Company: RITM-PC
Filing Date: 2025-08-01
Form Type: 10-Q
Source: 0001556593-25-000024
Chunk: 153

Company: Rithm Capital Corp.
Filing Date: 2025-08-01
Form: 10-Q
Item: Item 1
Chunk 153
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B)Projected annualized weighted average lifetime voluntary and involuntary prepayment rate using a prepayment vector.(C)Projected percentage of residential mortgage loans in the pool for which the borrower is expected to miss a mortgage payment.(D)Percentage of voluntarily prepaid loans that are expected to be refinanced by the related servicer or subservicer, as applicable. (E)Weighted average total mortgage servicing amount, in excess of the base fee as applicable, measured in basis points (“bps”). As of June 30, 2025 and December 31, 2024, weighted average costs of subservicing of $7.26 (range of $7.14 – $7.44) and $6.89 (range of $6.87 – $6.96), respectively, per loan per month was used to value the GSE MSRs. Weighted average costs of subservicing of $11.50 (range of $9.12 – $14.28) and $9.60 (range of $8.45 – $11.55), respectively, per loan per month was used to value the non-Agency MSRs, including MSR financing receivables. Weighted average cost of subservicing of $10.00 and $8.25, respectively, per loan per month was used to value the Ginnie Mae MSRs.(F)Weighted average maturity of the underlying residential mortgage loans in the pool.With respect to valuing the PHH-serviced MSRs and MSR financing receivables, which include a significant servicer advances receivable component, the cost of financing servicer advances receivable is assumed to be SOFR plus 95 bps as of June 30, 2025 and December 31, 2024.

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RITHM CAPITAL CORP. AND SUBSIDIARIESNOTES TO CONSOLIDATED FINANCIAL STATEMENTS (UNAUDITED)(dollars in tables in thousands, except share and per share data)

As of June 30, 2025 and December 31, 2024, weighted average discount rates of 8.4% (range of 8.1% – 9.0%) were used to value Rithm Capital’s Excess MSRs. As of June 30, 2025 and December 31, 2024, weighted average discount rates of 8.9% (range of 8.7% – 10.3%) were used to value Rithm