Company: RITM-PC
Filing Date: 2025-02-18
Form Type: 10-K
Source: 0001556593-25-000007
Chunk: 340

Company: Rithm Capital Corp.
Filing Date: 2025-02-18
Form: 10-K
Item: Item 8
Chunk 340
---
085)Percentage4.8 %2.3 %(2.2)%(4.1)%Delinquency rate shift in %-20%-10%10%20%Estimated fair value$6,426,913 $6,420,396 $6,405,573 $6,397,516 Change in Estimated Fair Value:Amount$13,714 $7,197 $(7,626)$(15,683)Percentage0.2 %0.1 %(0.1)%(0.2)%Recapture rate shift in %-20%-10%10%20%Estimated fair value$6,359,477 $6,386,356 $6,440,112 $6,466,991 Change in Estimated Fair Value:Amount$(53,722)$(26,843)$26,913 $53,792 Percentage(0.8)%(0.4)%0.4 %0.8 %The following table summarizes the estimated change in fair value of Rithm Capital’s interests in the non-Agency MSRs, including MSR financing receivables, owned as of December 31, 2024, given several parallel shifts in the discount rate, prepayment rate, delinquency rate and recapture rate:       Fair value at December 31, 2024$836,408 Discount rate shift in %-20%-10%10%20%Estimated fair value$922,398 $877,494 $798,862 $764,307 Change in Estimated Fair Value:Amount$85,990 $41,086 $(37,546)$(72,101)Percentage10.3 %4.9 %(4.5)%(8.6)%Prepayment rate shift in %-20%-10%10%20%Estimated fair value$881,658 $858,407 $815,646 $795,919 Change in Estimated Fair Value:Amount$45,250 $21,999 $(20,762)$(40,489)Percentage5.4 %2.6 %(2.5)%(4.8)%Delinquency rate shift in %-20%-10%10%20%Estimated fair value$840,588 $838,120 $834,595 $831,950 Change in Estimated Fair Value:Amount$4,180 $1,712 $(1