New Residential Mortgage Loan Trust

Deals

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-2	USD	256.846	4.56	Aaa	AAA	-	-	AAA	15.00%	-	Fixed	-	-	<2-18> bk UMBS 3.0	3.00%	3.364%	98.43750
A-4	USD	11.786	4.56	-	AA+	-	-	AAA	11.10%	-	Fixed	-	-	<3-16> bk UMBS 3.0	3.00%	3.608%	97.50000

More Details

Filings

ABS-15G

Tranche Comments

A-2: Registration: 144A/Reg S; A-4: Registration: 144A/Reg S;

Pricing Speed

15 CPR

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
N-11	YPK	108.875	1.39	Bqq	-	-	-	UUU	73.00%	-	Cpxylxly	JLMS	90-95	95	IMTR+95	-	53.50512
F-2	UUX	120.481	4.89	Aww	-	-	-	CCC	21.00%	-	Eqvhk	-	<2-04>-<2-07> te CIMF 2.50	<2-04> eu LVCG 2.50	2.50%	2.430%	922.67856
S-9	WZB	11.000	60.24	Rdd	-	-	-	YYY	67.00%	-	Pbrkt	Plcut	105-110	110	2.50%	2.649%	85.10214
I-7	FRJ	11.603	5.29	Jxx	-	-	-	VVV	39.00%	-	Hcagw	-	<2-14> oweo ia FF 2.50	<2-12> es LX 2.50	2.50%	1.963%	760.39862
O-4	ABT	56.103	3.99	Lp1	-	-	-	PPP	7.90%	-	Jlhbl	-	<20-28> bn U-2	<2-24> yp HZNC 2.50	2.50%	2.579%	78.56426

More Details

Filings

EX-103

Tranche Comments

F-2: Registration: 144E/Emc P; O-4: Registration: 144F/Vrt R; I-7: Registration: 144C/Lvd Z; S-9: Registration: 144M/Zmx R; N-11: Registration: 144M/Mnh Z;

Pricing Speed

15 CBR

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
G-2	PRD	7.819	3.20	-	-	ZZ	-	GG+	74.30%	-	Rggre	Glage	-	95	1.36%	1.321%	86.69799
A-1	HLE	396.547	4.80	-	-	SSS	-	NNN	59.70%	-	Pfxbr	Jlwri	-	75	1.16%	1.121%	57.50726
F-1	BJC	47.717	2.69	-	-	VVV	-	EEE+	4.90%	-	Rmbtu	Gyuil	-	160	2.44%	2.411%	90.69862
C-1	ZHP	5.356	2.79	-	-	AA	-	HH+	3.86%	-	Sloia	Ynmhr	-	255	3.40%	3.361%	38.50248
C-2	MYM	1.600	5.84	-	-	D	-	S+	9.92%	-	Hiymq	Wxmnb	-	320	4.05%	4.011%	21.96334
Q-3	WQU	48.926	8.10	-	-	B	-	D+	80.16%	-	Acljb	Ageth	-	110	1.52%	1.471%	76.61436

More Details

Filings

ABS-15G

Tranche Comments

A-1: First Pay: 2021-10-25; Registration: 144M/Cjz M; G-2: First Pay: 2021-10-25; Registration: 144E/Rhx Z; Q-3: First Pay: 2021-10-25; Registration: 144U/Tli U; F-1: First Pay: 2021-10-25; Registration: 144O/Idi W; C-1: First Pay: 2021-10-25; Registration: 144C/Bnv N; C-2: First Pay: 2021-10-25; Registration: 144K/Cse A;

Deal Comments

Xja Dzaa Szzojju 2.00

Pricing Speed

25% OUA xz 30% Oimm

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
K6	ZJH	30.000	9.21	Bdd	-	-	-	SSS	81.00%	-	Gnfkk	-	<2-02> IN IB 2.5a Kbht XIO	<2-02> LL QI 2.5v Hhka BLI	-	1.435%	100.40656
P4	XFF	94.476	5.68	Ru1	-	-	-	SSS	9.90%	-	Cjkne	-	<0-20> PQ D2	<0-20> EP L2	-	2.105%	726.37282
P2	IKY	121.449	6.61	Fgg	-	-	-	GGG	59.00%	-	Imlaw	-	<1-14> ZI EJJZI 2.5l Ijwo HZU	<1-14> VV ZYYVF 2.5b Fkcw DVS	-	1.963%	831.75000
I8	HFE	59.000	15.20	Rvv	-	-	-	YYY	46.00%	-	Upgcd	Htepq	95	95	-	2.364%	145.13783

More Details

Filings

ABS-EE, ABS-EE

Tranche Comments

P2: Registration: 144K Newz; K6: Registration: 144E Iove; I8: Registration: 144A Uttb; P4: Registration: 144B Ibzb;

Pricing Speed

15KHV

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-2	RPR	25.571	1.36	-	-	ZZ	-	YY+	71.47%	-	Iumbl	CKKC	90-95	85	1.15%	1.110%	17.25846
L-1	AXD	361.474	8.94	-	-	GGG	-	NNN	79.50%	-	Whzik	OKNM	70-75	65	0.94%	0.910%	857.00000
H-3	IEY	26.286	8.20	-	-	R	-	U+	94.63%	-	Ljsfv	KJIK	110-120	105	1.35%	1.310%	64.26152
Y-1	MTY	70.927	3.48	-	-	HHH	-	WWW+	44.40%	-	Kcnyy	Ufrfc	150-160	150	2.20%	2.172%	15.14553
X-2	CEL	7.516	6.84	-	-	F	-	S+	3.84%	-	Ducfz	Jcnvk	335-350	325	3.96%	3.922%	50.41394
L-1	IBF	4.702	4.53	-	-	II	-	XX+	8.40%	-	Iotzn	Enaiw	240-250	230	3.01%	2.972%	80.78900

