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
D-2	XXC	626.963	1.65	Iff	-	-	-	YYY	94.00%	-	Vwihb	-	<2-04>-<2-07> av HQKT 2.50	<2-04> sd UXXM 2.50	2.50%	2.430%	337.54999
B-4	JPD	12.939	8.79	Mz1	-	-	-	XXX	1.80%	-	Eoaal	-	<20-28> wo B-2	<2-24> pk VDFC 2.50	2.50%	2.579%	54.92914
X-9	PSP	90.000	68.87	Jww	-	-	-	MMM	44.00%	-	Oitth	Wuyaf	105-110	110	2.50%	2.649%	93.39695
H-11	KXM	827.366	3.57	Hvv	-	-	-	QQQ	96.00%	-	Pdbprhno	BWXG	90-95	95	NTEQ+95	-	15.61715
C-7	TCB	55.372	8.37	Pvv	-	-	-	KKK	51.00%	-	Wvntp	-	<2-14> pyip xk GD 2.50	<2-12> yh JA 2.50	2.50%	1.963%	333.96602

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Filings

ABS-15G

Tranche Comments

D-2: Registration: 144K/Jkw D; B-4: Registration: 144E/Xve Z; C-7: Registration: 144E/Xln X; X-9: Registration: 144G/Wbt M; H-11: Registration: 144J/Tmq F;

Pricing Speed

15 OGJ

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-3	AED	83.599	5.60	-	-	U	-	C+	62.58%	-	Dwzfo	Hzqal	-	110	1.52%	1.471%	95.10260
Q-2	HIX	2.668	4.70	-	-	WW	-	VV+	83.60%	-	Nnlvd	Hwukc	-	95	1.36%	1.321%	78.91522
H-1	KPK	852.725	2.40	-	-	VVV	-	BBB	93.30%	-	Xijul	Qxayt	-	75	1.16%	1.121%	53.43835
W-1	FEH	63.523	6.84	-	-	RRR	-	EEE+	9.80%	-	Xfcco	Hjocj	-	160	2.44%	2.411%	53.95158
Z-2	RBC	1.380	7.53	-	-	L	-	J+	3.54%	-	Bqyiy	Ctwiy	-	320	4.05%	4.011%	61.69985
Y-1	ZHU	3.479	7.31	-	-	EE	-	NN+	8.99%	-	Okwor	Mqzts	-	255	3.40%	3.361%	46.52006

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Filings

ABS-15G/A

Tranche Comments

H-1: First Pay: 2021-10-25; Registration: 144C/Rfx D; Q-2: First Pay: 2021-10-25; Registration: 144V/Ziy U; L-3: First Pay: 2021-10-25; Registration: 144C/Ebd S; W-1: First Pay: 2021-10-25; Registration: 144P/Iwb A; Y-1: First Pay: 2021-10-25; Registration: 144D/Ram Z; Z-2: First Pay: 2021-10-25; Registration: 144Z/Xyj Z;

Deal Comments

Zmv Yfzz Uxtrmgl 2.00

Pricing Speed

25% OFE we 30% Owjj

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
M2	IVS	282.262	3.20	Xrr	-	-	-	DDD	79.00%	-	Lbvug	-	<1-14> FV BZZFL 2.5h Lfvr TFQ	<1-14> JL WYYJJ 2.5u Jvhg LJB	-	1.963%	315.77779
F6	ZYY	41.000	8.82	Mgg	-	-	-	EEE	43.00%	-	Braty	-	<2-02> LZ IN 2.5i Fbxl GLD	<2-02> XE YY 2.5z Hner VXI	-	1.435%	417.19384
Z8	RLU	61.000	31.50	Lhh	-	-	-	MMM	97.00%	-	Jfciy	Drgle	95	95	-	2.364%	372.98332
M4	PXT	86.242	3.19	Xb1	-	-	-	SSS	5.70%	-	Tinfr	-	<0-20> DI X2	<0-20> HD N2	-	2.105%	452.46998

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Filings

EX-102, EX-103

Tranche Comments

M2: Registration: 144F Iiel; F6: Registration: 144K Hfar; Z8: Registration: 144Q Fpcj; M4: Registration: 144K Tkph;

Pricing Speed

15OLJ

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
E-3	BML	54.531	3.96	-	-	J	-	E+	94.38%	-	Lztaw	KECF	110-120	105	1.35%	1.310%	53.46310
J-2	RPK	7.741	7.62	-	-	L	-	M+	9.14%	-	Tnsxg	Tzozj	335-350	325	3.96%	3.922%	54.48092
E-1	GPP	4.977	1.31	-	-	FF	-	PP+	1.30%	-	Bwyvf	Pgvfb	240-250	230	3.01%	2.972%	28.16223
U-2	EQO	54.444	5.73	-	-	TT	-	XX+	17.23%	-	Agtih	BYXD	90-95	85	1.15%	1.110%	56.69247
W-1	QRP	200.217	5.55	-	-	PPP	-	OOO	18.40%	-	Bvwkv	BBWA	70-75	65	0.94%	0.910%	777.00000
V-1	GGN	11.362	7.83	-	-	QQQ	-	WWW+	78.90%	-	Vzxcz	Bkchl	150-160	150	2.20%	2.172%	63.66306

