Derivative Instruments and Hedging Activities Schedule of Interest Rate Swap Payers Associated with the Investment Portfolio (Details) (USD $)
In Thousands, unless otherwise specified |
Dec. 31, 2014
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Dec. 31, 2013
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Dec. 31, 2012
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Derivative [Line Items] | |||
Derivative, Notional Amount | $ 48,115,523invest_DerivativeNotionalAmount | $ 37,366,610invest_DerivativeNotionalAmount | $ 22,377,656invest_DerivativeNotionalAmount |
Interest Rate Swap [Member] | |||
Derivative [Line Items] | |||
Derivative, Notional Amount |
18,584,000invest_DerivativeNotionalAmount / us-gaap_DerivativeInstrumentRiskAxis = us-gaap_InterestRateSwapMember |
19,619,000invest_DerivativeNotionalAmount / us-gaap_DerivativeInstrumentRiskAxis = us-gaap_InterestRateSwapMember |
14,070,000invest_DerivativeNotionalAmount / us-gaap_DerivativeInstrumentRiskAxis = us-gaap_InterestRateSwapMember |
Interest Rate Swap [Member] | Interest Rate Risk Associated with the Investment Portfolio [Member] | Long [Member] | |||
Derivative [Line Items] | |||
Derivative, Notional Amount |
4,940,000invest_DerivativeNotionalAmount / us-gaap_DerivativeInstrumentRiskAxis = us-gaap_InterestRateSwapMember / us-gaap_PositionAxis = us-gaap_LongMember / two_RiskTypeAxis = two_InterestRateRiskAssociatedwiththeInvestmentPortfolioMember |
3,040,000invest_DerivativeNotionalAmount / us-gaap_DerivativeInstrumentRiskAxis = us-gaap_InterestRateSwapMember / us-gaap_PositionAxis = us-gaap_LongMember / two_RiskTypeAxis = two_InterestRateRiskAssociatedwiththeInvestmentPortfolioMember |
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Derivative, Average Fixed Interest Rate |
1.512%us-gaap_DerivativeAverageFixedInterestRate / us-gaap_DerivativeInstrumentRiskAxis = us-gaap_InterestRateSwapMember / us-gaap_PositionAxis = us-gaap_LongMember / two_RiskTypeAxis = two_InterestRateRiskAssociatedwiththeInvestmentPortfolioMember |
1.363%us-gaap_DerivativeAverageFixedInterestRate / us-gaap_DerivativeInstrumentRiskAxis = us-gaap_InterestRateSwapMember / us-gaap_PositionAxis = us-gaap_LongMember / two_RiskTypeAxis = two_InterestRateRiskAssociatedwiththeInvestmentPortfolioMember |
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Derivative, Average Variable Interest Rate |
0.237%us-gaap_DerivativeAverageVariableInterestRate / us-gaap_DerivativeInstrumentRiskAxis = us-gaap_InterestRateSwapMember / us-gaap_PositionAxis = us-gaap_LongMember / two_RiskTypeAxis = two_InterestRateRiskAssociatedwiththeInvestmentPortfolioMember |
0.24%us-gaap_DerivativeAverageVariableInterestRate / us-gaap_DerivativeInstrumentRiskAxis = us-gaap_InterestRateSwapMember / us-gaap_PositionAxis = us-gaap_LongMember / two_RiskTypeAxis = two_InterestRateRiskAssociatedwiththeInvestmentPortfolioMember |
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Derivative, Average Remaining Period Until Maturity |
3.80two_DerivativeAverageRemainingPeriodUntilMaturity / us-gaap_DerivativeInstrumentRiskAxis = us-gaap_InterestRateSwapMember / us-gaap_PositionAxis = us-gaap_LongMember / two_RiskTypeAxis = two_InterestRateRiskAssociatedwiththeInvestmentPortfolioMember |
4.20two_DerivativeAverageRemainingPeriodUntilMaturity / us-gaap_DerivativeInstrumentRiskAxis = us-gaap_InterestRateSwapMember / us-gaap_PositionAxis = us-gaap_LongMember / two_RiskTypeAxis = two_InterestRateRiskAssociatedwiththeInvestmentPortfolioMember |
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Interest Rate Swap [Member] | Interest Rate Risk Associated with the Investment Portfolio [Member] | Long [Member] | Derivative Maturity Over Four Years From Balance Sheet Date [Member] | |||
Derivative [Line Items] | |||
Derivative, Notional Amount |
900,000invest_DerivativeNotionalAmount / two_DerivativeByMaturityAxis = two_DerivativeMaturityOverFourYearsFromBalanceSheetDateMember / us-gaap_DerivativeInstrumentRiskAxis = us-gaap_InterestRateSwapMember / us-gaap_PositionAxis = us-gaap_LongMember / two_RiskTypeAxis = two_InterestRateRiskAssociatedwiththeInvestmentPortfolioMember |
2,040,000invest_DerivativeNotionalAmount / two_DerivativeByMaturityAxis = two_DerivativeMaturityOverFourYearsFromBalanceSheetDateMember / us-gaap_DerivativeInstrumentRiskAxis = us-gaap_InterestRateSwapMember / us-gaap_PositionAxis = us-gaap_LongMember / two_RiskTypeAxis = two_InterestRateRiskAssociatedwiththeInvestmentPortfolioMember |
