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, 2023	Sep. 30, 2022	Sep. 30, 2023	Sep. 30, 2022
Derivative Instruments, Gain (Loss) [Line Items]
Amount of Gain (Loss) Recognized in Income	$ 198,121	$ 193,850	$ 63,890	$ (14,492)
TBAs [Member] \| Gain (loss) on other derivative instruments
Derivative Instruments, Gain (Loss) [Line Items]
Amount of Gain (Loss) Recognized in Income	(90,662)	(227,668)	(184,909)	(535,946)
Futures [Member] \| Gain (loss) on other derivative instruments
Derivative Instruments, Gain (Loss) [Line Items]
Amount of Gain (Loss) Recognized in Income	179,697	392,044	166,533	509,451
Options on Futures [Member] \| Gain (loss) on other derivative instruments
Derivative Instruments, Gain (Loss) [Line Items]
Amount of Gain (Loss) Recognized in Income	(779)	0	(779)	(2,224)
Interest Rate Swap [Member] \| Long [Member] \| Gain on interest rate swap and swaption agreements
Derivative Instruments, Gain (Loss) [Line Items]
Amount of Gain (Loss) Recognized in Income	160,099	100,435	211,941	772,829
Interest Rate Swap [Member] \| Short [Member] \| Gain on interest rate swap and swaption agreements
Derivative Instruments, Gain (Loss) [Line Items]
Amount of Gain (Loss) Recognized in Income	(47,937)	(75,055)	(125,596)	(756,744)
Interest Rate Swaption [Member] \| Gain on interest rate swap and swaption agreements
Derivative Instruments, Gain (Loss) [Line Items]
Amount of Gain (Loss) Recognized in Income	(253)	9,426	(57)	13,414
Inverse Interest-Only Securities [Member] \| Gain (loss) on other derivative instruments
Derivative Instruments, Gain (Loss) [Line Items]
Amount of Gain (Loss) Recognized in Income	$ (2,044)	$ (5,332)	$ (3,243)	$ (15,272)