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

Derivative Instruments and Hedging Activities Schedule of Interest Rate Swaptions (Details)

Derivative Instruments and Hedging Activities Schedule of Interest Rate Swaptions (Details) (USD $) In Thousands, unless otherwise specified	3 Months Ended	12 Months Ended
	Mar. 31, 2014	Dec. 31, 2013
Long [Member] \| Interest Rate Swaption [Member]
Derivative [Line Items]
Derivative, Cost	$ 232,594
Derivative Asset, Fair Value, Net	221,247
Derivative, Weighted Average Remaining Maturity	36.188
Derivative, Weighted Average Remaining Maturity	36.188
Long [Member] \| Underlying Swap [Member]
Derivative [Line Items]
Derivative, Weighted Average Remaining Maturity	9.118
Derivative, Notional Amount	6,800,000
Derivative, Average Fixed Interest Rate	4.19%
Derivative, Description of Variable Rate Basis	3M Libor
Derivative, Weighted Average Remaining Maturity	9.118
Long [Member] \| Six Months or Longer Remaining Maturity [Member] \| Interest Rate Swaption [Member]
Derivative [Line Items]
Derivative, Cost	223,504
Derivative Asset, Fair Value, Net	219,922
Derivative, Weighted Average Remaining Maturity	36.490
Derivative, Weighted Average Remaining Maturity	36.490
Long [Member] \| Six Months or Longer Remaining Maturity [Member] \| Underlying Swap [Member]
Derivative [Line Items]
Derivative, Weighted Average Remaining Maturity	9
Derivative, Notional Amount	6,000,000
Derivative, Average Fixed Interest Rate	4.274%
Derivative, Description of Variable Rate Basis	3M Libor
Derivative, Weighted Average Remaining Maturity	9
Short [Member] \| Interest Rate Swaption [Member]
Derivative [Line Items]
Derivative, Cost	6,938
Derivative Asset, Fair Value, Net	4,461
Derivative, Weighted Average Remaining Maturity	4.505
Derivative, Weighted Average Remaining Maturity	4.505
Short [Member] \| Underlying Swap [Member]
Derivative [Line Items]
Derivative, Weighted Average Remaining Maturity	5
Derivative, Notional Amount	4,000,000
Derivative, Average Fixed Interest Rate	1.378%
Derivative, Description of Variable Rate Basis	3M Libor
Derivative, Weighted Average Remaining Maturity	5
Short [Member] \| Less Than Six Months Remaining Maturity [Member] \| Interest Rate Swaption [Member]
Derivative [Line Items]
Derivative, Cost	6,038
Derivative Asset, Fair Value, Net	3,939
Derivative, Weighted Average Remaining Maturity	3.233
Derivative, Weighted Average Remaining Maturity	3.233
Short [Member] \| Less Than Six Months Remaining Maturity [Member] \| Underlying Swap [Member]
Derivative [Line Items]
Derivative, Weighted Average Remaining Maturity	5
Derivative, Notional Amount	2,000,000
Derivative, Average Fixed Interest Rate	1.675%
Derivative, Description of Variable Rate Basis	3M Libor
Derivative, Weighted Average Remaining Maturity	5
Short [Member] \| Six Months or Longer Remaining Maturity [Member] \| Interest Rate Swaption [Member]
Derivative [Line Items]
Derivative, Cost	900
Derivative Asset, Fair Value, Net	522
Derivative, Weighted Average Remaining Maturity	9.3
Derivative, Weighted Average Remaining Maturity	9.3
Short [Member] \| Six Months or Longer Remaining Maturity [Member] \| Underlying Swap [Member]
Derivative [Line Items]
Derivative, Weighted Average Remaining Maturity	5
Derivative, Notional Amount	2,000,000
Derivative, Average Fixed Interest Rate	1.08%
Derivative, Description of Variable Rate Basis	3M Libor
Derivative, Weighted Average Remaining Maturity	5
Variable Income Interest Rate [Member] \| Long [Member] \| Interest Rate Swaption [Member]
Derivative [Line Items]
Derivative, Cost		233,935
Derivative Asset, Fair Value, Net		363,566
Derivative, Weighted Average Remaining Maturity		38.162
Derivative, Weighted Average Remaining Maturity		38.162
Variable Income Interest Rate [Member] \| Long [Member] \| Underlying Swap [Member]
Derivative [Line Items]
Derivative, Weighted Average Remaining Maturity		9.101
Derivative, Notional Amount		6,675,000
