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 ($)	Sep. 30, 2019	Jun. 30, 2019	Dec. 31, 2018	Sep. 30, 2018	Jun. 30, 2018	Dec. 31, 2017
Notional Disclosures [Abstract]
Derivative, Notional Amount	$ 54,226,205,000	$ 55,549,424,000	$ 36,528,169,000	$ 41,330,283,000	$ 28,618,861,000	$ 31,226,878,000
Inverse Interest-Only Securities [Member]
Derivative, Fair Value, Net [Abstract]
Fair Value	76,429,000		70,813,000
Interest Rate Cap [Member]
Notional Disclosures [Abstract]
Derivative, Notional Amount			2,500,000,000			$ 0
Short US Treasuries [Member]
Derivative, Fair Value, Net [Abstract]
Fair Value			781,500,000
U.S. Treasury Futures [Member]
Notional Disclosures [Abstract]
Derivative, Notional Amount	300,000,000
Markit IOS Total Return Swap [Member]
Derivative, Fair Value, Net [Abstract]
Fair Value	13,000		383,000
Notional Disclosures [Abstract]
Derivative, Notional Amount	43,767,000		48,265,000
Derivative Financial Instruments, Assets [Member]
Derivative, Fair Value, Net [Abstract]
Fair Value	230,620,000		319,981,000
Notional Disclosures [Abstract]
Derivative, Notional Amount	10,494,943,000		36,258,904,000
Derivative Financial Instruments, Assets [Member] \| Inverse Interest-Only Securities [Member]
Notional Disclosures [Abstract]
Derivative, Notional Amount	415,943,000		476,299,000
Derivative Financial Instruments, Assets [Member] \| Interest Rate Swap [Member]
Derivative, Fair Value, Net [Abstract]
Fair Value	128,252,000		187,231,000
Notional Disclosures [Abstract]
Derivative, Notional Amount	2,725,000,000		26,798,605,000
Derivative Financial Instruments, Assets [Member] \| Interest Rate Cap [Member]
Derivative, Fair Value, Net [Abstract]
Fair Value			40,335,000
Notional Disclosures [Abstract]
Derivative, Notional Amount			2,500,000,000
Derivative Financial Instruments, Assets [Member] \| Interest Rate Swaption [Member]
Derivative, Fair Value, Net [Abstract]
Fair Value	9,283,000		0
Notional Disclosures [Abstract]
Derivative, Notional Amount	1,750,000,000		0
Derivative Financial Instruments, Assets [Member] \| TBAs [Member]
Derivative, Fair Value, Net [Abstract]
Fair Value	16,656,000		21,602,000
Notional Disclosures [Abstract]
Derivative, Notional Amount	5,604,000,000		6,484,000,000
Derivative Financial Instruments, Assets [Member] \| Put and Call Options for TBAs [Member]
Derivative, Fair Value, Net [Abstract]
Fair Value			0
Notional Disclosures [Abstract]
Derivative, Notional Amount			0
Derivative Financial Instruments, Assets [Member] \| Short US Treasuries [Member]
Derivative, Fair Value, Net [Abstract]
Fair Value			0
Notional Disclosures [Abstract]
Derivative, Notional Amount			0
Derivative Financial Instruments, Assets [Member] \| U.S. Treasury Futures [Member]
Derivative, Fair Value, Net [Abstract]
Fair Value	0
Notional Disclosures [Abstract]
Derivative, Notional Amount	0
Derivative Financial Instruments, Assets [Member] \| Markit IOS Total Return Swap [Member]
Derivative, Fair Value, Net [Abstract]
Fair Value	0		0
Notional Disclosures [Abstract]
Derivative, Notional Amount	0		0
Derivative Financial Instruments, Liabilities [Member]
Derivative, Fair Value, Net [Abstract]
Fair Value	(17,201,000)		(820,590,000)
Notional Disclosures [Abstract]
Derivative, Notional Amount	43,731,262,000		5,403,265,000
Derivative Financial Instruments, Liabilities [Member] \| Inverse Interest-Only Securities [Member]
Derivative, Fair Value, Net [Abstract]
Fair Value	0		0
Notional Disclosures [Abstract]
Derivative, Notional Amount	0		0
Derivative Financial Instruments, Liabilities [Member] \| Interest Rate Swap [Member]
Derivative, Fair Value, Net [Abstract]
Fair Value	0		0
Notional Disclosures [Abstract]
Derivative, Notional Amount	39,108,495,000		2,725,000,000
Derivative Financial Instruments, Liabilities [Member] \| Interest Rate Cap [Member]
Derivative, Fair Value, Net [Abstract]
Fair Value			0
Notional Disclosures [Abstract]
Derivative, Notional Amount			0
Derivative Financial Instruments, Liabilities [Member] \| Interest Rate Swaption [Member]
Derivative, Fair Value, Net [Abstract]
Fair Value	0		(13,456,000)
Notional Disclosures [Abstract]
Derivative, Notional Amount	0		63,000,000
Derivative Financial Instruments, Liabilities [Member] \| TBAs [Member]
Derivative, Fair Value, Net [Abstract]
Fair Value	(15,717,000)		0
Notional Disclosures [Abstract]
Derivative, Notional Amount	4,259,000,000		0
Derivative Financial Instruments, Liabilities [Member] \| Put and Call Options for TBAs [Member]
Derivative, Fair Value, Net [Abstract]
Fair Value			(25,296,000)
Notional Disclosures [Abstract]
Derivative, Notional Amount			1,767,000,000
Derivative Financial Instruments, Liabilities [Member] \| Short US Treasuries [Member]
Derivative, Fair Value, Net [Abstract]
Fair Value			(781,455,000)
Notional Disclosures [Abstract]
Derivative, Notional Amount			800,000,000
Derivative Financial Instruments, Liabilities [Member] \| U.S. Treasury Futures [Member]
Derivative, Fair Value, Net [Abstract]
Fair Value	(1,471,000)
Notional Disclosures [Abstract]
Derivative, Notional Amount	320,000,000
Derivative Financial Instruments, Liabilities [Member] \| Markit IOS Total Return Swap [Member]
Derivative, Fair Value, Net [Abstract]
Fair Value	(13,000)		(383,000)
Notional Disclosures [Abstract]
Derivative, Notional Amount	$ 43,767,000		$ 48,265,000