TWO Annual report pursuant to Section 13 and 15(d)

Annual report pursuant to Section 13 and 15(d)

Derivative Instruments and Hedging Activities Schedule of TBA Contracts (Details)

Derivative Instruments and Hedging Activities Schedule of TBA Contracts (Details) (USD $) In Thousands, unless otherwise specified	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
Derivative Financial Instruments, Assets [Member]
Derivative [Line Items]
Derivative, Notional Amount	(36,315,523)	(30,383,908)
Derivative, Fair Value, Net	380,791	549,859
Derivative Financial Instruments, Liabilities [Member]
Derivative [Line Items]
Derivative, Notional Amount	(16,200,000)	(10,876,702)
Derivative, Fair Value, Net	(90,233)	(22,081)
Forward Contracts [Member]
Derivative [Line Items]
Derivative, Notional Amount	(1,325,000)	(603,000)	(953,000)
Derivative, Cost	(1,431,945)	790,392
Derivative, Market Value	(1,439,282)	823,693
Forward Contracts [Member] \| Long [Member]
Derivative [Line Items]
Derivative, Notional Amount	(875,000)	(2,550,000)
Derivative, Cost	862,868	2,749,648
Derivative, Market Value	873,218	2,767,295
Forward Contracts [Member] \| Short [Member]
Derivative [Line Items]
Derivative, Notional Amount	(2,200,000)	(1,947,000)
Derivative, Cost	2,294,813	1,959,256
Derivative, Market Value	2,312,500	1,943,602
Forward Contracts [Member] \| Derivative Financial Instruments, Assets [Member]
Derivative [Line Items]
Derivative, Notional Amount	(875,000)	(4,097,000)
Derivative, Fair Value, Net	10,350	33,425
Forward Contracts [Member] \| Derivative Financial Instruments, Assets [Member] \| Long [Member]
Derivative [Line Items]
Derivative, Fair Value, Net	10,350	17,771
Forward Contracts [Member] \| Derivative Financial Instruments, Assets [Member] \| Short [Member]
Derivative [Line Items]
Derivative, Fair Value, Net	0	15,654
Forward Contracts [Member] \| Derivative Financial Instruments, Liabilities [Member]
Derivative [Line Items]
Derivative, Notional Amount	(2,200,000)	(400,000)
Derivative, Fair Value, Net	(17,687)	(125)
Forward Contracts [Member] \| Derivative Financial Instruments, Liabilities [Member] \| Long [Member]
Derivative [Line Items]
Derivative, Fair Value, Net	0	(125)
Forward Contracts [Member] \| Derivative Financial Instruments, Liabilities [Member] \| Short [Member]
Derivative [Line Items]
Derivative, Fair Value, Net	(17,687)	0
Agency To-be-Announced Securities, Non-Risk Management [Member] \| Long [Member]
Derivative [Line Items]
Derivative, Notional Amount		(2,150,000)
Interest Rate Risk Associated with the Investment Portfolio [Member] \| Forward Contracts [Member] \| Long [Member]
Derivative [Line Items]
Derivative, Notional Amount	(875,000)	(400,000)
Interest Rate Risk Associated with the Investment Portfolio [Member] \| Forward Contracts [Member] \| Short [Member]
Derivative [Line Items]
Derivative, Notional Amount	$ (2,200,000)	$ (1,947,000)