Company: RITM-PC
Filing Date: 2025-10-31
Form Type: 10-Q
Source: 0001556593-25-000033
Chunk: 152

Company: Rithm Capital Corp.
Filing Date: 2025-10-31
Form: 10-Q
Item: Item 1
Chunk 152
---
,786,758 $15,451,286 (A)Includes the recapture agreement for each respective pool, as applicable. (B)Includes CLOs of consolidated CFEs classified as Level 3 in the fair value hierarchy. (C)For the nine months ended September 30, 2024, transfers out of Level 3 to Level 2 were primarily due to increased price transparency.(D)For the purpose of this table, the IRLC asset and liability positions and other commitment derivatives are shown net.(E)Includes residential transition loans of consolidated entities classified as Level 3 in the fair hierarchy.  (F)Gain (loss) recorded in earnings during the period is attributable to the change in unrealized gain (loss) relating to Level 3 assets still held at the reporting dates and realized gain (loss) recorded during the period.(G)See Note 5 for further details on the components of servicing revenue, net.(H)Gain (loss) included in unrealized gain (loss) on AFS securities, net in the consolidated statements of comprehensive income.(I)Purchases, net of non-Agency securities includes securities retained through securitizations accounted for as sales.(J)For the nine months ended September 30, 2024, transfers to Level 3 financial assets were due to changes in the observability of inputs used in the valuation of such assets.

53 

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

The following tables summarize the changes in the Company’s Level 3 financial liabilities measured at fair value on a recurring basis for the periods presented:Level 3Asset-Backed Securities IssuedNotes Payable of CFEs - Consolidated FundsNotes Payable of CFEs - Residential Transition LoansMSR Financing LiabilityNotes Receivable Financing LiabilityRTL Financing LiabilityTotalBalance at June 30, 2025$160,433 $224,666 $863,038 $60,940 $381,128 $— $1,690,205 Gains (Losses) Included in Net Income:Servicing revenue, net(A)— — — 8,094 — — 8,094 Other income (loss)(B)2,486 1,981 2,922 — (689)— 6,700