TWO Annual report pursuant to Section 13 and 15(d)

Annual report pursuant to Section 13 and 15(d)

Cover
- Cover
- Audit Information
Financial Statements
Notes to Financial Statements
Accounting Policies
- Basis of Presentation and Significant Accounting Policies (Policies)
Notes Tables
Notes Details

Servicing Activities - Mortgage Servicing Rights Sensitivity Analysis of Fair Value (Details)

v3.25.0.1

Servicing Activities - Mortgage Servicing Rights Sensitivity Analysis of Fair Value (Details) $ in Thousands	Dec. 31, 2024 USD ($)	Dec. 31, 2023 USD ($)
Sensitivity Analysis of Fair Value of Interests Continued to be Held by Transferor, Servicing Assets or Liabilities, Impact of Adverse Change in Assumption [Line Items]
Impact on fair value of 10% adverse change	$ (61,975)	$ (74,042)
Impact on fair value of 20% adverse change	(120,142)	(146,237)
Impact on fair value of 10% adverse change	(1,297)	(4,654)
Impact on fair value of 20% adverse change	(2,567)	(12,376)
Impact on fair value of 10% adverse change	(70,293)	(59,285)
Impact on fair value of 20% adverse change	(137,449)	(119,776)
Impact on fair value of 10% adverse change	(36,191)	(24,111)
Impact on fair value of 20% adverse change	$ (72,381)	$ (48,985)
Constant prepayment speed
Sensitivity Analysis of Fair Value of Interests Continued to be Held by Transferor, Servicing Assets or Liabilities, Impact of Adverse Change in Assumption [Line Items]
Weighted average assumption	0.063	0.062
Measurement Input, Delinquency
Sensitivity Analysis of Fair Value of Interests Continued to be Held by Transferor, Servicing Assets or Liabilities, Impact of Adverse Change in Assumption [Line Items]
Weighted average assumption	0.008	0.009
Option-adjusted spread
Sensitivity Analysis of Fair Value of Interests Continued to be Held by Transferor, Servicing Assets or Liabilities, Impact of Adverse Change in Assumption [Line Items]
Weighted average assumption	0.051	0.053
Per loan annual cost to service
Sensitivity Analysis of Fair Value of Interests Continued to be Held by Transferor, Servicing Assets or Liabilities, Impact of Adverse Change in Assumption [Line Items]
Weighted average assumption	65.02	68.27

- Definition

The hypothetical financial impact of a 10 percent adverse change of delinquency on the fair value of transferor's interests in transferred financial assets (including any servicing assets or servicing liabilities) as of the balance sheet date.

+ References

No definition available.

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The hypothetical financial impact of a 20 percent adverse change of delinquency on the fair value of transferor's interests in transferred financial assets (including any servicing assets or servicing liabilities) as of the balance sheet date.

+ References

No definition available.

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- Definition

The hypothetical financial impact of a 10 percent adverse change of the discount rate on the fair value of transferor's interests in transferred financial assets (including any servicing assets or servicing liabilities) as of the balance sheet date.

+ References

Reference 1: http://www.xbrl.org/2009/role/commonPracticeRef
-Topic 860
-SubTopic 20
-Name Accounting Standards Codification
-Section 50
-Paragraph 4
-Subparagraph (c)
-Publisher FASB
-URI https://asc.fasb.org/1943274/2147481326/860-20-50-4

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- Definition

The hypothetical financial impact of a 10 percent adverse change of the specified assumption on the fair value of transferor's interests in transferred financial assets (including any servicing assets or servicing liabilities) as of the balance sheet date.

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- Definition

The hypothetical financial impact of a 10 percent adverse change of prepayment speed on the fair value of transferor's interests in transferred financial assets (including any servicing assets or servicing liabilities) as of the balance sheet date.

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The hypothetical financial impact of a 20 percent adverse change of the discount rate on the fair value of transferor's interests in transferred financial assets (including any servicing assets or servicing liabilities) as of the balance sheet date.

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- Definition

The hypothetical financial impact of a 20 percent adverse change of the specified assumption on the fair value of transferor's interests in transferred financial assets (including any servicing assets or servicing liabilities) as of the balance sheet date.

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The hypothetical financial impact of a 20 percent adverse change of prepayment speed on the fair value of transferor's interests in transferred financial assets (including any servicing assets or servicing liabilities) as of the balance sheet date.

+ References

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- Definition

Line items represent financial concepts included in a table. These concepts are used to disclose reportable information associated with domain members defined in one or many axes to the table.

+ References

Reference 1: http://www.xbrl.org/2003/role/disclosureRef
-Topic 860
-SubTopic 20
-Name Accounting Standards Codification
-Section 50
-Paragraph 4
-Subparagraph (c)
-Publisher FASB
-URI https://asc.fasb.org/1943274/2147481326/860-20-50-4

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- Definition

Value of input used to measure servicing asset.

+ References

Reference 1: http://www.xbrl.org/2003/role/disclosureRef
-Topic 820
-SubTopic 10
-Name Accounting Standards Codification
-Section 50
-Paragraph 2
-Subparagraph (bbb)(2)(i)
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Reference 2: http://www.xbrl.org/2003/role/disclosureRef
-Topic 820
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-Section 50
-Paragraph 2
-Subparagraph (bbb)(2)
-Publisher FASB
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Reference 3: http://www.xbrl.org/2003/role/disclosureRef
-Topic 820
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