Derivative Instruments and Hedging Activities Schedule of Inverse Interest-Only Securities Reconciliation (Details) (USD $)
In Thousands, unless otherwise specified |
Dec. 31, 2014
|
Dec. 31, 2013
|
Dec. 31, 2012
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Derivatives, Fair Value [Line Items] | |||
Interest Receivable | $ 65,529us-gaap_InterestReceivable | $ 50,303us-gaap_InterestReceivable | |
Derivative, Notional Amount | 48,115,523invest_DerivativeNotionalAmount | 37,366,610invest_DerivativeNotionalAmount | 22,377,656invest_DerivativeNotionalAmount |
Inverse Interest-Only Securities [Member] | |||
Derivatives, Fair Value [Line Items] | |||
Interest Receivable |
2,188us-gaap_InterestReceivable / us-gaap_DerivativeInstrumentRiskAxis = two_InverseInterestOnlySecuritiesMember |
2,855us-gaap_InterestReceivable / us-gaap_DerivativeInstrumentRiskAxis = two_InverseInterestOnlySecuritiesMember |
|
Derivative, Notional Amount |
1,168,226invest_DerivativeNotionalAmount / us-gaap_DerivativeInstrumentRiskAxis = two_InverseInterestOnlySecuritiesMember |
1,525,845invest_DerivativeNotionalAmount / us-gaap_DerivativeInstrumentRiskAxis = two_InverseInterestOnlySecuritiesMember |
1,909,351invest_DerivativeNotionalAmount / us-gaap_DerivativeInstrumentRiskAxis = two_InverseInterestOnlySecuritiesMember |
Derivative, Unamortized Premium |
0two_DerivativeUnamortizedPremium / us-gaap_DerivativeInstrumentRiskAxis = two_InverseInterestOnlySecuritiesMember |
0two_DerivativeUnamortizedPremium / us-gaap_DerivativeInstrumentRiskAxis = two_InverseInterestOnlySecuritiesMember |
|
Derivative, Designated Credit Reserve |
0two_DerivativeDesignatedCreditReserve / us-gaap_DerivativeInstrumentRiskAxis = two_InverseInterestOnlySecuritiesMember |
0two_DerivativeDesignatedCreditReserve / us-gaap_DerivativeInstrumentRiskAxis = two_InverseInterestOnlySecuritiesMember |
|
Derivative, Net, Unamortized |
(991,715)two_DerivativeNetUnamortized / us-gaap_DerivativeInstrumentRiskAxis = two_InverseInterestOnlySecuritiesMember |
(1,292,785)two_DerivativeNetUnamortized / us-gaap_DerivativeInstrumentRiskAxis = two_InverseInterestOnlySecuritiesMember |
|
Derivative, Amortized Cost Basis |
176,511two_DerivativeAmortizedCostBasis / us-gaap_DerivativeInstrumentRiskAxis = two_InverseInterestOnlySecuritiesMember |
233,060two_DerivativeAmortizedCostBasis / us-gaap_DerivativeInstrumentRiskAxis = two_InverseInterestOnlySecuritiesMember |
|
Derivative, Gross Unrealized Gains |
14,162two_DerivativeGrossUnrealizedGains / us-gaap_DerivativeInstrumentRiskAxis = two_InverseInterestOnlySecuritiesMember |
5,891two_DerivativeGrossUnrealizedGains / us-gaap_DerivativeInstrumentRiskAxis = two_InverseInterestOnlySecuritiesMember |
|
Derivative, Gross Unrealized Losses |
(4,269)two_DerivativeGrossUnrealizedLosses / us-gaap_DerivativeInstrumentRiskAxis = two_InverseInterestOnlySecuritiesMember |
(20,442)two_DerivativeGrossUnrealizedLosses / us-gaap_DerivativeInstrumentRiskAxis = two_InverseInterestOnlySecuritiesMember |
|
Derivative, Carrying Value |
$ 186,404two_DerivativeCarryingValue / us-gaap_DerivativeInstrumentRiskAxis = two_InverseInterestOnlySecuritiesMember |
$ 218,509two_DerivativeCarryingValue / us-gaap_DerivativeInstrumentRiskAxis = two_InverseInterestOnlySecuritiesMember |
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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X | ||||||||||
- Definition
This item represents the cost of inverse interest-only residential mortgage securities (Agency derivatives), net of adjustments including accretion, amortization, and fair value hedge accounting adjustments, if any. No definition available.
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X | ||||||||||
- Definition
Carrying value (excluding accrued interest receivable) as of the balance sheet date of the assets less the liabilities of a derivative or group of derivatives. No definition available.
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X | ||||||||||
- Definition
This item represents the amount of unamortized discount on inverse interest-only residential mortgage securities (Agency derivatives) designated as credit reserve on the securities. No definition available.
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X | ||||||||||
- Definition
This item represents the gross unrealized gains for inverse interest-only residential mortgage securities (Agency derivatives), at a point in time. No definition available.
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X | ||||||||||
- Definition
This item represents the gross unrealized losses for inverse interest-only residential mortgage securities (Agency derivatives), at a point in time. No definition available.
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X | ||||||||||
- Definition
This item represents the amount of unamortized discount on inverse interest-only residential mortgage securities (Agency derivatives) not designated as a credit reserve on the securities. No definition available.
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X | ||||||||||
- Definition
This item represents the amount of unamortized premium on inverse interest-only residential mortgage securities (Agency derivatives). No definition available.
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X | ||||||||||
- Details
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X | ||||||||||
- Definition
Carrying amount as of the balance sheet date of interest earned but not received. Also called accrued interest or accrued interest receivable. Reference 1: http://www.xbrl.org/2003/role/presentationRef
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X | ||||||||||
- Details
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