TWO Quarterly report pursuant to Section 13 or 15(d)

Derivative Instruments and Hedging Activities Put and Call Options for TBAs (Details) - USD ($)	Jun. 30, 2017	Mar. 31, 2017	Dec. 31, 2016	Jun. 30, 2016	Mar. 31, 2016	Dec. 31, 2015
Derivative [Line Items]
Notional	$ 16,988,116,000	$ 15,935,535,000	$ 18,802,500,000	$ 26,141,370,000	$ 26,390,596,000	$ 21,998,381,000
Derivative Financial Instruments, Liabilities [Member]
Derivative [Line Items]
Notional	1,855,000,000		3,543,593,000
Fair Value	(2,580,000)		(12,501,000)
Derivative Financial Instruments, Assets [Member]
Derivative [Line Items]
Notional	19,023,116,000		21,708,907,000
Fair Value	240,502,000		324,182,000
Options Held [Member] \| Derivative Financial Instruments, Liabilities [Member]
Derivative [Line Items]
Notional	105,000,000		0
Fair Value	(892,000)		0
Options Held [Member] \| Derivative Financial Instruments, Assets [Member]
Derivative [Line Items]
Notional	1,390,000,000		1,136,000,000
Fair Value	522,000		42,633,000
Options Held [Member] \| Long [Member]
Derivative [Line Items]
Notional	2,900,000,000		2,500,000,000
Options Held [Member] \| Short [Member]
Derivative [Line Items]
Notional	$ 1,615,000,000		$ 3,636,000,000