Derivative Instruments and Hedging Activities Put and Call Options for TBAs (Details) (USD $)
In Thousands, unless otherwise specified |
Mar. 31, 2015
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Dec. 31, 2014
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Mar. 31, 2014
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Dec. 31, 2013
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Derivative [Line Items] | ||||
Derivative, Notional Amount | $ (33,709,043)invest_DerivativeNotionalAmount | $ (48,115,523)invest_DerivativeNotionalAmount | $ (43,576,146)invest_DerivativeNotionalAmount | $ (37,366,610)invest_DerivativeNotionalAmount |
Options Held [Member] | ||||
Derivative [Line Items] | ||||
Derivative, Notional Amount |
(2,500,000)invest_DerivativeNotionalAmount / us-gaap_DerivativeInstrumentRiskAxis = us-gaap_OptionMember |
(2,000,000)invest_DerivativeNotionalAmount / us-gaap_DerivativeInstrumentRiskAxis = us-gaap_OptionMember |
(1,500,000)invest_DerivativeNotionalAmount / us-gaap_DerivativeInstrumentRiskAxis = us-gaap_OptionMember |
0invest_DerivativeNotionalAmount / us-gaap_DerivativeInstrumentRiskAxis = us-gaap_OptionMember |
Derivative Financial Instruments, Liabilities [Member] | ||||
Derivative [Line Items] | ||||
Derivative, Notional Amount |
(16,905,295)invest_DerivativeNotionalAmount / us-gaap_BalanceSheetLocationAxis = us-gaap_DerivativeFinancialInstrumentsLiabilitiesMember |
(16,200,000)invest_DerivativeNotionalAmount / us-gaap_BalanceSheetLocationAxis = us-gaap_DerivativeFinancialInstrumentsLiabilitiesMember |
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Derivative, Fair Value, Net |
(155,149)us-gaap_DerivativeFairValueOfDerivativeNet / us-gaap_BalanceSheetLocationAxis = us-gaap_DerivativeFinancialInstrumentsLiabilitiesMember |
(90,233)us-gaap_DerivativeFairValueOfDerivativeNet / us-gaap_BalanceSheetLocationAxis = us-gaap_DerivativeFinancialInstrumentsLiabilitiesMember |
||
Derivative Financial Instruments, Liabilities [Member] | Options Held [Member] | ||||
Derivative [Line Items] | ||||
Derivative, Notional Amount |
(2,500,000)invest_DerivativeNotionalAmount / us-gaap_BalanceSheetLocationAxis = us-gaap_DerivativeFinancialInstrumentsLiabilitiesMember / us-gaap_DerivativeInstrumentRiskAxis = us-gaap_OptionMember |
0invest_DerivativeNotionalAmount / us-gaap_BalanceSheetLocationAxis = us-gaap_DerivativeFinancialInstrumentsLiabilitiesMember / us-gaap_DerivativeInstrumentRiskAxis = us-gaap_OptionMember |
||
Derivative, Cost |
(10,843)two_DerivativeCost / us-gaap_BalanceSheetLocationAxis = us-gaap_DerivativeFinancialInstrumentsLiabilitiesMember / us-gaap_DerivativeInstrumentRiskAxis = us-gaap_OptionMember |
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Derivative, Fair Value, Net |
(5,776)us-gaap_DerivativeFairValueOfDerivativeNet / us-gaap_BalanceSheetLocationAxis = us-gaap_DerivativeFinancialInstrumentsLiabilitiesMember / us-gaap_DerivativeInstrumentRiskAxis = us-gaap_OptionMember |
0us-gaap_DerivativeFairValueOfDerivativeNet / us-gaap_BalanceSheetLocationAxis = us-gaap_DerivativeFinancialInstrumentsLiabilitiesMember / us-gaap_DerivativeInstrumentRiskAxis = us-gaap_OptionMember |
||
Derivative Financial Instruments, Assets [Member] | ||||
Derivative [Line Items] | ||||
Derivative, Notional Amount |
(26,795,748)invest_DerivativeNotionalAmount / us-gaap_BalanceSheetLocationAxis = us-gaap_DerivativeFinancialInstrumentsAssetsMember |
(36,315,523)invest_DerivativeNotionalAmount / us-gaap_BalanceSheetLocationAxis = us-gaap_DerivativeFinancialInstrumentsAssetsMember |
||
Derivative, Fair Value, Net |
362,646us-gaap_DerivativeFairValueOfDerivativeNet / us-gaap_BalanceSheetLocationAxis = us-gaap_DerivativeFinancialInstrumentsAssetsMember |
380,791us-gaap_DerivativeFairValueOfDerivativeNet / us-gaap_BalanceSheetLocationAxis = us-gaap_DerivativeFinancialInstrumentsAssetsMember |
||
Derivative Financial Instruments, Assets [Member] | Options Held [Member] | ||||
Derivative [Line Items] | ||||
Derivative, Notional Amount |
0invest_DerivativeNotionalAmount / us-gaap_BalanceSheetLocationAxis = us-gaap_DerivativeFinancialInstrumentsAssetsMember / us-gaap_DerivativeInstrumentRiskAxis = us-gaap_OptionMember |
(2,000,000)invest_DerivativeNotionalAmount / us-gaap_BalanceSheetLocationAxis = us-gaap_DerivativeFinancialInstrumentsAssetsMember / us-gaap_DerivativeInstrumentRiskAxis = us-gaap_OptionMember |
||
Derivative, Cost |
(605)two_DerivativeCost / us-gaap_BalanceSheetLocationAxis = us-gaap_DerivativeFinancialInstrumentsAssetsMember / us-gaap_DerivativeInstrumentRiskAxis = us-gaap_OptionMember |
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Derivative, Fair Value, Net |
$ 0us-gaap_DerivativeFairValueOfDerivativeNet / us-gaap_BalanceSheetLocationAxis = us-gaap_DerivativeFinancialInstrumentsAssetsMember / us-gaap_DerivativeInstrumentRiskAxis = us-gaap_OptionMember |
$ 90us-gaap_DerivativeFairValueOfDerivativeNet / us-gaap_BalanceSheetLocationAxis = us-gaap_DerivativeFinancialInstrumentsAssetsMember / us-gaap_DerivativeInstrumentRiskAxis = us-gaap_OptionMember |
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- Definition
Aggregate notional amount specified by the derivative(s). Expressed as an absolute value. Reference 1: http://www.xbrl.org/2003/role/presentationRef
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- Definition
Cost (or upfront payable/receivable) as of the balance sheet date of the derivative or group of derivatives. No definition available.
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- Definition
Fair value of the assets less the liabilities of a derivative or group of derivatives. Reference 1: http://www.xbrl.org/2003/role/presentationRef
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