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		9 Months Ended
	Sep. 30, 2022	Sep. 30, 2021	Sep. 30, 2022	Sep. 30, 2021
Derivative Instruments, Gain (Loss) [Line Items]
Amount of Gain (Loss) Recognized in Income	$ 193,850	$ (18,966)	$ (14,492)	$ (234,616)
TBAs [Member] \| Gain (loss) on other derivative instruments
Derivative Instruments, Gain (Loss) [Line Items]
Amount of Gain (Loss) Recognized in Income	(227,668)	(17,125)	(535,946)	(173,254)
Futures [Member] \| Gain (loss) on other derivative instruments
Derivative Instruments, Gain (Loss) [Line Items]
Amount of Gain (Loss) Recognized in Income	392,044	3,026	509,451	(63,851)
Options on U.S. Treasury Futures [Member] \| Gain (loss) on other derivative instruments
Derivative Instruments, Gain (Loss) [Line Items]
Amount of Gain (Loss) Recognized in Income	0	0	(2,224)	0
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	100,435	7,019	772,829	64,313
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	(75,055)	(15,316)	(756,744)	(67,460)
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	9,426	4,350	13,414	8,249
Inverse Interest-Only Securities [Member] \| Gain (loss) on other derivative instruments
Derivative Instruments, Gain (Loss) [Line Items]
Amount of Gain (Loss) Recognized in Income	$ (5,332)	$ (920)	$ (15,272)	$ (2,613)