Company: RITM-PC
Filing Date: 2025-10-31
Form Type: 10-Q
Source: 0001556593-25-000033
Chunk: 326

Company: Rithm Capital Corp.
Filing Date: 2025-10-31
Form: 10-Q
Item: Item 8
Chunk 326
---
388)$(69,735)Percentage10.6 %4.9 %(4.6)%(8.9)%Prepayment rate shift in %-20%-10%10%20%Estimated fair value$830,841 $806,939 $762,960 $742,684 Change in Estimated Fair Value:Amount$46,474 $22,572 $(21,407)$(41,683)Percentage5.9 %2.9 %(2.7)%(5.3)%Delinquency rate shift in %-20%-10%10%20%Estimated fair value$790,844 $787,641 $780,998 $777,621 Change in Estimated Fair Value:Amount$6,477 $3,274 $(3,369)$(6,746)Percentage0.8 %0.4 %(0.4)%(0.9)%Recapture rate shift in %-20%-10%10%20%Estimated fair value$783,862 $784,104 $784,589 $784,831 Change in Estimated Fair Value:Amount$(505)$(263)$222 $464 Percentage(0.1)%— %— %0.1 %The following table summarizes the estimated change in fair value of Rithm Capital’s interests in Ginnie Mae MSRs, owned as of September 30, 2025, given several parallel shifts in the discount rate, prepayment rate, delinquency rate and recapture rate:Fair value at September 30, 2025$3,339,950 Discount rate shift in %-20%-10%10%20%Estimated fair value$3,602,907 $3,466,413 $3,222,350 $3,112,933 Change in Estimated Fair Value:Amount$262,957 $126,463 $(117,600)$(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