Derivative, Average Fixed Interest Rate		4.178%
Derivative, Description of Variable Rate Basis		3M Libor
Derivative, Weighted Average Remaining Maturity		9.101
Variable Income Interest Rate [Member] \| Long [Member] \| Less Than Six Months Remaining Maturity [Member] \| Interest Rate Swaption [Member]
Derivative [Line Items]
Derivative, Cost		10,431
Derivative Asset, Fair Value, Net		10,458
Derivative, Weighted Average Remaining Maturity		2.776
Derivative, Weighted Average Remaining Maturity		2.776
Variable Income Interest Rate [Member] \| Long [Member] \| Less Than Six Months Remaining Maturity [Member] \| Underlying Swap [Member]
Derivative [Line Items]
Derivative, Weighted Average Remaining Maturity		10
Derivative, Notional Amount		675,000
Derivative, Average Fixed Interest Rate		3.326%
Derivative, Description of Variable Rate Basis		3M Libor
Derivative, Weighted Average Remaining Maturity		10
Variable Income Interest Rate [Member] \| Long [Member] \| Six Months or Longer Remaining Maturity [Member] \| Interest Rate Swaption [Member]
Derivative [Line Items]
Derivative, Cost		223,504
Derivative Asset, Fair Value, Net		353,108
Derivative, Weighted Average Remaining Maturity		39.144
Derivative, Weighted Average Remaining Maturity		39.144
Variable Income Interest Rate [Member] \| Long [Member] \| Six Months or Longer Remaining Maturity [Member] \| Underlying Swap [Member]
Derivative [Line Items]
Derivative, Weighted Average Remaining Maturity		9
Derivative, Notional Amount		6,000,000
Derivative, Average Fixed Interest Rate		4.274%
Derivative, Description of Variable Rate Basis		3M Libor
Derivative, Weighted Average Remaining Maturity		9
Variable Income Interest Rate [Member] \| Short [Member] \| Interest Rate Swaption [Member]
Derivative [Line Items]
Derivative, Cost	(81,248)	(84,703)
Derivative Asset, Fair Value, Net	(58,645)	(94,040)
Derivative, Weighted Average Remaining Maturity	39.022	33.679
Derivative, Weighted Average Remaining Maturity	39.022	33.679
Variable Income Interest Rate [Member] \| Short [Member] \| Underlying Swap [Member]
Derivative [Line Items]
Derivative, Weighted Average Remaining Maturity	10	8.053
Derivative, Notional Amount	(800,000)	(1,310,000)
Derivative, Average Fixed Interest Rate	3.438%	2.722%
Derivative, Description of Variable Rate Basis	3M Libor	3M Libor
Derivative, Weighted Average Remaining Maturity	10	8.053
Variable Income Interest Rate [Member] \| Short [Member] \| Less Than Six Months Remaining Maturity [Member] \| Interest Rate Swaption [Member]
Derivative [Line Items]
Derivative, Cost		(3,455)
Derivative Asset, Fair Value, Net		(7,679)
Derivative, Weighted Average Remaining Maturity		1.933
Derivative, Weighted Average Remaining Maturity		1.933
Variable Income Interest Rate [Member] \| Short [Member] \| Less Than Six Months Remaining Maturity [Member] \| Underlying Swap [Member]
Derivative [Line Items]
Derivative, Weighted Average Remaining Maturity		5
Derivative, Notional Amount		(510,000)
Derivative, Average Fixed Interest Rate		1.60%
Derivative, Description of Variable Rate Basis		3M Libor
Derivative, Weighted Average Remaining Maturity		5
Variable Income Interest Rate [Member] \| Short [Member] \| Six Months or Longer Remaining Maturity [Member] \| Interest Rate Swaption [Member]
Derivative [Line Items]
Derivative, Cost	(81,248)	(81,248)
Derivative Asset, Fair Value, Net	(58,645)	(86,361)
Derivative, Weighted Average Remaining Maturity	39.022	42.023
Derivative, Weighted Average Remaining Maturity	39.022	42.023
Variable Income Interest Rate [Member] \| Short [Member] \| Six Months or Longer Remaining Maturity [Member] \| Underlying Swap [Member]
Derivative [Line Items]
Derivative, Weighted Average Remaining Maturity	10	10
Derivative, Notional Amount	(800,000)	(800,000)
Derivative, Average Fixed Interest Rate	3.438%	3.438%
Derivative, Description of Variable Rate Basis	3M Libor	3M Libor