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Derivative, Average Fixed Interest Rate |
2.378%us-gaap_DerivativeAverageFixedInterestRate / two_DerivativeByMaturityAxis = two_DerivativeMaturityOverFourYearsFromBalanceSheetDateMember / us-gaap_DerivativeInstrumentRiskAxis = us-gaap_InterestRateSwapMember / us-gaap_PositionAxis = us-gaap_LongMember / two_RiskTypeAxis = two_InterestRateRiskAssociatedwiththeInvestmentPortfolioMember |
1.563%us-gaap_DerivativeAverageFixedInterestRate / two_DerivativeByMaturityAxis = two_DerivativeMaturityOverFourYearsFromBalanceSheetDateMember / us-gaap_DerivativeInstrumentRiskAxis = us-gaap_InterestRateSwapMember / us-gaap_PositionAxis = us-gaap_LongMember / two_RiskTypeAxis = two_InterestRateRiskAssociatedwiththeInvestmentPortfolioMember |
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Derivative, Average Variable Interest Rate |
0.255%us-gaap_DerivativeAverageVariableInterestRate / two_DerivativeByMaturityAxis = two_DerivativeMaturityOverFourYearsFromBalanceSheetDateMember / us-gaap_DerivativeInstrumentRiskAxis = us-gaap_InterestRateSwapMember / us-gaap_PositionAxis = us-gaap_LongMember / two_RiskTypeAxis = two_InterestRateRiskAssociatedwiththeInvestmentPortfolioMember |
0.241%us-gaap_DerivativeAverageVariableInterestRate / two_DerivativeByMaturityAxis = two_DerivativeMaturityOverFourYearsFromBalanceSheetDateMember / us-gaap_DerivativeInstrumentRiskAxis = us-gaap_InterestRateSwapMember / us-gaap_PositionAxis = us-gaap_LongMember / two_RiskTypeAxis = two_InterestRateRiskAssociatedwiththeInvestmentPortfolioMember |
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Derivative, Average Remaining Period Until Maturity |
6.24two_DerivativeAverageRemainingPeriodUntilMaturity / two_DerivativeByMaturityAxis = two_DerivativeMaturityOverFourYearsFromBalanceSheetDateMember / us-gaap_DerivativeInstrumentRiskAxis = us-gaap_InterestRateSwapMember / us-gaap_PositionAxis = us-gaap_LongMember / two_RiskTypeAxis = two_InterestRateRiskAssociatedwiththeInvestmentPortfolioMember |
4.94two_DerivativeAverageRemainingPeriodUntilMaturity / two_DerivativeByMaturityAxis = two_DerivativeMaturityOverFourYearsFromBalanceSheetDateMember / us-gaap_DerivativeInstrumentRiskAxis = us-gaap_InterestRateSwapMember / us-gaap_PositionAxis = us-gaap_LongMember / two_RiskTypeAxis = two_InterestRateRiskAssociatedwiththeInvestmentPortfolioMember |
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Interest Rate Swap [Member] | Interest Rate Risk Associated with the Investment Portfolio [Member] | Long [Member] | Derivative Maturity Over Two And Within Three Years From Balance Sheet Date [Member] | |||
Derivative [Line Items] | |||
Derivative, Notional Amount |
2,000,000invest_DerivativeNotionalAmount / two_DerivativeByMaturityAxis = two_DerivativeMaturityOverTwoAndWithinThreeYearsFromBalanceSheetDateMember / us-gaap_DerivativeInstrumentRiskAxis = us-gaap_InterestRateSwapMember / us-gaap_PositionAxis = us-gaap_LongMember / two_RiskTypeAxis = two_InterestRateRiskAssociatedwiththeInvestmentPortfolioMember |
1,000,000invest_DerivativeNotionalAmount / two_DerivativeByMaturityAxis = two_DerivativeMaturityOverTwoAndWithinThreeYearsFromBalanceSheetDateMember / us-gaap_DerivativeInstrumentRiskAxis = us-gaap_InterestRateSwapMember / us-gaap_PositionAxis = us-gaap_LongMember / two_RiskTypeAxis = two_InterestRateRiskAssociatedwiththeInvestmentPortfolioMember |
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Derivative, Average Fixed Interest Rate |
1.07%us-gaap_DerivativeAverageFixedInterestRate / two_DerivativeByMaturityAxis = two_DerivativeMaturityOverTwoAndWithinThreeYearsFromBalanceSheetDateMember / us-gaap_DerivativeInstrumentRiskAxis = us-gaap_InterestRateSwapMember / us-gaap_PositionAxis = us-gaap_LongMember / two_RiskTypeAxis = two_InterestRateRiskAssociatedwiththeInvestmentPortfolioMember |
0.955%us-gaap_DerivativeAverageFixedInterestRate / two_DerivativeByMaturityAxis = two_DerivativeMaturityOverTwoAndWithinThreeYearsFromBalanceSheetDateMember / us-gaap_DerivativeInstrumentRiskAxis = us-gaap_InterestRateSwapMember / us-gaap_PositionAxis = us-gaap_LongMember / two_RiskTypeAxis = two_InterestRateRiskAssociatedwiththeInvestmentPortfolioMember |
