New Residential Mortgage Loan Trust

Deals

Rithm Capital Corp (fka New Residential Investment Corp)

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Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
V-1	EUY	131.240	3.10	-	-	QQQ	-	MMM	37.67%	-	Oglfl	J-Gmthw	130-135	125	5.47%	5.358%	92.62515
Z-1	USV	9.469	2.61	-	-	ZZZ-	-	XXX+	2.90%	-	Scruu	T-Llwiy	230s	230	6.39%	6.377%	23.60403
G-1	KIA	2.970	2.58	-	-	MM-	-	XXX-	3.35%	-	Msopi	V-Smhge	330	330	7.17%	7.377%	52.13491
M-3	FWY	75.843	5.10	-	-	E-	-	L+	5.70%	-	Atqcj	S-Parun	175	175	5.97%	5.858%	94.10286
Y-2	WVC	62.809	1.40	-	-	AA-	-	TT	66.00%	-	Vnbmd	F-Ajalh	160	160	5.82%	5.708%	41.85725
J-2	LES	4.789	6.73	-	-	H-	-	CC-	6.50%	-	Pzgvv	S-Ghuah	465	465	7.17%	8.727%	38.47528

Filings

ABS-15G

Tranche Comments

V-1: First Pay: 2024-12-26; Registration: 144W/Ecp Z; Y-2: First Pay: 2024-12-26; Registration: 144Z/Pqr N; M-3: First Pay: 2024-12-26; Registration: 144T/Ebo U; Z-1: First Pay: 2024-12-26; Registration: 144E/Xsz Q; G-1: First Pay: 2024-12-26; Registration: 144B/Its E; J-2: First Pay: 2024-12-26; Registration: 144C/Rao Y;

Originator(s)

OmjVmj BBL, Lvxhyeqnw Rjnmens BBL

Risk Retention

LG - Mmgx BL/LW - Mmg

Pricing Speed

25% KST uy ubc 20% Rwuoyfvl Tctcvwuoyf

Rithm Capital Corp (fka New Residential Investment Corp)

,,,,

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
B1	OLN	514.000	9.80	-	-	-	A (B)	-	72.00%	-	Lclos	P-Fdkwv	205p	205	5.44%	5.506%	42.72788
I1	LAZ	90.200	8.50	-	-	-	DD (E)	-	4.90%	-	RAZ	-	8.00%d	-	-	8.000%	21.89274
G2	REE	32.800	9.20	-	-	-	FFF (Z)	-	32.60%	-	Dzohg	U-Vmfbt	240i	240	5.79%	5.856%	20.41151

Tranche Comments

B1: Registration: 144D/Pjo B; G2: Registration: 144G/Czb C; I1: Registration: 144Z/Nsq B;

Originator(s)

Axzxvqv Mgjqugr ZZM

Risk Retention

OK - Tufo YO - Tuf

Pricing Speed

8 FXX

Refinancing

Yes

Rithm Capital Corp (fka New Residential Investment Corp)

,,,,

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
D-2	EEY	25.750	5.19	-	-	CC-	-	OO+	60.89%	-	Hvlor	B-Mqmgy	165	165	5.37%	5.262%	63.35073
Q-1	VZQ	686.545	4.31	-	-	AAA	-	VVV	87.50%	-	Yvgle	G-Udnuo	140	140	5.12%	5.012%	84.86497
E-3	RSB	92.915	3.15	-	-	S-	-	N+	3.10%	-	Saugn	B-Ncpiz	170	170	5.42%	5.312%	69.92906
H-2	OTO	95.662	5.97	-	-	W-	-	XX-	6.37%	-	Omneu	E-Mukhz	500	500	7.66%	8.505%	12.65938
R-1	KPH	52.265	1.55	-	-	GGG-	-	CCC+	6.45%	-	Zczkp	V-Cubrb	210m	210	5.62%	5.605%	52.97961
K-1	ZMO	10.377	3.75	-	-	CC-	-	KKK-	2.92%	-	Ebgez	V-Ebcol	315-325	310	6.61%	6.605%	44.53518

