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

Schedule of Underlying Assets of Repurchase Agreements when Amount of Repurchase Agreements Exceeds 10 Percent of Assets (Details) - USD ($) $ in Thousands	Mar. 31, 2021	Dec. 31, 2020
Assets Sold under Agreements to Repurchase [Line Items]
Assets pledged or restricted as collateral for repurchase agreements	$ 12,162,195	$ 15,787,325
Available-for-sale securities
Assets Sold under Agreements to Repurchase [Line Items]
Assets pledged or restricted as collateral for repurchase agreements	11,459,931	14,633,217
Restricted cash
Assets Sold under Agreements to Repurchase [Line Items]
Assets pledged or restricted as collateral for repurchase agreements	642,872	1,071,239
Due from counterparties
Assets Sold under Agreements to Repurchase [Line Items]
Assets pledged or restricted as collateral for repurchase agreements	5,616	21,312
Derivative assets
Assets Sold under Agreements to Repurchase [Line Items]
Assets pledged or restricted as collateral for repurchase agreements	$ 53,776	$ 61,557