Company: RITM-PC
Filing Date: 2025-08-01
Form Type: 10-Q
Source: 0001556593-25-000024
Chunk: 16

Company: Rithm Capital Corp.
Filing Date: 2025-08-01
Form: 10-Q
Item: Item 2
Chunk 16
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 characteristics of the residential mortgage loans underlying our MSRs and MSR financing receivables as of June 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)$6,301,384 $380,862,890 1,950,973 772 4.3 %271 64 0.9 %6.6 %6.6 %— %8.5 %Non-Agency(A)795,130 68,547,361 560,005 668 4.6 %280 201 8.3 %7.1 %5.6 %1.5 %0.5 %Ginnie Mae3,263,549 143,313,085 579,615 703 4.3 %314 43 0.3 %6.4 %6.1 %0.2 %33.1 %Total$10,360,063 $592,723,336 3,090,593 743 4.3 %282 75 1.6 %6.6 %6.3 %0.2 %13.5 %

Collateral CharacteristicsDelinquencyLoans in ForeclosureREOLoans in Bankruptcy90+ Days(G)GSE(A)0.3 %0.1 %— %0.1 %Non-Agency(A)1.9 %5.1 %0.6 %2.3 %Ginnie Mae1.7 %0.8 %0.1 %0.7 %Weighted Average0.8 %0.9 %0.1 %0.5 %

(A)Includes GSE and Non-Agency MSRs of $22.6 billion and $34.2 billion underlying UPB, respectively, serviced by third-party subservicers.

(B)Based on the weighted average of information provided by the loan servicer on a monthly basis. The loan servicer generally updates the FICO score when loans are refinanced or become del