Company: NEWTP
Filing Date: 2025-05-12
Form Type: 10-Q
Source: 0001587987-25-000084
Chunk: 116

Company: NewtekOne, Inc.
Filing Date: 2025-05-12
Form: 10-Q
Item: Part I, Item 1
Chunk 116
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.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 InputAverageMinimumMaximumAssets:Loans HFI, at FV - accrual$302,442 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$67,304 Market yields7.30 %7.30 %7.30 %Cumulative prepayment rate— %— %— %Average cumulative default rate30.00 %30.00 %30.00 %Loans HFS, at FV$372,286 Market yields7.62 %7.08 %8.18 %Cumulative prepayment rate59.78 %50.00 %70.00 %Average cumulative default rate9.89 %5.00 %15.00 %Joint ventures and other non-control investments$57,678 Market yields8.40 %8.00 %12.00 %Cost of equity11.00 %8.00 %14.00 %Weighted average cost of capital7.72 %6.00 %23.98 %Servicing assets, at FV$22,062 Market yields12.00 %12.00 %12.00 %Cumulative prepayment rate22.50 %22.50 %22.50 %Average cumulative default rate21.00 %21.00 %21.00 %Assets held for sale$21,308 Present value factor90.70 %89.50 %93.20 %