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

Quarterly report pursuant to Section 13 or 15(d)

Schedule of Derivative Instruments, Gain (Loss) in Statement of Financial Performance (Details)

Schedule of Derivative Instruments, Gain (Loss) in Statement of Financial Performance (Details) - USD ($) $ in Thousands	3 Months Ended		6 Months Ended
	Jun. 30, 2021	Jun. 30, 2020	Jun. 30, 2021	Jun. 30, 2020
Derivative Instruments, Gain (Loss) [Line Items]
Amount of Gain (Loss) Recognized in Income	$ 75,960	$ 29,684	$ (215,650)	$ (354,380)
TBAs [Member] \| Gain (loss) on other derivative instruments
Derivative Instruments, Gain (Loss) [Line Items]
Amount of Gain (Loss) Recognized in Income	31,817	75,680	(156,129)	(90,378)
U.S. Treasury and Eurodollar Futures [Member] \| Gain (loss) on other derivative instruments
Derivative Instruments, Gain (Loss) [Line Items]
Amount of Gain (Loss) Recognized in Income	18,264	(3,464)	(66,877)	22,508
Interest Rate Swap [Member] \| Long [Member] \| Gain (loss) on interest rate swap and swaption agreements
Derivative Instruments, Gain (Loss) [Line Items]
Amount of Gain (Loss) Recognized in Income	(23,019)	(122,053)	57,294	(1,159,388)
Interest Rate Swap [Member] \| Short [Member] \| Gain (loss) on interest rate swap and swaption agreements
Derivative Instruments, Gain (Loss) [Line Items]
Amount of Gain (Loss) Recognized in Income	54,229	12,418	(52,144)	912,371
Interest Rate Swaption [Member] \| Gain (loss) on interest rate swap and swaption agreements
Derivative Instruments, Gain (Loss) [Line Items]
Amount of Gain (Loss) Recognized in Income	(6,562)	62,713	3,899	(50,501)
Markit IOS Total Return Swap [Member] \| Gain (loss) on other derivative instruments
Derivative Instruments, Gain (Loss) [Line Items]
Amount of Gain (Loss) Recognized in Income	0	0	0	(2,430)
Inverse Interest-Only Securities [Member] \| Gain (loss) on other derivative instruments
Derivative Instruments, Gain (Loss) [Line Items]
Amount of Gain (Loss) Recognized in Income	$ 1,231	$ 4,390	$ (1,693)	$ 13,438