Annual report pursuant to Section 13 and 15(d)

Derivative Instruments and Hedging Activities Agency To-be-Announced Securities, Non-Risk Management (Details)

v2.4.1.9
Derivative Instruments and Hedging Activities Agency To-be-Announced Securities, Non-Risk Management (Details) (USD $)
In Thousands, unless otherwise specified
Dec. 31, 2014
Dec. 31, 2013
Dec. 31, 2012
Derivative [Line Items]      
Derivative, Notional Amount $ 48,115,523invest_DerivativeNotionalAmount $ 37,366,610invest_DerivativeNotionalAmount $ 22,377,656invest_DerivativeNotionalAmount
Agency To-be-Announced Securities, Non-Risk Management [Member] | Long [Member]      
Derivative [Line Items]      
Derivative, Notional Amount   $ 2,150,000invest_DerivativeNotionalAmount
/ us-gaap_DerivativeInstrumentRiskAxis
= two_AgencyTobeAnnouncedSecuritiesNonRiskManagementMember
/ us-gaap_PositionAxis
= us-gaap_LongMember