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
U-4	KRC	79.202	5.99	-	HH+	-	-	OOO	35.20%	-	Fqbeg	-	-	<3-16> yr XDXG 3.0	3.00%	3.608%	24.30000
P-2	OJZ	323.253	1.87	Cee	FFF	-	-	MMM	91.00%	-	Wrpfm	-	-	<2-18> rl QRTG 3.0	3.00%	3.364%	91.78460

Filings

EX-103

Tranche Comments

P-2: Registration: 144K/Nct W; U-4: Registration: 144D/Oda I;

Pricing Speed

15 UDC

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
E-4	USL	30.751	2.10	Wm1	-	-	-	RRR	3.90%	-	Tqceu	-	<20-28> rx R-2	<2-24> vd MVMW 2.50	2.50%	2.579%	55.76623
A-2	UXV	857.591	8.25	Eyy	-	-	-	HHH	64.00%	-	Zrbkf	-	<2-04>-<2-07> na QAVK 2.50	<2-04> xq PDLH 2.50	2.50%	2.430%	867.53430
T-9	AAX	30.000	80.70	Scc	-	-	-	AAA	96.00%	-	Tmzfq	Bilos	105-110	110	2.50%	2.649%	88.64464
T-7	MEW	27.222	1.22	Ltt	-	-	-	QQQ	24.00%	-	Nnclr	-	<2-14> xfrx gj FR 2.50	<2-12> ip RY 2.50	2.50%	1.963%	837.13798
F-11	TOD	653.677	7.90	Mhh	-	-	-	VVV	85.00%	-	Ubqrmhzv	JEOO	90-95	95	XVAI+95	-	77.25796

Filings

EX-103

Tranche Comments

A-2: Registration: 144U/Mmr W; E-4: Registration: 144L/Qoi K; T-7: Registration: 144P/Pca Z; T-9: Registration: 144G/Bmc Y; F-11: Registration: 144F/Yfg A;

Pricing Speed

15 BWX

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
H-1	AWN	1.978	7.43	-	-	EE	-	KK+	2.48%	-	Ibhhz	Gwokl	-	255	3.40%	3.361%	30.19385
C-1	MUD	768.478	4.30	-	-	PPP	-	PPP	84.70%	-	Mqzqv	Gwuue	-	75	1.16%	1.121%	66.49167
U-3	QQK	38.627	3.10	-	-	W	-	S+	45.36%	-	Gznil	Irodr	-	110	1.52%	1.471%	63.42556
S-2	OLB	8.987	3.90	-	-	BB	-	NN+	27.70%	-	Qukzs	Etfvn	-	95	1.36%	1.321%	78.61586
H-2	RNI	3.860	1.17	-	-	U	-	S+	5.30%	-	Khvmj	Tlqtd	-	320	4.05%	4.011%	31.33874
A-1	GTA	24.375	5.88	-	-	PPP	-	HHH+	8.50%	-	Soazn	Cwapl	-	160	2.44%	2.411%	79.98696

Filings

ABS-15G

Tranche Comments

C-1: First Pay: 2021-10-25; Registration: 144H/Ure V; S-2: First Pay: 2021-10-25; Registration: 144C/Aql A; U-3: First Pay: 2021-10-25; Registration: 144T/Tdg L; A-1: First Pay: 2021-10-25; Registration: 144Z/Ksy R; H-1: First Pay: 2021-10-25; Registration: 144H/Gka A; H-2: First Pay: 2021-10-25; Registration: 144V/Ffj F;

Deal Comments

Eub Twyy Wtxqunv 2.00

Pricing Speed

25% FCB gf 30% Fkyy

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
W4	OUG	95.327	7.66	Rw1	-	-	-	III	4.30%	-	Gbpkn	-	<0-20> NC K2	<0-20> FW H2	-	2.105%	911.17469
N2	OCE	294.682	2.89	Vcc	-	-	-	BBB	82.00%	-	Cmzru	-	<1-14> BK JZZBI 2.5y Insw PBR	<1-14> JJ UPPJN 2.5m Nsyi MJG	-	1.963%	691.71058
W6	WEQ	48.000	9.60	Sqq	-	-	-	FFF	18.00%	-	Gzjey	-	<2-02> ZV IH 2.5q Plzt NZW	<2-02> RK GL 2.5s Nqwc WRD	-	1.435%	715.76469
Z8	OCU	93.000	29.70	Bii	-	-	-	TTT	76.00%	-	Aajpw	Zmgne	95	95	-	2.364%	290.43271

Filings

ABS-EE/A, ABS-15G/A

Tranche Comments

N2: Registration: 144J Cdes; W6: Registration: 144R Ptxb; Z8: Registration: 144X Vsbq; W4: Registration: 144A Octa;

Pricing Speed

15WMR

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
G-1	LEW	30.650	7.17	-	-	III	-	III+	20.90%	-	Xjhgd	Vohnv	150-160	150	2.20%	2.172%	97.22567
F-1	KRU	540.162	9.21	-	-	BBB	-	PPP	58.50%	-	Nfksg	TXQF	70-75	65	0.94%	0.910%	804.00000
Q-3	UVJ	37.758	4.93	-	-	Z	-	F+	37.55%	-	Zzrkl	ZZOY	110-120	105	1.35%	1.310%	34.32833
G-1	IQL	7.517	4.88	-	-	AA	-	AA+	3.20%	-	Nynxz	Boboe	240-250	230	3.01%	2.972%	42.62394
J-2	ARI	5.666	1.11	-	-	S	-	R+	2.82%	-	Rmsfj	Hgyaa	335-350	325	3.96%	3.922%	57.45698
O-2	WZW	93.884	4.91	-	-	DD	-	EE+	97.75%	-	Escip	KKHU	90-95	85	1.15%	1.110%	27.73529

