Company: RITM-PC
Filing Date: 2025-05-02
Form Type: 10-Q
Source: 0001556593-25-000016
Chunk: 261

Company: Rithm Capital Corp.
Filing Date: 2025-05-02
Form: 10-Q
Item: Item 1
Chunk 261
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 Value:Amount$328,776 $158,020 $(146,853)$(281,810)Percentage5.3 %2.6 %(2.4)%(4.5)%Delinquency rate shift in %-20%-10%10%20%Estimated fair value$6,210,045 $6,202,880 $6,187,232 $6,178,949 Change in Estimated Fair Value:Amount$14,806 $7,641 $(8,007)$(16,290)Percentage0.2 %0.1 %(0.1)%(0.3)%Recapture rate shift in %-20%-10%10%20%Estimated fair value$6,136,736 $6,165,988 $6,224,492 $6,253,744 Change in Estimated Fair Value:Amount$(58,503)$(29,251)$29,253 $58,505 Percentage(0.9)%(0.5)%0.5 %0.9 %The following table summarizes the estimated change in fair value of Rithm Capital’s interests in the non-Agency MSRs, including MSR financing receivables, owned as of March 31, 2025, given several parallel shifts in the discount rate, prepayment rate, delinquency rate and recapture rate:       Fair value at March 31, 2025$830,163 Discount rate shift in %-20%-10%10%20%Estimated fair value$915,642 $870,970 $792,778 $758,434 Change in Estimated Fair Value:Amount$85,479 $40,807 $(37,385)$(71,729)Percentage10.3 %4.9 %(4.5)%(8.6)%Prepayment rate shift in %-20%-10%10%20%Estimated fair value$877,529 $853,206 $808,299 $787,527 Change in Estimated Fair Value:Amount$47,366 $23,043 $(21,864)$(42,636)Percentage5.7 %2.8 %(2.6)%(5.1)%Delinquency rate shift in %-20%-10%10%20%Estimated fair value$834,109 $832,054 $828,242 $825,