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

Schedule of Average Notional Amounts of Derivative Positions (Details)

Schedule of Average Notional Amounts of Derivative Positions (Details) (USD $) In Thousands, unless otherwise specified	3 Months Ended
	Mar. 31, 2014	Mar. 31, 2013
Inverse Interest-Only Securities [Member]
Derivatives, Fair Value [Line Items]
Derivative Asset, Average Notional Amount	$ 1,470,667
Derivative Liability, Average Notional Amount	0
Interest Rate Swap [Member]
Derivatives, Fair Value [Line Items]
Derivative Asset, Average Notional Amount	19,156,878	14,854,500
Derivative Liability, Average Notional Amount	0
Credit Default Swap [Member]
Derivatives, Fair Value [Line Items]
Derivative Asset, Average Notional Amount	0
Derivative Liability, Average Notional Amount	179,418
Interest Rate Swaption [Member]
Derivatives, Fair Value [Line Items]
Derivative Asset, Average Notional Amount	8,979,111
Derivative Liability, Average Notional Amount	0
Forward Contracts [Member]
Derivatives, Fair Value [Line Items]
Derivative Asset, Average Notional Amount	1,289,500
Derivative Liability, Average Notional Amount	1,815,944
Options Held [Member]
Derivatives, Fair Value [Line Items]
Derivative Asset, Average Notional Amount	255,556
Derivative Liability, Average Notional Amount	0
Swap [Member]
Derivatives, Fair Value [Line Items]
Derivative Asset, Average Notional Amount	10,000,000
Derivative Liability, Average Notional Amount	0
Total Return Swap [Member]
Derivatives, Fair Value [Line Items]
Derivative Asset, Average Notional Amount	0
Derivative Liability, Average Notional Amount	153,910
Forward Purchase Commitment [Member]
Derivatives, Fair Value [Line Items]
Derivative Asset, Average Notional Amount	0
Derivative Liability, Average Notional Amount	$ 38,913