Company: RITM-PC
Filing Date: 2025-02-18
Form Type: 10-K
Source: 0001556593-25-000007
Chunk: 341

Company: Rithm Capital Corp.
Filing Date: 2025-02-18
Form: 10-K
Item: Item 8
Chunk 341
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,813)$(4,458)Percentage0.5 %0.2 %(0.2)%(0.5)%Recapture rate shift in %-20%-10%10%20%Estimated fair value$834,856 $835,647 $837,228 $838,018 Change in Estimated Fair Value:Amount$(1,552)$(761)$820 $1,610 Percentage(0.2)%(0.1)%0.1 %0.2 %

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

The following table summarizes the estimated change in fair value of Rithm Capital’s interests in the Ginnie Mae MSRs, owned as of December 31, 2024, given several parallel shifts in the discount rate, prepayment rate, delinquency rate and recapture rate:Fair value at December 31, 2024$3,072,064 Discount rate shift in %-20%-10%10%20%Estimated fair value$3,350,187 $3,205,269 $2,948,780 $2,834,945 Change in Estimated Fair Value:Amount$278,123 $133,205 $(123,284)$(237,119)Percentage9.1 %4.3 %(4.0)%(7.7)%Prepayment rate shift in %-20%-10%10%20%Estimated fair value$3,222,618 $3,143,401 $3,006,780 $2,947,250 Change in Estimated Fair Value:Amount$150,554 $71,337 $(65,284)$(124,814)Percentage4.9 %2.3 %(2.1)%(4.1)%Delinquency rate shift in %-20%-10%10%20%Estimated fair value$3,110,859 $3,091,392 $3,052,443 $3,033,127 Change in Estimated Fair Value:Amount$38,795 $19,328 $(19,621)$(38,937)Percentage1.3 %0.6 %(0.6)%(1.3)%Recapture rate shift in %-20%-10%10%20%Estimated