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
Z-2	MOQ	195.801	1.46	Rgg	GGG	-	-	RRR	49.00%	-	Qrmnw	-	-	<2-18> ph THRN 3.0	3.00%	3.364%	93.20470
G-4	IUJ	50.966	3.10	-	QQ+	-	-	PPP	66.10%	-	Pvfag	-	-	<3-16> wl ANDS 3.0	3.00%	3.608%	43.30000

Filings

ABS-EE/A

Tranche Comments

Z-2: Registration: 144H/Htp X; G-4: Registration: 144E/Ouu E;

Pricing Speed

15 XOC

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
T-7	JHX	29.325	9.74	Hpp	-	-	-	KKK	85.00%	-	Fkyxc	-	<2-14> yphy ax TS 2.50	<2-12> uc PY 2.50	2.50%	1.963%	704.79453
E-2	MMA	241.854	3.93	Gnn	-	-	-	AAA	48.00%	-	Gvgag	-	<2-04>-<2-07> nt CZGR 2.50	<2-04> ow TFHC 2.50	2.50%	2.430%	520.70580
T-11	HBR	165.644	7.34	Zaa	-	-	-	DDD	56.00%	-	Yocostsy	ZJTI	90-95	95	AXNF+95	-	31.61250
F-4	ROP	58.179	3.21	Mn1	-	-	-	VVV	6.10%	-	Ufxiw	-	<20-28> xt X-2	<2-24> qu EZPX 2.50	2.50%	2.579%	76.70127
W-9	PNR	77.000	75.67	Naa	-	-	-	SSS	34.00%	-	Ioscb	Nhylj	105-110	110	2.50%	2.649%	48.93884

Filings

ABS-EE/A

Tranche Comments

E-2: Registration: 144N/Nkk A; F-4: Registration: 144W/Ubw P; T-7: Registration: 144L/Pin Y; W-9: Registration: 144P/Hue T; T-11: Registration: 144A/Wmh H;

Pricing Speed

15 AHQ

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-1	LEE	825.193	4.30	-	-	KKK	-	XXX	42.30%	-	Zirkn	Eycrr	-	75	1.16%	1.121%	98.63103
J-1	IMK	4.963	6.33	-	-	WW	-	YY+	6.73%	-	Lqoie	Madas	-	255	3.40%	3.361%	16.93395
L-2	PRZ	3.700	4.87	-	-	Q	-	A+	8.52%	-	Fqfjg	Qrqnx	-	320	4.05%	4.011%	42.35027
E-3	UXZ	13.239	4.10	-	-	T	-	S+	26.40%	-	Ynxsm	Tmcwy	-	110	1.52%	1.471%	80.94502
F-2	QJO	5.494	9.40	-	-	ZZ	-	RR+	36.20%	-	Lwlio	Nxufl	-	95	1.36%	1.321%	10.31574
V-1	YLH	92.357	7.51	-	-	DDD	-	YYY+	9.90%	-	Xwgwz	Jhfao	-	160	2.44%	2.411%	89.22135

Filings

EX-103

Tranche Comments

I-1: First Pay: 2021-10-25; Registration: 144Y/Wws K; F-2: First Pay: 2021-10-25; Registration: 144V/Mit K; E-3: First Pay: 2021-10-25; Registration: 144P/Xyf U; V-1: First Pay: 2021-10-25; Registration: 144B/Isq O; J-1: First Pay: 2021-10-25; Registration: 144U/Bvq C; L-2: First Pay: 2021-10-25; Registration: 144G/Aqq G;

Deal Comments

Yqg Dcjj Ngtnqwr 2.00

Pricing Speed

25% FEV fy 30% Feuu

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
K2	CYA	320.970	4.99	Bcc	-	-	-	JJJ	34.00%	-	Kztxu	-	<1-14> BF XEEBM 2.5w Mieb VBS	<1-14> OQ UIIOI 2.5y Ihjx KOU	-	1.963%	447.55507
G6	VUA	49.000	9.34	Kll	-	-	-	PPP	91.00%	-	Hzini	-	<2-02> UH KU 2.5k Eoui VUK	<2-02> XC CR 2.5o Csvg XXJ	-	1.435%	827.48660
N4	RJT	65.643	1.44	Ru1	-	-	-	JJJ	4.60%	-	Agrvg	-	<0-20> MM P2	<0-20> XV N2	-	2.105%	331.41804
P8	GQL	71.000	62.20	Aww	-	-	-	RRR	82.00%	-	Bshjn	Pguky	95	95	-	2.364%	917.94774

Filings

EX-102, EX-102

Tranche Comments

K2: Registration: 144Q Vdon; G6: Registration: 144K Bgab; P8: Registration: 144E Dwxo; N4: Registration: 144M Rgos;

Pricing Speed

15JBU

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-1	RNY	75.852	9.70	-	-	ZZZ	-	UUU+	23.40%	-	Vjnal	Mzkjo	150-160	150	2.20%	2.172%	36.32262
A-3	LME	57.373	7.30	-	-	Z	-	Q+	17.69%	-	Dmmlm	VOKC	110-120	105	1.35%	1.310%	79.37773
U-1	HIB	942.776	8.48	-	-	QQQ	-	QQQ	97.10%	-	Xtfth	MOJG	70-75	65	0.94%	0.910%	440.00000
S-2	CLG	34.799	9.62	-	-	GG	-	UU+	61.40%	-	Izhah	EJKV	90-95	85	1.15%	1.110%	78.65875
C-1	RBX	4.684	9.46	-	-	DD	-	EE+	8.50%	-	Kqcjn	Jwqkp	240-250	230	3.01%	2.972%	89.92895
A-2	QQL	9.855	7.98	-	-	G	-	R+	1.72%	-	Gfntr	Acnhd	335-350	325	3.96%	3.922%	12.92697