Tranche Comments

Q-1: First Pay: 2024-10-15; Registration: 144W/Yne Y; D-2: First Pay: 2024-10-15; Registration: 144U/Emf T; E-3: First Pay: 2024-10-15; Registration: 144U/Lic X; R-1: First Pay: 2024-10-15; Registration: 144Z/Qtr O; K-1: First Pay: 2024-10-15; Registration: 144C/Cev K; H-2: First Pay: 2024-10-15; Registration: 144U/Wvm U;

Risk Retention

LQ - Jaxn UL/LU - Jax

Pricing Speed

25% DBT be bko 20% Qobvenbe Toqowobven

Rithm Capital Corp (fka New Residential Investment Corp)

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
L-1	HIZ	42.515	41.79	-	-	II	KK	-	74.77%	-	WIS	K-Qgabh	175	175	3.88%	6.289%	59.89564
M-2	BFI	96.210	42.70	-	-	H	M	-	39.70%	-	DKN	S-Wcufd	200	200	3.88%	6.585%	44.90203
C-4	RKJ	2.346	85.99	-	-	DD	WW	-	22.90%	-	EOR	W-Klztd	375	375	3.88%	8.434%	87.61403
V-5	GGK	3.178	43.93	-	-	T	I	-	3.92%	-	TAM	Y-Cjpqq	475	475	3.88%	9.474%	28.95020
A	UFJ	837.751	2.31	-	-	LLL	III	-	78.00%	-	Tpxea	X-Gidtm	140-145	145	3.80%	5.981%	88.60360
B-3	RRY	89.780	68.60	-	-	VVV	YYY	-	40.60%	-	DNO	Z-Dddwo	225	225	3.88%	6.887%	91.89613

Filings

ABS-15G

Tranche Comments

A: First Pay: 2024-05-28; Registration: 144Q/Mqz E; L-1: First Pay: 2024-05-28; Registration: 144F/Ffl V; M-2: First Pay: 2024-05-28; Registration: 144A/Vja Y; B-3: First Pay: 2024-05-28; Registration: 144U/Ypk R; C-4: First Pay: 2024-05-28; Registration: 144A/Rrd R; V-5: First Pay: 2024-05-28; Registration: 144W/Jlf X;

Risk Retention

BF - Fctk TB/BG - Fct

Pricing Speed

8% OCZ uq Lcuxuzun

Rithm Capital Corp (fka New Residential Investment Corp)

,,,,

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
M1	WOD	390.000	8.40	-	-	-	Y (F)	-	80.90%	-	Ogkzj	F-Inmrn	220-225	205	6.66%	6.758%	60.56531
G1	CGV	15.292	2.20	-	-	-	TT (X)	-	3.24%	-	OAF	E-Vniyy	450-465	415	-	8.858%	16.36900
A2	WJO	75.000	8.70	-	-	-	DDD (V)	-	27.30%	-	Vgxiz	F-Rvilv	275-290	250	7.10%	7.208%	23.16366

Filings

ABS-15G

Tranche Comments

M1: First Pay: 2024-04-25; Registration: 144W/Jkw M; A2: First Pay: 2024-04-25; Registration: 144W/Luj E; G1: First Pay: 2024-04-25; Registration: 144K/Umz R;

Originator(s)

Ordrxzx Rnbzznh OOR

Risk Retention

CI - Wxgi TC/CO - Wxg

Rithm Capital Corp (fka New Residential Investment Corp)

,,,,

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
J-1	XCP	655.918	1.20	-	-	YYY	-	OOO	18.27%	-	Sbqlx	L-Qdglh	150z	150	6.13%	5.992%	90.13950
J-1	ROE	3.978	3.15	-	-	JJJ-	-	DDD+	9.78%	-	Uiltq	D-Mkial	255-265	255	6.82%	6.783%	10.63192
V-2	ICE	14.467	2.61	-	-	HH-	-	YY	89.50%	-	Blgnw	R-Nkcwx	175-180	175	6.38%	6.242%	76.81010
Z-3	GKI	75.595	8.19	-	-	P-	-	R	45.50%	-	Jprxv	N-Mwymr	185-190	185	6.48%	6.342%	66.20832
F-1	MZW	2.480	1.60	-	-	II-	-	ZZ+	5.60%	-	Gziop	S-Zwrji	365-375	365	7.912%	7.883%	41.26677
Q-2	OYP	2.377	7.16	-	-	F-	-	M+	4.59%	-	URM	-	-	-	-	-	-

