XML 67 R57.htm IDEA: XBRL DOCUMENT v3.23.1
Fair Value - Schedule of Reconciliation of Changes in Fair Value of Level 3 Assets and Liabilities (Details) - USD ($)
$ in Millions
3 Months Ended
Mar. 31, 2023
Mar. 31, 2022
Total realized and unrealized gains and (losses):    
Gains (losses) on derivatives $ 3.5 $ (32.0)
Forward loans IRLCs    
Total realized and unrealized gains and (losses):    
Gains (losses) on derivatives 5.6 (12.5)
Level 3 | ESS Financing Liability    
Fair Value, Liabilities Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]    
Beginning balance (199.0)  
Purchases, issuances, sales and settlements    
Purchases 0.0  
Sales 0.0  
Total realized and unrealized gains and (losses):    
Fair Value Measurement With Unobservable Inputs Reconciliation Asset Transfers Out of Level3 To Receivables 0.0  
Fair Value Measurement With Unobservable Inputs Reconciliation Asset Transfers Out of Level3 To Loans Held For Sale At Fair Value 0.0  
Level 3 | Loans Held for Investment - Restricted for Securitization Investors    
Fair Value, Liabilities Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]    
Beginning balance 6.7 7.9
Purchases, issuances, sales and settlements    
Settlements (0.5) (0.2)
Purchases, issuances, sales and settlements, total (0.5) (0.2)
Total realized and unrealized gains and (losses):    
Ending balance 6.2 7.7
Level 3 | Financing Liability - Owed to Securitization Investors    
Fair Value, Liabilities Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]    
Beginning balance (6.7) (7.9)
Purchases, issuances, sales and settlements    
Settlements 0.5 0.2
Purchases, issuances, sales and settlements, total 0.5 0.2
Total realized and unrealized gains and (losses):    
Ending balance (6.2) (7.7)
Level 3 | Loans Held for Sale - Fair Value    
Fair Value, Liabilities Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]    
Beginning balance 32.1 220.9
Purchases, issuances, sales and settlements    
Purchases 12.4 60.7
Sales (20.2) (47.8)
Receivables, net (0.4) (0.1)
Purchases, issuances, sales and settlements, total (8.2) 12.8
Total realized and unrealized gains and (losses):    
Change in fair value included in earnings (0.5) (3.3)
Ending balance 23.3 230.4
Level 3 | ESS Financing Liability    
Purchases, issuances, sales and settlements    
Issuances 68.7  
Settlements 6.8  
Purchases, issuances, sales and settlements, total (62.0)  
Total realized and unrealized gains and (losses):    
Change in fair value included in earnings (2.1)  
Ending balance (263.1)  
Level 3 | IRLCs    
Fair Value, Liabilities Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]    
Beginning balance (0.7) 18.1
Purchases, issuances, sales and settlements    
Issuances 5.8 79.6
Loans held for sale, at fair value (20.4) (57.5)
Purchases, issuances, sales and settlements, total (14.6) 22.1
Total realized and unrealized gains and (losses):    
Change in fair value included in earnings 20.1 (34.5)
Ending balance $ 4.8 $ 5.7