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 Credit Default Swaps, Receive Protection (Details)

Derivative Instruments and Hedging Activities Schedule of Credit Default Swaps, Receive Protection (Details) $ in Thousands	12 Months Ended
	Dec. 31, 2015 USD ($)	Dec. 31, 2014 USD ($)	Dec. 31, 2013 USD ($)
Derivative [Line Items]
Derivative, Notional Amount	$ (21,998,381)	$ (48,115,523)	$ (37,366,610)
Credit Default Swap, Buying Protection [Member]
Derivative [Line Items]
Derivative, Average Implied Credit Spread	183.60
Derivative, Notional Amount	$ (125,000)
Derivative, Fair Value, Net	(703)
Derivative, Cost	(4,322)
Derivative, Unrealized Gains (Losses)	$ (5,025)
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	105.50
Derivative, Notional Amount	$ (100,000)
Derivative, Fair Value, Net	(502)
Derivative, Cost	(260)
Derivative, Unrealized Gains (Losses)	$ (762)
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	496.00
Derivative, Notional Amount	$ (25,000)
Derivative, Fair Value, Net	(201)
Derivative, Cost	(4,062)
Derivative, Unrealized Gains (Losses)	$ (4,263)
Credit Default Swap, Buying Protection [Member] \| Credit Risk [Member]
Derivative [Line Items]
Derivative, Average Implied Credit Spread		183.60
Derivative, Notional Amount		$ (125,000)
Derivative, Fair Value, Net		(1,672)
Derivative, Cost		(4,322)
Derivative, Unrealized Gains (Losses)		$ (5,994)
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		105.50
Derivative, Notional Amount		$ (100,000)
Derivative, Fair Value, Net		(1,350)
Derivative, Cost		(260)
Derivative, Unrealized Gains (Losses)		$ (1,610)
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		496.00
Derivative, Notional Amount		$ (25,000)
Derivative, Fair Value, Net		(322)
Derivative, Cost		(4,062)
Derivative, Unrealized Gains (Losses)		$ (4,384)