Derivative Instruments and Hedging Activities Schedule of Credit Default Swaps, Receive Protection (Details) (USD $)
In Thousands, unless otherwise specified |
3 Months Ended | 12 Months Ended | ||
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Mar. 31, 2015
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Dec. 31, 2014
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Mar. 31, 2014
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Dec. 31, 2013
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Derivative [Line Items] | ||||
Derivative, Notional Amount | (33,709,043)invest_DerivativeNotionalAmount | (48,115,523)invest_DerivativeNotionalAmount | $ (43,576,146)invest_DerivativeNotionalAmount | $ (37,366,610)invest_DerivativeNotionalAmount |
Credit Default Swap, Buying Protection [Member] | ||||
Derivative [Line Items] | ||||
Derivative, Average Implied Credit Spread |
183.60two_DerivativeAverageImpliedCreditSpread / us-gaap_DerivativeByNatureAxis = us-gaap_CreditDefaultSwapBuyingProtectionMember |
183.60two_DerivativeAverageImpliedCreditSpread / us-gaap_DerivativeByNatureAxis = us-gaap_CreditDefaultSwapBuyingProtectionMember |
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Maturity Date, 06/20/2016 [Member] | Credit Default Swap, Buying Protection [Member] | ||||
Derivative [Line Items] | ||||
Derivative, Maturity Date | Jun. 20, 2016 | Jun. 20, 2016 | ||
Derivative, Average Implied Credit Spread |
105.50two_DerivativeAverageImpliedCreditSpread / two_DerivativeByMaturityDateAxis = two_MaturityDate06202016Member / us-gaap_DerivativeByNatureAxis = us-gaap_CreditDefaultSwapBuyingProtectionMember |
105.50two_DerivativeAverageImpliedCreditSpread / two_DerivativeByMaturityDateAxis = two_MaturityDate06202016Member / us-gaap_DerivativeByNatureAxis = us-gaap_CreditDefaultSwapBuyingProtectionMember |
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Maturity Date, 12/20/2016 [Member] | Credit Default Swap, Buying Protection [Member] | ||||
Derivative [Line Items] | ||||
Derivative, Maturity Date | Dec. 20, 2016 | Dec. 20, 2016 | ||
Derivative, Average Implied Credit Spread |
496.00two_DerivativeAverageImpliedCreditSpread / two_DerivativeByMaturityDateAxis = two_MaturityDate12202016Member / us-gaap_DerivativeByNatureAxis = us-gaap_CreditDefaultSwapBuyingProtectionMember |
496.00two_DerivativeAverageImpliedCreditSpread / two_DerivativeByMaturityDateAxis = two_MaturityDate12202016Member / us-gaap_DerivativeByNatureAxis = us-gaap_CreditDefaultSwapBuyingProtectionMember |
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Derivative Financial Instruments, Liabilities [Member] | ||||
Derivative [Line Items] | ||||
Derivative, Notional Amount |
(16,905,295)invest_DerivativeNotionalAmount / us-gaap_BalanceSheetLocationAxis = us-gaap_DerivativeFinancialInstrumentsLiabilitiesMember |
(16,200,000)invest_DerivativeNotionalAmount / us-gaap_BalanceSheetLocationAxis = us-gaap_DerivativeFinancialInstrumentsLiabilitiesMember |
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Derivative, Fair Value, Net |
155,149us-gaap_DerivativeFairValueOfDerivativeNet / us-gaap_BalanceSheetLocationAxis = us-gaap_DerivativeFinancialInstrumentsLiabilitiesMember |
90,233us-gaap_DerivativeFairValueOfDerivativeNet / us-gaap_BalanceSheetLocationAxis = us-gaap_DerivativeFinancialInstrumentsLiabilitiesMember |
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Derivative Financial Instruments, Liabilities [Member] | Credit Default Swap, Buying Protection [Member] | ||||
Derivative [Line Items] | ||||
Derivative, Notional Amount |
(125,000)invest_DerivativeNotionalAmount / us-gaap_BalanceSheetLocationAxis = us-gaap_DerivativeFinancialInstrumentsLiabilitiesMember / us-gaap_DerivativeByNatureAxis = us-gaap_CreditDefaultSwapBuyingProtectionMember |
(125,000)invest_DerivativeNotionalAmount / us-gaap_BalanceSheetLocationAxis = us-gaap_DerivativeFinancialInstrumentsLiabilitiesMember / us-gaap_DerivativeByNatureAxis = us-gaap_CreditDefaultSwapBuyingProtectionMember |
