Company: TIPT
Filing Date: 2025-04-30
Form Type: 10-Q
Source: 0001393726-25-000055
Chunk: 119

Company: TIPTREE INC.
Filing Date: 2025-04-30
Form: 10-Q
Item: Part II, Item 8
Chunk 119
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,288)$955 Changes in unrealized gains (losses) included in OCI related to assets still held at period end$— $75  The following table presents the range and weighted average (WA) used to develop significant unobservable inputs for the fair value measurements of Level 3 assets and liabilities:As ofAs ofMarch 31,2025December 31, 2024Valuation techniqueUnobservable input(s)March 31,2025December 31,2024AssetsFair valueRangeWA (1)RangeWA (1)IRLCs$4,201 $2,257 Internal modelPull through rate45%to95%59%45%to95%60%Mortgage servicing rights41,331 42,611 External modelDiscount rate10%to15%11%10%to15%11%Cost to service$65to$3,000$128$65to$3,000$133Prepayment speed3%to100%10%3%to87%9%Equity securities8,169 8,185 Internal modelForecast EBITDAR$1,422,000to$1,604,000N/A$1,422,000to$1,604,000N/ACorporate loans9,283 10,272 External modelBid marks$65to$78$72$78to$81$80Total$62,984 $63,325 LiabilitiesFortegra Additional Warrants (Warburg)$12,977 $10,958 External ModelDiscount rate3%to5%3.9%3%to5%3.4%Implied Equity Volatility40%to50%45%40%to50%45%Contingent consideration payable1,832 1,779 Cash Flow modelForecast Cash EBITDA$2,500to$4,000N/A$2,500to$4,000N/AForecast Underwriting EBITDA$—to$2,000N/A$—to$2,000N/ATotal$14,809 $12,737 (1)    Unobservable inputs were weighted by the relative fair value of the instruments.

F-32

TIPTREE INC. AND SUBSIDIARIESNotes to Condensed Consolidated Financial StatementsMarch 31, 2025(in thousands, except share data)

The following table presents the carrying amounts and estimated fair values of