Company: NEWTP
Filing Date: 2025-05-12
Form Type: 10-Q
Source: 0001587987-25-000084
Chunk: 228

Company: NewtekOne, Inc.
Filing Date: 2025-05-12
Form: 10-Q
Item: Part I, Item 8
Chunk 228
---
 information on the significant Level 3 inputs as they relate to the Company’s fair value measurements at March 31, 2025 and December 31, 2024.Fair Value as ofWeightedRangeMarch 31, 2025Unobservable InputAverageMinimumMaximumAssets:Loans HFI, at FV - accrual$277,756 Market yields6.55 %6.55 %6.55 %Cumulative prepayment rate22.50 %22.50 %22.50 %Average cumulative default rate21.00 %21.00 %21.00 %Loans HFI, at FV - non-accrual$69,038 Market yields7.42 %7.42 %7.42 %Cumulative prepayment rate— %— %— %Average cumulative default rate30.00 %30.00 %30.00 %Loans HFS, at FV$547,958 Market yields7.33 %6.66 %7.86 %Cumulative prepayment rate58.39 %50.00 %65.00 %Average cumulative default rate10.60 %5.00 %15.00 %Joint ventures and other non-control investments$62,282 Market yields8.10 %8.00 %12.00 %Cost of equity11.00 %8.00 %14.00 %Weighted average cost of capital7.46 %6.00 %21.90 %Servicing assets, at FV$20,215 Market yields12.00 %12.00 %12.00 %Cumulative prepayment rate22.50 %22.50 %22.50 %Average cumulative default rate21.00 %21.00 %21.00 %Other real estate owned, at FV$4,306 Appraised valueN/AN/AN/ALiabilities:Equity warrants$102 Expected volatility46.00 %46.00 %46.00 %Dividend yield6.40 %6.40 %6.40 %Risk free rate4.13 %4.13 %4.13 %

F-35

Fair Value as ofWeightedRangeDecember 31, 2024Unobservable InputAverageMinimumMaximum