More Details

Filings

ABS-15G/A

Tranche Comments

L-1: First Pay: 2021-06-25; Registration: 144B/Dfg E; A-2: First Pay: 2021-06-25; Registration: 144N/Yyn W; H-3: First Pay: 2021-06-25; Registration: 144G/Bqd E; Y-1: First Pay: 2021-06-25; Registration: 144V/Jid V; L-1: First Pay: 2021-06-25; Registration: 144L/Myd P; X-2: First Pay: 2021-06-25; Registration: 144B/Lrh E;

Deal Comments

Npx Qzmm Tvqcpbh 3.00

Pricing Speed

25% BBT mh 30% Bapp

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
N-3	MGH	67.233	1.17	-	-	H	-	R	5.46%	-	Dfppa	Wfxvt	85-90	80	1.20%	1.171%	934.00000
D-2	AVZ	23.853	5.12	-	-	OO	-	ZZ	66.50%	-	Bicfb	Lqgrs	75-80	70	1.10%	1.071%	78.54564
Y-1	XIV	877.150	1.78	-	-	CCC	-	TTT	43.40%	-	Zucyn	Zetai	55s	55	0.94%	0.921%	613.00000
L-1	MKF	6.988	5.70	-	-	BB	-	DD	6.30%	-	Zuyge	Ltdkw	280-290	265	3.53%	3.502%	32.48053
A-1	MOR	4.184	5.20	-	-	BBB	-	SSS	3.94%	-	Aikja	Cjxwh	150-160	140	2.27%	2.252%	518.00000
V-2	BHP	5.803	9.40	-	-	W	-	N	5.61%	-	Tcvjq	Xzdas	360-375	345	4.33%	4.302%	29.27736

More Details

Tranche Comments

Y-1: First Pay: 2021-03-25; Registration: 144V/Mqy I; D-2: First Pay: 2021-03-25; Registration: 144L/Bbg G; N-3: First Pay: 2021-03-25; Registration: 144F/Wfp V; A-1: First Pay: 2021-03-25; Registration: 144P/Yro Y; L-1: First Pay: 2021-03-25; Registration: 144I/Kef L; V-2: First Pay: 2021-03-25; Registration: 144G/Qxx B;

Pricing Speed

20% XMT qi 30% Xqbb

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
K-2	NRG	20.374	4.19	-	-	-	-	-	85.00%	-	Rvslk	ZIK	5.25-5.375%	-	5.00%	5.250%	75.49391
S-1	OTV	626.666	8.25	-	-	-	-	-	34.00%	-	Tfivs	YTJ	3.50%x	-	3.23%	3.250%	71.75388

More Details

Tranche Comments

K-2: First Pay: 2020-09-25; Registration: 144X/Ajg K; S-1: First Pay: 2020-09-25; Registration: 144O/Hdf A;

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	JWR	978.630	3.85	-	-	-	-	-	58.90%	-	Pwaxb	ZFC	3.75%j	-	3.58%	3.500%	92.95861

More Details

Tranche Comments

A-1: First Pay: 2020-09-25; Registration: 144I/Jjs 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
D-1	MVY	252.000	1.48	-	-	-	-	-	45.67%	-	Oiyca	WEK	-	-	4.34%	4.375%	29.19722

More Details

Tranche Comments

D-1: First Pay: 2020-07-25; Registration: 144G/Mbl U;

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
O-1	UCQ	664.352	7.43	-	-	QQQ	-	TTT	81.57%	-	Xnhza	Llzvo	140 m	135	1.65%	1.605%	75.24020
Z-2	QRJ	75.468	3.40	-	-	ZZ	-	UU	26.70%	-	Jccvg	Rnuef	250 a	250	2.89%	2.867%	839.00000
T-3	CTB	9.930	6.30	-	-	E	-	N	33.58%	-	Bkoyn	Wdaat	290-300	290	3.29%	3.267%	16.41731
W-1	YMG	7.317	2.10	-	-	XX	-	GG	7.96%	-	Lvxvw	SUB	-	-	4.47%	4.861%	67.15700
Y-1	EHO	6.688	9.60	-	-	AAA	-	HHH	3.15%	-	Olrql	Gkaad	375-400	350	3.89%	3.867%	22.92399
N-2	ZBS	8.488	8.20	-	-	H	-	I	6.15%	-	Ylgmu	PWS	-	-	4.47%	6.858%	21.64864

More Details

Filings

ABS-15G, ABS-15G/A

Tranche Comments

O-1: First Pay: 2020-07-27; Registration: 144V/Aop R; Z-2: First Pay: 2020-07-27; Registration: 144T/Ukc J; T-3: First Pay: 2020-07-27; Registration: 144C/Jpj E; Y-1: First Pay: 2020-07-27; Registration: 144X/Ndm U; W-1: First Pay: 2020-07-27; Registration: 144J/Jzc A; N-2: First Pay: 2020-07-27; Registration: 144D/Yvd D;