Company: RITM-PC
Filing Date: 2025-05-02
Form Type: 10-Q
Source: 0001556593-25-000016
Chunk: 262

Company: Rithm Capital Corp.
Filing Date: 2025-05-02
Form: 10-Q
Item: Item 1
Chunk 262
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429 Change in Estimated Fair Value:Amount$3,946 $1,891 $(1,921)$(4,734)Percentage0.5 %0.2 %(0.2)%(0.6)%Recapture rate shift in %-20%-10%10%20%Estimated fair value$829,688 $829,925 $830,400 $830,637 Change in Estimated Fair Value:Amount$(475)$(238)$237 $474 Percentage(0.1)%— %— %0.1 %

51

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 the estimated change in fair value of Rithm Capital’s interests in the Ginnie Mae MSRs, owned as of March 31, 2025, given several parallel shifts in the discount rate, prepayment rate, delinquency rate and recapture rate:Fair value at March 31, 2025$3,107,639 Discount rate shift in %-20%-10%10%20%Estimated fair value$3,381,235 $3,238,835 $2,986,478 $2,874,331 Change in Estimated Fair Value:Amount$273,596 $131,196 $(121,161)$(233,308)Percentage8.8 %4.2 %(3.9)%(7.5)%Prepayment rate shift in %-20%-10%10%20%Estimated fair value$3,269,945 $3,184,586 $3,037,730 $2,973,854 Change in Estimated Fair Value:Amount$162,306 $76,947 $(69,909)$(133,785)Percentage5.2 %2.5 %(2.2)%(4.3)%Delinquency rate shift in %-20%-10%10%20%Estimated fair value$3,146,616 $3,127,129 $3,088,175 $3,068,857 Change in Estimated Fair Value:Amount$38,977 $19,490 $(19,464)$(38,782)Percentage1.3 %0.6 %(0.6)