Annual report pursuant to Section 13 and 15(d)

Derivative Instruments and Hedging Activities Schedule of Total Return Swaps (Details)

v2.4.1.9
Derivative Instruments and Hedging Activities Schedule of Total Return Swaps (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
Total Return Swap [Member] | Interest Rate Risk Associated with the Investment Portfolio [Member]      
Derivative [Line Items]      
Derivative, Notional Amount 598,459invest_DerivativeNotionalAmount
/ us-gaap_DerivativeByNatureAxis
= us-gaap_TotalReturnSwapMember
/ two_RiskTypeAxis
= two_InterestRateRiskAssociatedwiththeInvestmentPortfolioMember 		49,629invest_DerivativeNotionalAmount
/ us-gaap_DerivativeByNatureAxis
= us-gaap_TotalReturnSwapMember
/ two_RiskTypeAxis
= two_InterestRateRiskAssociatedwiththeInvestmentPortfolioMember 		 
Derivative, Fair Value, Net 1,387us-gaap_DerivativeFairValueOfDerivativeNet
/ us-gaap_DerivativeByNatureAxis
= us-gaap_TotalReturnSwapMember
/ two_RiskTypeAxis
= two_InterestRateRiskAssociatedwiththeInvestmentPortfolioMember 		(134)us-gaap_DerivativeFairValueOfDerivativeNet
/ us-gaap_DerivativeByNatureAxis
= us-gaap_TotalReturnSwapMember
/ two_RiskTypeAxis
= two_InterestRateRiskAssociatedwiththeInvestmentPortfolioMember 		 
Derivative, Cost (1,732)two_DerivativeCost
/ us-gaap_DerivativeByNatureAxis
= us-gaap_TotalReturnSwapMember
/ two_RiskTypeAxis
= two_InterestRateRiskAssociatedwiththeInvestmentPortfolioMember 		(453)two_DerivativeCost
/ us-gaap_DerivativeByNatureAxis
= us-gaap_TotalReturnSwapMember
/ two_RiskTypeAxis
= two_InterestRateRiskAssociatedwiththeInvestmentPortfolioMember 		 
Derivative, Unrealized Gains (Losses) (345)two_DerivativeUnrealizedGainsLosses
/ us-gaap_DerivativeByNatureAxis
= us-gaap_TotalReturnSwapMember
/ two_RiskTypeAxis
= two_InterestRateRiskAssociatedwiththeInvestmentPortfolioMember 		(587)two_DerivativeUnrealizedGainsLosses
/ us-gaap_DerivativeByNatureAxis
= us-gaap_TotalReturnSwapMember
/ two_RiskTypeAxis
= two_InterestRateRiskAssociatedwiththeInvestmentPortfolioMember 		 
Total Return Swap [Member] | Interest Rate Risk Associated with the Investment Portfolio [Member] | Maturity Date, 1/12/2043 [Member]      
Derivative [Line Items]      
Derivative, Notional Amount 411,281invest_DerivativeNotionalAmount
/ two_DerivativeByMaturityAxis
= two_MaturityDate1122043Member
/ us-gaap_DerivativeByNatureAxis
= us-gaap_TotalReturnSwapMember
/ two_RiskTypeAxis
= two_InterestRateRiskAssociatedwiththeInvestmentPortfolioMember 		49,629invest_DerivativeNotionalAmount
/ two_DerivativeByMaturityAxis
= two_MaturityDate1122043Member
/ us-gaap_DerivativeByNatureAxis
= us-gaap_TotalReturnSwapMember
/ two_RiskTypeAxis
= two_InterestRateRiskAssociatedwiththeInvestmentPortfolioMember 		 
Derivative, Fair Value, Net 763us-gaap_DerivativeFairValueOfDerivativeNet
/ two_DerivativeByMaturityAxis
= two_MaturityDate1122043Member
/ us-gaap_DerivativeByNatureAxis
= us-gaap_TotalReturnSwapMember
/ two_RiskTypeAxis
= two_InterestRateRiskAssociatedwiththeInvestmentPortfolioMember 		(134)us-gaap_DerivativeFairValueOfDerivativeNet
/ two_DerivativeByMaturityAxis
= two_MaturityDate1122043Member
/ us-gaap_DerivativeByNatureAxis
= us-gaap_TotalReturnSwapMember
/ two_RiskTypeAxis
= two_InterestRateRiskAssociatedwiththeInvestmentPortfolioMember 		 
Derivative, Cost (1,457)two_DerivativeCost
/ two_DerivativeByMaturityAxis
= two_MaturityDate1122043Member
/ us-gaap_DerivativeByNatureAxis
= us-gaap_TotalReturnSwapMember
/ two_RiskTypeAxis
= two_InterestRateRiskAssociatedwiththeInvestmentPortfolioMember 		(453)two_DerivativeCost
/ two_DerivativeByMaturityAxis
= two_MaturityDate1122043Member
/ us-gaap_DerivativeByNatureAxis
= us-gaap_TotalReturnSwapMember
/ two_RiskTypeAxis
= two_InterestRateRiskAssociatedwiththeInvestmentPortfolioMember 		 
Derivative, Unrealized Gains (Losses) (694)two_DerivativeUnrealizedGainsLosses
/ two_DerivativeByMaturityAxis
= two_MaturityDate1122043Member
/ us-gaap_DerivativeByNatureAxis
= us-gaap_TotalReturnSwapMember
/ two_RiskTypeAxis
= two_InterestRateRiskAssociatedwiththeInvestmentPortfolioMember 		(587)two_DerivativeUnrealizedGainsLosses
/ two_DerivativeByMaturityAxis
= two_MaturityDate1122043Member
/ us-gaap_DerivativeByNatureAxis
= us-gaap_TotalReturnSwapMember
/ two_RiskTypeAxis
= two_InterestRateRiskAssociatedwiththeInvestmentPortfolioMember 		 
Total Return Swap [Member] | Interest Rate Risk Associated with the Investment Portfolio [Member] | Maturity Date, 1/12/2044 [Member]      
Derivative [Line Items]      
Derivative, Notional Amount 187,178invest_DerivativeNotionalAmount
/ two_DerivativeByMaturityAxis
= two_MaturityDate1122044Member
/ us-gaap_DerivativeByNatureAxis
= us-gaap_TotalReturnSwapMember
/ two_RiskTypeAxis
= two_InterestRateRiskAssociatedwiththeInvestmentPortfolioMember 		   
Derivative, Fair Value, Net 624us-gaap_DerivativeFairValueOfDerivativeNet
/ two_DerivativeByMaturityAxis
= two_MaturityDate1122044Member
/ us-gaap_DerivativeByNatureAxis
= us-gaap_TotalReturnSwapMember
/ two_RiskTypeAxis
= two_InterestRateRiskAssociatedwiththeInvestmentPortfolioMember 		   
Derivative, Cost (275)two_DerivativeCost
/ two_DerivativeByMaturityAxis
= two_MaturityDate1122044Member
/ us-gaap_DerivativeByNatureAxis
= us-gaap_TotalReturnSwapMember
/ two_RiskTypeAxis
= two_InterestRateRiskAssociatedwiththeInvestmentPortfolioMember 		   
Derivative, Unrealized Gains (Losses) $ 349two_DerivativeUnrealizedGainsLosses
/ two_DerivativeByMaturityAxis
= two_MaturityDate1122044Member
/ us-gaap_DerivativeByNatureAxis
= us-gaap_TotalReturnSwapMember
/ two_RiskTypeAxis
= two_InterestRateRiskAssociatedwiththeInvestmentPortfolioMember