Two Harbors Investment Corp. Annual report pursuant to Section 13 and 15(d)

Derivative Instruments and Hedging Activities Put and Call Options for TBAs (Details) (USD $) In Thousands, unless otherwise specified	Dec. 31, 2014	Dec. 31, 2013	Dec. 31, 2012
Derivative [Line Items]
Derivative, Notional Amount	$ 48,115,523invest_DerivativeNotionalAmount	$ 37,366,610invest_DerivativeNotionalAmount	$ 22,377,656invest_DerivativeNotionalAmount
Derivative Financial Instruments, Assets [Member]
Derivative [Line Items]
Derivative, Notional Amount	36,315,523	30,383,908
Derivative, Fair Value, Net	380,791	549,859
Options Held [Member]
Derivative [Line Items]
Derivative, Notional Amount	2,000,000	0	0
Options Held [Member] \| Derivative Financial Instruments, Assets [Member]
Derivative [Line Items]
Derivative, Notional Amount	2,000,000
Derivative, Fair Value, Net	90
Interest Rate Risk Associated with the Investment Portfolio [Member] \| Options Held [Member] \| Long [Member]
Derivative [Line Items]
Derivative, Notional Amount	2,000,000
Derivative, Cost	(605)
Interest Rate Risk Associated with the Investment Portfolio [Member] \| Options Held [Member] \| Derivative Financial Instruments, Assets [Member]
Derivative [Line Items]
Derivative, Fair Value, Net	$ 90