Quarterly report pursuant to Section 13 or 15(d)

Derivative Instruments and Hedging Activities Schedule of Constant Maturity Swaps (Details)

v2.4.1.9
Derivative Instruments and Hedging Activities Schedule of Constant Maturity Swaps (Details) (USD $)
In Thousands, unless otherwise specified
Mar. 31, 2015
Dec. 31, 2014
Mar. 31, 2014
Dec. 31, 2013
Derivative [Line Items]        
Derivative, Notional Amount $ 33,709,043invest_DerivativeNotionalAmount $ 48,115,523invest_DerivativeNotionalAmount $ 43,576,146invest_DerivativeNotionalAmount $ 37,366,610invest_DerivativeNotionalAmount
Swap [Member]        
Derivative [Line Items]        
Derivative, Notional Amount 3,000,000invest_DerivativeNotionalAmount
/ us-gaap_DerivativeInstrumentRiskAxis
= us-gaap_SwapMember
14,000,000invest_DerivativeNotionalAmount
/ us-gaap_DerivativeInstrumentRiskAxis
= us-gaap_SwapMember
10,000,000invest_DerivativeNotionalAmount
/ us-gaap_DerivativeInstrumentRiskAxis
= us-gaap_SwapMember
10,000,000invest_DerivativeNotionalAmount
/ us-gaap_DerivativeInstrumentRiskAxis
= us-gaap_SwapMember
Derivative, Fair Value, Net 1,236us-gaap_DerivativeFairValueOfDerivativeNet
/ us-gaap_DerivativeInstrumentRiskAxis
= us-gaap_SwapMember
1,530us-gaap_DerivativeFairValueOfDerivativeNet
/ us-gaap_DerivativeInstrumentRiskAxis
= us-gaap_SwapMember
   
Derivative, Cost 0two_DerivativeCost
/ us-gaap_DerivativeInstrumentRiskAxis
= us-gaap_SwapMember
0two_DerivativeCost
/ us-gaap_DerivativeInstrumentRiskAxis
= us-gaap_SwapMember
   
Derivative, Unrealized Gains (Losses) 1,236two_DerivativeUnrealizedGainsLosses
/ us-gaap_DerivativeInstrumentRiskAxis
= us-gaap_SwapMember
1,530two_DerivativeUnrealizedGainsLosses
/ us-gaap_DerivativeInstrumentRiskAxis
= us-gaap_SwapMember
   
Derivative, Average Strike Swap Rate 0.564%two_DerivativeAverageStrikeSwapRate
/ us-gaap_DerivativeInstrumentRiskAxis
= us-gaap_SwapMember
0.548%two_DerivativeAverageStrikeSwapRate
/ us-gaap_DerivativeInstrumentRiskAxis
= us-gaap_SwapMember
   
Derivative Financial Instruments, Assets [Member]        
Derivative [Line Items]        
Derivative, Notional Amount 26,795,748invest_DerivativeNotionalAmount
/ us-gaap_BalanceSheetLocationAxis
= us-gaap_DerivativeFinancialInstrumentsAssetsMember
36,315,523invest_DerivativeNotionalAmount
/ us-gaap_BalanceSheetLocationAxis
= us-gaap_DerivativeFinancialInstrumentsAssetsMember
   
Derivative, Fair Value, Net 362,646us-gaap_DerivativeFairValueOfDerivativeNet
/ us-gaap_BalanceSheetLocationAxis
= us-gaap_DerivativeFinancialInstrumentsAssetsMember
380,791us-gaap_DerivativeFairValueOfDerivativeNet
/ us-gaap_BalanceSheetLocationAxis
= us-gaap_DerivativeFinancialInstrumentsAssetsMember
   
Derivative Financial Instruments, Assets [Member] | Swap [Member]        
Derivative [Line Items]        
Derivative, Notional Amount 3,000,000invest_DerivativeNotionalAmount
/ us-gaap_BalanceSheetLocationAxis
= us-gaap_DerivativeFinancialInstrumentsAssetsMember
/ us-gaap_DerivativeInstrumentRiskAxis
= us-gaap_SwapMember
12,000,000invest_DerivativeNotionalAmount
/ us-gaap_BalanceSheetLocationAxis
= us-gaap_DerivativeFinancialInstrumentsAssetsMember
/ us-gaap_DerivativeInstrumentRiskAxis
= us-gaap_SwapMember
   
Derivative, Fair Value, Net 1,236us-gaap_DerivativeFairValueOfDerivativeNet
/ us-gaap_BalanceSheetLocationAxis
= us-gaap_DerivativeFinancialInstrumentsAssetsMember
/ us-gaap_DerivativeInstrumentRiskAxis
= us-gaap_SwapMember
2,013us-gaap_DerivativeFairValueOfDerivativeNet
/ us-gaap_BalanceSheetLocationAxis
= us-gaap_DerivativeFinancialInstrumentsAssetsMember
/ us-gaap_DerivativeInstrumentRiskAxis
= us-gaap_SwapMember
   
Determination Date, January 2015 [Member] | Swap [Member]        
Derivative [Line Items]        
Derivative, Notional Amount   7,000,000invest_DerivativeNotionalAmount
/ two_DerivativeByDeterminationDateAxis
= two_DeterminationDateJanuary2015Member
/ us-gaap_DerivativeInstrumentRiskAxis
= us-gaap_SwapMember
   
Derivative, Fair Value, Net   1,502us-gaap_DerivativeFairValueOfDerivativeNet
/ two_DerivativeByDeterminationDateAxis
= two_DeterminationDateJanuary2015Member
/ us-gaap_DerivativeInstrumentRiskAxis
= us-gaap_SwapMember
   
