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, 2023	Jun. 30, 2022	Jun. 30, 2023	Jun. 30, 2022
Derivative Instruments, Gain (Loss) [Line Items]
Amount of Gain (Loss) Recognized in Income	$ 103,694	$ (68,539)	$ (134,231)	$ (208,342)
TBAs [Member] \| Gain (loss) on other derivative instruments
Derivative Instruments, Gain (Loss) [Line Items]
Amount of Gain (Loss) Recognized in Income	(77,083)	(109,442)	(94,247)	(308,278)
Futures [Member] \| Gain (loss) on other derivative instruments
Derivative Instruments, Gain (Loss) [Line Items]
Amount of Gain (Loss) Recognized in Income	126,923	11,312	(13,164)	117,407
Options on Futures [Member] \| Gain (loss) on other derivative instruments
Derivative Instruments, Gain (Loss) [Line Items]
Amount of Gain (Loss) Recognized in Income	0	(158)	0	(2,224)
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	123,602	235,234	51,842	672,394
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	(67,291)	(204,550)	(77,659)	(681,689)
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	222	2,050	196	3,988
Inverse Interest-Only Securities [Member] \| Gain (loss) on other derivative instruments
Derivative Instruments, Gain (Loss) [Line Items]
Amount of Gain (Loss) Recognized in Income	$ (2,679)	$ (2,985)	$ (1,199)	$ (9,940)