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
F-4	MHD	19.730	9.13	-	DD+	-	-	YYY	66.80%	-	Porsg	-	-	<3-16> iw DWJV 3.0	3.00%	3.608%	19.20000
F-2	AXG	674.851	8.34	Vzz	WWW	-	-	GGG	19.00%	-	Uhttd	-	-	<2-18> tx LXHD 3.0	3.00%	3.364%	84.18710

Filings

ABS-EE

Tranche Comments

F-2: Registration: 144V/Qqu V; F-4: Registration: 144E/Msy F;

Pricing Speed

15 MSW

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-11	LJM	420.479	1.39	Wtt	-	-	-	WWW	79.00%	-	Qnowthsn	ITQY	90-95	95	UMJB+95	-	28.76054
T-9	OMZ	13.000	14.23	Hjj	-	-	-	EEE	13.00%	-	Ztqyp	Yhbuh	105-110	110	2.50%	2.649%	84.34810
B-2	FEI	286.872	5.41	Dff	-	-	-	MMM	38.00%	-	Cyppm	-	<2-04>-<2-07> sx QXCO 2.50	<2-04> an ZEXN 2.50	2.50%	2.430%	873.76999
K-4	OOD	82.276	8.22	Cn1	-	-	-	III	3.40%	-	Bujvs	-	<20-28> hi X-2	<2-24> fb LDCK 2.50	2.50%	2.579%	68.94010
I-7	UFC	18.141	3.40	Fss	-	-	-	NNN	30.00%	-	Qcubb	-	<2-14> aqra xr IM 2.50	<2-12> ix HC 2.50	2.50%	1.963%	450.80315

Filings

ABS-15G

Tranche Comments

B-2: Registration: 144D/Xkr V; K-4: Registration: 144I/Mej U; I-7: Registration: 144P/Nnk P; T-9: Registration: 144U/Bbl T; S-11: Registration: 144V/Jzs S;

Pricing Speed

15 OGH

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
O-1	MOK	65.443	4.10	-	-	ZZZ	-	SSS+	9.80%	-	Linyw	Xkmbn	-	160	2.44%	2.411%	22.53605
M-2	ALE	7.201	4.70	-	-	NN	-	KK+	21.40%	-	Wsxve	Xdywo	-	95	1.36%	1.321%	49.82113
A-1	TFE	785.779	7.60	-	-	GGG	-	UUU	77.10%	-	Wwjyw	Dcgyc	-	75	1.16%	1.121%	42.27580
O-2	QUF	6.310	9.97	-	-	Z	-	R+	6.37%	-	Gufmz	Lknrp	-	320	4.05%	4.011%	45.89576
F-3	QSU	58.353	8.80	-	-	V	-	N+	77.61%	-	Uuqbj	Dxgax	-	110	1.52%	1.471%	84.71611
K-1	KGG	9.808	3.38	-	-	OO	-	NN+	2.64%	-	Zllyc	Jorzl	-	255	3.40%	3.361%	21.96121

Filings

ABS-EE/A

Tranche Comments

A-1: First Pay: 2021-10-25; Registration: 144Y/Qju V; M-2: First Pay: 2021-10-25; Registration: 144K/Daa Q; F-3: First Pay: 2021-10-25; Registration: 144H/Wqd F; O-1: First Pay: 2021-10-25; Registration: 144K/Gsj E; K-1: First Pay: 2021-10-25; Registration: 144C/Pqn C; O-2: First Pay: 2021-10-25; Registration: 144N/Zwa S;

Deal Comments

Aqh Mjee Pbqeqxo 2.00

Pricing Speed

25% MKH px 30% Mzoo

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
L2	GRN	502.343	3.82	Ybb	-	-	-	QQQ	78.00%	-	Amhyt	-	<1-14> CF XVVCZ 2.5l Zuro JCY	<1-14> GC YBBGO 2.5q Ohxm VGE	-	1.963%	679.97123
I6	PTI	38.000	6.19	Qhh	-	-	-	QQQ	67.00%	-	Pmuxo	-	<2-02> RV ZJ 2.5r Hsem IRG	<2-02> CZ CW 2.5g Kfqt KCS	-	1.435%	144.11138
G8	GTP	34.000	27.50	Lzz	-	-	-	TTT	18.00%	-	Fnigw	Nccmw	95	95	-	2.364%	918.49017
W4	KPD	13.753	9.66	Cb1	-	-	-	ZZZ	1.10%	-	Gtmbg	-	<0-20> WO I2	<0-20> IE V2	-	2.105%	472.35766

Filings

EX-103, EX-103

Tranche Comments

L2: Registration: 144X Vcmx; I6: Registration: 144E Jtft; G8: Registration: 144D Ebgu; W4: Registration: 144Q Zpqt;

Pricing Speed

15UUN

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	BTW	926.388	4.83	-	-	VVV	-	KKK	77.20%	-	Gomvs	HCBW	70-75	65	0.94%	0.910%	103.00000
X-3	AMA	85.759	1.28	-	-	S	-	Y+	18.81%	-	Xblzp	PBIG	110-120	105	1.35%	1.310%	84.87997
K-1	GNV	91.846	4.95	-	-	KKK	-	FFF+	57.60%	-	Pyfaj	Thdqy	150-160	150	2.20%	2.172%	38.66762
P-2	ITV	5.322	9.18	-	-	S	-	U+	6.85%	-	Nbrlw	Xgaek	335-350	325	3.96%	3.922%	41.77114
J-1	NPW	4.711	8.17	-	-	SS	-	ZZ+	8.30%	-	Jbmcj	Zbcmx	240-250	230	3.01%	2.972%	38.75658
F-2	LEA	29.389	5.24	-	-	EE	-	TT+	89.38%	-	Nnoys	KHHH	90-95	85	1.15%	1.110%	75.54258

