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

Schedule of Derivative Instruments in Statement of Financial Position, Fair Value (Details)

Schedule of Derivative Instruments in Statement of Financial Position, Fair Value (Details) - USD ($)	Mar. 31, 2018	Dec. 31, 2017	Mar. 31, 2017	Dec. 31, 2016
Notional Disclosures [Abstract]
Notional	$ 18,429,288,000	$ 31,226,878,000	$ 15,935,535,000	$ 18,802,500,000
Inverse Interest-Only Securities [Member]
Derivative, Fair Value, Net [Abstract]
Fair Value	82,388,000	91,827,000
Notional Disclosures [Abstract]
Notional	558,942,274	588,245,610
Total Return Swap [Member]
Derivative, Fair Value, Net [Abstract]
Fair Value	(176,000)	(106,000)
Notional Disclosures [Abstract]
Notional	61,521,000	63,507,000
Derivative Financial Instruments, Assets [Member]
Derivative, Fair Value, Net [Abstract]
Fair Value	274,048,000	309,918,000
Notional Disclosures [Abstract]
Notional	25,956,767,000	25,503,371,000
Derivative Financial Instruments, Assets [Member] \| Inverse Interest-Only Securities [Member]
Notional Disclosures [Abstract]
Notional	558,942,274	588,245,610
Derivative Financial Instruments, Assets [Member] \| Interest Rate Swap [Member]
Derivative, Fair Value, Net [Abstract]
Fair Value	175,525,000	206,773,000
Notional Disclosures [Abstract]
Notional	18,932,825,000	21,516,125,000
Derivative Financial Instruments, Assets [Member] \| Interest Rate Swaption [Member]
Derivative, Fair Value, Net [Abstract]
Fair Value	7,146,000	10,405,000
Notional Disclosures [Abstract]
Notional	2,115,000,000	2,666,000,000
Derivative Financial Instruments, Assets [Member] \| Forward Contracts [Member]
Derivative, Fair Value, Net [Abstract]
Fair Value	8,117,000	913,000
Notional Disclosures [Abstract]
Notional	3,565,000,000	733,000,000
Derivative Financial Instruments, Assets [Member] \| Options Held [Member]
Derivative, Fair Value, Net [Abstract]
Fair Value	872,000	0
Notional Disclosures [Abstract]
Notional	785,000,000
Derivative Financial Instruments, Assets [Member] \| Total Return Swap [Member]
Derivative, Fair Value, Net [Abstract]
Fair Value	0	0
Notional Disclosures [Abstract]
Notional	0	0
Derivative Financial Instruments, Liabilities [Member]
Derivative, Fair Value, Net [Abstract]
Fair Value	(46,074,000)	(31,903,000)
Notional Disclosures [Abstract]
Notional	12,752,521,000	8,335,507,000
Derivative Financial Instruments, Liabilities [Member] \| Inverse Interest-Only Securities [Member]
Derivative, Fair Value, Net [Abstract]
Fair Value	0	0
Notional Disclosures [Abstract]
Notional	0	0
Derivative Financial Instruments, Liabilities [Member] \| Interest Rate Swap [Member]
Derivative, Fair Value, Net [Abstract]
Fair Value	0	(29,867,000)
Notional Disclosures [Abstract]
Notional	4,666,000,000	6,966,000,000
Derivative Financial Instruments, Liabilities [Member] \| Interest Rate Swaption [Member]
Derivative, Fair Value, Net [Abstract]
Fair Value	(18,977,000)	0
Notional Disclosures [Abstract]
Notional	4,060,000,000	0
Derivative Financial Instruments, Liabilities [Member] \| Forward Contracts [Member]
Derivative, Fair Value, Net [Abstract]
Fair Value	(19,964,000)	(1,930,000)
Notional Disclosures [Abstract]
Notional	3,120,000,000	1,306,000,000
Derivative Financial Instruments, Liabilities [Member] \| Options Held [Member]
Derivative, Fair Value, Net [Abstract]
Fair Value	(6,957,000)	0
Notional Disclosures [Abstract]
Notional	845,000,000
Derivative Financial Instruments, Liabilities [Member] \| Total Return Swap [Member]
Derivative, Fair Value, Net [Abstract]
Fair Value	(176,000)	(106,000)
Notional Disclosures [Abstract]
Notional	$ 61,521,204	$ 63,507,327