Company: RWT-PA
Filing Date: 2025-11-07
Form Type: 10-Q
Source: 0000930236-25-000037
Chunk: 85

Company: REDWOOD TRUST INC
Filing Date: 2025-11-07
Form: 10-Q
Item: Part I, Item 1
Chunk 85
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)UPB$13,351,590 Average loan balance (UPB)$899 Fair value of loans (1)$13,079,486 Weighted average coupon5.67 %Delinquency informationUPB of loans with 90+ day delinquencies (2)$41,396 Average 90+ days delinquent balance (UPB)753 UPB of loans in foreclosure12,132 Average foreclosure balance (UPB)607 December 31, 2024Securitized Jumbo LoansSecuritized Re-Performing Loans(Dollars in Thousands)UPB$9,350,286 $1,514,432 Average loan balance (UPB)$842 $155 Fair value of loans (1)$8,819,554 $1,244,722 Weighted average coupon5.35 %4.49 %Delinquency informationUPB of loans with 90+ day delinquencies (2)$19,480 $106,910 Average 90+ days delinquent balance (UPB)$573 $172 UPB of loans in foreclosure$10,493 $41,913 Average foreclosure balance (UPB)$552 $185 

24

REDWOOD TRUST, INC. AND SUBSIDIARIES NOTES TO CONSOLIDATED FINANCIAL STATEMENTS September 30, 2025(Unaudited) Note 7. Residential Consumer Loans - (continued)

(1)The fair value of the loans held by consolidated entities was based on the fair value of the ABS issued by these entities, including securities we own, which we determined were more readily observable, in accordance with the accounting guidance for CFEs, and are recorded in Investment fair value changes, net on our consolidated statements of income (loss). (2)For loans held at consolidated entities, the number and UPB of loans 90+ days delinquent includes loans in foreclosure. The following table provides the activity of securitized jumbo residential consumer loans held-for-investment during the three and nine months ended September 30, 2025 and 2024.Table 7.5 – Activity of Residential Consumer Loans Held-for-InvestmentThree Months Ended September 30,Nine Months Ended September 30,(In Thousands)2025202420252024Principal value of loans transferred from HFS to HFI (1)$1,878,024 $1,528,163 $5