Company: RITM-PC
Filing Date: 2025-02-18
Form Type: 10-K
Source: 0001556593-25-000007
Chunk: 349

Company: Rithm Capital Corp.
Filing Date: 2025-02-18
Form: 10-K
Item: Item 8
Chunk 349
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) 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%)

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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 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, 2023:Performing LoansFair ValueDiscount RatePrepayment RateCDRLoss SeverityAcquired loans$45,545 7.9% – 8.3%(8.2%)2.0% – 9.8%(5.9%)1.3% – 5.9%(2.3%)12.6% – 57.4%(29.0%)Originated loans(A)33,249 7.3%8.9%3.6%20.7%Residential Mortgage Loans HFS, at Fair Value$78,794 Non-Performing LoansFair ValueDiscount RateAnnual Change in Home PricesLiquidation Timeline(in years)Current Value of Underlying PropertiesAcquired loans$18,944 7.7% – 8.2%(8.1%)3.5% – 7.2%(5.9%)5.5 – 11.0(6.5)235.7% – 896.0%(297.0%)Originated loans(A)7,049 7.3%N/A7.6N/AResidential Mortgage Loans H