Derivative Instruments and Hedging Activities Schedule of Interest Rate Swap Receivers Associated with the Investment Portfolio (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 |
Interest Rate Swap [Member] | ||||
Derivative [Line Items] | ||||
Derivative, Notional Amount |
19,929,000invest_DerivativeNotionalAmount / us-gaap_DerivativeInstrumentRiskAxis = us-gaap_InterestRateSwapMember |
18,584,000invest_DerivativeNotionalAmount / us-gaap_DerivativeInstrumentRiskAxis = us-gaap_InterestRateSwapMember |
21,663,148invest_DerivativeNotionalAmount / us-gaap_DerivativeInstrumentRiskAxis = us-gaap_InterestRateSwapMember |
19,619,000invest_DerivativeNotionalAmount / us-gaap_DerivativeInstrumentRiskAxis = us-gaap_InterestRateSwapMember |
Interest Rate Risk Associated with the Investment Portfolio [Member] | Interest Rate Swap [Member] | Short [Member] | ||||
Derivative [Line Items] | ||||
Derivative, Notional Amount |
2,464,000invest_DerivativeNotionalAmount / us-gaap_DerivativeInstrumentRiskAxis = us-gaap_InterestRateSwapMember / us-gaap_PositionAxis = us-gaap_ShortMember / two_RiskTypeAxis = two_InterestRateRiskAssociatedwiththeInvestmentPortfolioMember |
2,154,000invest_DerivativeNotionalAmount / us-gaap_DerivativeInstrumentRiskAxis = us-gaap_InterestRateSwapMember / us-gaap_PositionAxis = us-gaap_ShortMember / two_RiskTypeAxis = two_InterestRateRiskAssociatedwiththeInvestmentPortfolioMember |
||
Derivative, Average Variable Interest Rate |
2.32%us-gaap_DerivativeAverageVariableInterestRate / us-gaap_DerivativeInstrumentRiskAxis = us-gaap_InterestRateSwapMember / us-gaap_PositionAxis = us-gaap_ShortMember / two_RiskTypeAxis = two_InterestRateRiskAssociatedwiththeInvestmentPortfolioMember |
2.433%us-gaap_DerivativeAverageVariableInterestRate / us-gaap_DerivativeInstrumentRiskAxis = us-gaap_InterestRateSwapMember / us-gaap_PositionAxis = us-gaap_ShortMember / two_RiskTypeAxis = two_InterestRateRiskAssociatedwiththeInvestmentPortfolioMember |
||
Derivative, Average Fixed Interest Rate |
0.263%us-gaap_DerivativeAverageFixedInterestRate / us-gaap_DerivativeInstrumentRiskAxis = us-gaap_InterestRateSwapMember / us-gaap_PositionAxis = us-gaap_ShortMember / two_RiskTypeAxis = two_InterestRateRiskAssociatedwiththeInvestmentPortfolioMember |
0.237%us-gaap_DerivativeAverageFixedInterestRate / us-gaap_DerivativeInstrumentRiskAxis = us-gaap_InterestRateSwapMember / us-gaap_PositionAxis = us-gaap_ShortMember / two_RiskTypeAxis = two_InterestRateRiskAssociatedwiththeInvestmentPortfolioMember |
||
Derivative, Average Remaining Period Until Maturity |
7.25two_DerivativeAverageRemainingPeriodUntilMaturity / us-gaap_DerivativeInstrumentRiskAxis = us-gaap_InterestRateSwapMember / us-gaap_PositionAxis = us-gaap_ShortMember / two_RiskTypeAxis = two_InterestRateRiskAssociatedwiththeInvestmentPortfolioMember |
7.77two_DerivativeAverageRemainingPeriodUntilMaturity / us-gaap_DerivativeInstrumentRiskAxis = us-gaap_InterestRateSwapMember / us-gaap_PositionAxis = us-gaap_ShortMember / two_RiskTypeAxis = two_InterestRateRiskAssociatedwiththeInvestmentPortfolioMember |
||
Interest Rate Risk Associated with the Investment Portfolio [Member] | Derivative Maturity Over Three And Within Four Years From Balance Sheet Date [Member] | Interest Rate Swap [Member] | Short [Member] | ||||
Derivative [Line Items] | ||||
Derivative, Notional Amount |
