Company: RITM-PC
Filing Date: 2025-10-31
Form Type: 10-Q
Source: 0001556593-25-000033
Chunk: 305

Company: Rithm Capital Corp.
Filing Date: 2025-10-31
Form: 10-Q
Item: Item 8
Chunk 305
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— 2,700,353 Derivative liabilities16,202,262 101,789 14 54,254 47,521 — 101,789 MSR financing liability(A)8,361,854 69,034 — — 69,034 — 69,034 Notes receivable financing liability371,446 375,685 — — 380,439 — 380,439 RTL financing liability87,717 87,717 — — 87,717 — 87,717 Notes payable and secured financing of consolidated entities - funds(C)1,216,181 1,214,220 — 987,573 226,647 — 1,214,220 Notes payable of consolidated entities - loan securitizations(C)3,578,414 3,474,605 — 2,608,079 866,526 — 3,474,605 $35,525,044 $14 $22,634,073 $12,946,652 $— $35,580,739 (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)Includes assets and notes issued by consolidated VIEs accounted for under the CFE election.(D)Includes $153.0 million of SCFT 2020-A (as defined in Note 20) MBS as of September 30, 2025, 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.

48 

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