Derivative Instruments and Hedging Activities Schedule of Constant Maturity Swaps (Details) (USD $) In Thousands, unless otherwise specified
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Dec. 31, 2014
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Dec. 31, 2013
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Dec. 31, 2012
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Derivative [Line Items] |
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Derivative, Notional Amount |
$ 48,115,523invest_DerivativeNotionalAmount
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$ 37,366,610invest_DerivativeNotionalAmount
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$ 22,377,656invest_DerivativeNotionalAmount
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Swap [Member] |
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Derivative [Line Items] |
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Derivative, Average Strike Swap Rate |
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0.821%two_DerivativeAverageStrikeSwapRate / us-gaap_DerivativeInstrumentRiskAxis = us-gaap_SwapMember
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Derivative, Notional Amount |
14,000,000invest_DerivativeNotionalAmount / us-gaap_DerivativeInstrumentRiskAxis = us-gaap_SwapMember
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10,000,000invest_DerivativeNotionalAmount / us-gaap_DerivativeInstrumentRiskAxis = us-gaap_SwapMember
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0invest_DerivativeNotionalAmount / us-gaap_DerivativeInstrumentRiskAxis = us-gaap_SwapMember
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Derivative, Fair Value, Net |
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(3,773)us-gaap_DerivativeFairValueOfDerivativeNet / us-gaap_DerivativeInstrumentRiskAxis = us-gaap_SwapMember
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Derivative, Cost |
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0two_DerivativeCost / us-gaap_DerivativeInstrumentRiskAxis = us-gaap_SwapMember
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Derivative, Unrealized Gains (Losses) |
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(3,773)two_DerivativeUnrealizedGainsLosses / us-gaap_DerivativeInstrumentRiskAxis = us-gaap_SwapMember
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Swap [Member] | Determination Date, February 2014 [Member] |
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Derivative [Line Items] |
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Derivative, Average Strike Swap Rate |
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0.768%two_DerivativeAverageStrikeSwapRate / two_DerivativeByDeterminationDateAxis = two_DeterminationDateFebruary2014Member / us-gaap_DerivativeInstrumentRiskAxis = us-gaap_SwapMember
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Derivative, Notional Amount |
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3,000,000invest_DerivativeNotionalAmount / two_DerivativeByDeterminationDateAxis = two_DeterminationDateFebruary2014Member / us-gaap_DerivativeInstrumentRiskAxis = us-gaap_SwapMember
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Derivative, Fair Value, Net |
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625us-gaap_DerivativeFairValueOfDerivativeNet / two_DerivativeByDeterminationDateAxis = two_DeterminationDateFebruary2014Member / us-gaap_DerivativeInstrumentRiskAxis = us-gaap_SwapMember
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Derivative, Cost |
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0two_DerivativeCost / two_DerivativeByDeterminationDateAxis = two_DeterminationDateFebruary2014Member / us-gaap_DerivativeInstrumentRiskAxis = us-gaap_SwapMember
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Derivative, Unrealized Gains (Losses) |
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625two_DerivativeUnrealizedGainsLosses / two_DerivativeByDeterminationDateAxis = two_DeterminationDateFebruary2014Member / us-gaap_DerivativeInstrumentRiskAxis = us-gaap_SwapMember
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Swap [Member] | Determination Date, March 2014 [Member] |
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Derivative [Line Items] |
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Derivative, Average Strike Swap Rate |
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0.85%two_DerivativeAverageStrikeSwapRate / two_DerivativeByDeterminationDateAxis = two_DeterminationDateMarch2014Member / us-gaap_DerivativeInstrumentRiskAxis = us-gaap_SwapMember
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Derivative, Notional Amount |
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5,000,000invest_DerivativeNotionalAmount / two_DerivativeByDeterminationDateAxis = two_DeterminationDateMarch2014Member / us-gaap_DerivativeInstrumentRiskAxis = us-gaap_SwapMember
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Derivative, Fair Value, Net |
