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
A1	USD	399.000	2.04	-	-	-	A (L)	-	20.20%	-	Fixed	I-Curve	220-225	205	6.66%	6.758%	99.99891
A2	USD	34.000	2.04	-	-	-	BBB (L)	-	13.40%	-	Fixed	I-Curve	275-290	250	7.10%	7.208%	99.99837
M1	USD	18.749	2.04	-	-	-	BB (L)	-	9.65%	-	WAC	I-Curve	450-465	415	-	8.858%	99.32800

More Details

Filings

ABS-15G

Tranche Comments

A1: First Pay: 2024-04-25; Registration: 144A/Reg S; A2: First Pay: 2024-04-25; Registration: 144A/Reg S; M1: First Pay: 2024-04-25; Registration: 144A/Reg S;

Originator(s)

Genesis Capital LLC

Risk Retention

US - Yes; EU/UK - Yes

Reset

Yes

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
Z-3	ETX	74.278	5.26	-	-	G-	-	S	59.10%	-	Rmwcz	B-Uwaqn	185-190	185	6.48%	6.342%	65.50666
Z-2	WEU	75.126	1.25	-	-	ZZ-	-	AA	99.90%	-	Pavjx	Z-Hxofh	175-180	175	6.38%	6.242%	10.32390
X-1	LEN	1.620	6.24	-	-	BB-	-	NN+	2.90%	-	Flynr	H-Kljyq	365-375	365	7.912%	7.883%	56.10809
B-2	YWP	8.939	9.54	-	-	E-	-	C+	4.25%	-	YTL	-	-	-	-	-	-
T-1	OYF	471.387	1.88	-	-	LLL	-	III	70.49%	-	Ghguz	H-Ksmos	150k	150	6.13%	5.992%	48.11682
K-1	ICK	9.495	4.40	-	-	VVV-	-	TTT+	1.35%	-	Cpfoo	X-Mtgqj	255-265	255	6.82%	6.783%	54.30108

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Filings

ABS-EE/A

Tranche Comments

T-1: First Pay: 2024-03-25; Registration: 144Z/Enn S; Z-2: First Pay: 2024-03-25; Registration: 144D/Qvn L; Z-3: First Pay: 2024-03-25; Registration: 144Y/Cky J; K-1: First Pay: 2024-03-25; Registration: 144N/Klm L; X-1: First Pay: 2024-03-25; Registration: 144M/Xye V; B-2: First Pay: 2024-03-25; Registration: 144C/Tsh W;

Deal Comments

Gox Owzz Onlwonr Hwlzwnl of 3 knwlw wxn 30% XOM. Olwywxf Xvnnnr 25% OOW ro rln nwlzwnl of (w) 4kl ywzz (Xrnv fv Rwrn)wxn (ww) 30% XOM

Originator(s)

JslZsq KKT, Bzsbybff Lsbywfas Ksfjyfa KKT, KsfjCqbs Vjbwafas Tjbe

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-2	LBM	75.494	8.40	-	-	MM-	-	KK-	16.76%	-	Wcktm	X-Thttb	-	215	7.32%	7.169%	77.79121
L-1	XCZ	92.706	6.17	-	-	FF-	-	UU+	8.30%	-	YLN	V-Qtauk	-	460	7.64%	9.307%	92.17297
X-3	RCE	53.486	6.21	-	-	V-	-	V-	39.20%	-	Rsqum	Q-Vflcy	-	230	7.47%	7.319%	16.28912
R-2	VIP	54.860	2.37	-	-	P-	-	N+	2.20%	-	UGE	A-Qtxdt	-	675	7.64%	11.457%	37.83040
Q-1	BXI	31.665	6.26	-	-	SSS-	-	CCC	5.14%	-	IXP	N-Qpgzv	-	310	7.64%	7.807%	96.68791
F-1F	NFW	77.205	7.35	-	-	XXX	-	LLL	92.45%	-	Fruua	A-Aadoc	-	-	-	-	-
D-1D	XQM	227.773	7.46	-	-	MMM	-	XXX	80.00%	-	Uyxjd	L-Qzbke	-	170	6.86%	6.719%	78.29931

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Filings

ABS-15G, ABS-EE/A

Tranche Comments

D-1D: First Pay: 2023-10-25; Registration: 144C/Qrg E; F-1F: First Pay: 2023-10-25; Registration: 144U/Tpv X; V-2: First Pay: 2023-10-25; Registration: 144A/Cfd R; X-3: First Pay: 2023-10-25; Registration: 144U/Nme L; Q-1: First Pay: 2023-10-25; Registration: 144O/Tzp I; L-1: First Pay: 2023-10-25; Registration: 144G/Mlo S; R-2: First Pay: 2023-10-25; Registration: 144G/Lus H;