Derivative, Cost   0two_DerivativeCost
/ two_DerivativeByDeterminationDateAxis
= two_DeterminationDateJanuary2015Member
/ us-gaap_DerivativeInstrumentRiskAxis
= us-gaap_SwapMember
   
Derivative, Unrealized Gains (Losses)   1,502two_DerivativeUnrealizedGainsLosses
/ two_DerivativeByDeterminationDateAxis
= two_DeterminationDateJanuary2015Member
/ us-gaap_DerivativeInstrumentRiskAxis
= us-gaap_SwapMember
   
Derivative, Average Strike Swap Rate   0.538%two_DerivativeAverageStrikeSwapRate
/ two_DerivativeByDeterminationDateAxis
= two_DeterminationDateJanuary2015Member
/ us-gaap_DerivativeInstrumentRiskAxis
= us-gaap_SwapMember
   
Determination Date, January 2015 [Member] | Swap [Member]        
Derivative [Line Items]        
Derivative, Notional Amount 3,000,000invest_DerivativeNotionalAmount
/ two_DerivativeByDeterminationDateAxis
= two_DeterminationDateApril2015Member
/ us-gaap_DerivativeInstrumentRiskAxis
= us-gaap_SwapMember
     
Derivative, Fair Value, Net 1,236us-gaap_DerivativeFairValueOfDerivativeNet
/ two_DerivativeByDeterminationDateAxis
= two_DeterminationDateApril2015Member
/ us-gaap_DerivativeInstrumentRiskAxis
= us-gaap_SwapMember
     
Derivative, Cost 0two_DerivativeCost
/ two_DerivativeByDeterminationDateAxis
= two_DeterminationDateApril2015Member
/ us-gaap_DerivativeInstrumentRiskAxis
= us-gaap_SwapMember
     
Derivative, Unrealized Gains (Losses) 1,236two_DerivativeUnrealizedGainsLosses
/ two_DerivativeByDeterminationDateAxis
= two_DeterminationDateApril2015Member
/ us-gaap_DerivativeInstrumentRiskAxis
= us-gaap_SwapMember
     
Derivative, Average Strike Swap Rate 0.564%two_DerivativeAverageStrikeSwapRate
/ two_DerivativeByDeterminationDateAxis
= two_DeterminationDateApril2015Member
/ us-gaap_DerivativeInstrumentRiskAxis
= us-gaap_SwapMember
     
Determination Date, February 2015 [Member] | Swap [Member]        
Derivative [Line Items]        
Derivative, Notional Amount   2,000,000invest_DerivativeNotionalAmount
/ two_DerivativeByDeterminationDateAxis
= two_DeterminationDateFebruary2015Member
/ us-gaap_DerivativeInstrumentRiskAxis
= us-gaap_SwapMember
   
Derivative, Fair Value, Net   (13)us-gaap_DerivativeFairValueOfDerivativeNet
/ two_DerivativeByDeterminationDateAxis
= two_DeterminationDateFebruary2015Member
/ us-gaap_DerivativeInstrumentRiskAxis
= us-gaap_SwapMember
   
Derivative, Cost   0two_DerivativeCost
/ two_DerivativeByDeterminationDateAxis
= two_DeterminationDateFebruary2015Member
/ us-gaap_DerivativeInstrumentRiskAxis
= us-gaap_SwapMember
   
Derivative, Unrealized Gains (Losses)   (13)two_DerivativeUnrealizedGainsLosses
/ two_DerivativeByDeterminationDateAxis
= two_DeterminationDateFebruary2015Member
/ us-gaap_DerivativeInstrumentRiskAxis
= us-gaap_SwapMember
   
Derivative, Average Strike Swap Rate   0.572%two_DerivativeAverageStrikeSwapRate
/ two_DerivativeByDeterminationDateAxis
= two_DeterminationDateFebruary2015Member
/ us-gaap_DerivativeInstrumentRiskAxis
= us-gaap_SwapMember
   
Determination Date, March 2015 [Member] | Swap [Member]        
Derivative [Line Items]        
Derivative, Notional Amount   5,000,000invest_DerivativeNotionalAmount
/ two_DerivativeByDeterminationDateAxis
= two_DeterminationDateMarch2015Member
/ us-gaap_DerivativeInstrumentRiskAxis
= us-gaap_SwapMember
   
Derivative, Fair Value, Net   41us-gaap_DerivativeFairValueOfDerivativeNet
/ two_DerivativeByDeterminationDateAxis
= two_DeterminationDateMarch2015Member
/ us-gaap_DerivativeInstrumentRiskAxis
= us-gaap_SwapMember
   
Derivative, Cost   0two_DerivativeCost
/ two_DerivativeByDeterminationDateAxis
= two_DeterminationDateMarch2015Member
/ us-gaap_DerivativeInstrumentRiskAxis
= us-gaap_SwapMember
   
Derivative, Unrealized Gains (Losses)   $ 41two_DerivativeUnrealizedGainsLosses
/ two_DerivativeByDeterminationDateAxis
= two_DeterminationDateMarch2015Member
/ us-gaap_DerivativeInstrumentRiskAxis
= us-gaap_SwapMember
   
Derivative, Average Strike Swap Rate   0.552%two_DerivativeAverageStrikeSwapRate
/ two_DerivativeByDeterminationDateAxis
= two_DeterminationDateMarch2015Member
/ us-gaap_DerivativeInstrumentRiskAxis
= us-gaap_SwapMember