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
V-2	HOJ	826.158	2.89	Ukk	SSS	-	-	YYY	30.00%	-	Xpqbf	-	-	<2-18> ug AMED 3.0	3.00%	3.364%	67.62210
Y-4	LJN	10.672	3.31	-	YY+	-	-	NNN	99.50%	-	Itkop	-	-	<3-16> yq LHFX 3.0	3.00%	3.608%	14.40000

Filings

ABS-15G/A

Tranche Comments

V-2: Registration: 144K/Obf Z; Y-4: Registration: 144Z/Ezc V;

Pricing Speed

15 AHC

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
Q-7	YZD	68.196	4.84	Vdd	-	-	-	FFF	19.00%	-	Gowex	-	<2-14> clvc gb ND 2.50	<2-12> un SB 2.50	2.50%	1.963%	361.92771
L-9	ZCY	85.000	22.49	Wss	-	-	-	III	97.00%	-	Byujl	Tkbpb	105-110	110	2.50%	2.649%	27.26204
J-11	RSB	224.632	9.49	Izz	-	-	-	III	55.00%	-	Tsxxlrky	GMHL	90-95	95	WWAW+95	-	69.42753
N-4	GNM	33.545	4.82	Tp1	-	-	-	JJJ	5.10%	-	Tnkmz	-	<20-28> ws W-2	<2-24> rs CULG 2.50	2.50%	2.579%	63.43162
M-2	ZRY	903.766	9.33	Gee	-	-	-	TTT	70.00%	-	Kvvji	-	<2-04>-<2-07> io EZKB 2.50	<2-04> sp GRYV 2.50	2.50%	2.430%	750.62037

Filings

EX-102

Tranche Comments

M-2: Registration: 144Z/Qnu M; N-4: Registration: 144C/Voy R; Q-7: Registration: 144F/Yfm J; L-9: Registration: 144L/Tbq F; J-11: Registration: 144L/Pbd N;

Pricing Speed

15 OLT

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
Y-2	YJR	3.800	8.59	-	-	N	-	Z+	2.95%	-	Fwvtt	Vmmzg	-	320	4.05%	4.011%	43.67128
H-1	WRF	950.233	6.60	-	-	III	-	NNN	30.60%	-	Rfxsr	Hhoad	-	75	1.16%	1.121%	44.68629
Z-1	RRT	6.876	6.36	-	-	LL	-	LL+	3.22%	-	Xtgjq	Phhyd	-	255	3.40%	3.361%	52.82042
E-3	HXV	50.932	9.20	-	-	C	-	N+	12.33%	-	Xkhum	Uuvwk	-	110	1.52%	1.471%	89.91380
J-2	IWV	1.911	5.40	-	-	VV	-	OO+	74.30%	-	Whqjx	Zctvv	-	95	1.36%	1.321%	30.19631
X-1	CLM	68.415	3.65	-	-	XXX	-	III+	9.10%	-	Crfpd	Kdnaf	-	160	2.44%	2.411%	39.46369

Filings

EX-102

Tranche Comments

H-1: First Pay: 2021-10-25; Registration: 144B/Fdd N; J-2: First Pay: 2021-10-25; Registration: 144Z/Dli S; E-3: First Pay: 2021-10-25; Registration: 144G/Oma K; X-1: First Pay: 2021-10-25; Registration: 144N/Qox L; Z-1: First Pay: 2021-10-25; Registration: 144Z/Hqh I; Y-2: First Pay: 2021-10-25; Registration: 144U/Bii A;

Deal Comments

Oqp Jbhh Znxsqmr 2.00

Pricing Speed

25% MUR pm 30% Mfpp

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
E4	VCC	15.513	8.69	Ch1	-	-	-	BBB	4.40%	-	Hcook	-	<0-20> XZ Y2	<0-20> MT Y2	-	2.105%	496.19117
M6	CNK	38.000	7.14	Bhh	-	-	-	PPP	28.00%	-	Tbztd	-	<2-02> BC ZB 2.5q Klvn XBT	<2-02> IB YY 2.5q Xlyj JIN	-	1.435%	798.34570
W2	EVO	627.205	7.13	All	-	-	-	RRR	25.00%	-	Mlhss	-	<1-14> ZK RVVZL 2.5b Lhmb DZL	<1-14> YB CXXYM 2.5c Mvfs GYY	-	1.963%	737.85129
P8	CVI	72.000	23.90	Jjj	-	-	-	VVV	59.00%	-	Rrjmd	Awiqr	95	95	-	2.364%	343.37134

Filings

EX-102, ABS-EE/A

Tranche Comments

W2: Registration: 144S Wohp; M6: Registration: 144Q Xpun; P8: Registration: 144A Swlp; E4: Registration: 144E Rbiz;

Pricing Speed

15LCN

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
T-1	YPN	991.819	9.35	-	-	JJJ	-	GGG	55.80%	-	Ahvsg	NRTM	70-75	65	0.94%	0.910%	684.00000
M-2	VSP	87.712	9.74	-	-	AA	-	GG+	52.58%	-	Iuwrz	MLDZ	90-95	85	1.15%	1.110%	61.55270
Z-1	FHN	6.116	3.92	-	-	PP	-	BB+	6.90%	-	Ftwgc	Cglay	240-250	230	3.01%	2.972%	41.27347
R-2	OPM	6.734	6.38	-	-	S	-	S+	6.75%	-	Wusbx	Qeccz	335-350	325	3.96%	3.922%	26.62135
Q-1	RJQ	29.509	3.56	-	-	UUU	-	VVV+	74.70%	-	Xlpwk	Onqlt	150-160	150	2.20%	2.172%	69.83210
J-3	QJJ	49.516	3.27	-	-	S	-	J+	30.91%	-	Ebgxc	GBHW	110-120	105	1.35%	1.310%	62.75548

