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

Derivative Instruments and Hedging Activities Schedule of Average Notional Amounts of Derivative Positions (Details) (USD $) In Thousands, unless otherwise specified	3 Months Ended	6 Months Ended
	Jun. 30, 2012	Jun. 30, 2012
Inverse Interest-Only Securities [Member]
Derivatives, Fair Value [Line Items]
Derivative Asset, Notional Amount	$ 1,727,601	$ 1,529,218
Derivative Liability, Notional Amount	0	0
Interest Rate Swap [Member]
Derivatives, Fair Value [Line Items]
Derivative Asset, Notional Amount	0	0
Derivative Liability, Notional Amount	8,154,231	7,300,525
Credit Default Swap [Member]
Derivatives, Fair Value [Line Items]
Derivative Asset, Notional Amount	570,354	556,121
Derivative Liability, Notional Amount	88,077	112,822
Interest Rate Swaption [Member]
Derivatives, Fair Value [Line Items]
Derivative Asset, Notional Amount	3,790,110	3,307,792
Derivative Liability, Notional Amount	0	0
Other Contract [Member]
Derivatives, Fair Value [Line Items]
Derivative Asset, Notional Amount	324,176	267,265
Derivative Liability, Notional Amount	945,055	854,420
Forward Purchase Commitment [Member]
Derivatives, Fair Value [Line Items]
Derivative Asset, Notional Amount	1,480	601
Derivative Liability, Notional Amount	0	0
Forward Sale Commitment [Member]
Derivatives, Fair Value [Line Items]
Derivative Asset, Notional Amount	4,446	4,816
Derivative Liability, Notional Amount		$ 0