575,000invest_DerivativeNotionalAmount / two_DerivativeByMaturityAxis = two_DerivativeMaturityOverThreeAndWithinFourYearsFromBalanceSheetDateMember / us-gaap_DerivativeInstrumentRiskAxis = us-gaap_InterestRateSwapMember / us-gaap_PositionAxis = us-gaap_ShortMember / two_RiskTypeAxis = two_InterestRateRiskAssociatedwiththeInvestmentPortfolioMember |
575,000invest_DerivativeNotionalAmount / two_DerivativeByMaturityAxis = two_DerivativeMaturityOverThreeAndWithinFourYearsFromBalanceSheetDateMember / us-gaap_DerivativeInstrumentRiskAxis = us-gaap_InterestRateSwapMember / us-gaap_PositionAxis = us-gaap_ShortMember / two_RiskTypeAxis = two_InterestRateRiskAssociatedwiththeInvestmentPortfolioMember |
||
Derivative, Average Variable Interest Rate |
1.44%us-gaap_DerivativeAverageVariableInterestRate / two_DerivativeByMaturityAxis = two_DerivativeMaturityOverThreeAndWithinFourYearsFromBalanceSheetDateMember / us-gaap_DerivativeInstrumentRiskAxis = us-gaap_InterestRateSwapMember / us-gaap_PositionAxis = us-gaap_ShortMember / two_RiskTypeAxis = two_InterestRateRiskAssociatedwiththeInvestmentPortfolioMember |
1.44%us-gaap_DerivativeAverageVariableInterestRate / two_DerivativeByMaturityAxis = two_DerivativeMaturityOverThreeAndWithinFourYearsFromBalanceSheetDateMember / us-gaap_DerivativeInstrumentRiskAxis = us-gaap_InterestRateSwapMember / us-gaap_PositionAxis = us-gaap_ShortMember / two_RiskTypeAxis = two_InterestRateRiskAssociatedwiththeInvestmentPortfolioMember |
||
Derivative, Average Fixed Interest Rate |
0.262%us-gaap_DerivativeAverageFixedInterestRate / two_DerivativeByMaturityAxis = two_DerivativeMaturityOverThreeAndWithinFourYearsFromBalanceSheetDateMember / us-gaap_DerivativeInstrumentRiskAxis = us-gaap_InterestRateSwapMember / us-gaap_PositionAxis = us-gaap_ShortMember / two_RiskTypeAxis = two_InterestRateRiskAssociatedwiththeInvestmentPortfolioMember |
0.231%us-gaap_DerivativeAverageFixedInterestRate / two_DerivativeByMaturityAxis = two_DerivativeMaturityOverThreeAndWithinFourYearsFromBalanceSheetDateMember / us-gaap_DerivativeInstrumentRiskAxis = us-gaap_InterestRateSwapMember / us-gaap_PositionAxis = us-gaap_ShortMember / two_RiskTypeAxis = two_InterestRateRiskAssociatedwiththeInvestmentPortfolioMember |
||
Derivative, Average Remaining Period Until Maturity |
3.64two_DerivativeAverageRemainingPeriodUntilMaturity / two_DerivativeByMaturityAxis = two_DerivativeMaturityOverThreeAndWithinFourYearsFromBalanceSheetDateMember / us-gaap_DerivativeInstrumentRiskAxis = us-gaap_InterestRateSwapMember / us-gaap_PositionAxis = us-gaap_ShortMember / two_RiskTypeAxis = two_InterestRateRiskAssociatedwiththeInvestmentPortfolioMember |
3.89two_DerivativeAverageRemainingPeriodUntilMaturity / two_DerivativeByMaturityAxis = two_DerivativeMaturityOverThreeAndWithinFourYearsFromBalanceSheetDateMember / us-gaap_DerivativeInstrumentRiskAxis = us-gaap_InterestRateSwapMember / us-gaap_PositionAxis = us-gaap_ShortMember / two_RiskTypeAxis = two_InterestRateRiskAssociatedwiththeInvestmentPortfolioMember |
||
Interest Rate Risk Associated with the Investment Portfolio [Member] | Derivative Maturity Over Four Years From Balance Sheet Date [Member] | Interest Rate Swap [Member] | Short [Member] | ||||
Derivative [Line Items] | ||||
Derivative, Notional Amount |
$ 1,889,000invest_DerivativeNotionalAmount / two_DerivativeByMaturityAxis = two_DerivativeMaturityOverFourYearsFromBalanceSheetDateMember / us-gaap_DerivativeInstrumentRiskAxis = us-gaap_InterestRateSwapMember / us-gaap_PositionAxis = us-gaap_ShortMember / two_RiskTypeAxis = two_InterestRateRiskAssociatedwiththeInvestmentPortfolioMember |
