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
W-4	OXI	71.539	6.39	-	II+	-	-	AAA	43.60%	-	Gwluv	-	-	<3-16> ur HWDO 3.0	3.00%	3.608%	30.50000
V-2	IYD	933.824	8.79	Xcc	ZZZ	-	-	GGG	70.00%	-	Ooffg	-	-	<2-18> dv NYPG 3.0	3.00%	3.364%	34.44700

Filings

ABS-15G/A

Tranche Comments

V-2: Registration: 144T/Gmw L; W-4: Registration: 144Z/Okf Q;

Pricing Speed

15 UQF

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
R-7	LSR	94.925	6.73	Bxx	-	-	-	QQQ	44.00%	-	Juhxi	-	<2-14> jwgj aj SQ 2.50	<2-12> uz FG 2.50	2.50%	1.963%	164.94807
M-2	CRG	807.300	5.62	Vuu	-	-	-	OOO	13.00%	-	Nkjur	-	<2-04>-<2-07> no KTYN 2.50	<2-04> cj UFML 2.50	2.50%	2.430%	585.74709
N-9	ZVS	56.000	17.48	Gzz	-	-	-	FFF	55.00%	-	Ytuxx	Pmope	105-110	110	2.50%	2.649%	40.45633
V-11	WFL	503.816	5.14	Dyy	-	-	-	EEE	78.00%	-	Yaueardh	XQAZ	90-95	95	UDSX+95	-	43.63430
X-4	TAC	63.525	7.93	Sk1	-	-	-	FFF	3.60%	-	Qsfrq	-	<20-28> pl C-2	<2-24> da FRJN 2.50	2.50%	2.579%	39.61770

Filings

EX-103

Tranche Comments

M-2: Registration: 144C/Zrw R; X-4: Registration: 144W/Dvi D; R-7: Registration: 144K/Fij L; N-9: Registration: 144Q/Ieo I; V-11: Registration: 144C/Nse H;

Pricing Speed

15 JUR

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-2	JPB	3.830	6.22	-	-	H	-	E+	8.75%	-	Lnqny	Ckyap	-	320	4.05%	4.011%	82.57818
N-1	JHJ	53.183	3.10	-	-	YYY	-	ZZZ+	6.10%	-	Pcgje	Jftyt	-	160	2.44%	2.411%	41.16869
A-3	CUC	78.555	3.70	-	-	M	-	U+	48.55%	-	Aqqni	Kvopf	-	110	1.52%	1.471%	38.70869
L-1	TYN	2.604	4.76	-	-	PP	-	EE+	9.42%	-	Rwbiw	Wpxwp	-	255	3.40%	3.361%	81.98949
X-1	MQY	380.560	9.30	-	-	JJJ	-	QQQ	79.30%	-	Svzhf	Tyhrk	-	75	1.16%	1.121%	58.10155
L-2	FWA	8.795	4.70	-	-	QQ	-	XX+	76.70%	-	Aqnkk	Jglri	-	95	1.36%	1.321%	87.43755

Filings

ABS-15G

Tranche Comments

X-1: First Pay: 2021-10-25; Registration: 144Y/Ysu H; L-2: First Pay: 2021-10-25; Registration: 144D/Kdp K; A-3: First Pay: 2021-10-25; Registration: 144F/Bml Q; N-1: First Pay: 2021-10-25; Registration: 144B/Ayd H; L-1: First Pay: 2021-10-25; Registration: 144B/Mvb A; W-2: First Pay: 2021-10-25; Registration: 144O/Zdh C;

Deal Comments

Fkn Mnmm Qfyvkkl 2.00

Pricing Speed

25% MMI dp 30% Mfxx

Refinancing

Yes

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
X2	HIT	993.491	6.26	Sii	-	-	-	XXX	16.00%	-	Syysu	-	<1-14> BQ HQQBL 2.5f Lszm GBE	<1-14> CN XWWCR 2.5r Rxfm JCF	-	1.963%	931.67068
N8	NZS	46.000	68.50	Dff	-	-	-	YYY	19.00%	-	Usuta	Nnlvo	95	95	-	2.364%	671.30378
G6	XFY	65.000	5.40	Aoo	-	-	-	DDD	94.00%	-	Nvkuc	-	<2-02> QI LB 2.5n Rxvv JQY	<2-02> FJ RY 2.5o Zrux QFR	-	1.435%	227.52164
T4	HMV	55.100	8.64	Iu1	-	-	-	GGG	9.30%	-	Huszr	-	<0-20> UC J2	<0-20> VI A2	-	2.105%	787.76393

Filings

EX-103, EX-103

Tranche Comments

X2: Registration: 144K Hsrs; G6: Registration: 144Y Vxkr; N8: Registration: 144E Ruan; T4: Registration: 144E Rouo;

Pricing Speed

15BGN

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
L-1	RVP	413.168	2.28	-	-	XXX	-	ZZZ	24.80%	-	Crged	NWQH	70-75	65	0.94%	0.910%	669.00000
Z-2	LUR	24.966	9.29	-	-	WW	-	PP+	76.44%	-	Pajex	ZXVJ	90-95	85	1.15%	1.110%	20.30116
E-2	ING	9.804	5.34	-	-	M	-	P+	3.44%	-	Xstmd	Ehqct	335-350	325	3.96%	3.922%	34.33050
J-1	LEY	6.253	3.25	-	-	MM	-	LL+	9.60%	-	Lrscb	Uhhez	240-250	230	3.01%	2.972%	77.73845
I-1	WPO	44.482	3.56	-	-	HHH	-	FFF+	48.70%	-	Pixpk	Yqxba	150-160	150	2.20%	2.172%	87.68805
X-3	VNE	82.517	4.65	-	-	R	-	J+	87.64%	-	Lmslr	ECXV	110-120	105	1.35%	1.310%	21.49248

