New Residential Advance Receivables Trust

Deals

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-U3	CHE	420.123	7.50	-	UUU	-	-	-	-	-	Awfgv	Rntly	115-120	110	1.32%	1.321%	35.71563
D-R3	ZPG	44.918	9.70	-	EEE	-	-	-	-	-	Dfksi	Shgky	240-250	225	2.46%	2.471%	736.00000
H-R3	CUU	93.770	3.80	-	ZZ	-	-	-	-	-	Sfxza	Dbhqf	140u	135	1.57%	1.571%	17.98895
X-T3	AVQ	95.409	7.60	-	L	-	-	-	-	-	Mhpwc	Ekfcl	175-180	160	1.81%	1.821%	45.15925
F-K3	XTT	1.195	5.40	-	EE	-	-	-	-	-	Eqfpb	Sukbh	550q	565	5.80%	5.871%	24.75607

Tranche Comments

Z-U3: First Pay: 2020-11-15; Registration: 144B/Xkg S; H-R3: First Pay: 2020-11-15; Registration: 144N/Gio Q; X-T3: First Pay: 2020-11-15; Registration: 144T/Clx D; D-R3: First Pay: 2020-11-15; Registration: 144J/Lnl O; F-K3: First Pay: 2020-11-15; Registration: 144N/Riv T;

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
A-R2	UOH	79.684	2.00	-	TT	-	-	-	-	-	Iaykl	Mtkwq	-	150	1.72%	1.730%	74.32038
F-S2	ZNI	9.232	8.00	-	LL	-	-	-	-	-	Wgbmq	Gwrra	-	550	5.66%	5.730%	28.14150
D-C2	YKT	678.230	4.00	-	VVV	-	-	-	-	-	Yyrlb	Rvmfv	-	125	1.48%	1.480%	85.47931
C-A2	VHM	27.160	4.00	-	V	-	-	-	-	-	Wciev	Vmdez	-	195	2.17%	2.180%	93.42399
R-R2	UPH	58.803	5.00	-	WWW	-	-	-	-	-	Hbvpg	Sfqvn	-	265	2.86%	2.880%	69.12170

Tranche Comments

D-C2: First Pay: 2020-10-15; Registration: 144F/Ptr N; A-R2: First Pay: 2020-10-15; Registration: 144Z/Qfe S; C-A2: First Pay: 2020-10-15; Registration: 144U/Rht Z; R-R2: First Pay: 2020-10-15; Registration: 144Z/Iwc Q; F-S2: First Pay: 2020-10-15; Registration: 144U/Zrp G;

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
Y-G1	QPW	58.786	1.66	-	II	-	-	-	-	-	Svumi	Kgoqt	165-175	160	1.82%	1.830%	97.65384
Y-H1	XPM	8.874	5.15	-	HH	-	-	-	-	-	Pmrqq	Sfbmi	525-535	530	5.47%	5.530%	48.89109
Y-K1	RWN	82.890	7.87	-	CCC	-	-	-	-	-	Chhut	Soqah	290-300	280	3.01%	3.030%	88.15449
L-Q1	UVL	526.229	2.54	-	XXX	-	-	-	-	-	Cifbx	Bwdcp	120-125	120	1.43%	1.430%	63.85459
F-D1	AOM	93.978	6.77	-	E	-	-	-	-	-	Dwsex	Hjiet	215-225	205	2.27%	2.280%	63.51765

Tranche Comments

L-Q1: First Pay: 2020-09-15; Registration: 144G/Mez K; Y-G1: First Pay: 2020-09-15; Registration: 144Y/Ijk R; F-D1: First Pay: 2020-09-15; Registration: 144Z/Nux J; Y-K1: First Pay: 2020-09-15; Registration: 144G/Cjj Z; Y-H1: First Pay: 2020-09-15; Registration: 144Z/Kjx Y;

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-S5	UBJ	5.776	7.17	-	WW	-	-	-	-	-	Mfjfl	QYAO	90v	90	2.57%	2.567%	69.31139
I-K5	THN	950.830	7.54	-	BBB	-	-	-	-	-	Apxsp	QQQR	75m	77	2.44%	2.437%	53.84471
I-J5	PEI	71.710	3.69	-	L	-	-	-	-	-	Sflvj	EQIE	95x	95	2.62%	2.617%	21.34983
O-N5	PQL	2.163	4.21	-	EE	-	-	-	-	-	Vitmm	ATSW	275	275	4.42%	4.417%	52.83683
D-V5	QOM	30.394	9.96	-	DDD	-	-	-	-	-	Epger	OTRC	120b	120	2.87%	2.867%	49.10257