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Derivative, Fair Value, Net |
(1,460)us-gaap_DerivativeFairValueOfDerivativeNet / us-gaap_BalanceSheetLocationAxis = us-gaap_DerivativeFinancialInstrumentsLiabilitiesMember / us-gaap_DerivativeByNatureAxis = us-gaap_CreditDefaultSwapBuyingProtectionMember |
(1,672)us-gaap_DerivativeFairValueOfDerivativeNet / us-gaap_BalanceSheetLocationAxis = us-gaap_DerivativeFinancialInstrumentsLiabilitiesMember / us-gaap_DerivativeByNatureAxis = us-gaap_CreditDefaultSwapBuyingProtectionMember |
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Derivative, Cost |
(4,322)two_DerivativeCost / us-gaap_BalanceSheetLocationAxis = us-gaap_DerivativeFinancialInstrumentsLiabilitiesMember / us-gaap_DerivativeByNatureAxis = us-gaap_CreditDefaultSwapBuyingProtectionMember |
(4,322)two_DerivativeCost / us-gaap_BalanceSheetLocationAxis = us-gaap_DerivativeFinancialInstrumentsLiabilitiesMember / us-gaap_DerivativeByNatureAxis = us-gaap_CreditDefaultSwapBuyingProtectionMember |
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Derivative, Unrealized Gains (Losses) |
(5,782)two_DerivativeUnrealizedGainsLosses / us-gaap_BalanceSheetLocationAxis = us-gaap_DerivativeFinancialInstrumentsLiabilitiesMember / us-gaap_DerivativeByNatureAxis = us-gaap_CreditDefaultSwapBuyingProtectionMember |
(5,994)two_DerivativeUnrealizedGainsLosses / us-gaap_BalanceSheetLocationAxis = us-gaap_DerivativeFinancialInstrumentsLiabilitiesMember / us-gaap_DerivativeByNatureAxis = us-gaap_CreditDefaultSwapBuyingProtectionMember |
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Derivative Financial Instruments, Liabilities [Member] | Maturity Date, 06/20/2016 [Member] | Credit Default Swap, Buying Protection [Member] | ||||
Derivative [Line Items] | ||||
Derivative, Notional Amount |
(100,000)invest_DerivativeNotionalAmount / us-gaap_BalanceSheetLocationAxis = us-gaap_DerivativeFinancialInstrumentsLiabilitiesMember / two_DerivativeByMaturityDateAxis = two_MaturityDate06202016Member / us-gaap_DerivativeByNatureAxis = us-gaap_CreditDefaultSwapBuyingProtectionMember |
(100,000)invest_DerivativeNotionalAmount / us-gaap_BalanceSheetLocationAxis = us-gaap_DerivativeFinancialInstrumentsLiabilitiesMember / two_DerivativeByMaturityDateAxis = two_MaturityDate06202016Member / us-gaap_DerivativeByNatureAxis = us-gaap_CreditDefaultSwapBuyingProtectionMember |
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Derivative, Fair Value, Net |
(1,145)us-gaap_DerivativeFairValueOfDerivativeNet / us-gaap_BalanceSheetLocationAxis = us-gaap_DerivativeFinancialInstrumentsLiabilitiesMember / two_DerivativeByMaturityDateAxis = two_MaturityDate06202016Member / us-gaap_DerivativeByNatureAxis = us-gaap_CreditDefaultSwapBuyingProtectionMember |
(1,350)us-gaap_DerivativeFairValueOfDerivativeNet / us-gaap_BalanceSheetLocationAxis = us-gaap_DerivativeFinancialInstrumentsLiabilitiesMember / two_DerivativeByMaturityDateAxis = two_MaturityDate06202016Member / us-gaap_DerivativeByNatureAxis = us-gaap_CreditDefaultSwapBuyingProtectionMember |
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Derivative, Cost |
(260)two_DerivativeCost / us-gaap_BalanceSheetLocationAxis = us-gaap_DerivativeFinancialInstrumentsLiabilitiesMember / two_DerivativeByMaturityDateAxis = two_MaturityDate06202016Member / us-gaap_DerivativeByNatureAxis = us-gaap_CreditDefaultSwapBuyingProtectionMember |
(260)two_DerivativeCost / us-gaap_BalanceSheetLocationAxis = us-gaap_DerivativeFinancialInstrumentsLiabilitiesMember / two_DerivativeByMaturityDateAxis = two_MaturityDate06202016Member / us-gaap_DerivativeByNatureAxis = us-gaap_CreditDefaultSwapBuyingProtectionMember |
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Derivative, Unrealized Gains (Losses) |
(1,405)two_DerivativeUnrealizedGainsLosses / us-gaap_BalanceSheetLocationAxis = us-gaap_DerivativeFinancialInstrumentsLiabilitiesMember / two_DerivativeByMaturityDateAxis = two_MaturityDate06202016Member / us-gaap_DerivativeByNatureAxis = us-gaap_CreditDefaultSwapBuyingProtectionMember |
