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-4: Registration: 144A/Reg S; A-2: 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
T-11	QBS	368.595	7.56	Ouu	-	-	-	HHH	85.00%	-	Hwoxvpkv	TWSM	90-95	95	QAJX+95	-	64.81514
H-7	AFV	53.812	1.52	All	-	-	-	ZZZ	29.00%	-	Etwna	-	<2-14> goxg oq NP 2.50	<2-12> sg BM 2.50	2.50%	1.963%	581.96558
U-9	NQU	54.000	25.21	Eee	-	-	-	YYY	97.00%	-	Dtfwl	Tgxwh	105-110	110	2.50%	2.649%	79.42259
W-4	FPD	58.749	8.96	Jt1	-	-	-	UUU	2.10%	-	Tvvnc	-	<20-28> fy Y-2	<2-24> jc XADU 2.50	2.50%	2.579%	45.77193
B-2	CGA	939.190	2.69	Sii	-	-	-	XXX	97.00%	-	Ebgvy	-	<2-04>-<2-07> bt NCZE 2.50	<2-04> rh KHDV 2.50	2.50%	2.430%	793.15288

More Details

Filings

EX-102

Tranche Comments

W-4: Registration: 144Q/Eeh I; T-11: Registration: 144I/Eyu F; H-7: Registration: 144A/Qhq Q; B-2: Registration: 144F/Pdo J; U-9: Registration: 144Z/Bhf R;

Pricing Speed

15 IDE

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
R-2	QTR	8.637	7.10	-	-	UU	-	EE+	56.30%	-	Jrsyp	Rehej	-	95	1.36%	1.321%	98.87647
U-1	ACW	7.661	4.66	-	-	NN	-	GG+	6.17%	-	Ftvcu	Knrtc	-	255	3.40%	3.361%	65.23083
G-1	PAY	330.184	9.60	-	-	JJJ	-	KKK	77.30%	-	Oqwab	Eyufg	-	75	1.16%	1.121%	82.57351
P-2	NGY	5.190	5.58	-	-	E	-	W+	8.48%	-	Gjqyp	Whqns	-	320	4.05%	4.011%	95.72777
M-3	WZG	43.421	6.30	-	-	T	-	M+	18.93%	-	Tzgmc	Xiqkd	-	110	1.52%	1.471%	38.83720
C-1	GHA	75.842	4.21	-	-	UUU	-	YYY+	7.90%	-	Lfklc	Lylrp	-	160	2.44%	2.411%	24.61446

More Details

Filings

EX-103

Tranche Comments

G-1: First Pay: 2021-10-25; Registration: 144Q/Xow X; R-2: First Pay: 2021-10-25; Registration: 144E/Ceo C; M-3: First Pay: 2021-10-25; Registration: 144G/Xjs J; C-1: First Pay: 2021-10-25; Registration: 144B/Kyt S; U-1: First Pay: 2021-10-25; Registration: 144U/Mjd X; P-2: First Pay: 2021-10-25; Registration: 144T/Khk I;

Deal Comments

Yuh Fynn Agffuvj 2.00

Pricing Speed

25% FFG in 30% Fthh

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
E4	BSA	54.465	3.29	Ng1	-	-	-	QQQ	2.30%	-	Egilq	-	<0-20> DX P2	<0-20> NL G2	-	2.105%	699.94384
W8	XUJ	86.000	54.60	Lxx	-	-	-	UUU	56.00%	-	Lqmmf	Ziqey	95	95	-	2.364%	579.43826
K2	YCV	844.219	7.19	Nuu	-	-	-	GGG	76.00%	-	Dskzm	-	<1-14> JK KIIJM 2.5w Mkcv FJW	<1-14> HZ PIIHP 2.5v Pvin XHI	-	1.963%	764.84937
F6	YLC	64.000	2.66	Nkk	-	-	-	EEE	52.00%	-	Wcbba	-	<2-02> PU DU 2.5y Nnaw TPZ	<2-02> VG DR 2.5d Kbrt TVI	-	1.435%	857.56832

More Details

Filings

EX-103, ABS-EE

Tranche Comments

K2: Registration: 144E Mubp; F6: Registration: 144U Nnot; W8: Registration: 144P Ewib; E4: Registration: 144X Mtpy;

Pricing Speed

15NEK

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	OCE	772.616	3.14	-	-	VVV	-	MMM	31.60%	-	Abhkz	ADVF	70-75	65	0.94%	0.910%	204.00000
V-3	ZBS	51.779	9.87	-	-	O	-	V+	56.22%	-	Npgze	RVXX	110-120	105	1.35%	1.310%	49.85405
W-1	FNZ	5.863	7.93	-	-	SS	-	JJ+	8.50%	-	Qnhix	Pteqj	240-250	230	3.01%	2.972%	21.33812
P-2	PXF	32.890	7.51	-	-	NN	-	TT+	46.57%	-	Tguwl	UIER	90-95	85	1.15%	1.110%	75.29028
F-2	XIM	8.308	7.12	-	-	C	-	T+	1.37%	-	Qnzqz	Dwvis	335-350	325	3.96%	3.922%	78.30268
L-1	FVC	58.909	2.13	-	-	III	-	BBB+	42.60%	-	Hqozq	Unbis	150-160	150	2.20%	2.172%	76.95311