Filings

ABS-15G

Tranche Comments

J-1: First Pay: 2024-03-25; Registration: 144J/Tpr T; V-2: First Pay: 2024-03-25; Registration: 144H/Qal Y; Z-3: First Pay: 2024-03-25; Registration: 144V/Awg N; J-1: First Pay: 2024-03-25; Registration: 144H/Tre M; F-1: First Pay: 2024-03-25; Registration: 144G/Yax H; Q-2: First Pay: 2024-03-25; Registration: 144A/Hrc L;

Deal Comments

Hyj Nkbb Pqqoyyz Lkqboqq yw 3 eqkqb kjy 30% YPT. Pqoyojq Qbqqyz 25% NPJ ey eyq qkqboqq yw (o) 4eq ykbb (Qeqb qb Dkeq)kjy (oo) 30% YPT

Originator(s)

NbwIbu XXN, Nzbkfvii Rbkfkibb Xbimfib XXN, XbimHjkb Mwkkbibb Nwku

Rithm Capital Corp (fka New Residential Investment Corp)

,,,,

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
E-1	GHA	14.927	9.28	-	-	FF-	-	LL+	8.80%	-	KML	V-Myuch	-	460	7.64%	9.307%	67.99137
I-2	CTK	58.890	8.93	-	-	I-	-	A+	2.70%	-	KHT	J-Yihwp	-	675	7.64%	11.457%	19.31580
R-1Z	NKE	43.161	3.80	-	-	UUU	-	AAA	60.54%	-	Kepae	A-Tjytz	-	-	-	-	-
Q-3	URW	84.601	3.39	-	-	T-	-	L-	82.80%	-	Rvfzr	T-Qdurn	-	230	7.47%	7.319%	68.63195
J-1	HLX	14.978	2.38	-	-	KKK-	-	GGG	9.35%	-	VNE	O-Ywxvo	-	310	7.64%	7.807%	26.87645
U-2	HLH	50.701	5.84	-	-	CC-	-	HH-	55.31%	-	Hhvfb	P-Carmd	-	215	7.32%	7.169%	72.65171
E-1E	OTW	507.599	8.51	-	-	NNN	-	EEE	89.00%	-	Rklca	L-Zhhqs	-	170	6.86%	6.719%	95.24992

Filings

ABS-15G/A, EX-103

Tranche Comments

E-1E: First Pay: 2023-10-25; Registration: 144B/Yyd H; R-1Z: First Pay: 2023-10-25; Registration: 144I/Vpo I; U-2: First Pay: 2023-10-25; Registration: 144X/Kbb R; Q-3: First Pay: 2023-10-25; Registration: 144F/Rak G; J-1: First Pay: 2023-10-25; Registration: 144G/Tox H; E-1: First Pay: 2023-10-25; Registration: 144C/Poq A; I-2: First Pay: 2023-10-25; Registration: 144B/Yfl R;

Deal Comments

Qvo-Nqpp Ngarvci Jqaprga ve 3 zgqai qoc 30% ENC

Originator(s)

Fkihlbj Flqb Xlkuj Dui, BbrAbv XXF kuv Fkjjib Nljjhkhb Fljv (vlk Obibibjkjb Fkvhjki)

Pricing Speed

25% SBS km 4 beym qyww (ckes ps fyke)

Rithm Capital Corp (fka New Residential Investment Corp)

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
J-2	OYY	88.831	21.69	-	-	I	S	-	23.90%	-	TVR	U-Ibdls	-	260	3.55%	6.205%	87.38214
O-3	AOX	4.571	91.82	-	-	VVV	NNN	-	81.50%	-	VMI	Y-Zcftq	-	375	3.55%	7.437%	93.92753
L	XCG	542.218	7.10	-	-	PPP	III	-	62.80%	-	Dtlsn	Q-Jhwiu	-	200	3.50%	5.382%	10.24677
Z-1	ZVC	49.310	21.92	-	-	GG	KK	-	59.60%	-	IDE	M-Nhxpk	-	225	3.55%	5.779%	32.33366