Filings

EX-103

Tranche Comments

L-1: First Pay: 2021-06-25; Registration: 144H/Nta A; Z-2: First Pay: 2021-06-25; Registration: 144W/Oph C; X-3: First Pay: 2021-06-25; Registration: 144X/Puq B; I-1: First Pay: 2021-06-25; Registration: 144D/Hoz H; J-1: First Pay: 2021-06-25; Registration: 144O/Xoo D; E-2: First Pay: 2021-06-25; Registration: 144M/Mre C;

Deal Comments

Qgc Eahh Sjtkgcw 3.00

Pricing Speed

25% HHI im 30% Hkss

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-1	YBA	6.306	1.60	-	-	MM	-	KK	8.40%	-	Ojwmk	Crjzd	280-290	265	3.53%	3.502%	71.59262
N-2	EWC	9.951	1.80	-	-	F	-	D	2.34%	-	Trgpw	Oeudv	360-375	345	4.33%	4.302%	23.29215
B-2	JGD	70.187	4.89	-	-	YY	-	AA	17.55%	-	Nphoi	Krqjn	75-80	70	1.10%	1.071%	55.61988
V-1	WQB	910.180	5.46	-	-	LLL	-	UUU	31.70%	-	Njzvy	Ttyyr	55b	55	0.94%	0.921%	890.00000
U-3	BPX	78.978	9.95	-	-	G	-	R	3.32%	-	Ftyqq	Qxmlh	85-90	80	1.20%	1.171%	370.00000
D-1	JRV	7.492	5.80	-	-	DDD	-	TTT	8.77%	-	Zaahq	Wjtdp	150-160	140	2.27%	2.252%	337.00000

Tranche Comments

V-1: First Pay: 2021-03-25; Registration: 144Y/Huq F; B-2: First Pay: 2021-03-25; Registration: 144D/Cna H; U-3: First Pay: 2021-03-25; Registration: 144L/Blg S; D-1: First Pay: 2021-03-25; Registration: 144O/Yrt C; F-1: First Pay: 2021-03-25; Registration: 144I/Iac C; N-2: First Pay: 2021-03-25; Registration: 144X/Quf H;

Pricing Speed

20% OSP bf 30% Ocaa

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
Q-2	HAC	32.110	9.37	-	-	-	-	-	64.00%	-	Yofxl	VZA	5.25-5.375%	-	5.00%	5.250%	30.42467
N-1	KHS	846.447	5.39	-	-	-	-	-	51.00%	-	Okskb	BOW	3.50%z	-	3.23%	3.250%	19.66638

Tranche Comments

Q-2: First Pay: 2020-09-25; Registration: 144K/Cpf X; N-1: First Pay: 2020-09-25; Registration: 144W/Ooe 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
H-1	BHS	478.680	9.35	-	-	-	-	-	20.20%	-	Sjqzl	SPX	3.75%c	-	3.58%	3.500%	63.36208

Tranche Comments

H-1: First Pay: 2020-09-25; Registration: 144P/Mxb 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
M-1	NZA	861.000	8.35	-	-	-	-	-	71.23%	-	Ocqux	QEV	-	-	4.34%	4.375%	97.41444

Tranche Comments

M-1: First Pay: 2020-07-25; Registration: 144H/Pjj C;

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
D-2	JPC	86.949	2.90	-	-	FF	-	KK	94.10%	-	Wmrfm	Nggog	250 c	250	2.89%	2.867%	433.00000
V-1	BPW	4.554	9.50	-	-	GGG	-	DDD	3.77%	-	Slrfc	Fkkcx	375-400	350	3.89%	3.867%	38.66137
D-3	OTU	6.400	3.20	-	-	C	-	R	81.37%	-	Ytmcu	Trzrx	290-300	290	3.29%	3.267%	84.28142
P-1	PUM	2.822	9.40	-	-	HH	-	QQ	4.83%	-	Lsfqa	XGL	-	-	4.47%	4.861%	87.64870
T-2	MEK	9.618	3.90	-	-	N	-	N	8.14%	-	Bvczp	NTA	-	-	4.47%	6.858%	52.26527
W-1	KVN	343.213	4.86	-	-	CCC	-	MMM	40.50%	-	Oukjv	Uuyym	140 z	135	1.65%	1.605%	23.33185

Filings

ABS-EE/A, EX-103

Tranche Comments

W-1: First Pay: 2020-07-27; Registration: 144F/Hvt C; D-2: First Pay: 2020-07-27; Registration: 144F/Fvl P; D-3: First Pay: 2020-07-27; Registration: 144B/Kqs Y; V-1: First Pay: 2020-07-27; Registration: 144G/Ptb Q; P-1: First Pay: 2020-07-27; Registration: 144H/Mei L; T-2: First Pay: 2020-07-27; Registration: 144H/Cbs E;

Refinancing

Yes