Company: RITM-PC
Filing Date: 2025-08-01
Form Type: 10-Q
Source: 0001556593-25-000024
Chunk: 305

Company: Rithm Capital Corp.
Filing Date: 2025-08-01
Form: 10-Q
Item: Item 8
Chunk 305
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30, 2025$3,263,549 Discount rate shift in %-20%-10%10%20%Estimated fair value$3,535,468 $3,394,153 $3,142,736 $3,030,569 Change in Estimated Fair Value:Amount$271,919 $130,604 $(120,813)$(232,980)Percentage8.3 %4.0 %(3.7)%(7.1)%Prepayment rate shift in %-20%-10%10%20%Estimated fair value$3,422,371 $3,338,869 $3,195,295 $3,132,843 Change in Estimated Fair Value:Amount$158,822 $75,320 $(68,254)$(130,706)Percentage4.9 %2.3 %(2.1)%(4.0)%Delinquency rate shift in %-20%-10%10%20%Estimated fair value$3,317,528 $3,290,497 $3,236,927 $3,210,501 Change in Estimated Fair Value:Amount$53,979 $26,948 $(26,622)$(53,048)Percentage1.7 %0.8 %(0.8)%(1.6)%Recapture rate shift in %-20%-10%10%20%Estimated fair value$3,197,323 $3,230,466 $3,296,752 $3,329,895 Change in Estimated Fair Value:Amount$(66,226)$(33,083)$33,203 $66,346 Percentage(2.0)%(1.0)%1.0 %2.0 %

58

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

Each of the preceding sensitivity analyses is hypothetical and is provided for illustrative purposes only. There are certain limitations inherent in the sensitivity analyses presented. In particular, the results are calculated by stressing a particular economic assumption independent of changes in any other assumption; in practice, changes in one factor may result in changes in another, which might counteract or amplify the sensitivities. Also, changes in the fair value based on a 10% variation