Derivative Instruments and Hedging Activities Schedule of Total Return 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 | $ (33,709,043)invest_DerivativeNotionalAmount | $ (48,115,523)invest_DerivativeNotionalAmount | $ (43,576,146)invest_DerivativeNotionalAmount | $ (37,366,610)invest_DerivativeNotionalAmount |
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 |
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Derivative, Fair Value, Net |
362,646us-gaap_DerivativeFairValueOfDerivativeNet / us-gaap_BalanceSheetLocationAxis = us-gaap_DerivativeFinancialInstrumentsAssetsMember |
380,791us-gaap_DerivativeFairValueOfDerivativeNet / us-gaap_BalanceSheetLocationAxis = us-gaap_DerivativeFinancialInstrumentsAssetsMember |
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Derivative Financial Instruments, Assets [Member] | Total Return Swap [Member] | ||||
Derivative [Line Items] | ||||
Derivative, Notional Amount |
(877,529)invest_DerivativeNotionalAmount / us-gaap_BalanceSheetLocationAxis = us-gaap_DerivativeFinancialInstrumentsAssetsMember / us-gaap_DerivativeByNatureAxis = us-gaap_TotalReturnSwapMember |
(598,459)invest_DerivativeNotionalAmount / us-gaap_BalanceSheetLocationAxis = us-gaap_DerivativeFinancialInstrumentsAssetsMember / us-gaap_DerivativeByNatureAxis = us-gaap_TotalReturnSwapMember |
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Derivative, Fair Value, Net |
12,299us-gaap_DerivativeFairValueOfDerivativeNet / us-gaap_BalanceSheetLocationAxis = us-gaap_DerivativeFinancialInstrumentsAssetsMember / us-gaap_DerivativeByNatureAxis = us-gaap_TotalReturnSwapMember |
1,387us-gaap_DerivativeFairValueOfDerivativeNet / us-gaap_BalanceSheetLocationAxis = us-gaap_DerivativeFinancialInstrumentsAssetsMember / us-gaap_DerivativeByNatureAxis = us-gaap_TotalReturnSwapMember |
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Derivative, Cost |
(15,130)two_DerivativeCost / us-gaap_BalanceSheetLocationAxis = us-gaap_DerivativeFinancialInstrumentsAssetsMember / us-gaap_DerivativeByNatureAxis = us-gaap_TotalReturnSwapMember |
(1,732)two_DerivativeCost / us-gaap_BalanceSheetLocationAxis = us-gaap_DerivativeFinancialInstrumentsAssetsMember / us-gaap_DerivativeByNatureAxis = us-gaap_TotalReturnSwapMember |
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Derivative, Unrealized Gains (Losses) |
(2,831)two_DerivativeUnrealizedGainsLosses / us-gaap_BalanceSheetLocationAxis = us-gaap_DerivativeFinancialInstrumentsAssetsMember / us-gaap_DerivativeByNatureAxis = us-gaap_TotalReturnSwapMember |
(345)two_DerivativeUnrealizedGainsLosses / us-gaap_BalanceSheetLocationAxis = us-gaap_DerivativeFinancialInstrumentsAssetsMember / us-gaap_DerivativeByNatureAxis = us-gaap_TotalReturnSwapMember |
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Derivative Financial Instruments, Assets [Member] | Maturity Date, 1/12/2043 [Member] | Total Return Swap [Member] | ||||
Derivative [Line Items] | ||||
Derivative, Notional Amount |
(226,660)invest_DerivativeNotionalAmount / us-gaap_BalanceSheetLocationAxis = us-gaap_DerivativeFinancialInstrumentsAssetsMember / two_DerivativeByMaturityAxis = two_MaturityDate1122043Member / us-gaap_DerivativeByNatureAxis = us-gaap_TotalReturnSwapMember |
(411,281)invest_DerivativeNotionalAmount / us-gaap_BalanceSheetLocationAxis = us-gaap_DerivativeFinancialInstrumentsAssetsMember / two_DerivativeByMaturityAxis = two_MaturityDate1122043Member / us-gaap_DerivativeByNatureAxis = us-gaap_TotalReturnSwapMember |
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Derivative, Fair Value, Net |
2,632us-gaap_DerivativeFairValueOfDerivativeNet / us-gaap_BalanceSheetLocationAxis = us-gaap_DerivativeFinancialInstrumentsAssetsMember / two_DerivativeByMaturityAxis = two_MaturityDate1122043Member / us-gaap_DerivativeByNatureAxis = us-gaap_TotalReturnSwapMember |
763us-gaap_DerivativeFairValueOfDerivativeNet / us-gaap_BalanceSheetLocationAxis = us-gaap_DerivativeFinancialInstrumentsAssetsMember / two_DerivativeByMaturityAxis = two_MaturityDate1122043Member / us-gaap_DerivativeByNatureAxis = us-gaap_TotalReturnSwapMember |
