TWO Annual report pursuant to Section 13 and 15(d)

Annual report pursuant to Section 13 and 15(d)

Cover
- Document and Entity Information
Financial Statements
Notes to Financial Statements
Accounting Policies
- Basis of Presentation and Significant Accounting Policies (Policies)
Notes Tables
Notes Details

Schedule of Available-for-sale Securities Reconciliation, Non-Agency Unamortized Net Discount and Designated Credit Reserves (Details)

v3.20.4

Schedule of Available-for-sale Securities Reconciliation, Non-Agency Unamortized Net Discount and Designated Credit Reserves (Details) - Mortgage-backed Securities, Issued by Private Enterprises [Member] $ in Thousands	12 Months Ended
	Dec. 31, 2019 USD ($)
Debt Securities, Available-for-sale, Designated Credit Reserve [Member]
Debt Securities, Available-for-sale, Unamortized Discount [Roll Forward]
Total discount/premium on available-for-sale securities, beginning balance	$ (1,322,762)
Acquisitions	(568,146)
Accretion of net discount	0
Realized credit losses	23,517
Reclassification adjustment for other-than-temporary impairments	(10,155)
Transfers from (to)	140,703
Sales, calls, other	24,892
Total discount/premium on available-for-sale securities, ending balance	(1,711,951)
Debt Securities, Available-for-sale, Net Unamortized Discount/Premium [Member]
Debt Securities, Available-for-sale, Unamortized Discount [Roll Forward]
Total discount/premium on available-for-sale securities, beginning balance	(603,591)
Acquisitions	2,472
Accretion of net discount	43,674
Realized credit losses	0
Reclassification adjustment for other-than-temporary impairments	0
Transfers from (to)	(140,703)
Sales, calls, other	226,923
Total discount/premium on available-for-sale securities, ending balance	(471,225)
Debt Securities, Available-for-sale, Total Discount/Premium [Member]
Debt Securities, Available-for-sale, Unamortized Discount [Roll Forward]
Total discount/premium on available-for-sale securities, beginning balance	(1,926,353)
Acquisitions	(565,674)
Accretion of net discount	43,674
Realized credit losses	23,517
Reclassification adjustment for other-than-temporary impairments	(10,155)
Transfers from (to)	0
Sales, calls, other	251,815
Total discount/premium on available-for-sale securities, ending balance	$ (2,183,176)

- Definition

This item represents the total amount of unamortized discount on available-for-sale securities.

+ References

No definition available.

+ Details

Name:	two_DebtSecuritiesAvailableforsaleUnamortizedDiscount
Namespace Prefix:	two_
Data Type:	xbrli:monetaryItemType
Balance Type:	credit
Period Type:	instant

- Definition

This item represents the amount of unamortized dicount on available-for-sale securities accreted during the period presented.

+ References

No definition available.

+ Details

Name:	two_DebtSecuritiesAvailableforsaleUnamortizedDiscountAccretion
Namespace Prefix:	two_
Data Type:	xbrli:monetaryItemType
Balance Type:	debit
Period Type:	duration

- Definition

This item represents the amount of unamortized discount on available-for-sale securities purchased during the period presented.

+ References

No definition available.

+ Details

Name:	two_DebtSecuritiesAvailableforsaleUnamortizedDiscountAcquisitions
Namespace Prefix:	two_
Data Type:	xbrli:monetaryItemType
Balance Type:	credit
Period Type:	duration

- Definition

This item represents the amount of unamortized discount on available-for-sale securities that realized credit losses during the period presented.

+ References

No definition available.

+ Details

Name:	two_DebtSecuritiesAvailableforsaleUnamortizedDiscountCreditLosses
Namespace Prefix:	two_
Data Type:	xbrli:monetaryItemType
Balance Type:	debit
Period Type:	duration

- Definition

This item represents the amount of unamortized discount on available-for-sale securities adjusted for other-than-temporary impairments during the period presented.

+ References

No definition available.

+ Details

Name:	two_DebtSecuritiesAvailableforsaleUnamortizedDiscountOtherthantemporaryImpairmentAdjustment
Namespace Prefix:	two_
Data Type:	xbrli:monetaryItemType
Balance Type:	credit
Period Type:	duration

- Definition

A roll forward is a reconciliation of a concept from the beginning of a period to the end of a period.

+ References

No definition available.

+ Details

Name:	two_DebtSecuritiesAvailableforsaleUnamortizedDiscountRollForward
Namespace Prefix:	two_
Data Type:	xbrli:stringItemType
Balance Type:	na
Period Type:	duration

- Definition

This item represents the amount of unamortized discount on available-for-sale securities sold or called during the period presented.

+ References

No definition available.

+ Details

Name:	two_DebtSecuritiesAvailableforsaleUnamortizedDiscountSalesCallsandOther
Namespace Prefix:	two_
Data Type:	xbrli:monetaryItemType
Balance Type:	debit
Period Type:	duration

- Definition

This item represents the amount of transfers between unamortized discount components on available-for-sale securities during the period presented. The net activity for this item should be zero.

+ References

No definition available.

+ Details

Name:	two_DebtSecuritiesAvailableforsaleUnamortizedDiscountTransfers
Namespace Prefix:	two_
Data Type:	xbrli:monetaryItemType
Balance Type:	credit
Period Type:	duration

- Details

Name:	us-gaap_FinancialInstrumentAxis=us-gaap_MortgageBackedSecuritiesIssuedByPrivateEnterprisesMember
Namespace Prefix:
Data Type:	na
Balance Type:
Period Type:

- Details

Name:	two_DebtSecuritiesAvailableforsaleComponentsofDiscountPremiumAxis=two_DebtSecuritiesAvailableforsaleDesignatedCreditReserveMember
Namespace Prefix:
Data Type:	na
Balance Type:
Period Type:

- Details

Name:	two_DebtSecuritiesAvailableforsaleComponentsofDiscountPremiumAxis=two_DebtSecuritiesAvailableforsaleNetUnamortizedMember
Namespace Prefix:
Data Type:	na
Balance Type:
Period Type:

- Details

Name:	two_DebtSecuritiesAvailableforsaleComponentsofDiscountPremiumAxis=two_DebtSecuritiesAvailableforsaleUnamortizedDiscountMember
Namespace Prefix:
Data Type:	na
Balance Type:
Period Type: