Annual report pursuant to Section 13 and 15(d)

Derivative Instruments and Hedging Activities Schedule of Credit Default Swaps, Receive Protection (Details)

v2.4.1.9
Derivative Instruments and Hedging Activities Schedule of Credit Default Swaps, Receive Protection (Details) (USD $)
In Thousands, unless otherwise specified
12 Months Ended
Dec. 31, 2014
Dec. 31, 2013
Dec. 31, 2012
Derivative [Line Items]      
Derivative, Notional Amount $ (48,115,523)invest_DerivativeNotionalAmount $ (37,366,610)invest_DerivativeNotionalAmount $ (22,377,656)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
   
Derivative, Notional Amount (125,000)invest_DerivativeNotionalAmount
/ us-gaap_DerivativeByNatureAxis
= us-gaap_CreditDefaultSwapBuyingProtectionMember
   
Derivative, Fair Value, Net (1,672)us-gaap_DerivativeFairValueOfDerivativeNet
/ us-gaap_DerivativeByNatureAxis
= us-gaap_CreditDefaultSwapBuyingProtectionMember
   
Derivative, Cost (4,322)two_DerivativeCost
/ us-gaap_DerivativeByNatureAxis
= us-gaap_CreditDefaultSwapBuyingProtectionMember
   
Derivative, Unrealized Gains (Losses) (5,994)two_DerivativeUnrealizedGainsLosses
/ us-gaap_DerivativeByNatureAxis
= us-gaap_CreditDefaultSwapBuyingProtectionMember
   
Credit Default Swap, Buying Protection [Member] | Maturity Date, 06/20/2016 [Member]      
Derivative [Line Items]      
Derivative, Maturity Date Jun. 20, 2016    
Derivative, Average Implied Credit Spread 105.50two_DerivativeAverageImpliedCreditSpread
/ two_DerivativeByMaturityDateAxis
= two_MaturityDate06202016Member
/ us-gaap_DerivativeByNatureAxis
= us-gaap_CreditDefaultSwapBuyingProtectionMember
   
Derivative, Notional Amount (100,000)invest_DerivativeNotionalAmount
/ two_DerivativeByMaturityDateAxis
= two_MaturityDate06202016Member
/ us-gaap_DerivativeByNatureAxis
= us-gaap_CreditDefaultSwapBuyingProtectionMember
   
Derivative, Fair Value, Net (1,350)us-gaap_DerivativeFairValueOfDerivativeNet
/ two_DerivativeByMaturityDateAxis
= two_MaturityDate06202016Member
/ us-gaap_DerivativeByNatureAxis
= us-gaap_CreditDefaultSwapBuyingProtectionMember
   
Derivative, Cost (260)two_DerivativeCost
/ two_DerivativeByMaturityDateAxis
= two_MaturityDate06202016Member
/ us-gaap_DerivativeByNatureAxis
= us-gaap_CreditDefaultSwapBuyingProtectionMember
   
Derivative, Unrealized Gains (Losses) (1,610)two_DerivativeUnrealizedGainsLosses
/ two_DerivativeByMaturityDateAxis
= two_MaturityDate06202016Member
/ us-gaap_DerivativeByNatureAxis
= us-gaap_CreditDefaultSwapBuyingProtectionMember
   
Credit Default Swap, Buying Protection [Member] | Maturity Date, 12/20/2016 [Member]      
Derivative [Line Items]      
Derivative, Maturity Date Dec. 20, 2016    
Derivative, Average Implied Credit Spread 496.00two_DerivativeAverageImpliedCreditSpread
/ two_DerivativeByMaturityDateAxis
= two_MaturityDate12202016Member
/ us-gaap_DerivativeByNatureAxis
= us-gaap_CreditDefaultSwapBuyingProtectionMember
   
Derivative, Notional Amount (25,000)invest_DerivativeNotionalAmount
/ two_DerivativeByMaturityDateAxis
= two_MaturityDate12202016Member
/ us-gaap_DerivativeByNatureAxis
= us-gaap_CreditDefaultSwapBuyingProtectionMember
   
Derivative, Fair Value, Net (322)us-gaap_DerivativeFairValueOfDerivativeNet
/ two_DerivativeByMaturityDateAxis
= two_MaturityDate12202016Member
/ us-gaap_DerivativeByNatureAxis
= us-gaap_CreditDefaultSwapBuyingProtectionMember
   
Derivative, Cost (4,062)two_DerivativeCost
/ two_DerivativeByMaturityDateAxis
= two_MaturityDate12202016Member
/ us-gaap_DerivativeByNatureAxis
= us-gaap_CreditDefaultSwapBuyingProtectionMember
   
Derivative, Unrealized Gains (Losses) (4,384)two_DerivativeUnrealizedGainsLosses
/ two_DerivativeByMaturityDateAxis
= two_MaturityDate12202016Member
/ us-gaap_DerivativeByNatureAxis
= us-gaap_CreditDefaultSwapBuyingProtectionMember
   