Filings

ABS-15G

Tranche Comments

T-1: First Pay: 2021-06-25; Registration: 144O/Qpx F; M-2: First Pay: 2021-06-25; Registration: 144O/Lii R; J-3: First Pay: 2021-06-25; Registration: 144L/Fse Y; Q-1: First Pay: 2021-06-25; Registration: 144L/Lqh K; Z-1: First Pay: 2021-06-25; Registration: 144X/Oeb G; R-2: First Pay: 2021-06-25; Registration: 144U/Gcf G;

Deal Comments

Ftc Qmqq Hwuqtjn 3.00

Pricing Speed

25% CSX ts 30% Crww

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
H-1	YYC	9.245	3.10	-	-	NNN	-	NNN	8.42%	-	Snzgm	Jenal	150-160	140	2.27%	2.252%	265.00000
P-2	RRO	3.768	7.30	-	-	L	-	V	4.88%	-	Uswjr	Zuocp	360-375	345	4.33%	4.302%	12.74353
S-1	NHF	4.380	2.40	-	-	GG	-	NN	9.30%	-	Xujjv	Nywmp	280-290	265	3.53%	3.502%	87.87794
Y-2	WKT	69.775	7.16	-	-	NN	-	NN	89.54%	-	Vppnr	Vcwex	75-80	70	1.10%	1.071%	24.59288
H-1	WQE	880.950	2.17	-	-	PPP	-	ZZZ	37.40%	-	Wyzwq	Bgiuu	55y	55	0.94%	0.921%	219.00000
P-3	WHE	67.973	2.11	-	-	W	-	T	7.29%	-	Uyokm	Wciik	85-90	80	1.20%	1.171%	322.00000

Tranche Comments

H-1: First Pay: 2021-03-25; Registration: 144T/Opo B; Y-2: First Pay: 2021-03-25; Registration: 144V/Mpw Q; P-3: First Pay: 2021-03-25; Registration: 144Z/Fad V; H-1: First Pay: 2021-03-25; Registration: 144F/Ydf L; S-1: First Pay: 2021-03-25; Registration: 144Y/Itz Z; P-2: First Pay: 2021-03-25; Registration: 144Z/Cyi M;

Pricing Speed

20% GBX in 30% Gtff

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
Z-2	HBP	24.836	5.38	-	-	-	-	-	31.00%	-	Gzzjk	VWI	5.25-5.375%	-	5.00%	5.250%	80.59968
Z-1	ATY	381.613	1.84	-	-	-	-	-	62.00%	-	Rwfgr	JAL	3.50%f	-	3.23%	3.250%	99.64939

Tranche Comments

Z-2: First Pay: 2020-09-25; Registration: 144P/Hbk M; Z-1: First Pay: 2020-09-25; Registration: 144L/Fym E;

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	FYC	425.790	2.65	-	-	-	-	-	27.40%	-	Klxjj	YYN	3.75%c	-	3.58%	3.500%	27.58327

Tranche Comments

M-1: First Pay: 2020-09-25; Registration: 144O/Gnj K;

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-1	KLF	460.000	4.79	-	-	-	-	-	49.98%	-	Llgkl	FMO	-	-	4.34%	4.375%	82.44654

Tranche Comments

G-1: First Pay: 2020-07-25; Registration: 144L/Opa J;

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-3	ZXF	6.690	9.80	-	-	R	-	K	25.57%	-	Bphgk	Lqkos	290-300	290	3.29%	3.267%	29.31950
B-1	IKH	3.887	7.80	-	-	UUU	-	GGG	8.16%	-	Zyxjq	Hqqej	375-400	350	3.89%	3.867%	96.60401
P-1	ZFX	201.295	3.16	-	-	ZZZ	-	BBB	22.30%	-	Stprm	Cbtwc	140 i	135	1.65%	1.605%	21.78438
Z-1	FNC	3.845	7.50	-	-	KK	-	UU	9.19%	-	Mcpiu	RRK	-	-	4.47%	4.861%	73.71530
G-2	BAO	2.408	7.40	-	-	B	-	V	6.12%	-	Eoshx	JRW	-	-	4.47%	6.858%	23.64374
Q-2	LCY	64.102	4.70	-	-	RR	-	VV	24.30%	-	Tbvhq	Tlcwz	250 u	250	2.89%	2.867%	774.00000

Filings

EX-103, ABS-EE

Tranche Comments

P-1: First Pay: 2020-07-27; Registration: 144O/Jsp K; Q-2: First Pay: 2020-07-27; Registration: 144Y/Coz U; V-3: First Pay: 2020-07-27; Registration: 144Y/Euk A; B-1: First Pay: 2020-07-27; Registration: 144E/Hfm I; Z-1: First Pay: 2020-07-27; Registration: 144G/Wkj A; G-2: First Pay: 2020-07-27; Registration: 144Z/Nik S;