Derivative, Weighted Average Remaining Maturity	10	10
Fixed Income Interest Rate [Member] \| Long [Member] \| Interest Rate Swaption [Member]
Derivative [Line Items]
Derivative, Cost		3,991
Derivative Asset, Fair Value, Net		681
Derivative, Weighted Average Remaining Maturity		1.933
Derivative, Weighted Average Remaining Maturity		1.933
Fixed Income Interest Rate [Member] \| Long [Member] \| Underlying Swap [Member]
Derivative [Line Items]
Derivative, Weighted Average Remaining Maturity		10
Derivative, Notional Amount		275,000
Derivative, Average Fixed Interest Rate		2.89%
Derivative, Description of Variable Rate Basis		3M Libor
Derivative, Weighted Average Remaining Maturity		10
Fixed Income Interest Rate [Member] \| Long [Member] \| Less Than Six Months Remaining Maturity [Member] \| Interest Rate Swaption [Member]
Derivative [Line Items]
Derivative, Cost		3,991
Derivative Asset, Fair Value, Net		681
Derivative, Weighted Average Remaining Maturity		1.933
Derivative, Weighted Average Remaining Maturity		1.933
Fixed Income Interest Rate [Member] \| Long [Member] \| Less Than Six Months Remaining Maturity [Member] \| Underlying Swap [Member]
Derivative [Line Items]
Derivative, Weighted Average Remaining Maturity		10
Derivative, Notional Amount		275,000
Derivative, Average Fixed Interest Rate		2.89%
Derivative, Description of Variable Rate Basis		3M Libor
Derivative, Weighted Average Remaining Maturity		10
Fixed Income Interest Rate [Member] \| Short [Member] \| Interest Rate Swaption [Member]
Derivative [Line Items]
Derivative, Cost	(2,625)	(3,455)
Derivative Asset, Fair Value, Net	(2,767)	(462)
Derivative, Weighted Average Remaining Maturity	2.3	1.933
Derivative, Weighted Average Remaining Maturity	2.3	1.933
Fixed Income Interest Rate [Member] \| Short [Member] \| Underlying Swap [Member]
Derivative [Line Items]
Derivative, Weighted Average Remaining Maturity	10	5
Derivative, Notional Amount	(500,000)	(510,000)
Derivative, Average Fixed Interest Rate	3.20%	1.60%
Derivative, Description of Variable Rate Basis	3M Libor	3M Libor
Derivative, Weighted Average Remaining Maturity	10	5
Fixed Income Interest Rate [Member] \| Short [Member] \| Less Than Six Months Remaining Maturity [Member] \| Interest Rate Swaption [Member]
Derivative [Line Items]
Derivative, Cost	(2,625)	(3,455)
Derivative Asset, Fair Value, Net	(2,767)	(462)
Derivative, Weighted Average Remaining Maturity	2.3	1.933
Derivative, Weighted Average Remaining Maturity	2.3	1.933
Fixed Income Interest Rate [Member] \| Short [Member] \| Less Than Six Months Remaining Maturity [Member] \| Underlying Swap [Member]
Derivative [Line Items]
Derivative, Weighted Average Remaining Maturity	10	5
Derivative, Notional Amount	(500,000)	(510,000)
Derivative, Average Fixed Interest Rate	3.20%	1.60%
Derivative, Description of Variable Rate Basis	3M Libor	3M Libor
Derivative, Weighted Average Remaining Maturity	10	5
Options Held [Member] \| Long [Member] \| Less Than Six Months Remaining Maturity [Member]
Derivative [Line Items]
Derivative, Cost	9,090
Derivative Asset, Fair Value, Net	1,325
Derivative, Weighted Average Remaining Maturity	2.293
Derivative, Weighted Average Remaining Maturity	2.293
Underlying Swap [Member] \| Long [Member] \| Less Than Six Months Remaining Maturity [Member]
Derivative [Line Items]
Derivative, Weighted Average Remaining Maturity	10
Derivative, Notional Amount	$ 800,000
Derivative, Average Fixed Interest Rate	3.563%
Derivative, Description of Variable Rate Basis	3M Libor
Derivative, Weighted Average Remaining Maturity	10

- Definition

Fair value of financial asset or other contract with one or more underlyings, notional amount or payment provision or both, and the contract can be net settled by means outside the contract or delivery of an asset, elected not to be offset against an obligation to return collateral under a master netting arrangement.

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