Filings

EX-102

Tranche Comments

U-1: First Pay: 2021-06-25; Registration: 144V/Pwc M; S-2: First Pay: 2021-06-25; Registration: 144N/Nvy Q; A-3: First Pay: 2021-06-25; Registration: 144U/Gbj K; Q-1: First Pay: 2021-06-25; Registration: 144I/Gbq I; C-1: First Pay: 2021-06-25; Registration: 144F/Imw B; A-2: First Pay: 2021-06-25; Registration: 144V/Dvl G;

Deal Comments

Duq Kuhh Bkpburw 3.00

Pricing Speed

25% MUY ns 30% Msll

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
T-1	PTK	7.791	8.40	-	-	NN	-	XX	5.50%	-	Euoun	Obhwo	280-290	265	3.53%	3.502%	96.79136
N-1	JNI	990.150	7.49	-	-	WWW	-	YYY	80.30%	-	Kapbl	Xdtot	55h	55	0.94%	0.921%	359.00000
J-3	MMZ	20.171	5.17	-	-	G	-	L	3.88%	-	Cobaw	Cunxb	85-90	80	1.20%	1.171%	336.00000
E-2	ZGF	79.265	7.78	-	-	JJ	-	DD	14.65%	-	Kzang	Ubgqs	75-80	70	1.10%	1.071%	44.53721
L-2	BIS	7.488	6.80	-	-	L	-	Q	8.42%	-	Waulj	Zriuv	360-375	345	4.33%	4.302%	74.68380
D-1	XZV	1.150	3.90	-	-	KKK	-	PPP	6.33%	-	Aunmf	Veeyq	150-160	140	2.27%	2.252%	632.00000

Tranche Comments

N-1: First Pay: 2021-03-25; Registration: 144B/Gbq J; E-2: First Pay: 2021-03-25; Registration: 144Y/Vuw E; J-3: First Pay: 2021-03-25; Registration: 144K/Oep Z; D-1: First Pay: 2021-03-25; Registration: 144K/Dky Q; T-1: First Pay: 2021-03-25; Registration: 144X/Yzx A; L-2: First Pay: 2021-03-25; Registration: 144I/Uxq B;

Pricing Speed

20% ZSB zn 30% Zuee

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
C-2	CAQ	10.662	8.59	-	-	-	-	-	99.00%	-	Ctika	QLD	5.25-5.375%	-	5.00%	5.250%	70.32187
N-1	RAP	339.398	9.59	-	-	-	-	-	91.00%	-	Grpxl	SVR	3.50%q	-	3.23%	3.250%	56.41667

Tranche Comments

C-2: First Pay: 2020-09-25; Registration: 144K/Bdd G; N-1: First Pay: 2020-09-25; Registration: 144W/Avw C;

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
W-1	GQI	983.470	1.75	-	-	-	-	-	75.90%	-	Gtuyg	SYR	3.75%r	-	3.58%	3.500%	28.80406

Tranche Comments

W-1: First Pay: 2020-09-25; Registration: 144I/Fnq M;

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
A-1	YKN	358.000	7.17	-	-	-	-	-	70.17%	-	Nnqjp	KKR	-	-	4.34%	4.375%	15.62332

Tranche Comments

A-1: First Pay: 2020-07-25; Registration: 144E/Jod L;

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	ZFN	948.826	3.63	-	-	YYY	-	KKK	98.59%	-	Afmhl	Xnypl	140 u	135	1.65%	1.605%	82.68429
R-2	NJM	97.775	5.20	-	-	MM	-	DD	15.50%	-	Jtrev	Bqhcx	250 b	250	2.89%	2.867%	529.00000
S-3	UGB	8.700	5.20	-	-	F	-	Q	68.87%	-	Mavyj	Vvvln	290-300	290	3.29%	3.267%	71.61728
R-1	LBQ	2.974	8.60	-	-	NN	-	DD	5.92%	-	Xlugw	FML	-	-	4.47%	4.861%	70.41260
W-2	OXW	5.662	1.20	-	-	L	-	E	1.48%	-	Bgjog	JOA	-	-	4.47%	6.858%	40.45517
L-1	NQZ	2.771	9.30	-	-	DDD	-	KKK	9.64%	-	Zbkak	Ydlqs	375-400	350	3.89%	3.867%	80.29922

Filings

ABS-15G/A, ABS-EE

Tranche Comments

G-1: First Pay: 2020-07-27; Registration: 144J/Jub P; R-2: First Pay: 2020-07-27; Registration: 144E/Owj Z; S-3: First Pay: 2020-07-27; Registration: 144N/Oyw S; L-1: First Pay: 2020-07-27; Registration: 144C/Vtf D; R-1: First Pay: 2020-07-27; Registration: 144K/Pjn T; W-2: First Pay: 2020-07-27; Registration: 144F/Fqx F;