Company: RITM-PC
Filing Date: 2025-05-02
Form Type: 10-Q
Source: 0001556593-25-000016
Chunk: 67

Company: Rithm Capital Corp.
Filing Date: 2025-05-02
Form: 10-Q
Item: Item 8
Chunk 67
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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 held2.4% – 13.3%(6.6%)0.2% – 14.7%(5.1%)0.0% – 64.2%(39.6%)7 – 32(21)11 – 22(19)MSRs, MSR Financing Receivables and Excess Spread Financing:GSE2.5% – 99.4%(6.0%)0.0% – 100.0%(1.9%)7.6% – 21.9% (14.1%))2 – 159(28)0 – 40(23)Non-Agency1.8% – 100.0%(8.4%)0.0% – 100.0%(24.8%)0.0% – 15.8% (1.6%)1 – 156(45)0 – 58(21)Ginnie Mae2.1% – 78.5%(8.0%)0.0% – 100.0%(10.0%)8.0% – 26.1% (21.8%)8 – 154(46)0 – 42(26)Total / Weighted Average—MSRs, MSR Financing Receivables and Excess Spread Financing1.8% – 100.0%(6.8%)0.0% – 100.0%(6.2%)0.0% – 26.1% (20.0%)1 – 159(35)0 – 58(24)(A)Weighted by fair value of the portfolio.(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 March 31, 2025 and December 31, 2024, weighted average costs of subservicing of $