Quarterly report pursuant to Section 13 or 15(d)

Schedule of Repurchase Agreements by Collateral Type (Details)

v2.4.1.9
Schedule of Repurchase Agreements by Collateral Type (Details) (USD $)
In Thousands, unless otherwise specified
Mar. 31, 2015
Dec. 31, 2014
Assets Sold under Agreements to Repurchase [Line Items]    
Assets Sold under Agreements to Repurchase, Repurchase Liability $ 13,094,878us-gaap_AssetsSoldUnderAgreementsToRepurchaseRepurchaseLiability $ 12,932,463us-gaap_AssetsSoldUnderAgreementsToRepurchaseRepurchaseLiability
Assets Sold under Agreements to Repurchase, Weighted Average Borrowing Rate, Excluding U.S. Treasuries and Interest Rate Swaps 0.70%two_AssetsSoldUnderAgreementsToRepurchaseWeightedAverageBorrowingRateExcludingUSTreasuriesAndInterestRateSwaps 0.72%two_AssetsSoldUnderAgreementsToRepurchaseWeightedAverageBorrowingRateExcludingUSTreasuriesAndInterestRateSwaps
Assets Sold under Agreements to Repurchase, Weighted Average Remaining Maturity, Excluding U.S. Treasuries and Interest Rate Swaps 69two_AssetsSoldUnderAgreementsToRepurchaseWeightedAverageRemainingMaturityExcludingUSTreasuriesAndInterestRateSwaps 64two_AssetsSoldUnderAgreementsToRepurchaseWeightedAverageRemainingMaturityExcludingUSTreasuriesAndInterestRateSwaps
Assets Sold under Agreements to Repurchase, Interest Rate 0.65%us-gaap_AssetsSoldUnderAgreementsToRepurchaseInterestRate 0.64%us-gaap_AssetsSoldUnderAgreementsToRepurchaseInterestRate
US Treasury Securities [Member]    
Assets Sold under Agreements to Repurchase [Line Items]    
Assets Sold under Agreements to Repurchase, Repurchase Liability 2,001,250us-gaap_AssetsSoldUnderAgreementsToRepurchaseRepurchaseLiability
/ us-gaap_AssetsSoldUnderAgreementsToRepurchaseAxis
= us-gaap_USTreasurySecuritiesMember 		1,996,250us-gaap_AssetsSoldUnderAgreementsToRepurchaseRepurchaseLiability
/ us-gaap_AssetsSoldUnderAgreementsToRepurchaseAxis
= us-gaap_USTreasurySecuritiesMember
Assets Sold under Agreements to Repurchase, Interest Rate 0.32%us-gaap_AssetsSoldUnderAgreementsToRepurchaseInterestRate
/ us-gaap_AssetsSoldUnderAgreementsToRepurchaseAxis
= us-gaap_USTreasurySecuritiesMember 		0.23%us-gaap_AssetsSoldUnderAgreementsToRepurchaseInterestRate
/ us-gaap_AssetsSoldUnderAgreementsToRepurchaseAxis
= us-gaap_USTreasurySecuritiesMember
US Government Agencies Debt Securities [Member]    
Assets Sold under Agreements to Repurchase [Line Items]    
Assets Sold under Agreements to Repurchase, Repurchase Liability 8,761,087us-gaap_AssetsSoldUnderAgreementsToRepurchaseRepurchaseLiability
/ us-gaap_AssetsSoldUnderAgreementsToRepurchaseAxis
= us-gaap_USGovernmentAgenciesDebtSecuritiesMember 		8,458,572us-gaap_AssetsSoldUnderAgreementsToRepurchaseRepurchaseLiability
/ us-gaap_AssetsSoldUnderAgreementsToRepurchaseAxis
= us-gaap_USGovernmentAgenciesDebtSecuritiesMember
Assets Sold under Agreements to Repurchase, Interest Rate 0.42%us-gaap_AssetsSoldUnderAgreementsToRepurchaseInterestRate
/ us-gaap_AssetsSoldUnderAgreementsToRepurchaseAxis
