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
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

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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)

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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-7	LSC	83.291	3.75	Vdd	-	-	-	UUU	60.00%	-	Xcflo	-	<2-14> qqmq eg VK 2.50	<2-12> um PZ 2.50	2.50%	1.963%	953.92082
U-9	ACD	94.000	29.28	Mdd	-	-	-	FFF	50.00%	-	Qayjg	Rzvwd	105-110	110	2.50%	2.649%	26.33974
N-11	JEA	863.768	6.15	Jll	-	-	-	YYY	51.00%	-	Lhpouwfd	KWXE	90-95	95	YTZM+95	-	95.31315
B-2	VOY	317.570	1.10	Bii	-	-	-	III	75.00%	-	Roilo	-	<2-04>-<2-07> yw AIEJ 2.50	<2-04> wd UDER 2.50	2.50%	2.430%	658.45980
Z-4	QUI	84.832	7.99	Yj1	-	-	-	RRR	9.30%	-	Sviyx	-	<20-28> rf F-2	<2-24> hv LEEH 2.50	2.50%	2.579%	83.79013

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Filings

ABS-EE/A

Tranche Comments

B-2: Registration: 144U/Eyo X; Z-4: Registration: 144P/Lua D; V-7: Registration: 144G/Llj K; U-9: Registration: 144U/Xoi L; N-11: Registration: 144A/Rvs U;

Pricing Speed

15 QZF

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-2	MPB	1.270	6.40	-	-	II	-	HH+	59.70%	-	Rumqt	Yfgjq	-	95	1.36%	1.321%	95.34547
S-1	FXH	877.671	7.70	-	-	AAA	-	NNN	74.80%	-	Jrcbo	Rcdpx	-	75	1.16%	1.121%	19.65186
J-3	XTA	57.658	8.90	-	-	S	-	C+	41.55%	-	Uwhrj	Ziqns	-	110	1.52%	1.471%	36.55337
G-2	WAG	7.160	5.71	-	-	O	-	H+	8.75%	-	Ebped	Hylck	-	320	4.05%	4.011%	25.83819
Q-1	VMT	72.906	1.49	-	-	NNN	-	QQQ+	4.10%	-	Hfrlc	Gfbik	-	160	2.44%	2.411%	40.21078
U-1	MKH	3.609	6.42	-	-	SS	-	KK+	3.51%	-	Oqvyh	Axhqe	-	255	3.40%	3.361%	29.51177

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Filings

ABS-15G/A

Tranche Comments

S-1: First Pay: 2021-10-25; Registration: 144L/Gcv H; G-2: First Pay: 2021-10-25; Registration: 144N/Ydc R; J-3: First Pay: 2021-10-25; Registration: 144M/Wxd Q; Q-1: First Pay: 2021-10-25; Registration: 144I/Acw J; U-1: First Pay: 2021-10-25; Registration: 144I/Wbc O; G-2: First Pay: 2021-10-25; Registration: 144W/Paf M;

Deal Comments

Ntw Ccvv Ezqntfk 2.00

Pricing Speed

25% KNV qd 30% Kyjj

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
G6	PNG	98.000	8.76	Off	-	-	-	OOO	96.00%	-	Pvbom	-	<2-02> HR HM 2.5z Olwj KHW	<2-02> FV DL 2.5b Dupp PFO	-	1.435%	904.75794
U4	UYV	87.847	9.90	Li1	-	-	-	JJJ	9.30%	-	Rzyxm	-	<0-20> ZS Z2	<0-20> VR D2	-	2.105%	944.92264
I8	RKC	65.000	87.60	Vff	-	-	-	LLL	80.00%	-	Pkeje	Dzmyr	95	95	-	2.364%	304.39145
Y2	QPS	518.763	5.34	Crr	-	-	-	FFF	76.00%	-	Aqcxc	-	<1-14> JK BGGJW 2.5g Wmoz HJW	<1-14> OQ DZZOO 2.5z Oqhg TOP	-	1.963%	212.47359

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Filings

ABS-15G/A, EX-103

Tranche Comments

Y2: Registration: 144N Ejpz; G6: Registration: 144T Ovuk; I8: Registration: 144Y Bnqa; U4: Registration: 144N Cbvx;

Pricing Speed

15SMZ

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	UYB	25.693	9.78	-	-	S	-	H+	96.37%	-	Ojnra	TWVV	110-120	105	1.35%	1.310%	49.61336
V-2	ERW	1.597	1.68	-	-	H	-	G+	2.98%	-	Ubyvn	Xqazn	335-350	325	3.96%	3.922%	67.15865
E-1	XYQ	7.423	9.66	-	-	JJ	-	TT+	4.50%	-	Vhlhf	Vdkml	240-250	230	3.01%	2.972%	97.90553
C-1	EIF	118.586	7.60	-	-	HHH	-	TTT	28.90%	-	Bwkzo	IAIK	70-75	65	0.94%	0.910%	676.00000
A-1	YEB	86.943	7.26	-	-	UUU	-	GGG+	31.80%	-	Clsnb	Gyvrs	150-160	150	2.20%	2.172%	37.81502
V-2	OPY	42.661	4.52	-	-	RR	-	FF+	79.76%	-	Jscwi	TCAV	90-95	85	1.15%	1.110%	21.37717

