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

Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation (Details)

Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation (Details) - USD ($) $ in Thousands	3 Months Ended	9 Months Ended
	Sep. 30, 2017	Sep. 30, 2017
Available-for-sale Securities [Member]
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]
Beginning of period level 3 fair value	$ 0	$ 0
Realized (losses) gains	0	0
Unrealized (losses) gains	0	0
Total gains (losses) included in net income	0	0
Fair Value, Measurement with Unobservable Inputs Reconciliation, Recurring Basis, Asset, Gain (Loss) Included in Other Comprehensive Income (Loss)	282	282
Purchases	113,000	113,000
Sales	0	0
Settlements	0	0
Gross transfers into level 3	0	0
Gross transfers out of level 3	0	0
End of period level 3 fair value	113,282	113,282
Change in unrealized gains or losses for the period included in earnings for assets held at the end of the reporting period	282	282
Servicing Contracts [Member]
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]
Beginning of period level 3 fair value	898,025	693,815
Realized (losses) gains	(29,092)	(67,357)
Unrealized (losses) gains	(154)	(23,083)
Total gains (losses) included in net income	(29,246)	(90,440)
Fair Value, Measurement with Unobservable Inputs Reconciliation, Recurring Basis, Asset, Gain (Loss) Included in Other Comprehensive Income (Loss)	0	0
Purchases	66,280	340,176
Sales	(497)	(132)
Settlements	(4,943)	(12,806)
Gross transfers into level 3	0	0
Gross transfers out of level 3	0	0
End of period level 3 fair value	930,613	930,613
Change in unrealized gains or losses for the period included in earnings for assets held at the end of the reporting period	(154)	(23,551)
Loans Receivable [Member]
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]
Beginning of period level 3 fair value	31,460	39,221
Realized (losses) gains	145	1,833
Unrealized (losses) gains	284	446
Total gains (losses) included in net income	429	2,279
Fair Value, Measurement with Unobservable Inputs Reconciliation, Recurring Basis, Asset, Gain (Loss) Included in Other Comprehensive Income (Loss)	0	0
Purchases	0	569
Sales	0	(3,717)
Settlements	(1,162)	(7,625)
Gross transfers into level 3	0	0
Gross transfers out of level 3	0	0
End of period level 3 fair value	30,727	30,727
Change in unrealized gains or losses for the period included in earnings for assets held at the end of the reporting period	$ 295	$ 750