Company: RITM-PC
Filing Date: 2025-10-31
Form Type: 10-Q
Source: 0001556593-25-000033
Chunk: 320

Company: Rithm Capital Corp.
Filing Date: 2025-10-31
Form: 10-Q
Item: Item 8
Chunk 320
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 servicing amount or excess mortgage servicing amount, as applicable, in isolation would result in a significantly higher (lower) fair value measurement. Generally, a change in the delinquency rate assumption is accompanied by a directionally similar change in the assumption used for the prepayment rate.The following tables summarize certain information regarding the ranges and weighted averages of inputs used:September 30, 2025Significant Inputs(A)Prepayment Rate(B)Delinquency(C)Recapture Rate(D)Mortgage Servicing Amount or Excess Mortgage Servicing Amount (bps)(E)Collateral Weighted Average Maturity (Years)(F)Excess MSRs directly held2.3% – 13.3%(6.8%)0.2% – 14.1%(4.7%)0.0% – 63.5%(39.2%)7 – 31(21)10 – 22(19)MSRs, MSR Financing Receivables and MSR Financing Liability:GSE2.5% – 99.9%(6.7%)0.0% – 100.0%(1.8%)7.1% – 18.2% (13.8%)2 – 169(29)0 – 40(23)Non-Agency1.7% – 99.9%(8.0%)6.0% – 99.0%(22.7%)0.0% – 2.8% (0.7%)1 – 173(44)0 – 59(21)Ginnie Mae1.7% – 98.8%(9.4%)72.0% – 99.0%(9.1%)13.3% – 32.6% (28.2%)19 – 144(48)0 – 40(26)Total / Weighted Average—MSRs, MSR Financing Receivables and MSR Financing Liability1.7% – 99.9%(7.7%)0.0% – 100.0%(5.7%)0.0% – 32.6% (20.0%)1 – 173(36)0 – 59(24)December 31, 2024Significant Inputs(A)Prepayment Rate(B)Delinquency(C)Recapture Rate(D)Mortgage Servicing Amount or Excess Mortgage Servicing Amount (bps)(E)Collateral Weighted Average Maturity (Years)(F