Company: RITM-PC
Filing Date: 2025-05-02
Form Type: 10-Q
Source: 0001556593-25-000016
Chunk: 66

Company: Rithm Capital Corp.
Filing Date: 2025-05-02
Form: 10-Q
Item: Item 8
Chunk 66
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 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 table summarizes certain information regarding the ranges and weighted averages of inputs used:March 31, 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 held2.4% – 13.9%(6.9%)0.3% – 14.5%(5.1%)0.0% – 64.0%(39.6%)7 – 32(21)10 – 22(19)MSRs, MSR Financing Receivables and Excess Spread Financing:GSE2.8% – 95.4%(6.6%)0.0% – 100.0%(1.7%)6.5% – 18.7% (14.6%)11 – 157(28)0 – 40(23)Non-Agency1.8% – 90.0%(8.6%)0.0% – 99.0%(23.2%)0.0% – 5.0% (0.7%)1 – 192(44)0 – 47(21)Ginnie Mae1.7% – 71.3%(8.6%)73.0% – 100.0%(8.5%)13.3% – 31.1% (26.7%)8 – 119(47)0 – 40(26)Total / Weighted Average—MSRs, MSR Financing Receivables and Excess Spread Financing1.7% – 95.4%(7.4%)0.0% – 100.0%(5.6%)0.0% – 31.1% (20.0%)1 – 192(35)0 – 47(24)

48

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

December 31, 2024Significant Inputs(A)