Filings

ABS-EE

Tranche Comments

L: First Pay: 2023-05-25; Registration: 144G/Zsj Y; Z-1: First Pay: 2023-05-25; Registration: 144K/Hse V; J-2: First Pay: 2023-05-25; Registration: 144C/Ltg J; O-3: First Pay: 2023-05-25; Registration: 144J/Ybb A;

Pricing Speed

6% NIX zk Unzplrza

Refinancing

Yes

Rithm Capital Corp (fka New Residential Investment Corp)

,,,,

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
D-1	BHH	817.250	3.82	-	-	MMM	-	FFF	22.20%	-	Vsash	N-Dmwgo	-	255	6.30%	6.659%	63.29090
U-2	UJQ	91.910	3.82	-	-	MM-	-	BB+	17.44%	-	Wguru	D-Eujsu	-	295	6.50%	7.059%	10.29617
S-3	KMK	17.510	8.46	-	-	Y-	-	U	82.50%	-	Pwwzj	U-Zdxhm	-	345	6.50%	7.559%	54.77100

Filings

ABS-EE/A

Tranche Comments

D-1: First Pay: 2022-10-25; Registration: 144L/Krq Y; U-2: First Pay: 2022-10-25; Registration: 144W/Nmf B; S-3: First Pay: 2022-10-25; Registration: 144F/Ffu Q;

Deal Comments

Ogs Ramm Inhugei Cahmunh gb 3-lnahj ase 30% jggm bausgh

Originator(s)

Tlxtklj Jydl Fylnt Inh, NlvZlq FFT

Pricing Speed

25 ZKK zp 4 khxs pxnn

Reset

Yes

Rithm Capital Corp (fka New Residential Investment Corp)

,,,

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
P-1	JGW	46.666	3.40	CH	-	-	GGG	-	40.16%	-	Gopzr	G-Qpiuc	-	445	4.00%	7.345%	94.69870
G	VWE	39.821	4.80	PM	-	-	AA (K)	-	91.21%	-	Rotcx	H-Rbqsu	-	650	4.00%	9.395%	20.51543
T	EMY	975.651	9.70	Jvv	-	-	FFF	-	50.30%	-	Bqyvx	O-Bxfft	-	165	3.75%	4.545%	67.90684
N	PHX	58.501	7.50	Tvv3	-	-	B (Z)	-	36.10%	-	Oosvd	J-Wgguk	-	320	4.00%	6.095%	13.99270
D-2	CWG	8.695	7.40	EO	-	-	QQQ (N)	-	66.43%	-	Rmtkx	S-Zzszg	-	520	4.00%	8.095%	76.35473
O	AMI	17.797	4.50	Nw3	-	-	OO (U)	-	51.33%	-	Fguup	N-Huxdq	-	240	3.75%	5.295%	29.22556
F	OUJ	93.610	7.90	Q3	-	-	L (U)	-	41.53%	-	Yyass	L-Rzriu	-	270	3.75%	5.595%	76.91802
V	QKN	73.980	7.20	DL	-	-	YP	-	4.00%	-	-	-	-	-	-	-	Retained

Filings

ABS-EE/A

Tranche Comments

T: First Pay: 2022-09-13; Registration: 144B/Pnj Y; O: First Pay: 2022-09-13; Registration: 144P/Ola C; F: First Pay: 2022-09-13; Registration: 144U/Ezl I; N: First Pay: 2022-09-13; Registration: 144D/Kbs S; P-1: First Pay: 2022-09-13; Registration: 144X/Dkb X; D-2: First Pay: 2022-09-13; Registration: 144F/Lmt T; G: First Pay: 2022-09-13; Registration: 144D/Lno U; V: First Pay: 2022-09-13; Registration: 144Y/Uon R;