$ 1,579,000invest_DerivativeNotionalAmount / two_DerivativeByMaturityAxis = two_DerivativeMaturityOverFourYearsFromBalanceSheetDateMember / us-gaap_DerivativeInstrumentRiskAxis = us-gaap_InterestRateSwapMember / us-gaap_PositionAxis = us-gaap_ShortMember / two_RiskTypeAxis = two_InterestRateRiskAssociatedwiththeInvestmentPortfolioMember |
||
Derivative, Average Variable Interest Rate |
2.588%us-gaap_DerivativeAverageVariableInterestRate / two_DerivativeByMaturityAxis = two_DerivativeMaturityOverFourYearsFromBalanceSheetDateMember / us-gaap_DerivativeInstrumentRiskAxis = us-gaap_InterestRateSwapMember / us-gaap_PositionAxis = us-gaap_ShortMember / two_RiskTypeAxis = two_InterestRateRiskAssociatedwiththeInvestmentPortfolioMember |
2.794%us-gaap_DerivativeAverageVariableInterestRate / two_DerivativeByMaturityAxis = two_DerivativeMaturityOverFourYearsFromBalanceSheetDateMember / us-gaap_DerivativeInstrumentRiskAxis = us-gaap_InterestRateSwapMember / us-gaap_PositionAxis = us-gaap_ShortMember / two_RiskTypeAxis = two_InterestRateRiskAssociatedwiththeInvestmentPortfolioMember |
||
Derivative, Average Fixed Interest Rate |
0.263%us-gaap_DerivativeAverageFixedInterestRate / two_DerivativeByMaturityAxis = two_DerivativeMaturityOverFourYearsFromBalanceSheetDateMember / us-gaap_DerivativeInstrumentRiskAxis = us-gaap_InterestRateSwapMember / us-gaap_PositionAxis = us-gaap_ShortMember / two_RiskTypeAxis = two_InterestRateRiskAssociatedwiththeInvestmentPortfolioMember |
0.239%us-gaap_DerivativeAverageFixedInterestRate / two_DerivativeByMaturityAxis = two_DerivativeMaturityOverFourYearsFromBalanceSheetDateMember / us-gaap_DerivativeInstrumentRiskAxis = us-gaap_InterestRateSwapMember / us-gaap_PositionAxis = us-gaap_ShortMember / two_RiskTypeAxis = two_InterestRateRiskAssociatedwiththeInvestmentPortfolioMember |
||
Derivative, Average Remaining Period Until Maturity |
8.35two_DerivativeAverageRemainingPeriodUntilMaturity / two_DerivativeByMaturityAxis = two_DerivativeMaturityOverFourYearsFromBalanceSheetDateMember / us-gaap_DerivativeInstrumentRiskAxis = us-gaap_InterestRateSwapMember / us-gaap_PositionAxis = us-gaap_ShortMember / two_RiskTypeAxis = two_InterestRateRiskAssociatedwiththeInvestmentPortfolioMember |
9.19two_DerivativeAverageRemainingPeriodUntilMaturity / two_DerivativeByMaturityAxis = two_DerivativeMaturityOverFourYearsFromBalanceSheetDateMember / us-gaap_DerivativeInstrumentRiskAxis = us-gaap_InterestRateSwapMember / us-gaap_PositionAxis = us-gaap_ShortMember / two_RiskTypeAxis = two_InterestRateRiskAssociatedwiththeInvestmentPortfolioMember |
X | ||||||||||
- Definition
Aggregate notional amount specified by the derivative(s). Expressed as an absolute value. Reference 1: http://www.xbrl.org/2003/role/presentationRef
|
X | ||||||||||
- Definition
Average remaining period until maturity of the group of derivatives identified. No definition available.
|
X | ||||||||||
- Definition
Average fixed interest rate related to the group of interest rate derivatives. No definition available.
|
X | ||||||||||
- Definition
Average variable interest rate related to the group of interest rate derivatives. No definition available.
|
X | ||||||||||
- Details
|
X | ||||||||||
- Details
|
X | ||||||||||
- Details
|