XML 102 R89.htm IDEA: XBRL DOCUMENT v3.22.2.2
Fair Value of Financial Instruments - Schedule of Significant Inputs used in the Valuation of Level 3 Assets (Details)
$ in Thousands
Sep. 30, 2022
USD ($)
Dec. 31, 2021
USD ($)
Fair Value Inputs, Assets, Quantitative Information [Line Items]    
Derivative assets $ 7,754 $ 8,196
Mortgage servicing rights 41,912 29,833
Equity securities 85,103 138,483
Loans, at fair value 70,784 105,583
Significant unobservable inputs Level 3    
Fair Value Inputs, Assets, Quantitative Information [Line Items]    
Total assets 60,095 57,084
Total liabilities 9,101 200
Significant unobservable inputs Level 3 | Warrant    
Fair Value Inputs, Assets, Quantitative Information [Line Items]    
Warrants 6,230 0
Significant unobservable inputs Level 3 | ITC | Contingent Consideration, earnout amount, cash    
Fair Value Inputs, Assets, Quantitative Information [Line Items]    
Contingent consideration payable 2,671 0
Significant unobservable inputs Level 3 | Smart AutoCare | Contingent Consideration, earnout amount, cash    
Fair Value Inputs, Assets, Quantitative Information [Line Items]    
Contingent consideration payable 200 200
Significant unobservable inputs Level 3 | Recurring    
Fair Value Inputs, Assets, Quantitative Information [Line Items]    
Derivative assets 1,505 7,514
Mortgage servicing rights 41,912 29,833
Loans, at fair value 10,129 2,097
Total assets 60,687 61,443
Warrants 6,230  
Contingent consideration payable 2,871 200
Significant unobservable inputs Level 3 | Interest rate lock commitments    
Fair Value Inputs, Assets, Quantitative Information [Line Items]    
Derivative assets 1,505 7,514
Significant unobservable inputs Level 3 | Residential Mortgage    
Fair Value Inputs, Assets, Quantitative Information [Line Items]    
Mortgage servicing rights 41,912 29,833
Significant unobservable inputs Level 3 | Trade claims | Recurring    
Fair Value Inputs, Assets, Quantitative Information [Line Items]    
Trade claims 0 19,737
Significant unobservable inputs Level 3 | Dividends from equity securities | Recurring    
Fair Value Inputs, Assets, Quantitative Information [Line Items]    
Equity securities 6,597 1,206
Significant unobservable inputs Level 3 | Dividends from equity securities | Recurring | Other equity securities    
Fair Value Inputs, Assets, Quantitative Information [Line Items]    
Equity securities 6,549 0
Significant unobservable inputs Level 3 | Corporate loans | Recurring    
Fair Value Inputs, Assets, Quantitative Information [Line Items]    
Loans, at fair value 10,129 2,097
Significant unobservable inputs Level 3 | Corporate loans | Recurring | Corporate loans and related receivables    
Fair Value Inputs, Assets, Quantitative Information [Line Items]    
Loans, at fair value $ 10,129 $ 0
Pull through rate | Significant unobservable inputs Level 3 | Interest rate lock commitments | Internal Model | Minimum    
Unobservable input(s)    
Pull through rate 0.55 0.55
Pull through rate | Significant unobservable inputs Level 3 | Interest rate lock commitments | Internal Model | Maximum    
Unobservable input(s)    
Pull through rate 0.95 0.95
Pull through rate | Significant unobservable inputs Level 3 | Interest rate lock commitments | Internal Model | Average    
Unobservable input(s)    
Pull through rate 0.66 0.66
Discount rate | Significant unobservable inputs Level 3 | External model | Minimum | Warrant    
Unobservable input(s)    
Warrants, measurement input 0.03  
Discount rate | Significant unobservable inputs Level 3 | External model | Maximum | Warrant    
Unobservable input(s)    
Warrants, measurement input 0.05  
Discount rate | Significant unobservable inputs Level 3 | External model | Average | Warrant    
Unobservable input(s)    
Warrants, measurement input 0.033  
Discount rate | Significant unobservable inputs Level 3 | Residential Mortgage | External model | Minimum    
Unobservable input(s)    
Servicing asset, measurement input 0.09 0.10
Discount rate | Significant unobservable inputs Level 3 | Residential Mortgage | External model | Maximum    
Unobservable input(s)    
Servicing asset, measurement input 0.14 0.12
Discount rate | Significant unobservable inputs Level 3 | Residential Mortgage | External model | Average    
Unobservable input(s)    
Servicing asset, measurement input 0.09 0.09
Cost to service | Significant unobservable inputs Level 3 | Residential Mortgage | External model | Minimum    
