Company: RITM-PC
Filing Date: 2025-08-01
Form Type: 10-Q
Source: 0001556593-25-000024
Chunk: 156

Company: Rithm Capital Corp.
Filing Date: 2025-08-01
Form: 10-Q
Item: Item 1
Chunk 156
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 and recapture agreements are based on historical recapture experience and market pricing.The following table summarizes the estimated change in fair value of Rithm Capital’s interests in the GSE MSRs, owned as of June 30, 2025, given several parallel shifts in the discount rate, prepayment rate, delinquency rate and recapture rate:Fair value at June 30, 2025$6,301,384 Discount rate shift in %-20%-10%10%20%Estimated fair value$6,879,637 $6,578,198 $6,046,560 $5,811,404 Change in Estimated Fair Value:Amount$578,253 $276,814 $(254,824)$(489,980)Percentage9.2 %4.4 %(4.0)%(7.8)%Prepayment rate shift in %-20%-10%10%20%Estimated fair value$6,628,066 $6,458,540 $6,155,068 $6,019,583 Change in Estimated Fair Value:Amount$326,682 $157,156 $(146,316)$(281,801)Percentage5.2 %2.5 %(2.3)%(4.5)%Delinquency rate shift in %-20%-10%10%20%Estimated fair value$6,323,863 $6,312,809 $6,289,619 $6,277,521 Change in Estimated Fair Value:Amount$22,479 $11,425 $(11,765)$(23,863)Percentage0.4 %0.2 %(0.2)%(0.4)%Recapture rate shift in %-20%-10%10%20%Estimated fair value$6,245,057 $6,273,222 $6,329,554 $6,357,719 Change in Estimated Fair Value:Amount$(56,327)$(28,162)$28,170 $56,335 Percentage(0.9)%(0.4)%0.4 %0.9 %

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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)

The following table summarizes the estimated change in fair value of