(1,610)two_DerivativeUnrealizedGainsLosses / us-gaap_BalanceSheetLocationAxis = us-gaap_DerivativeFinancialInstrumentsLiabilitiesMember / two_DerivativeByMaturityDateAxis = two_MaturityDate06202016Member / us-gaap_DerivativeByNatureAxis = us-gaap_CreditDefaultSwapBuyingProtectionMember |
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Derivative Financial Instruments, Liabilities [Member] | Maturity Date, 12/20/2016 [Member] | Credit Default Swap, Buying Protection [Member] | ||||
Derivative [Line Items] | ||||
Derivative, Notional Amount |
(25,000)invest_DerivativeNotionalAmount / us-gaap_BalanceSheetLocationAxis = us-gaap_DerivativeFinancialInstrumentsLiabilitiesMember / two_DerivativeByMaturityDateAxis = two_MaturityDate12202016Member / us-gaap_DerivativeByNatureAxis = us-gaap_CreditDefaultSwapBuyingProtectionMember |
(25,000)invest_DerivativeNotionalAmount / us-gaap_BalanceSheetLocationAxis = us-gaap_DerivativeFinancialInstrumentsLiabilitiesMember / two_DerivativeByMaturityDateAxis = two_MaturityDate12202016Member / us-gaap_DerivativeByNatureAxis = us-gaap_CreditDefaultSwapBuyingProtectionMember |
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Derivative, Fair Value, Net |
(315)us-gaap_DerivativeFairValueOfDerivativeNet / us-gaap_BalanceSheetLocationAxis = us-gaap_DerivativeFinancialInstrumentsLiabilitiesMember / two_DerivativeByMaturityDateAxis = two_MaturityDate12202016Member / us-gaap_DerivativeByNatureAxis = us-gaap_CreditDefaultSwapBuyingProtectionMember |
(322)us-gaap_DerivativeFairValueOfDerivativeNet / us-gaap_BalanceSheetLocationAxis = us-gaap_DerivativeFinancialInstrumentsLiabilitiesMember / two_DerivativeByMaturityDateAxis = two_MaturityDate12202016Member / us-gaap_DerivativeByNatureAxis = us-gaap_CreditDefaultSwapBuyingProtectionMember |
||
Derivative, Cost |
(4,062)two_DerivativeCost / us-gaap_BalanceSheetLocationAxis = us-gaap_DerivativeFinancialInstrumentsLiabilitiesMember / two_DerivativeByMaturityDateAxis = two_MaturityDate12202016Member / us-gaap_DerivativeByNatureAxis = us-gaap_CreditDefaultSwapBuyingProtectionMember |
(4,062)two_DerivativeCost / us-gaap_BalanceSheetLocationAxis = us-gaap_DerivativeFinancialInstrumentsLiabilitiesMember / two_DerivativeByMaturityDateAxis = two_MaturityDate12202016Member / us-gaap_DerivativeByNatureAxis = us-gaap_CreditDefaultSwapBuyingProtectionMember |
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Derivative, Unrealized Gains (Losses) |
(4,377)two_DerivativeUnrealizedGainsLosses / us-gaap_BalanceSheetLocationAxis = us-gaap_DerivativeFinancialInstrumentsLiabilitiesMember / two_DerivativeByMaturityDateAxis = two_MaturityDate12202016Member / us-gaap_DerivativeByNatureAxis = us-gaap_CreditDefaultSwapBuyingProtectionMember |
(4,384)two_DerivativeUnrealizedGainsLosses / us-gaap_BalanceSheetLocationAxis = us-gaap_DerivativeFinancialInstrumentsLiabilitiesMember / two_DerivativeByMaturityDateAxis = two_MaturityDate12202016Member / us-gaap_DerivativeByNatureAxis = us-gaap_CreditDefaultSwapBuyingProtectionMember |
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- 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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- Definition
Average implied credit default swap spread based on notional amount. No definition available.
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- Definition
Cost (or upfront payable/receivable) as of the balance sheet date of the derivative or group of derivatives. No definition available.
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- Definition
The aggregate net gain (loss) from increase (decrease) in fair value of derivatives. No definition available.
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- Definition
Fair value of the assets less the liabilities of a derivative or group of derivatives. Reference 1: http://www.xbrl.org/2003/role/presentationRef
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- Definition
Date the derivative contract matures, in CCYY-MM-DD format. No definition available.
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