Company: RITM-PC
Filing Date: 2025-05-02
Form Type: 10-Q
Source: 0001556593-25-000016
Chunk: 46

Company: Rithm Capital Corp.
Filing Date: 2025-05-02
Form: 10-Q
Item: Item 8
Chunk 46
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 Rate (EURIBOR)-based floating interest rates.(F)Repurchase agreements are based on a fixed-rate. Collateral carrying value includes margin deposits.(G)Includes $3.7 billion of MSR notes with an interest equal to the sum of (i) a floating rate index equal to SOFR and (ii) a margin ranging from 2.5% to 3.0%; and $2.1 billion of MSR notes with fixed interest rates ranging 3.0% to 7.4%. The outstanding face amount of the collateral represents the UPB of the residential mortgage loans underlying the MSRs and MSR financing receivables securing these notes.(H)Includes $1.7 billion of debt with an interest rate equal to the sum of (i) a floating rate index equal to SOFR and (ii) a margin ranging from 1.6% to 3.0%; and $1.0 billion of debt with fixed interest rates ranging 3.9% to 5.7%. Collateral includes servicer advance investments, as well as servicer advances receivable related to the MSRs and MSR financing receivables owned by NRM and Newrez.(I)Includes (i) SpringCastle debt, which is primarily composed of the following classes of asset-backed notes held by third parties: $137.0 million UPB of Class A notes with a coupon of 2.0% and $53.0 million UPB of Class B notes with a coupon of 2.7% and (ii) $295.1 million of debt collateralized by the Marcus loans with an interest rate of SOFR plus a margin of 2.4%.(J)Includes $819.7 million of fixed rate notes which bear interest ranging from 3.5% to 6.2%.(K)Fixed rate note which bears interest of 5.8%.(L)Includes notes payable of collateralized loan obligations (“CLOs”) and of a structured alternative investment solution. Weighted average rate is the effective rate for the senior notes with stated coupon rates. The subordinate notes with UPB of $32.0 million do not have a stated rate of interest. Weighted average life of a structured alternative investment solution is based on expected maturity.(M)Fixed rate note which bears interest of 8.8%.

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RITHM CAPITAL CORP. AND SUBSIDIARIESNOTES TO CONSOLIDATED FINANCIAL STATEMENTS (UNAUDITED