Derivative Instruments and Hedging Activities Schedule of Constant Maturity Swaps (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 | $ 33,709,043invest_DerivativeNotionalAmount | $ 48,115,523invest_DerivativeNotionalAmount | $ 43,576,146invest_DerivativeNotionalAmount | $ 37,366,610invest_DerivativeNotionalAmount |
Swap [Member] | ||||
Derivative [Line Items] | ||||
Derivative, Notional Amount |
3,000,000invest_DerivativeNotionalAmount / us-gaap_DerivativeInstrumentRiskAxis = us-gaap_SwapMember |
14,000,000invest_DerivativeNotionalAmount / us-gaap_DerivativeInstrumentRiskAxis = us-gaap_SwapMember |
10,000,000invest_DerivativeNotionalAmount / us-gaap_DerivativeInstrumentRiskAxis = us-gaap_SwapMember |
10,000,000invest_DerivativeNotionalAmount / us-gaap_DerivativeInstrumentRiskAxis = us-gaap_SwapMember |
Derivative, Fair Value, Net |
1,236us-gaap_DerivativeFairValueOfDerivativeNet / us-gaap_DerivativeInstrumentRiskAxis = us-gaap_SwapMember |
1,530us-gaap_DerivativeFairValueOfDerivativeNet / us-gaap_DerivativeInstrumentRiskAxis = us-gaap_SwapMember |
||
Derivative, Cost |
0two_DerivativeCost / us-gaap_DerivativeInstrumentRiskAxis = us-gaap_SwapMember |
0two_DerivativeCost / us-gaap_DerivativeInstrumentRiskAxis = us-gaap_SwapMember |
||
Derivative, Unrealized Gains (Losses) |
1,236two_DerivativeUnrealizedGainsLosses / us-gaap_DerivativeInstrumentRiskAxis = us-gaap_SwapMember |
1,530two_DerivativeUnrealizedGainsLosses / us-gaap_DerivativeInstrumentRiskAxis = us-gaap_SwapMember |
||
Derivative, Average Strike Swap Rate |
0.564%two_DerivativeAverageStrikeSwapRate / us-gaap_DerivativeInstrumentRiskAxis = us-gaap_SwapMember |
0.548%two_DerivativeAverageStrikeSwapRate / us-gaap_DerivativeInstrumentRiskAxis = us-gaap_SwapMember |
||
Derivative Financial Instruments, Assets [Member] | ||||
Derivative [Line Items] | ||||
Derivative, Notional Amount |
26,795,748invest_DerivativeNotionalAmount / us-gaap_BalanceSheetLocationAxis = us-gaap_DerivativeFinancialInstrumentsAssetsMember |
36,315,523invest_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] | Swap [Member] | ||||
Derivative [Line Items] | ||||
Derivative, Notional Amount |
3,000,000invest_DerivativeNotionalAmount / us-gaap_BalanceSheetLocationAxis = us-gaap_DerivativeFinancialInstrumentsAssetsMember / us-gaap_DerivativeInstrumentRiskAxis = us-gaap_SwapMember |
12,000,000invest_DerivativeNotionalAmount / us-gaap_BalanceSheetLocationAxis = us-gaap_DerivativeFinancialInstrumentsAssetsMember / us-gaap_DerivativeInstrumentRiskAxis = us-gaap_SwapMember |
||
Derivative, Fair Value, Net |
1,236us-gaap_DerivativeFairValueOfDerivativeNet / us-gaap_BalanceSheetLocationAxis = us-gaap_DerivativeFinancialInstrumentsAssetsMember / us-gaap_DerivativeInstrumentRiskAxis = us-gaap_SwapMember |
2,013us-gaap_DerivativeFairValueOfDerivativeNet / us-gaap_BalanceSheetLocationAxis = us-gaap_DerivativeFinancialInstrumentsAssetsMember / us-gaap_DerivativeInstrumentRiskAxis = us-gaap_SwapMember |
||
Determination Date, January 2015 [Member] | Swap [Member] | ||||
Derivative [Line Items] | ||||
Derivative, Notional Amount |
7,000,000invest_DerivativeNotionalAmount / two_DerivativeByDeterminationDateAxis = two_DeterminationDateJanuary2015Member / us-gaap_DerivativeInstrumentRiskAxis = us-gaap_SwapMember |
|||
Derivative, Fair Value, Net |
1,502us-gaap_DerivativeFairValueOfDerivativeNet / two_DerivativeByDeterminationDateAxis = two_DeterminationDateJanuary2015Member / us-gaap_DerivativeInstrumentRiskAxis = us-gaap_SwapMember |
|||
Derivative, Cost |
0two_DerivativeCost / two_DerivativeByDeterminationDateAxis = two_DeterminationDateJanuary2015Member / us-gaap_DerivativeInstrumentRiskAxis = us-gaap_SwapMember |
|||
Derivative, Unrealized Gains (Losses) |
1,502two_DerivativeUnrealizedGainsLosses / two_DerivativeByDeterminationDateAxis = two_DeterminationDateJanuary2015Member / us-gaap_DerivativeInstrumentRiskAxis = us-gaap_SwapMember |
|||
Derivative, Average Strike Swap Rate |
0.538%two_DerivativeAverageStrikeSwapRate / two_DerivativeByDeterminationDateAxis = two_DeterminationDateJanuary2015Member / us-gaap_DerivativeInstrumentRiskAxis = us-gaap_SwapMember |