Filings

EX-103

Tranche Comments

F-1: First Pay: 2021-06-25; Registration: 144U/Loy C; O-2: First Pay: 2021-06-25; Registration: 144I/Xhm O; Q-3: First Pay: 2021-06-25; Registration: 144W/Fne X; G-1: First Pay: 2021-06-25; Registration: 144A/Hej O; G-1: First Pay: 2021-06-25; Registration: 144T/Gpq J; J-2: First Pay: 2021-06-25; Registration: 144M/Gdp W;

Deal Comments

Ggj Ojnn Mlhbgdq 3.00

Pricing Speed

25% FBW yp 30% Fkuu

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
S-1	FVS	419.240	7.80	-	-	HHH	-	AAA	70.10%	-	Aaqaa	Twtlm	55j	55	0.94%	0.921%	338.00000
S-2	ZIO	53.657	7.25	-	-	UU	-	CC	40.22%	-	Hqrrp	Qzazi	75-80	70	1.10%	1.071%	77.65719
J-2	RLW	5.966	6.40	-	-	G	-	Z	4.88%	-	Mghcd	Rdihr	360-375	345	4.33%	4.302%	70.65860
W-1	FLU	2.320	1.90	-	-	BBB	-	SSS	9.18%	-	Mzqii	Axapc	150-160	140	2.27%	2.252%	279.00000
E-3	IJF	71.927	8.90	-	-	M	-	C	4.42%	-	Ymnni	Skvhy	85-90	80	1.20%	1.171%	702.00000
W-1	VRO	5.372	5.30	-	-	YY	-	JJ	4.30%	-	Djatp	Joljl	280-290	265	3.53%	3.502%	21.59046

Tranche Comments

S-1: First Pay: 2021-03-25; Registration: 144K/Hjd Z; S-2: First Pay: 2021-03-25; Registration: 144V/Mbf L; E-3: First Pay: 2021-03-25; Registration: 144F/Prd V; W-1: First Pay: 2021-03-25; Registration: 144D/Bvx E; W-1: First Pay: 2021-03-25; Registration: 144M/Epv E; J-2: First Pay: 2021-03-25; Registration: 144M/Fwg W;

Pricing Speed

20% XPU yh 30% Xvdd

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
T-2	VTT	45.840	5.39	-	-	-	-	-	77.00%	-	Kyvxr	YEK	5.25-5.375%	-	5.00%	5.250%	11.83464
I-1	AGH	960.228	2.49	-	-	-	-	-	39.00%	-	Iaxwh	WXW	3.50%o	-	3.23%	3.250%	39.50904

Tranche Comments

T-2: First Pay: 2020-09-25; Registration: 144A/Mog G; I-1: First Pay: 2020-09-25; Registration: 144U/Ajo W;

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
T-1	YNA	248.520	3.93	-	-	-	-	-	16.30%	-	Cgpph	QBZ	3.75%p	-	3.58%	3.500%	26.43721

Tranche Comments

T-1: First Pay: 2020-09-25; Registration: 144O/Rph T;

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
E-1	QGX	200.000	9.17	-	-	-	-	-	32.77%	-	Jwifx	HWW	-	-	4.34%	4.375%	23.89918

Tranche Comments

E-1: First Pay: 2020-07-25; Registration: 144F/Djp R;

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-1	HME	839.787	2.19	-	-	DDD	-	NNN	87.83%	-	Wkoun	Cvjjd	140 z	135	1.65%	1.605%	70.33471
F-2	LXI	4.890	8.90	-	-	T	-	F	3.67%	-	Bivql	IYQ	-	-	4.47%	6.858%	49.51566
N-2	REJ	80.763	4.10	-	-	WW	-	UU	81.30%	-	Gnior	Jvqcr	250 q	250	2.89%	2.867%	305.00000
V-1	CQA	8.528	2.80	-	-	YY	-	PP	1.64%	-	Pmuhi	ATO	-	-	4.47%	4.861%	12.45820
A-3	TZP	1.670	8.90	-	-	C	-	O	66.14%	-	Kzxud	Ilycw	290-300	290	3.29%	3.267%	50.81930
W-1	YZD	5.653	7.90	-	-	CCC	-	OOO	6.45%	-	Lrvfy	Bcvkb	375-400	350	3.89%	3.867%	70.92781

Filings

ABS-15G/A, ABS-15G/A

Tranche Comments

K-1: First Pay: 2020-07-27; Registration: 144B/Jdi Q; N-2: First Pay: 2020-07-27; Registration: 144N/Pjn Y; A-3: First Pay: 2020-07-27; Registration: 144M/Lkj K; W-1: First Pay: 2020-07-27; Registration: 144V/Quo I; V-1: First Pay: 2020-07-27; Registration: 144W/Hua P; F-2: First Pay: 2020-07-27; Registration: 144H/Tjh C;