Company: RITM-PC
Filing Date: 2025-08-01
Form Type: 10-Q
Source: 0001556593-25-000024
Chunk: 304

Company: Rithm Capital Corp.
Filing Date: 2025-08-01
Form: 10-Q
Item: Item 8
Chunk 304
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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 non-Agency MSRs, including MSR financing receivables, owned as of June 30, 2025, given several parallel shifts in the discount rate, prepayment rate, delinquency rate and recapture rate:       Fair value at June 30, 2025$795,130 Discount rate shift in %-20%-10%10%20%Estimated fair value$881,143 $836,104 $757,556 $723,183 Change in Estimated Fair Value:Amount$86,013 $40,974 $(37,574)$(71,947)Percentage10.8 %5.2 %(4.7)%(9.0)%Prepayment rate shift in %-20%-10%10%20%Estimated fair value$841,309 $817,559 $773,723 $753,453 Change in Estimated Fair Value:Amount$46,179 $22,429 $(21,407)$(41,677)Percentage5.8 %2.8 %(2.7)%(5.2)%Delinquency rate shift in %-20%-10%10%20%Estimated fair value$801,017 $798,110 $791,919 $788,714 Change in Estimated Fair Value:Amount$5,887 $2,980 $(3,211)$(6,416)Percentage0.7 %0.4 %(0.4)%(0.8)%Recapture rate shift in %-20%-10%10%20%Estimated fair value$794,603 $794,833 $795,294 $795,524 Change in Estimated Fair Value:Amount$(527)$(297)$164 $394 Percentage(0.1)%— %— %— %The following table summarizes the estimated change in fair value of Rithm Capital’s interests in the Ginnie Mae MSRs, owned as of June 30, 2025, given several parallel shifts in the discount rate, prepayment rate, delinquency rate and recapture rate:Fair value at June