Unobservable input(s)    
Servicing asset, measurement input 65 65
Cost to service | Significant unobservable inputs Level 3 | Residential Mortgage | External model | Maximum    
Unobservable input(s)    
Servicing asset, measurement input 80 80
Cost to service | Significant unobservable inputs Level 3 | Residential Mortgage | External model | Average    
Unobservable input(s)    
Servicing asset, measurement input 71 71
Prepayment speed | Significant unobservable inputs Level 3 | Residential Mortgage | External model | Minimum    
Unobservable input(s)    
Servicing asset, measurement input 0.05 0.05
Prepayment speed | Significant unobservable inputs Level 3 | Residential Mortgage | External model | Maximum    
Unobservable input(s)    
Servicing asset, measurement input 0.84 1
Prepayment speed | Significant unobservable inputs Level 3 | Residential Mortgage | External model | Average    
Unobservable input(s)    
Servicing asset, measurement input 0.09 0.15
Plan projected recovery rate | Significant unobservable inputs Level 3 | Trade claims | Internal Model | Minimum    
Unobservable input(s)    
Trade claims, measurement input   0.15
Plan projected recovery rate | Significant unobservable inputs Level 3 | Trade claims | Internal Model | Maximum    
Unobservable input(s)    
Trade claims, measurement input   0.18
Plan projected recovery rate | Significant unobservable inputs Level 3 | Trade claims | Internal Model | Average    
Unobservable input(s)    
Trade claims, measurement input   0.17
Forecast EBITDAR | Significant unobservable inputs Level 3 | Dividends from equity securities | Internal Model | Minimum | Other equity securities    
Unobservable input(s)    
Equity securities, measurement input 728,000,000  
Forecast EBITDAR | Significant unobservable inputs Level 3 | Dividends from equity securities | Internal Model | Maximum | Other equity securities    
Unobservable input(s)    
Equity securities, measurement input 1,039,000,000  
EBITDA | Significant unobservable inputs Level 3 | Corporate loans | Internal Model | Minimum | Corporate loans and related receivables    
Unobservable input(s)    
Loan receivable, measurement input 188,000,000  
Implied Equity Volatility | Significant unobservable inputs Level 3 | External model | Minimum | Warrant    
Unobservable input(s)    
Warrants, measurement input 0.40  
Implied Equity Volatility | Significant unobservable inputs Level 3 | External model | Maximum | Warrant    
Unobservable input(s)    
Warrants, measurement input 0.50  
Implied Equity Volatility | Significant unobservable inputs Level 3 | External model | Average | Warrant    
Unobservable input(s)    
Warrants, measurement input 0.45  
Forecast Cash EBITDA | Significant unobservable inputs Level 3 | Cash Flow model | Minimum | ITC | Contingent Consideration, earnout amount, cash    
Unobservable input(s)    
Contingent consideration, payable, measurement input 2,500  
Forecast Cash EBITDA | Significant unobservable inputs Level 3 | Cash Flow model | Minimum | Smart AutoCare | Contingent Consideration, earnout amount, cash    
Unobservable input(s)    
Contingent consideration, payable, measurement input 20,000 20,000
Forecast Cash EBITDA | Significant unobservable inputs Level 3 | Cash Flow model | Maximum | ITC | Contingent Consideration, earnout amount, cash    
Unobservable input(s)    
Contingent consideration, payable, measurement input 4,000  
Forecast Cash EBITDA | Significant unobservable inputs Level 3 | Cash Flow model | Maximum | Smart AutoCare | Contingent Consideration, earnout amount, cash    
Unobservable input(s)    
Contingent consideration, payable, measurement input 30,000 30,000
Forecast Underwriting EBITDA | Significant unobservable inputs Level 3 | Cash Flow model | Minimum | ITC | Contingent Consideration, earnout amount, cash    
Unobservable input(s)    
Contingent consideration, payable, measurement input 0  
Forecast Underwriting EBITDA | Significant unobservable inputs Level 3 | Cash Flow model | Maximum | ITC | Contingent Consideration, earnout amount, cash    
Unobservable input(s)    
Contingent consideration, payable, measurement input 2,000  
Assumed Claim Liabilities | Significant unobservable inputs Level 3 | Actuarial analysis | Smart AutoCare | Contingent Consideration, earnout amount, cash    
Unobservable input(s)    
Contingent consideration, payable, measurement input 55,000 55,000