= us-gaap_USGovernmentAgenciesDebtSecuritiesMember 		0.42%us-gaap_AssetsSoldUnderAgreementsToRepurchaseInterestRate
/ us-gaap_AssetsSoldUnderAgreementsToRepurchaseAxis
= us-gaap_USGovernmentAgenciesDebtSecuritiesMember
Mortgage-backed Securities, Issued by Private Enterprises [Member]    
Assets Sold under Agreements to Repurchase [Line Items]    
Assets Sold under Agreements to Repurchase, Repurchase Liability 2,187,369us-gaap_AssetsSoldUnderAgreementsToRepurchaseRepurchaseLiability
/ us-gaap_AssetsSoldUnderAgreementsToRepurchaseAxis
= us-gaap_MortgageBackedSecuritiesIssuedByPrivateEnterprisesMember 		2,324,395us-gaap_AssetsSoldUnderAgreementsToRepurchaseRepurchaseLiability
/ us-gaap_AssetsSoldUnderAgreementsToRepurchaseAxis
= us-gaap_MortgageBackedSecuritiesIssuedByPrivateEnterprisesMember
Assets Sold under Agreements to Repurchase, Interest Rate 1.81%us-gaap_AssetsSoldUnderAgreementsToRepurchaseInterestRate
/ us-gaap_AssetsSoldUnderAgreementsToRepurchaseAxis
= us-gaap_MortgageBackedSecuritiesIssuedByPrivateEnterprisesMember 		1.79%us-gaap_AssetsSoldUnderAgreementsToRepurchaseInterestRate
/ us-gaap_AssetsSoldUnderAgreementsToRepurchaseAxis
= us-gaap_MortgageBackedSecuritiesIssuedByPrivateEnterprisesMember
Inverse Interest-Only Securities [Member]    
Assets Sold under Agreements to Repurchase [Line Items]    
Assets Sold under Agreements to Repurchase, Repurchase Liability 133,611us-gaap_AssetsSoldUnderAgreementsToRepurchaseRepurchaseLiability
/ us-gaap_AssetsSoldUnderAgreementsToRepurchaseAxis
= two_InverseInterestOnlySecuritiesMember 		138,133us-gaap_AssetsSoldUnderAgreementsToRepurchaseRepurchaseLiability
/ us-gaap_AssetsSoldUnderAgreementsToRepurchaseAxis
= two_InverseInterestOnlySecuritiesMember
Assets Sold under Agreements to Repurchase, Interest Rate 1.01%us-gaap_AssetsSoldUnderAgreementsToRepurchaseInterestRate
/ us-gaap_AssetsSoldUnderAgreementsToRepurchaseAxis
= two_InverseInterestOnlySecuritiesMember 		0.99%us-gaap_AssetsSoldUnderAgreementsToRepurchaseInterestRate
/ us-gaap_AssetsSoldUnderAgreementsToRepurchaseAxis
= two_InverseInterestOnlySecuritiesMember
Loans Held-for-sale, Mortgages [Member]    
Assets Sold under Agreements to Repurchase [Line Items]    
Assets Sold under Agreements to Repurchase, Repurchase Liability $ 11,561us-gaap_AssetsSoldUnderAgreementsToRepurchaseRepurchaseLiability
/ us-gaap_AssetsSoldUnderAgreementsToRepurchaseAxis
= two_LoansHeldForSaleMortgagesMember 		$ 15,113us-gaap_AssetsSoldUnderAgreementsToRepurchaseRepurchaseLiability
/ us-gaap_AssetsSoldUnderAgreementsToRepurchaseAxis
= two_LoansHeldForSaleMortgagesMember
Assets Sold under Agreements to Repurchase, Interest Rate 2.58%us-gaap_AssetsSoldUnderAgreementsToRepurchaseInterestRate
/ us-gaap_AssetsSoldUnderAgreementsToRepurchaseAxis
= two_LoansHeldForSaleMortgagesMember 		3.03%us-gaap_AssetsSoldUnderAgreementsToRepurchaseInterestRate
/ us-gaap_AssetsSoldUnderAgreementsToRepurchaseAxis
= two_LoansHeldForSaleMortgagesMember