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(3,171)us-gaap_DerivativeFairValueOfDerivativeNet / two_DerivativeByDeterminationDateAxis = two_DeterminationDateMarch2014Member / us-gaap_DerivativeInstrumentRiskAxis = us-gaap_SwapMember
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Derivative, Cost |
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0two_DerivativeCost / two_DerivativeByDeterminationDateAxis = two_DeterminationDateMarch2014Member / us-gaap_DerivativeInstrumentRiskAxis = us-gaap_SwapMember
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Derivative, Unrealized Gains (Losses) |
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(3,171)two_DerivativeUnrealizedGainsLosses / two_DerivativeByDeterminationDateAxis = two_DeterminationDateMarch2014Member / us-gaap_DerivativeInstrumentRiskAxis = us-gaap_SwapMember
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Swap [Member] | Determination Date, June 2014 [Member] |
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Derivative [Line Items] |
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Derivative, Average Strike Swap Rate |
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0.828%two_DerivativeAverageStrikeSwapRate / two_DerivativeByDeterminationDateAxis = two_DeterminationDateJune2014Member / us-gaap_DerivativeInstrumentRiskAxis = us-gaap_SwapMember
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Derivative, Notional Amount |
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2,000,000invest_DerivativeNotionalAmount / two_DerivativeByDeterminationDateAxis = two_DeterminationDateJune2014Member / us-gaap_DerivativeInstrumentRiskAxis = us-gaap_SwapMember
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Derivative, Fair Value, Net |
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(1,227)us-gaap_DerivativeFairValueOfDerivativeNet / two_DerivativeByDeterminationDateAxis = two_DeterminationDateJune2014Member / us-gaap_DerivativeInstrumentRiskAxis = us-gaap_SwapMember
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Derivative, Cost |
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0two_DerivativeCost / two_DerivativeByDeterminationDateAxis = two_DeterminationDateJune2014Member / us-gaap_DerivativeInstrumentRiskAxis = us-gaap_SwapMember
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Derivative, Unrealized Gains (Losses) |
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(1,227)two_DerivativeUnrealizedGainsLosses / two_DerivativeByDeterminationDateAxis = two_DeterminationDateJune2014Member / us-gaap_DerivativeInstrumentRiskAxis = us-gaap_SwapMember
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Interest Rate Risk Associated with the Investment Portfolio [Member] | Swap [Member] |
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Derivative [Line Items] |
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Derivative, Average Strike Swap Rate |
0.548%two_DerivativeAverageStrikeSwapRate / us-gaap_DerivativeInstrumentRiskAxis = us-gaap_SwapMember / two_RiskTypeAxis = two_InterestRateRiskAssociatedwiththeInvestmentPortfolioMember
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Derivative, Notional Amount |
14,000,000invest_DerivativeNotionalAmount / us-gaap_DerivativeInstrumentRiskAxis = us-gaap_SwapMember / two_RiskTypeAxis = two_InterestRateRiskAssociatedwiththeInvestmentPortfolioMember
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Derivative, Fair Value, Net |
1,530us-gaap_DerivativeFairValueOfDerivativeNet / us-gaap_DerivativeInstrumentRiskAxis = us-gaap_SwapMember / two_RiskTypeAxis = two_InterestRateRiskAssociatedwiththeInvestmentPortfolioMember
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Derivative, Cost |
0two_DerivativeCost / us-gaap_DerivativeInstrumentRiskAxis = us-gaap_SwapMember / two_RiskTypeAxis = two_InterestRateRiskAssociatedwiththeInvestmentPortfolioMember
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Derivative, Unrealized Gains (Losses) |
1,530two_DerivativeUnrealizedGainsLosses / us-gaap_DerivativeInstrumentRiskAxis = us-gaap_SwapMember / two_RiskTypeAxis = two_InterestRateRiskAssociatedwiththeInvestmentPortfolioMember
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Interest Rate Risk Associated with the Investment Portfolio [Member] | Swap [Member] | Determination Date, January 2015 [Member] |
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Derivative [Line Items] |
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Derivative, Average Strike Swap Rate |
0.538%two_DerivativeAverageStrikeSwapRate / two_DerivativeByDeterminationDateAxis = two_DeterminationDateJanuary2015Member / us-gaap_DerivativeInstrumentRiskAxis = us-gaap_SwapMember / two_RiskTypeAxis = two_InterestRateRiskAssociatedwiththeInvestmentPortfolioMember
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Derivative, Notional Amount |
7,000,000invest_DerivativeNotionalAmount / two_DerivativeByDeterminationDateAxis = two_DeterminationDateJanuary2015Member / us-gaap_DerivativeInstrumentRiskAxis = us-gaap_SwapMember / two_RiskTypeAxis = two_InterestRateRiskAssociatedwiththeInvestmentPortfolioMember
