TWO Annual report pursuant to Section 13 and 15(d)

Derivative Instruments and Hedging Activities Put and Call Options for TBAs (Details) - USD ($) $ in Thousands	Dec. 31, 2016	Dec. 31, 2015	Dec. 31, 2014
Derivative [Line Items]
Derivative, Notional Amount	$ 18,802,500	$ 21,998,381	$ 48,115,523
Options Held [Member]
Derivative [Line Items]
Derivative, Notional Amount	1,136,000	0	$ 2,000,000
Derivative Financial Instruments, Liabilities [Member]
Derivative [Line Items]
Derivative, Notional Amount	3,543,593	1,362,384
Derivative, Fair Value, Net	(12,501)	(7,285)
Derivative Financial Instruments, Liabilities [Member] \| Options Held [Member]
Derivative [Line Items]
Derivative, Notional Amount	0
Derivative, Fair Value, Net	0
Derivative Financial Instruments, Assets [Member]
Derivative [Line Items]
Derivative, Notional Amount	21,708,907	21,735,997
Derivative, Fair Value, Net	324,182	271,509
Derivative Financial Instruments, Assets [Member] \| Options Held [Member]
Derivative [Line Items]
Derivative, Notional Amount	1,136,000
Derivative, Fair Value, Net	42,633	0
Long [Member] \| Options Held [Member]
Derivative [Line Items]
Derivative, Notional Amount	2,500,000	0
Short [Member] \| Options Held [Member]
Derivative [Line Items]
Derivative, Notional Amount	$ 3,636,000	$ 0