Company: RITM-PC
Filing Date: 2025-08-01
Form Type: 10-Q
Source: 0001556593-25-000024
Chunk: 151

Company: Rithm Capital Corp.
Filing Date: 2025-08-01
Form: 10-Q
Item: Item 1
Chunk 151
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 rates, delinquency rates, recapture rates, mortgage servicing amount or excess mortgage servicing amount of the underlying residential mortgage loans, as applicable, and discount rates that market participants would use in determining the fair values of MSRs on similar pools of residential mortgage loans. In addition, for MSRs, significant inputs included the market-level estimated cost of servicing.

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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)

Significant increases (decreases) in the discount rates, prepayment or delinquency rates, or costs of servicing, in isolation would result in a significantly lower (higher) fair value measurement, whereas significant increases (decreases) in the recapture rates or mortgage 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:June 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% – 13.2%(6.5%)0.2% – 14.0%(4.7%)0.0% – 64.1%(39.7%)7 – 31(21)10 – 22(19)MSRs, MSR Financing Receivables and MSR Financing Liability:GSE2.2% – 99.9%(6.2%)0.0% – 100.0%(1.8%)7.3% – 18.3% (14.2%)3 – 157(29)0 – 40(23)Non-Agency1.7% – 99.9%(7.8%)4.0% – 100.0%(23.0%)0.0% – 3.8% (0.7%)1 – 194(44)0 – 60(21)Ginnie Mae1.5% – 84.3%(8.7%)63.