Company: RITM-PC
Filing Date: 2025-08-01
Form Type: 10-Q
Source: 0001556593-25-000024
Chunk: 284

Company: Rithm Capital Corp.
Filing Date: 2025-08-01
Form: 10-Q
Item: Item 8
Chunk 284
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522 — 2,232,484 863,038 — 3,095,522 $33,925,433 $113 $20,963,231 $12,981,784 $— $33,945,128 (A)The notional amount represents the total UPB of the residential mortgage loans underlying the MSRs, MSR financing receivables, Excess MSRs and MSR financing liability. Rithm Capital does not receive an excess mortgage servicing amount on non-performing loans in Agency portfolios.(B)Includes Treasury securities classified as Level 1 and held at amortized cost basis of $24.8 million (see Note 6).(C)Represents assets and notes issued by consolidated VIEs accounted for under the CFE election.(D)Includes $160.4 million of SCFT 2020-A (as defined in Note 20) MBS as of June 30, 2025, for which the FVO for financial instruments was elected.(E)The table excludes cash and other short-term receivables and payables for which the carrying value approximates fair value due to their short term nature and are classified within Level 1.

47

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

The carrying values and fair values of assets and liabilities recorded at fair value on a recurring basis, as well as other financial instruments for which fair value is disclosed, as of December 31, 2024 were as follows:Principal Balance or Notional AmountCarrying ValueFair Value(E)Level 1Level 2Level 3NAVTotalAssets:Excess MSRs(A)$53,494,378 $369,162 $— $— $369,162 $— $369,162 MSRs and MSR financing receivables(A)590,214,351 10,321,671 — — 10,321,671 — 10,321,671 Servicer advance investments298,945 339,646 — — 339,646 — 339,646 Government and government-backed securities(B)9,947,189 9,736,116 3,285,478 6,450,643 — — 9,736,121 Non-agency securities8