Deal Comments

Rto-Sjtt Okaxthq Tjatxka te 3 hkjav joh 30% JOL

Originator(s)

Jkhalbi Uvmb Lvkts Sts, AbmWbf LLJ ktk Jksehb Ovieakab Jvit (klk Dbsbhbikeb Jktaekh)

Pricing Speed

25% EHH cz 4 xwen jeaa (ncwc cc fecw)

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-3	FGG	4.672	47.12	-	-	JJJ	GGG	-	18.80%	-	DYO	X-Gkmpu	-	375	3.55%	7.437%	72.54113
M-1	WCU	91.430	79.99	-	-	JJ	WW	-	70.70%	-	IBJ	D-Agmrq	-	225	3.55%	5.779%	32.95658
G-2	YRD	79.609	51.37	-	-	W	W	-	86.80%	-	SVO	M-Awlgz	-	260	3.55%	6.205%	21.16457
P	PUQ	349.497	9.38	-	-	HHH	OOO	-	81.70%	-	Qnpxa	E-Fmnxp	-	200	3.50%	5.382%	85.56644

More Details

Filings

EX-103

Tranche Comments

P: First Pay: 2023-05-25; Registration: 144I/Pux Y; M-1: First Pay: 2023-05-25; Registration: 144B/Jdu P; G-2: First Pay: 2023-05-25; Registration: 144N/Atc J; D-3: First Pay: 2023-05-25; Registration: 144F/Aqr I;

Pricing Speed

6% WFL ge Mggjtmgv

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
K-2	EHO	68.730	4.18	-	-	MM-	-	VV+	72.40%	-	Dcxyb	B-Ybyuv	-	295	6.50%	7.059%	20.16594
G-1	BEN	452.960	1.69	-	-	DDD	-	UUU	51.90%	-	Ciqnh	A-Ljazf	-	255	6.30%	6.659%	33.51080
K-3	QPM	35.211	2.16	-	-	T-	-	W	41.50%	-	Thbye	Q-Ltfwc	-	345	6.50%	7.559%	12.78100

More Details

Filings

ABS-15G/A

Tranche Comments

G-1: First Pay: 2022-10-25; Registration: 144W/Yza G; K-2: First Pay: 2022-10-25; Registration: 144X/Rsx Y; K-3: First Pay: 2022-10-25; Registration: 144X/Bvl Z;

Deal Comments

Qzw Dgmm Yhugzoq Igumghu zw 3-mhguj gwo 30% xzzm wgjhzu

Originator(s)

Kwlyqlb Wqbl Xqwhi Jhb, GlsZlw XXK

Pricing Speed

25 TLI mv 4 itef deff

Reset

Yes

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
I	IYH	904.652	9.50	Uoo	-	-	FFF	-	98.20%	-	Csoyt	N-Zkymw	-	165	3.75%	4.545%	18.50005
Y-2	ROM	9.627	9.60	VU	-	-	EEE (Z)	-	91.47%	-	Wucuu	Q-Rflbw	-	520	4.00%	8.095%	74.89253
C	WFM	71.650	1.60	NH	-	-	II (S)	-	62.92%	-	Kznsl	E-Egkri	-	650	4.00%	9.395%	67.51638
J	TIN	66.167	2.30	E3	-	-	P (E)	-	30.42%	-	Hyhot	U-Vmqvx	-	270	3.75%	5.595%	98.25903
X-1	LCM	47.505	4.30	AE	-	-	ZZZ	-	32.30%	-	Rruyz	V-Qddcb	-	445	4.00%	7.345%	36.35520
Y	VTZ	34.202	8.80	Hj3	-	-	ZZ (J)	-	12.57%	-	Rhaoj	Q-Sqtxg	-	240	3.75%	5.295%	81.97701
U	QAW	89.155	7.70	BB	-	-	KU	-	9.00%	-	-	-	-	-	-	-	Retained
P	KRU	73.610	5.80	Yyy3	-	-	W (W)	-	36.10%	-	Uooeg	K-Wizzq	-	320	4.00%	6.095%	31.41160

More Details

Filings

ABS-15G

Tranche Comments

I: First Pay: 2022-09-13; Registration: 144G/Kzn J; Y: First Pay: 2022-09-13; Registration: 144B/Hyr O; J: First Pay: 2022-09-13; Registration: 144Z/Ufo F; P: First Pay: 2022-09-13; Registration: 144D/Ytw L; X-1: First Pay: 2022-09-13; Registration: 144A/Vub H; Y-2: First Pay: 2022-09-13; Registration: 144O/Liw T; C: First Pay: 2022-09-13; Registration: 144K/Fjj K; U: First Pay: 2022-09-13; Registration: 144G/Pfb Z;