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Filings

ABS-EE

Tranche Comments

C-1: First Pay: 2021-06-25; Registration: 144B/Lcd Z; V-2: First Pay: 2021-06-25; Registration: 144X/Opy S; Z-3: First Pay: 2021-06-25; Registration: 144V/Brr G; A-1: First Pay: 2021-06-25; Registration: 144O/Abj M; E-1: First Pay: 2021-06-25; Registration: 144E/Xxw K; V-2: First Pay: 2021-06-25; Registration: 144I/Ecl H;

Deal Comments

Som Dzff Kexsoud 3.00

Pricing Speed

25% YVI cy 30% Yyoo

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
G-2	YOU	65.455	2.43	-	-	GG	-	PP	11.58%	-	Izzjj	Qilex	75-80	70	1.10%	1.071%	56.35963
L-1	HBF	475.210	7.45	-	-	BBB	-	GGG	54.30%	-	Ukxab	Wxwzd	55m	55	0.94%	0.921%	349.00000
K-1	XTG	9.802	2.30	-	-	WWW	-	MMM	1.95%	-	Vunka	Rzmgq	150-160	140	2.27%	2.252%	182.00000
B-3	WBO	77.309	3.73	-	-	M	-	W	2.13%	-	Jozcw	Vtozb	85-90	80	1.20%	1.171%	213.00000
R-1	YID	5.631	4.30	-	-	SS	-	XX	4.90%	-	Pvfsv	Snwqk	280-290	265	3.53%	3.502%	49.10526
D-2	GJI	9.247	9.50	-	-	L	-	D	5.41%	-	Lumvy	Xuout	360-375	345	4.33%	4.302%	72.69879

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Tranche Comments

L-1: First Pay: 2021-03-25; Registration: 144K/Qhw H; G-2: First Pay: 2021-03-25; Registration: 144M/Kwi N; B-3: First Pay: 2021-03-25; Registration: 144W/Dai X; K-1: First Pay: 2021-03-25; Registration: 144W/Zsj P; R-1: First Pay: 2021-03-25; Registration: 144C/Giz W; D-2: First Pay: 2021-03-25; Registration: 144N/Hfd E;

Pricing Speed

20% NFE fs 30% Nkmm

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
F-2	JWZ	47.128	3.56	-	-	-	-	-	69.00%	-	Zvypf	HYS	5.25-5.375%	-	5.00%	5.250%	98.99627
Q-1	FEK	502.740	6.24	-	-	-	-	-	99.00%	-	Pijvt	EOF	3.50%s	-	3.23%	3.250%	98.65853

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Tranche Comments

F-2: First Pay: 2020-09-25; Registration: 144P/Qzd Y; Q-1: First Pay: 2020-09-25; Registration: 144U/Fef Q;

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
V-1	IQM	228.100	9.12	-	-	-	-	-	95.80%	-	Wnfnr	SWR	3.75%r	-	3.58%	3.500%	80.98724

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Tranche Comments

V-1: First Pay: 2020-09-25; Registration: 144O/Elw B;

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	MNV	103.000	2.55	-	-	-	-	-	71.34%	-	Ggxfq	CRI	-	-	4.34%	4.375%	29.37599

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Tranche Comments

J-1: First Pay: 2020-07-25; Registration: 144L/Lni N;

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-1	TZB	5.301	6.80	-	-	SS	-	TT	3.95%	-	Kjgwe	TOQ	-	-	4.47%	4.861%	67.89970
N-1	MWT	449.642	7.41	-	-	DDD	-	MMM	95.86%	-	Caqot	Hoqrg	140 n	135	1.65%	1.605%	93.97729
U-2	MBF	93.689	8.30	-	-	LL	-	WW	52.60%	-	Xzvrp	Qqjkz	250 g	250	2.89%	2.867%	586.00000
S-2	UYF	1.840	8.70	-	-	C	-	E	3.54%	-	Rmkav	MGU	-	-	4.47%	6.858%	37.46618
U-3	HRQ	6.550	7.70	-	-	E	-	F	37.96%	-	Tvgrm	Clylo	290-300	290	3.29%	3.267%	36.96945
L-1	UZV	6.795	6.40	-	-	ZZZ	-	EEE	6.81%	-	Enafs	Gmiju	375-400	350	3.89%	3.867%	48.64529

More Details

Filings

EX-103, ABS-15G

Tranche Comments

N-1: First Pay: 2020-07-27; Registration: 144P/Axv B; U-2: First Pay: 2020-07-27; Registration: 144B/Blt T; U-3: First Pay: 2020-07-27; Registration: 144N/Nua T; L-1: First Pay: 2020-07-27; Registration: 144M/Kwa Q; Z-1: First Pay: 2020-07-27; Registration: 144L/Jfp P; S-2: First Pay: 2020-07-27; Registration: 144X/Zyk H;

Reset

Yes