Company: RITM-PC
Filing Date: 2025-10-31
Form Type: 10-Q
Source: 0001556593-25-000033
Chunk: 144

Company: Rithm Capital Corp.
Filing Date: 2025-10-31
Form: 10-Q
Item: Item 1
Chunk 144
---
 receivable financing liability371,446 371,788 — — 377,227 — 377,227 Notes payable of consolidated entities - funds(C)1,182,640959,958— — 959,958 — 959,958 Notes payable of consolidated entities - loan securitizations(C)3,402,8233,228,957— 2,369,934 859,023 — 3,228,957 $35,744,919 $1,259 $21,742,795 $14,056,371 $— $35,800,425 (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 Bills classified as Level 1 and held at amortized cost basis of $24.8 million (see Note 6).(C)Includes assets and notes issued by consolidated VIEs accounted for under the CFE election.(D)Includes $185.5 million of SCFT 2020-A (as defined in Note 20) MBS as of December 31, 2024, for which the FVO for financial instruments was elected.(E)The table excludes cash and cash equivalents 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.

49 

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 assets measured at fair value on a recurring basis for the periods presented:Level 3Excess MSRs(A)MSRs and MSR Financing Receivables(A)Servicer Advance InvestmentsNon-Agency SecuritiesCLOs(B)Residential Mortgage LoansConsumer LoansOther Assets(C)Residential Transition Loans(D)TotalBalance at June 30, 2025$345,677 $10,360,063 $312,986 $739,143 $87,853 $430,194 $465,231 $760,591 $3,465,225 $16