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Derivative, Fair Value, Net |
1,502us-gaap_DerivativeFairValueOfDerivativeNet / two_DerivativeByDeterminationDateAxis = two_DeterminationDateJanuary2015Member / us-gaap_DerivativeInstrumentRiskAxis = us-gaap_SwapMember / two_RiskTypeAxis = two_InterestRateRiskAssociatedwiththeInvestmentPortfolioMember
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Derivative, Cost |
0two_DerivativeCost / two_DerivativeByDeterminationDateAxis = two_DeterminationDateJanuary2015Member / us-gaap_DerivativeInstrumentRiskAxis = us-gaap_SwapMember / two_RiskTypeAxis = two_InterestRateRiskAssociatedwiththeInvestmentPortfolioMember
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Derivative, Unrealized Gains (Losses) |
1,502two_DerivativeUnrealizedGainsLosses / two_DerivativeByDeterminationDateAxis = two_DeterminationDateJanuary2015Member / us-gaap_DerivativeInstrumentRiskAxis = us-gaap_SwapMember / two_RiskTypeAxis = two_InterestRateRiskAssociatedwiththeInvestmentPortfolioMember
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Interest Rate Risk Associated with the Investment Portfolio [Member] | Swap [Member] | Determination Date, February 2015 [Member] |
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Derivative [Line Items] |
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Derivative, Average Strike Swap Rate |
0.572%two_DerivativeAverageStrikeSwapRate / two_DerivativeByDeterminationDateAxis = two_DeterminationDateFebruary2015Member / us-gaap_DerivativeInstrumentRiskAxis = us-gaap_SwapMember / two_RiskTypeAxis = two_InterestRateRiskAssociatedwiththeInvestmentPortfolioMember
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Derivative, Notional Amount |
2,000,000invest_DerivativeNotionalAmount / two_DerivativeByDeterminationDateAxis = two_DeterminationDateFebruary2015Member / us-gaap_DerivativeInstrumentRiskAxis = us-gaap_SwapMember / two_RiskTypeAxis = two_InterestRateRiskAssociatedwiththeInvestmentPortfolioMember
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Derivative, Fair Value, Net |
(13)us-gaap_DerivativeFairValueOfDerivativeNet / two_DerivativeByDeterminationDateAxis = two_DeterminationDateFebruary2015Member / us-gaap_DerivativeInstrumentRiskAxis = us-gaap_SwapMember / two_RiskTypeAxis = two_InterestRateRiskAssociatedwiththeInvestmentPortfolioMember
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Derivative, Cost |
0two_DerivativeCost / two_DerivativeByDeterminationDateAxis = two_DeterminationDateFebruary2015Member / us-gaap_DerivativeInstrumentRiskAxis = us-gaap_SwapMember / two_RiskTypeAxis = two_InterestRateRiskAssociatedwiththeInvestmentPortfolioMember
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Derivative, Unrealized Gains (Losses) |
(13)two_DerivativeUnrealizedGainsLosses / two_DerivativeByDeterminationDateAxis = two_DeterminationDateFebruary2015Member / us-gaap_DerivativeInstrumentRiskAxis = us-gaap_SwapMember / two_RiskTypeAxis = two_InterestRateRiskAssociatedwiththeInvestmentPortfolioMember
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Interest Rate Risk Associated with the Investment Portfolio [Member] | Swap [Member] | Determination Date, March 2015 [Member] |
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Derivative [Line Items] |
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Derivative, Average Strike Swap Rate |
0.552%two_DerivativeAverageStrikeSwapRate / two_DerivativeByDeterminationDateAxis = two_DeterminationDateMarch2015Member / us-gaap_DerivativeInstrumentRiskAxis = us-gaap_SwapMember / two_RiskTypeAxis = two_InterestRateRiskAssociatedwiththeInvestmentPortfolioMember
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Derivative, Notional Amount |
5,000,000invest_DerivativeNotionalAmount / two_DerivativeByDeterminationDateAxis = two_DeterminationDateMarch2015Member / us-gaap_DerivativeInstrumentRiskAxis = us-gaap_SwapMember / two_RiskTypeAxis = two_InterestRateRiskAssociatedwiththeInvestmentPortfolioMember
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Derivative, Fair Value, Net |
41us-gaap_DerivativeFairValueOfDerivativeNet / two_DerivativeByDeterminationDateAxis = two_DeterminationDateMarch2015Member / us-gaap_DerivativeInstrumentRiskAxis = us-gaap_SwapMember / two_RiskTypeAxis = two_InterestRateRiskAssociatedwiththeInvestmentPortfolioMember
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Derivative, Cost |
0two_DerivativeCost / two_DerivativeByDeterminationDateAxis = two_DeterminationDateMarch2015Member / us-gaap_DerivativeInstrumentRiskAxis = us-gaap_SwapMember / two_RiskTypeAxis = two_InterestRateRiskAssociatedwiththeInvestmentPortfolioMember
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Derivative, Unrealized Gains (Losses) |
$ 41two_DerivativeUnrealizedGainsLosses / two_DerivativeByDeterminationDateAxis = two_DeterminationDateMarch2015Member / us-gaap_DerivativeInstrumentRiskAxis = us-gaap_SwapMember / two_RiskTypeAxis = two_InterestRateRiskAssociatedwiththeInvestmentPortfolioMember
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