Company: RITM-PC
Filing Date: 2025-10-31
Form Type: 10-Q
Source: 0001556593-25-000033
Chunk: 16

Company: Rithm Capital Corp.
Filing Date: 2025-10-31
Form: 10-Q
Item: Item 2
Chunk 16
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 UPB, respectively, serviced by third-party subservicers.

95 

The following tables summarize the collateral characteristics of the residential mortgage loans underlying our MSRs and MSR financing receivables as of September 30, 2025 (dollars in thousands):

Collateral CharacteristicsCurrent Carrying AmountCurrent Principal BalanceNumber of LoansWA FICO Score(B)WA CouponWA Maturity (Months)Average Loan Age (Months)Adjustable Rate Mortgage %(C)Three Month Average CPR(D)Three Month Average CRR(E)Three Month Average CDR(F)Three Month Average Recapture RateGSE(A)$6,265,449 $380,422,006 1,941,181 772 4.3 %270 65 0.9 %6.7 %6.7 %— %8.8 %Non-Agency(A)784,367 68,078,160 557,155 670 4.6 %280 203 8.1 %7.2 %5.7 %1.5 %3.0 %Ginnie Mae3,339,950 147,592,847 589,954 704 4.4 %313 43 0.3 %7.0 %6.8 %0.2 %22.8 %Total$10,389,766 $596,093,013 3,088,290 744 4.4 %282 75 1.6 %6.9 %6.6 %0.2 %11.6 %

Collateral CharacteristicsDelinquencyLoans in ForeclosureREOLoans in Bankruptcy90+ Days(G)GSE(A)0.3 %0.1 %— %0.1 %Non-Agency(A)1.8 %5.0 %0.6 %2.4 %Ginnie Mae1.9 %0.8 %0.1 %0.7 %Weighted Average0.9 %0.9 %0.1 %0.5 %

(A)Includes GSE and Non-Agency MSRs of $22.1 billion and $33.4 billion underlying UPB, respectively, serviced by third-party subservicers.

(B)Based on the weighted average of information provided by the loan servicer on a