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Determination Date, January 2015 [Member] | Swap [Member] | ||||
Derivative [Line Items] | ||||
Derivative, Notional Amount |
3,000,000invest_DerivativeNotionalAmount / two_DerivativeByDeterminationDateAxis = two_DeterminationDateApril2015Member / us-gaap_DerivativeInstrumentRiskAxis = us-gaap_SwapMember |
|||
Derivative, Fair Value, Net |
1,236us-gaap_DerivativeFairValueOfDerivativeNet / two_DerivativeByDeterminationDateAxis = two_DeterminationDateApril2015Member / us-gaap_DerivativeInstrumentRiskAxis = us-gaap_SwapMember |
|||
Derivative, Cost |
0two_DerivativeCost / two_DerivativeByDeterminationDateAxis = two_DeterminationDateApril2015Member / us-gaap_DerivativeInstrumentRiskAxis = us-gaap_SwapMember |
|||
Derivative, Unrealized Gains (Losses) |
1,236two_DerivativeUnrealizedGainsLosses / two_DerivativeByDeterminationDateAxis = two_DeterminationDateApril2015Member / us-gaap_DerivativeInstrumentRiskAxis = us-gaap_SwapMember |
|||
Derivative, Average Strike Swap Rate |
0.564%two_DerivativeAverageStrikeSwapRate / two_DerivativeByDeterminationDateAxis = two_DeterminationDateApril2015Member / us-gaap_DerivativeInstrumentRiskAxis = us-gaap_SwapMember |
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Determination Date, February 2015 [Member] | Swap [Member] | ||||
Derivative [Line Items] | ||||
Derivative, Notional Amount |
2,000,000invest_DerivativeNotionalAmount / two_DerivativeByDeterminationDateAxis = two_DeterminationDateFebruary2015Member / us-gaap_DerivativeInstrumentRiskAxis = us-gaap_SwapMember |
|||
Derivative, Fair Value, Net |
(13)us-gaap_DerivativeFairValueOfDerivativeNet / two_DerivativeByDeterminationDateAxis = two_DeterminationDateFebruary2015Member / us-gaap_DerivativeInstrumentRiskAxis = us-gaap_SwapMember |
|||
Derivative, Cost |
0two_DerivativeCost / two_DerivativeByDeterminationDateAxis = two_DeterminationDateFebruary2015Member / us-gaap_DerivativeInstrumentRiskAxis = us-gaap_SwapMember |
|||
Derivative, Unrealized Gains (Losses) |
(13)two_DerivativeUnrealizedGainsLosses / two_DerivativeByDeterminationDateAxis = two_DeterminationDateFebruary2015Member / us-gaap_DerivativeInstrumentRiskAxis = us-gaap_SwapMember |
|||
Derivative, Average Strike Swap Rate |
0.572%two_DerivativeAverageStrikeSwapRate / two_DerivativeByDeterminationDateAxis = two_DeterminationDateFebruary2015Member / us-gaap_DerivativeInstrumentRiskAxis = us-gaap_SwapMember |
|||
Determination Date, March 2015 [Member] | Swap [Member] | ||||
Derivative [Line Items] | ||||
Derivative, Notional Amount |
5,000,000invest_DerivativeNotionalAmount / two_DerivativeByDeterminationDateAxis = two_DeterminationDateMarch2015Member / us-gaap_DerivativeInstrumentRiskAxis = us-gaap_SwapMember |
|||
Derivative, Fair Value, Net |
41us-gaap_DerivativeFairValueOfDerivativeNet / two_DerivativeByDeterminationDateAxis = two_DeterminationDateMarch2015Member / us-gaap_DerivativeInstrumentRiskAxis = us-gaap_SwapMember |
|||
Derivative, Cost |
0two_DerivativeCost / two_DerivativeByDeterminationDateAxis = two_DeterminationDateMarch2015Member / us-gaap_DerivativeInstrumentRiskAxis = us-gaap_SwapMember |
|||
Derivative, Unrealized Gains (Losses) |
$ 41two_DerivativeUnrealizedGainsLosses / two_DerivativeByDeterminationDateAxis = two_DeterminationDateMarch2015Member / us-gaap_DerivativeInstrumentRiskAxis = us-gaap_SwapMember |
|||
Derivative, Average Strike Swap Rate |
0.552%two_DerivativeAverageStrikeSwapRate / two_DerivativeByDeterminationDateAxis = two_DeterminationDateMarch2015Member / us-gaap_DerivativeInstrumentRiskAxis = us-gaap_SwapMember |
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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
The average strike swap rate factored into the payment amount calculation on determination date on the group of constant maturity swaps. No definition available.
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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
The aggregate net gain (loss) from increase (decrease) in fair value 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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