Company: RITM-PC
Filing Date: 2025-05-02
Form Type: 10-Q
Source: 0001556593-25-000016
Chunk: 270

Company: Rithm Capital Corp.
Filing Date: 2025-05-02
Form: 10-Q
Item: Item 1
Chunk 270
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7.4%)5.4% – 9.0%(8.1%)1.4% – 5.7%(3.3%)21.7% – 31.2%(24.7%)Non-Performing LoansFair ValueDiscount RateAnnual Change in Home PricesCDRCurrent Value of Underlying PropertiesAcquired loans$8,658 9.2% – 9.5%(9.4%)5.5% – 8.7%(6.7%)10.5% – 17.7%(15.2%)281.2% – 308.3%(290.7%)

55

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 certain information regarding the ranges and weighted averages of inputs (weighted by fair value) used in valuing residential mortgage loans HFS, at fair value classified as Level 3 as of December 31, 2024:Performing LoansFair ValueDiscount RatePrepayment RateCDRLoss SeverityAcquired loans$17,700 7.0% – 8.6%(7.9%)6.0% – 8.2%(7.9%)1.8% – 5.0%(3.1%)20.6% – 33.7%(24.0%)Non-Performing LoansFair ValueDiscount RateAnnual Change in Home PricesCDRCurrent Value of Underlying PropertiesAcquired loans$9,466 8.5% – 9.3%(8.8%)8.6% – 15.8%(10.9%)1.3% – 5.1%(3.8%)264.9% – 310.3%(279.5%)The following table summarizes certain information regarding the ranges and weighted averages of inputs (weighted by fair value) used in valuing residential mortgage loans HFI, at fair value classified as Level 3:Fair ValueDiscount RatePrepayment RateCDRLoss SeverityMarch 31, 2025$354,003 7.0% – 9.2%(8.0%)4.5% – 9.0%(8.1%)1.4% – 10.5%(3.1%)21.0% – 31.2%(26.4%)December 31,