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Derivative, Average Variable Interest Rate |
0.229%us-gaap_DerivativeAverageVariableInterestRate / two_DerivativeByMaturityAxis = two_DerivativeMaturityOverTwoAndWithinThreeYearsFromBalanceSheetDateMember / us-gaap_DerivativeInstrumentRiskAxis = us-gaap_InterestRateSwapMember / us-gaap_PositionAxis = us-gaap_LongMember / two_RiskTypeAxis = two_InterestRateRiskAssociatedwiththeInvestmentPortfolioMember |
0.239%us-gaap_DerivativeAverageVariableInterestRate / two_DerivativeByMaturityAxis = two_DerivativeMaturityOverTwoAndWithinThreeYearsFromBalanceSheetDateMember / us-gaap_DerivativeInstrumentRiskAxis = us-gaap_InterestRateSwapMember / us-gaap_PositionAxis = us-gaap_LongMember / two_RiskTypeAxis = two_InterestRateRiskAssociatedwiththeInvestmentPortfolioMember |
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Derivative, Average Remaining Period Until Maturity |
2.54two_DerivativeAverageRemainingPeriodUntilMaturity / two_DerivativeByMaturityAxis = two_DerivativeMaturityOverTwoAndWithinThreeYearsFromBalanceSheetDateMember / us-gaap_DerivativeInstrumentRiskAxis = us-gaap_InterestRateSwapMember / us-gaap_PositionAxis = us-gaap_LongMember / two_RiskTypeAxis = two_InterestRateRiskAssociatedwiththeInvestmentPortfolioMember |
2.67two_DerivativeAverageRemainingPeriodUntilMaturity / two_DerivativeByMaturityAxis = two_DerivativeMaturityOverTwoAndWithinThreeYearsFromBalanceSheetDateMember / us-gaap_DerivativeInstrumentRiskAxis = us-gaap_InterestRateSwapMember / us-gaap_PositionAxis = us-gaap_LongMember / two_RiskTypeAxis = two_InterestRateRiskAssociatedwiththeInvestmentPortfolioMember |
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Interest Rate Swap [Member] | Interest Rate Risk Associated with the Investment Portfolio [Member] | Long [Member] | Derivative Maturity Over Three And Within Four Years From Balance Sheet Date [Member] | |||
Derivative [Line Items] | |||
Derivative, Notional Amount |
$ 2,040,000invest_DerivativeNotionalAmount / two_DerivativeByMaturityAxis = two_DerivativeMaturityOverThreeAndWithinFourYearsFromBalanceSheetDateMember / us-gaap_DerivativeInstrumentRiskAxis = us-gaap_InterestRateSwapMember / us-gaap_PositionAxis = us-gaap_LongMember / two_RiskTypeAxis = two_InterestRateRiskAssociatedwiththeInvestmentPortfolioMember |
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Derivative, Average Fixed Interest Rate |
1.563%us-gaap_DerivativeAverageFixedInterestRate / two_DerivativeByMaturityAxis = two_DerivativeMaturityOverThreeAndWithinFourYearsFromBalanceSheetDateMember / us-gaap_DerivativeInstrumentRiskAxis = us-gaap_InterestRateSwapMember / us-gaap_PositionAxis = us-gaap_LongMember / two_RiskTypeAxis = two_InterestRateRiskAssociatedwiththeInvestmentPortfolioMember |
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Derivative, Average Variable Interest Rate |
0.238%us-gaap_DerivativeAverageVariableInterestRate / two_DerivativeByMaturityAxis = two_DerivativeMaturityOverThreeAndWithinFourYearsFromBalanceSheetDateMember / us-gaap_DerivativeInstrumentRiskAxis = us-gaap_InterestRateSwapMember / us-gaap_PositionAxis = us-gaap_LongMember / two_RiskTypeAxis = two_InterestRateRiskAssociatedwiththeInvestmentPortfolioMember |
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Derivative, Average Remaining Period Until Maturity |
3.94two_DerivativeAverageRemainingPeriodUntilMaturity / two_DerivativeByMaturityAxis = two_DerivativeMaturityOverThreeAndWithinFourYearsFromBalanceSheetDateMember / us-gaap_DerivativeInstrumentRiskAxis = us-gaap_InterestRateSwapMember / us-gaap_PositionAxis = us-gaap_LongMember / two_RiskTypeAxis = two_InterestRateRiskAssociatedwiththeInvestmentPortfolioMember |
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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
Average remaining period until maturity of the group of derivatives identified. No definition available.
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- Definition
Average fixed interest rate related to the group of interest rate derivatives. No definition available.
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- Definition
Average variable interest rate related to the group of interest rate derivatives. No definition available.
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- Details
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