Credit Default Swap, Buying Protection [Member] | Credit Risk [Member]      
Derivative [Line Items]      
Derivative, Average Implied Credit Spread   329.13two_DerivativeAverageImpliedCreditSpread
/ us-gaap_DerivativeByNatureAxis
= us-gaap_CreditDefaultSwapBuyingProtectionMember
/ two_RiskTypeAxis
= us-gaap_CreditRiskMember
 
Derivative, Notional Amount   (427,073)invest_DerivativeNotionalAmount
/ us-gaap_DerivativeByNatureAxis
= us-gaap_CreditDefaultSwapBuyingProtectionMember
/ two_RiskTypeAxis
= us-gaap_CreditRiskMember
 
Derivative, Fair Value, Net   (18,049)us-gaap_DerivativeFairValueOfDerivativeNet
/ us-gaap_DerivativeByNatureAxis
= us-gaap_CreditDefaultSwapBuyingProtectionMember
/ two_RiskTypeAxis
= us-gaap_CreditRiskMember
 
Derivative, Cost   (6,510)two_DerivativeCost
/ us-gaap_DerivativeByNatureAxis
= us-gaap_CreditDefaultSwapBuyingProtectionMember
/ two_RiskTypeAxis
= us-gaap_CreditRiskMember
 
Derivative, Unrealized Gains (Losses)   (24,559)two_DerivativeUnrealizedGainsLosses
/ us-gaap_DerivativeByNatureAxis
= us-gaap_CreditDefaultSwapBuyingProtectionMember
/ two_RiskTypeAxis
= us-gaap_CreditRiskMember
 
Credit Default Swap, Buying Protection [Member] | Credit Risk [Member] | Maturity Date, 06/20/2016 [Member]      
Derivative [Line Items]      
Derivative, Maturity Date   Jun. 20, 2016  
Derivative, Average Implied Credit Spread   105.50two_DerivativeAverageImpliedCreditSpread
/ two_DerivativeByMaturityDateAxis
= two_MaturityDate06202016Member
/ us-gaap_DerivativeByNatureAxis
= us-gaap_CreditDefaultSwapBuyingProtectionMember
/ two_RiskTypeAxis
= us-gaap_CreditRiskMember
 
Derivative, Notional Amount   (100,000)invest_DerivativeNotionalAmount
/ two_DerivativeByMaturityDateAxis
= two_MaturityDate06202016Member
/ us-gaap_DerivativeByNatureAxis
= us-gaap_CreditDefaultSwapBuyingProtectionMember
/ two_RiskTypeAxis
= us-gaap_CreditRiskMember
 
Derivative, Fair Value, Net   (2,149)us-gaap_DerivativeFairValueOfDerivativeNet
/ two_DerivativeByMaturityDateAxis
= two_MaturityDate06202016Member
/ us-gaap_DerivativeByNatureAxis
= us-gaap_CreditDefaultSwapBuyingProtectionMember
/ two_RiskTypeAxis
= us-gaap_CreditRiskMember
 
Derivative, Cost   (260)two_DerivativeCost
/ two_DerivativeByMaturityDateAxis
= two_MaturityDate06202016Member
/ us-gaap_DerivativeByNatureAxis
= us-gaap_CreditDefaultSwapBuyingProtectionMember
/ two_RiskTypeAxis
= us-gaap_CreditRiskMember
 
Derivative, Unrealized Gains (Losses)   (2,409)two_DerivativeUnrealizedGainsLosses
/ two_DerivativeByMaturityDateAxis
= two_MaturityDate06202016Member
/ us-gaap_DerivativeByNatureAxis
= us-gaap_CreditDefaultSwapBuyingProtectionMember
/ two_RiskTypeAxis
= us-gaap_CreditRiskMember
 
Credit Default Swap, Buying Protection [Member] | Credit Risk [Member] | Maturity Date, 12/20/2016 [Member]      
Derivative [Line Items]      
Derivative, Maturity Date   Dec. 20, 2016  
Derivative, Average Implied Credit Spread   496.00two_DerivativeAverageImpliedCreditSpread
/ two_DerivativeByMaturityDateAxis
= two_MaturityDate12202016Member
/ us-gaap_DerivativeByNatureAxis
= us-gaap_CreditDefaultSwapBuyingProtectionMember
/ two_RiskTypeAxis
= us-gaap_CreditRiskMember
 
Derivative, Notional Amount   (25,000)invest_DerivativeNotionalAmount
/ two_DerivativeByMaturityDateAxis
= two_MaturityDate12202016Member
/ us-gaap_DerivativeByNatureAxis
= us-gaap_CreditDefaultSwapBuyingProtectionMember
/ two_RiskTypeAxis
= us-gaap_CreditRiskMember
 
Derivative, Fair Value, Net   (401)us-gaap_DerivativeFairValueOfDerivativeNet
/ two_DerivativeByMaturityDateAxis
= two_MaturityDate12202016Member
/ us-gaap_DerivativeByNatureAxis
= us-gaap_CreditDefaultSwapBuyingProtectionMember
/ two_RiskTypeAxis
= us-gaap_CreditRiskMember
 
