Company: RITM-PC
Filing Date: 2025-02-18
Form Type: 10-K
Source: 0001556593-25-000007
Chunk: 358

Company: Rithm Capital Corp.
Filing Date: 2025-02-18
Form: 10-K
Item: Item 8
Chunk 358
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%)2.8 – 6.0(4.4)6.0% – 8.2%(8.0%)1.8% – 22.9%(3.6%)18.7% – 33.7%(20.7%)Non-performing loans15,659 8.5% – 9.4%(9.1%)5.2 – 6.2(5.8)1.7% – 5.4%(3.5%)1.3% – 9.3%(5.2%)12.4% – 39.9%(23.1%)Total / Weighted Average$66,670 December 31, 2023Performing loans$57,038 6.1% – 8.3%(8.1%)5.0 – 7.9(5.9)2.0% – 6.6%(3.7%)2.6% – 5.9%(3.1%)30.5% – 57.4%(37.3%)Non-performing loans21,839 7.7% – 9.1%(8.5%)4.3 – 11.0(5.7)2.5% – 2.9%(2.7%)1.4% – 13.9%(6.8%)24.4% – 44.4%(32.9%)Total / Weighted Average$78,877 (A)The weighted average life is based on the expected timing of the receipt of cash flows.(B)Represents the annualized rate of the involuntary prepayments (defaults) as a percentage of the total principal balance.(C)Loss severity is the expected amount of future realized losses resulting from the ultimate liquidation of a particular loan, expressed as the net amount of realized loss relative to the outstanding loan balance in default. The fair value of REO is estimated using a broker’s price opinion discounted based upon Rithm Capital’s experience with actual liquidation values and, therefore, is categorized within Level 3 of the fair value hierarchy. These discounts to the broker 

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

price opinion generally range from 10% – 25% (weighted average of 22%), depending on the information available to the