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Derivative, Cost |
(1,953)two_DerivativeCost / us-gaap_BalanceSheetLocationAxis = us-gaap_DerivativeFinancialInstrumentsAssetsMember / two_DerivativeByMaturityAxis = two_MaturityDate1122043Member / us-gaap_DerivativeByNatureAxis = us-gaap_TotalReturnSwapMember |
(1,457)two_DerivativeCost / us-gaap_BalanceSheetLocationAxis = us-gaap_DerivativeFinancialInstrumentsAssetsMember / two_DerivativeByMaturityAxis = two_MaturityDate1122043Member / us-gaap_DerivativeByNatureAxis = us-gaap_TotalReturnSwapMember |
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Derivative, Unrealized Gains (Losses) |
679two_DerivativeUnrealizedGainsLosses / us-gaap_BalanceSheetLocationAxis = us-gaap_DerivativeFinancialInstrumentsAssetsMember / two_DerivativeByMaturityAxis = two_MaturityDate1122043Member / us-gaap_DerivativeByNatureAxis = us-gaap_TotalReturnSwapMember |
(694)two_DerivativeUnrealizedGainsLosses / us-gaap_BalanceSheetLocationAxis = us-gaap_DerivativeFinancialInstrumentsAssetsMember / two_DerivativeByMaturityAxis = two_MaturityDate1122043Member / us-gaap_DerivativeByNatureAxis = us-gaap_TotalReturnSwapMember |
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Derivative Financial Instruments, Assets [Member] | Maturity Date, 1/12/2044 [Member] | Total Return Swap [Member] | ||||
Derivative [Line Items] | ||||
Derivative, Notional Amount |
(650,869)invest_DerivativeNotionalAmount / us-gaap_BalanceSheetLocationAxis = us-gaap_DerivativeFinancialInstrumentsAssetsMember / two_DerivativeByMaturityAxis = two_MaturityDate1122044Member / us-gaap_DerivativeByNatureAxis = us-gaap_TotalReturnSwapMember |
(187,178)invest_DerivativeNotionalAmount / us-gaap_BalanceSheetLocationAxis = us-gaap_DerivativeFinancialInstrumentsAssetsMember / two_DerivativeByMaturityAxis = two_MaturityDate1122044Member / us-gaap_DerivativeByNatureAxis = us-gaap_TotalReturnSwapMember |
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Derivative, Fair Value, Net |
9,667us-gaap_DerivativeFairValueOfDerivativeNet / us-gaap_BalanceSheetLocationAxis = us-gaap_DerivativeFinancialInstrumentsAssetsMember / two_DerivativeByMaturityAxis = two_MaturityDate1122044Member / us-gaap_DerivativeByNatureAxis = us-gaap_TotalReturnSwapMember |
624us-gaap_DerivativeFairValueOfDerivativeNet / us-gaap_BalanceSheetLocationAxis = us-gaap_DerivativeFinancialInstrumentsAssetsMember / two_DerivativeByMaturityAxis = two_MaturityDate1122044Member / us-gaap_DerivativeByNatureAxis = us-gaap_TotalReturnSwapMember |
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Derivative, Cost |
(13,177)two_DerivativeCost / us-gaap_BalanceSheetLocationAxis = us-gaap_DerivativeFinancialInstrumentsAssetsMember / two_DerivativeByMaturityAxis = two_MaturityDate1122044Member / us-gaap_DerivativeByNatureAxis = us-gaap_TotalReturnSwapMember |
(275)two_DerivativeCost / us-gaap_BalanceSheetLocationAxis = us-gaap_DerivativeFinancialInstrumentsAssetsMember / two_DerivativeByMaturityAxis = two_MaturityDate1122044Member / us-gaap_DerivativeByNatureAxis = us-gaap_TotalReturnSwapMember |
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Derivative, Unrealized Gains (Losses) |
$ (3,510)two_DerivativeUnrealizedGainsLosses / us-gaap_BalanceSheetLocationAxis = us-gaap_DerivativeFinancialInstrumentsAssetsMember / two_DerivativeByMaturityAxis = two_MaturityDate1122044Member / us-gaap_DerivativeByNatureAxis = us-gaap_TotalReturnSwapMember |
$ 349two_DerivativeUnrealizedGainsLosses / us-gaap_BalanceSheetLocationAxis = us-gaap_DerivativeFinancialInstrumentsAssetsMember / two_DerivativeByMaturityAxis = two_MaturityDate1122044Member / us-gaap_DerivativeByNatureAxis = us-gaap_TotalReturnSwapMember |
X | ||||||||||
- 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
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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- Details
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- Details
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