Derivative, Cost   (4,062)two_DerivativeCost
/ two_DerivativeByMaturityDateAxis
= two_MaturityDate12202016Member
/ us-gaap_DerivativeByNatureAxis
= us-gaap_CreditDefaultSwapBuyingProtectionMember
/ two_RiskTypeAxis
= us-gaap_CreditRiskMember
 
Derivative, Unrealized Gains (Losses)   (4,463)two_DerivativeUnrealizedGainsLosses
/ two_DerivativeByMaturityDateAxis
= two_MaturityDate12202016Member
/ us-gaap_DerivativeByNatureAxis
= us-gaap_CreditDefaultSwapBuyingProtectionMember
/ two_RiskTypeAxis
= us-gaap_CreditRiskMember
 
Credit Default Swap, Buying Protection [Member] | Credit Risk [Member] | Maturity Date, 12/20/2018 [Member]      
Derivative [Line Items]      
Derivative, Maturity Date   Dec. 20, 2018  
Derivative, Average Implied Credit Spread   393.31two_DerivativeAverageImpliedCreditSpread
/ two_DerivativeByMaturityDateAxis
= two_MaturityDate12202018Member
/ us-gaap_DerivativeByNatureAxis
= us-gaap_CreditDefaultSwapBuyingProtectionMember
/ two_RiskTypeAxis
= us-gaap_CreditRiskMember
 
Derivative, Notional Amount   (270,000)invest_DerivativeNotionalAmount
/ two_DerivativeByMaturityDateAxis
= two_MaturityDate12202018Member
/ us-gaap_DerivativeByNatureAxis
= us-gaap_CreditDefaultSwapBuyingProtectionMember
/ two_RiskTypeAxis
= us-gaap_CreditRiskMember
 
Derivative, Fair Value, Net   (23,568)us-gaap_DerivativeFairValueOfDerivativeNet
/ two_DerivativeByMaturityDateAxis
= two_MaturityDate12202018Member
/ us-gaap_DerivativeByNatureAxis
= us-gaap_CreditDefaultSwapBuyingProtectionMember
/ two_RiskTypeAxis
= us-gaap_CreditRiskMember
 
Derivative, Cost   12,838two_DerivativeCost
/ two_DerivativeByMaturityDateAxis
= two_MaturityDate12202018Member
/ us-gaap_DerivativeByNatureAxis
= us-gaap_CreditDefaultSwapBuyingProtectionMember
/ two_RiskTypeAxis
= us-gaap_CreditRiskMember
 
Derivative, Unrealized Gains (Losses)   (10,730)two_DerivativeUnrealizedGainsLosses
/ two_DerivativeByMaturityDateAxis
= two_MaturityDate12202018Member
/ us-gaap_DerivativeByNatureAxis
= us-gaap_CreditDefaultSwapBuyingProtectionMember
/ two_RiskTypeAxis
= us-gaap_CreditRiskMember
 
Credit Default Swap, Buying Protection [Member] | Credit Risk [Member] | Maturity Date, 05/25/2046 [Member]      
Derivative [Line Items]      
Derivative, Maturity Date   May 25, 2046  
Derivative, Average Implied Credit Spread   356.00two_DerivativeAverageImpliedCreditSpread
/ two_DerivativeByMaturityDateAxis
= two_MaturityDate05252046Member
/ us-gaap_DerivativeByNatureAxis
= us-gaap_CreditDefaultSwapBuyingProtectionMember
/ two_RiskTypeAxis
= us-gaap_CreditRiskMember
 
Derivative, Notional Amount   (32,073)invest_DerivativeNotionalAmount
/ two_DerivativeByMaturityDateAxis
= two_MaturityDate05252046Member
/ us-gaap_DerivativeByNatureAxis
= us-gaap_CreditDefaultSwapBuyingProtectionMember
/ two_RiskTypeAxis
= us-gaap_CreditRiskMember
 
Derivative, Fair Value, Net   8,069us-gaap_DerivativeFairValueOfDerivativeNet
/ two_DerivativeByMaturityDateAxis
= two_MaturityDate05252046Member
/ us-gaap_DerivativeByNatureAxis
= us-gaap_CreditDefaultSwapBuyingProtectionMember
/ two_RiskTypeAxis
= us-gaap_CreditRiskMember
 
Derivative, Cost   (15,026)two_DerivativeCost
/ two_DerivativeByMaturityDateAxis
= two_MaturityDate05252046Member
/ us-gaap_DerivativeByNatureAxis
= us-gaap_CreditDefaultSwapBuyingProtectionMember
/ two_RiskTypeAxis
= us-gaap_CreditRiskMember
 
Derivative, Unrealized Gains (Losses)   $ (6,957)two_DerivativeUnrealizedGainsLosses
/ two_DerivativeByMaturityDateAxis
= two_MaturityDate05252046Member
/ us-gaap_DerivativeByNatureAxis
= us-gaap_CreditDefaultSwapBuyingProtectionMember
/ two_RiskTypeAxis
= us-gaap_CreditRiskMember