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Filings

ABS-15G/A

Tranche Comments

W-1: First Pay: 2021-06-25; Registration: 144E/Ktm K; U-2: First Pay: 2021-06-25; Registration: 144L/Jiv N; E-3: First Pay: 2021-06-25; Registration: 144C/Ihc H; V-1: First Pay: 2021-06-25; Registration: 144O/Iit R; E-1: First Pay: 2021-06-25; Registration: 144U/Upr Q; J-2: First Pay: 2021-06-25; Registration: 144Z/Oyo I;

Deal Comments

Cvy Luqq Cntmvkp 3.00

Pricing Speed

25% BML tk 30% Bixx

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
Z-2	XSU	3.311	4.20	-	-	H	-	V	2.71%	-	Avzxc	Bxneu	360-375	345	4.33%	4.302%	34.99563
K-2	ULM	79.827	7.94	-	-	QQ	-	KK	39.38%	-	Ftsoj	Pvkly	75-80	70	1.10%	1.071%	32.92519
S-1	OAH	8.510	2.40	-	-	DD	-	XX	5.80%	-	Dnxlh	Jlvfb	280-290	265	3.53%	3.502%	57.52332
O-3	ISJ	74.280	3.53	-	-	L	-	L	2.41%	-	Xnoia	Xvxoy	85-90	80	1.20%	1.171%	130.00000
C-1	RQX	507.860	7.12	-	-	III	-	HHH	11.90%	-	Hrsmi	Dpnzp	55c	55	0.94%	0.921%	860.00000
S-1	ZCN	8.789	4.10	-	-	NNN	-	UUU	4.26%	-	Gtpur	Eqdtu	150-160	140	2.27%	2.252%	625.00000

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Tranche Comments

C-1: First Pay: 2021-03-25; Registration: 144R/Crr R; K-2: First Pay: 2021-03-25; Registration: 144D/Rxj B; O-3: First Pay: 2021-03-25; Registration: 144O/Nxw Q; S-1: First Pay: 2021-03-25; Registration: 144G/Tti B; S-1: First Pay: 2021-03-25; Registration: 144Z/Iaq E; Z-2: First Pay: 2021-03-25; Registration: 144E/Vnq V;

Pricing Speed

20% DJN ww 30% Dpbb

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	GWI	48.105	3.63	-	-	-	-	-	31.00%	-	Umnre	BBN	5.25-5.375%	-	5.00%	5.250%	81.83079
T-1	ERM	806.575	6.33	-	-	-	-	-	51.00%	-	Onhae	PEN	3.50%a	-	3.23%	3.250%	17.42328

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Tranche Comments

F-2: First Pay: 2020-09-25; Registration: 144Z/Tul Y; T-1: First Pay: 2020-09-25; Registration: 144C/Qbz 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
J-1	KPO	826.480	4.65	-	-	-	-	-	28.80%	-	Ysgps	VNG	3.75%r	-	3.58%	3.500%	59.72190

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Tranche Comments

J-1: First Pay: 2020-09-25; Registration: 144Q/Qec N;

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	OOJ	702.000	5.62	-	-	-	-	-	72.78%	-	Nuwtk	ZTC	-	-	4.34%	4.375%	24.40858

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Tranche Comments

J-1: First Pay: 2020-07-25; Registration: 144H/Gbe D;

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
N-2	AZA	38.657	8.40	-	-	YY	-	JJ	49.30%	-	Oblmc	Vgofx	250 y	250	2.89%	2.867%	722.00000
Y-2	UIS	4.267	3.40	-	-	R	-	N	1.77%	-	Cvpud	ZCW	-	-	4.47%	6.858%	20.42555
U-1	YWX	875.554	2.29	-	-	HHH	-	GGG	62.20%	-	Kcftw	Xwhtn	140 r	135	1.65%	1.605%	91.15728
Q-3	GFO	6.880	2.50	-	-	T	-	N	18.43%	-	Aqqta	Bxikl	290-300	290	3.29%	3.267%	34.69762
D-1	QWK	8.113	6.40	-	-	KKK	-	PPP	7.40%	-	Wfzpv	Avqbg	375-400	350	3.89%	3.867%	58.87072
P-1	TYX	9.192	6.20	-	-	NN	-	PP	6.50%	-	Xkixw	YRK	-	-	4.47%	4.861%	93.42920

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Filings

ABS-EE/A, EX-103

Tranche Comments

U-1: First Pay: 2020-07-27; Registration: 144K/Aku P; N-2: First Pay: 2020-07-27; Registration: 144T/Nod R; Q-3: First Pay: 2020-07-27; Registration: 144M/Fol Q; D-1: First Pay: 2020-07-27; Registration: 144H/Qsx N; P-1: First Pay: 2020-07-27; Registration: 144N/Wzm R; Y-2: First Pay: 2020-07-27; Registration: 144E/Uqf E;