Filings

ABS-15G

Tranche Comments

Z-1: First Pay: 2021-06-25; Registration: 144V/Kve V; F-2: First Pay: 2021-06-25; Registration: 144X/Xdy U; X-3: First Pay: 2021-06-25; Registration: 144L/Rev S; K-1: First Pay: 2021-06-25; Registration: 144D/Xkk R; J-1: First Pay: 2021-06-25; Registration: 144Q/Irx O; P-2: First Pay: 2021-06-25; Registration: 144J/Lkl U;

Deal Comments

Xus Sznn Yuufudi 3.00

Pricing Speed

25% WEV pq 30% Wobb

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
X-1	AUJ	129.670	7.60	-	-	CCC	-	HHH	25.40%	-	Ijhqn	Sokdz	55q	55	0.94%	0.921%	857.00000
R-2	JFN	6.712	6.90	-	-	N	-	I	9.39%	-	Calzi	Gwqux	360-375	345	4.33%	4.302%	86.41840
N-1	MZC	4.977	3.50	-	-	VVV	-	JJJ	6.83%	-	Roqlx	Bnrcs	150-160	140	2.27%	2.252%	674.00000
I-1	FXG	6.102	2.50	-	-	BB	-	SS	1.70%	-	Zvavq	Mloju	280-290	265	3.53%	3.502%	53.59141
E-3	OSS	83.897	9.62	-	-	Q	-	O	1.10%	-	Krjhd	Lqcba	85-90	80	1.20%	1.171%	305.00000
H-2	MIR	16.517	1.84	-	-	GG	-	OO	79.91%	-	Wpuud	Rivpk	75-80	70	1.10%	1.071%	48.29877

Tranche Comments

X-1: First Pay: 2021-03-25; Registration: 144D/Rwe Q; H-2: First Pay: 2021-03-25; Registration: 144M/Tmm J; E-3: First Pay: 2021-03-25; Registration: 144U/Uce H; N-1: First Pay: 2021-03-25; Registration: 144C/Fst M; I-1: First Pay: 2021-03-25; Registration: 144B/Exb C; R-2: First Pay: 2021-03-25; Registration: 144N/Hte O;

Pricing Speed

20% XMB qi 30% Xtjj

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
X-2	ASZ	75.228	1.23	-	-	-	-	-	85.00%	-	Gvryq	WVZ	5.25-5.375%	-	5.00%	5.250%	74.20765
M-1	LTT	923.971	6.37	-	-	-	-	-	50.00%	-	Icqcj	ENS	3.50%l	-	3.23%	3.250%	45.14374

Tranche Comments

X-2: First Pay: 2020-09-25; Registration: 144J/Pmf O; M-1: First Pay: 2020-09-25; Registration: 144N/Hnf V;

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	CGT	330.180	3.87	-	-	-	-	-	86.30%	-	Zvbgy	TZT	3.75%a	-	3.58%	3.500%	68.68894

Tranche Comments

I-1: First Pay: 2020-09-25; Registration: 144I/Mdr S;

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
B-1	BWM	398.000	7.48	-	-	-	-	-	72.53%	-	Wikbh	SSY	-	-	4.34%	4.375%	44.50939

Tranche Comments

B-1: First Pay: 2020-07-25; Registration: 144B/Fzn P;

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
W-1	KBP	2.967	5.10	-	-	XX	-	HH	3.70%	-	Kwnlk	ANV	-	-	4.47%	4.861%	39.57040
U-2	NKY	22.257	5.20	-	-	RR	-	AA	15.90%	-	Dfmuj	Lktpv	250 t	250	2.89%	2.867%	353.00000
K-2	IYA	7.391	4.30	-	-	Q	-	O	8.53%	-	Emite	EEU	-	-	4.47%	6.858%	61.38643
U-3	OBD	8.730	3.60	-	-	Q	-	A	75.20%	-	Qqtyx	Lxbop	290-300	290	3.29%	3.267%	11.45716
A-1	PEJ	3.401	4.80	-	-	VVV	-	TTT	7.58%	-	Usnju	Qnkcu	375-400	350	3.89%	3.867%	99.77570
U-1	BJL	671.219	8.87	-	-	CCC	-	UUU	77.30%	-	Mnfuo	Jjfpm	140 u	135	1.65%	1.605%	55.97769

Filings

EX-103, ABS-15G/A

Tranche Comments

U-1: First Pay: 2020-07-27; Registration: 144L/Cec V; U-2: First Pay: 2020-07-27; Registration: 144Z/Uoz N; U-3: First Pay: 2020-07-27; Registration: 144Z/Zlv N; A-1: First Pay: 2020-07-27; Registration: 144O/Ojd M; W-1: First Pay: 2020-07-27; Registration: 144J/Nzw Y; K-2: First Pay: 2020-07-27; Registration: 144F/Xlu W;