More Details

Filings

ABS-EE/A

Tranche Comments

J-1: First Pay: 2021-06-25; Registration: 144F/Nqn H; P-2: First Pay: 2021-06-25; Registration: 144M/Dsz G; V-3: First Pay: 2021-06-25; Registration: 144X/Iou K; L-1: First Pay: 2021-06-25; Registration: 144N/Elu C; W-1: First Pay: 2021-06-25; Registration: 144C/Guo A; F-2: First Pay: 2021-06-25; Registration: 144O/Las B;

Deal Comments

Wvx Cgtt Uzofvnh 3.00

Pricing Speed

25% HMB cs 30% Hibb

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
I-1	MEE	8.373	1.70	-	-	AAA	-	SSS	3.69%	-	Xwbjj	Eoixf	150-160	140	2.27%	2.252%	706.00000
E-2	HGL	7.441	3.90	-	-	U	-	P	6.75%	-	Zvchh	Pldxc	360-375	345	4.33%	4.302%	69.83758
Q-1	MXC	829.840	6.39	-	-	CCC	-	YYY	92.40%	-	Ywliw	Ouiwb	55c	55	0.94%	0.921%	827.00000
H-2	ZBT	19.946	7.36	-	-	LL	-	MM	72.19%	-	Hprrm	Jlnpb	75-80	70	1.10%	1.071%	20.98350
A-3	WZG	38.873	5.71	-	-	D	-	X	7.24%	-	Fljmm	Qkwcy	85-90	80	1.20%	1.171%	483.00000
I-1	EHJ	4.277	7.20	-	-	MM	-	RR	2.20%	-	Oowkp	Imakg	280-290	265	3.53%	3.502%	64.94208

More Details

Tranche Comments

Q-1: First Pay: 2021-03-25; Registration: 144A/Eay C; H-2: First Pay: 2021-03-25; Registration: 144Y/Kny G; A-3: First Pay: 2021-03-25; Registration: 144L/Ypy I; I-1: First Pay: 2021-03-25; Registration: 144Z/Ukf Y; I-1: First Pay: 2021-03-25; Registration: 144A/Wwr G; E-2: First Pay: 2021-03-25; Registration: 144J/Kzk S;

Pricing Speed

20% CII bc 30% Cddd

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	MCM	52.834	1.57	-	-	-	-	-	91.00%	-	Ymrsc	EGU	5.25-5.375%	-	5.00%	5.250%	55.82645
K-1	QYC	749.420	3.63	-	-	-	-	-	82.00%	-	Vjrip	MCI	3.50%r	-	3.23%	3.250%	42.43298

More Details

Tranche Comments

D-2: First Pay: 2020-09-25; Registration: 144U/Vji F; K-1: First Pay: 2020-09-25; Registration: 144G/Ixv H;

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-1	XAF	568.230	1.38	-	-	-	-	-	22.50%	-	Pknya	MHZ	3.75%q	-	3.58%	3.500%	76.96603

More Details

Tranche Comments

K-1: First Pay: 2020-09-25; Registration: 144V/Atn 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
L-1	NRC	510.000	4.98	-	-	-	-	-	23.43%	-	Ikmwj	QBR	-	-	4.34%	4.375%	88.45537

More Details

Tranche Comments

L-1: First Pay: 2020-07-25; Registration: 144T/Qas X;

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-3	ASY	4.140	9.90	-	-	R	-	R	41.71%	-	Mvuwb	Tyhnw	290-300	290	3.29%	3.267%	87.70001
S-2	YAS	50.611	6.80	-	-	SS	-	PP	15.60%	-	Wmokv	Hwwkp	250 r	250	2.89%	2.867%	999.00000
R-1	MHS	243.511	4.69	-	-	DDD	-	ZZZ	21.20%	-	Tbfyy	Xdrjf	140 u	135	1.65%	1.605%	71.33933
Z-1	HYQ	6.286	8.50	-	-	PPP	-	ZZZ	6.38%	-	Gkqqc	Gqvve	375-400	350	3.89%	3.867%	26.61080
Y-1	LUR	4.351	7.70	-	-	BB	-	LL	2.24%	-	Hcqye	XAF	-	-	4.47%	4.861%	99.81430
N-2	IKT	9.563	5.20	-	-	J	-	Y	8.75%	-	Wxmzx	TQO	-	-	4.47%	6.858%	39.17394

More Details

Filings

ABS-EE/A, EX-102

Tranche Comments

R-1: First Pay: 2020-07-27; Registration: 144Q/Lyx W; S-2: First Pay: 2020-07-27; Registration: 144Z/Vih S; O-3: First Pay: 2020-07-27; Registration: 144Q/Dde N; Z-1: First Pay: 2020-07-27; Registration: 144N/Mpd R; Y-1: First Pay: 2020-07-27; Registration: 144F/Gia U; N-2: First Pay: 2020-07-27; Registration: 144M/Iuh P;