Company: NEWTP
Filing Date: 2025-11-07
Form Type: 10-Q
Source: 0001628280-25-050582
Chunk: 52

Company: NewtekOne, Inc.
Filing Date: 2025-11-07
Form: 10-Q
Item: Part I, Item 1
Chunk 52
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 %22.50 %22.50 %Average cumulative default rate21.00 %21.00 %21.00 %Loans HFI, at FV - non-accrual$73,145 Market yields7.00 %7.00 %7.00 %Average cumulative default rate30.00 %30.00 %30.00 %Loans HFS, at FV$478,323 Market yields7.17 %6.44 %11.75 %Cumulative prepayment rate58.18 %22.50 %65.00 %Average cumulative default rate10.82 %5.00 %21.00 %Joint ventures and non-control investments$43,430 Market yields7.42 %7.64 %12.00 %Cost of equity14.00 %12.00 %18.00 %Weighted average cost of capital9.18 %8.00 %22.57 %Residuals in securitizations, at FV$76,701 Market yields7.64 %7.64 %7.64 %Cost of equity14.00 %12.00 %16.00 %Weighted average cost of capital9.50 %8.50 %10.50 %Servicing assets, at FV$17,023 Market yields11.75 %11.75 %11.75 %Cumulative prepayment rate22.50 %22.50 %22.50 %Average cumulative default rate21.00 %21.00 %21.00 %Other real estate owned, at FV$5,629 Appraised valueN/AN/AN/ALiabilities:Equity warrants$77 Expected volatility43.00 %43.00 %43.00 %Dividend yield6.60 %6.60 %6.60 %Risk free rate3.96 %3.96 %3.96 %

F-44

Fair Value as ofWeightedRangeDecember 31, 2024Unobservable InputAverageMinimumMaximumAssets:Loans HFI, at FV - accrual$302,442 Market yields6.55 %6.55 %6.55 %Cumulative prepayment rate