Company: RITM-PC
Filing Date: 2025-10-31
Form Type: 10-Q
Source: 0001556593-25-000033
Chunk: 163

Company: Rithm Capital Corp.
Filing Date: 2025-10-31
Form: 10-Q
Item: Item 1
Chunk 163
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600)$(227,017)Percentage7.9 %3.8 %(3.5)%(6.8)%Prepayment rate shift in %-20%-10%10%20%Estimated fair value$3,513,119 $3,421,818 $3,265,826 $3,198,380 Change in Estimated Fair Value:Amount$173,169 $81,868 $(74,124)$(141,570)Percentage5.2 %2.5 %(2.2)%(4.2)%Delinquency rate shift in %-20%-10%10%20%Estimated fair value$3,392,807 $3,366,268 $3,313,720 $3,287,805 Change in Estimated Fair Value:Amount$52,857 $26,318 $(26,230)$(52,145)Percentage1.6 %0.8 %(0.8)%(1.6)%Recapture rate shift in %-20%-10%10%20%Estimated fair value$3,262,878 $3,301,383 $3,378,393 $3,416,898 Change in Estimated Fair Value:Amount$(77,072)$(38,567)$38,443 $76,948 Percentage(2.3)%(1.2)%1.2 %2.3 %

59 

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

Each of the preceding sensitivity analyses is hypothetical and is provided for illustrative purposes only. There are certain limitations inherent in the sensitivity analyses presented. In particular, the results are calculated by stressing a particular economic assumption independent of changes in any other assumption; in practice, changes in one factor may result in changes in another, which might counteract or amplify the sensitivities. Also, changes in the fair value based on a 10% variation in an assumption generally may not be extrapolated because the relationship of the change in the assumption to the change in fair value may not be linear.Servicer Advance Investments ValuationRithm Capital uses internal pricing models to estimate the future cash flows related to the servicer advance investments that incorporate significant unobservable inputs and include assumptions that are inherently subjective and imprecise. Rith