2 months 9 days	2 years 5 months 9 days
Interest Rate Swap [Member] \| Derivative Maturity Over Three And Within Four Years From Balance Sheet Date [Member] \| Long [Member]
Derivative [Line Items]
Derivative, Notional Amount	$ 1,460,000	$ 1,460,000
Derivative, Average Fixed Interest Rate	1.481%	1.481%
Derivative, Average Variable Interest Rate	1.076%	0.92%
Derivative, Average Remaining Maturity	3 years 5 months 26 days	3 years 8 months 26 days
Interest Rate Swap [Member] \| Derivative Maturity Over Four Years From Balance Sheet Date [Member] \| Long [Member]
Derivative [Line Items]
Derivative, Notional Amount	$ 5,064,584	$ 5,782,063
Derivative, Average Fixed Interest Rate	1.907%	1.984%
Derivative, Average Variable Interest Rate	1.091%	0.955%
Derivative, Average Remaining Maturity	6 years 6 months 18 days	6 years 2 months