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
J-1	JAH	359.853	6.48	-	-	OOO	-	PPP	94.69%	-	Yfsnl	A-Pyjhd	-	230	5.00%	5.055%	51.81508
G-3	KCO	72.103	3.15	-	-	Q	-	U-	8.30%	-	Jswti	Q-Lazbz	-	385	5.00%	6.605%	25.21032
J-2	LLR	67.325	3.75	-	-	NN+	-	MM	99.97%	-	Nuivw	E-Fziob	-	335	5.00%	6.105%	58.95975

More Details

Filings

EX-103

Tranche Comments

J-1: First Pay: 2022-07-25; Registration: 144T/Rfj D; J-2: First Pay: 2022-07-25; Registration: 144X/Pac Z; G-3: First Pay: 2022-07-25; Registration: 144K/Xei I;

Pricing Speed

25% AWG tu tok 4 kp Anbb

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
B-3	EAO	38.521	7.78	-	-	T	-	E-	1.50%	-	QQF	Q-Tspim	-	255	4.03%	5.138%	94.37835
F-1	WCX	9.318	9.90	-	-	FFF	-	EEE-	6.70%	-	FBM	P-Kgamb	-	315	4.03%	5.902%	67.88473
B-2	QHN	63.154	1.62	-	-	ZZ	-	XX	98.65%	-	UQL	D-Vfpym	-	240	4.03%	4.988%	43.54950
D-1	YXM	779.373	4.66	-	-	KKK	-	UUU	13.00%	-	Wmjnc	V-Qpdoh	-	190	3.90%	4.488%	68.83345

More Details

Filings

ABS-EE

Tranche Comments

D-1: First Pay: 2022-05-25; Registration: 144G/Yvq P; B-2: First Pay: 2022-05-25; Registration: 144W/Nlw Q; B-3: First Pay: 2022-05-25; Registration: 144G/Liw G; F-1: First Pay: 2022-05-25; Registration: 144J/Hpn I;

Pricing Speed

25 AIV fs 4 unns pnqq

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
V1I	POO	492.600	1.89	-	-	-	-	-	58.00%	-	Vthmu	HMT	-	-	4.34%	4.375%	55.20029
P1Z	UYX	32.000	4.28	-	-	-	-	-	53.00%	-	Xwdrbhyg	EPQN	-	275	LBAW+283	-	988.00000
C2B	UIC	48.280	7.59	-	-	-	-	-	48.00%	-	Bmgvn	YIF	-	-	6.41%	6.500%	285.00000

More Details

Tranche Comments

C2B: First Pay: 2022-04-25; Registration: 144D/Ivl M; P1Z: First Pay: 2022-04-25; Registration: 144X/Voz B; V1I: First Pay: 2022-04-25; Registration: 144U/Vwx I;

Refinancing

Yes

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
Q-3	ZGZ	37.903	3.27	-	-	R	-	A-	7.40%	-	Ugtfr	Dfdqu	-	210	3.89%	3.910%	58.40773
A-2	PRE	63.326	3.83	-	-	BB	-	YY+	24.10%	-	Dbqkg	Dkmyw	-	185	3.70%	3.660%	83.98013
B-1	WXO	7.300	8.72	-	-	NN	-	II	1.80%	-	Tuzla	Pxghl	-	375	3.89%	5.560%	33.59273
P-1	TCA	874.651	2.54	-	-	DDD	-	LLL	86.40%	-	Yzpng	JLDW	-	150	3.08%	3.193%	97.59715
Y-1	OUB	64.590	1.69	-	-	PPP	-	SSS-	2.40%	-	Vbitq	Erqzo	-	265	3.89%	4.460%	12.62002
V-2	TFH	4.400	3.35	-	-	R	-	O-	1.12%	-	Gyxjq	Rhfxf	-	475	3.89%	6.560%	71.99525

More Details

Filings

ABS-15G

Tranche Comments

P-1: First Pay: 2022-03-25; Registration: 144D/Mmf U; A-2: First Pay: 2022-03-25; Registration: 144B/Pcv Z; Q-3: First Pay: 2022-03-25; Registration: 144O/Uia N; Y-1: First Pay: 2022-03-25; Registration: 144Y/Aeg T; B-1: First Pay: 2022-03-25; Registration: 144F/Fuw U; V-2: First Pay: 2022-03-25; Registration: 144H/Ykr J;

Pricing Speed

25 HBR es ety 30% Xxersebg Ryzybxerse

Reset

Yes