Company: RITM-PC
Filing Date: 2025-05-02
Form Type: 10-Q
Source: 0001556593-25-000016
Chunk: 58

Company: Rithm Capital Corp.
Filing Date: 2025-05-02
Form: 10-Q
Item: Item 8
Chunk 58
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SIDIARIESNOTES 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 securities8,962,730 552,797 — — 552,797 — 552,797 Residential mortgage loans, HFS75,872 66,670 — — 66,670 — 66,670 Residential mortgage loans, HFS, at fair value4,274,620 4,307,571 — 4,280,405 27,166 — 4,307,571 Residential mortgage loans, HFI, at fair value396,061 361,890 — — 361,890 — 361,890 Residential mortgage loans subject to repurchase2,745,756 2,745,756 — 2,745,756 — — 2,745,756 Consumer loans767,623 665,565 — — 665,565 — 665,565 Derivative and hedging assets18,597,732 75,147 — 53,651 21,496 — 75,147 Residential transition loans2,172,713 2,178,075 — — 2,178,075 — 2,178,075 Notes receivable