Tranche Comments

O-N5: First Pay: 2019-11-15; Registration: 144T/Hui Y; I-K5: First Pay: 2019-11-15; Registration: 144V/Uxw G; D-V5: First Pay: 2019-11-15; Registration: 144J/Bsh J; G-S5: First Pay: 2019-11-15; Registration: 144Y/Jvz S; I-J5: First Pay: 2019-11-15; Registration: 144M/Mjj P;

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
U-Z4	IGA	87.922	2.00	-	XXX	-	-	-	-	-	Fzbgk	Tycjr	125i	125	2.80%	2.820%	53.17752
D-T4	RNV	754.820	5.00	-	KKK	-	-	-	-	-	Ivnkl	Itfyu	77g	77	2.33%	2.340%	79.36170
P-A4	QNX	10.799	4.00	-	II	-	-	-	-	-	Ztznb	Ulria	90j	90	2.46%	2.470%	44.51937
O-B4	MNS	11.881	1.00	-	I	-	-	-	-	-	Lshpt	Hdceu	95y	95	2.51%	2.520%	11.87345
V-F4	WSO	2.130	5.00	-	MM	-	-	-	-	-	Kowri	Meqim	275c	275	4.28%	4.320%	96.89690

Tranche Comments

D-T4: First Pay: 2019-11-15; Registration: 144W/Doh D; P-A4: First Pay: 2019-11-15; Registration: 144O/Gas A; O-B4: First Pay: 2019-11-15; Registration: 144C/Xsz C; U-Z4: First Pay: 2019-11-15; Registration: 144A/Yus C; V-F4: First Pay: 2019-11-15; Registration: 144G/Mhs U;

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-R3	LVT	79.504	9.80	-	H	-	-	-	-	-	Claly	Rwikh	115e	110	2.71%	2.725%	37.18501
M-Y3	XXU	30.839	5.95	-	DD	-	-	-	-	-	Fuhkd	Xzevs	105-110	105	2.66%	2.675%	762.00000
V-P3	VKG	69.165	6.79	-	NNN	-	-	-	-	-	Muare	Gvovy	155d	145	3.06%	3.075%	94.75485
B-Z3	USB	1.916	8.20	-	FF	-	-	-	-	-	Sprwl	Cetqy	285o	285	4.43%	4.475%	77.23243
V-O3	LXI	571.464	2.17	-	HHH	-	-	-	-	-	Ebumv	Crxmd	90v	90	2.51%	2.525%	40.79874

Tranche Comments

V-O3: First Pay: 2019-10-15; Registration: 144P/Kvm O; M-Y3: First Pay: 2019-10-15; Registration: 144U/Lse H; Z-R3: First Pay: 2019-10-15; Registration: 144X/Zit F; V-P3: First Pay: 2019-10-15; Registration: 144O/Hra Q; B-Z3: First Pay: 2019-10-15; Registration: 144N/Xmq 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
X-S2	JKC	74.395	9.00	-	GG	-	-	-	-	-	Wumhl	Tegri	130-135	135	2.77%	2.789%	78.84041
A-V2	TJR	92.747	3.00	-	T	-	-	-	-	-	Zfisv	Dtfap	140n	140	2.82%	2.839%	56.57460
A-G2	YYH	42.575	1.00	-	QQQ	-	-	-	-	-	Aatzy	Evycc	170-175	165	3.06%	3.089%	43.61516
Z-X2	BWM	7.933	7.00	-	ZZ	-	-	-	-	-	Xfwlg	Yjqlf	290-300	300	4.39%	4.439%	78.45171
X-T2	EEI	186.706	6.00	-	III	-	-	-	-	-	Vtlzd	Ebhkw	105-110	110	2.52%	2.539%	17.29992

Tranche Comments

X-T2: First Pay: 2019-09-16; Registration: 144G Ttzg; X-S2: First Pay: 2019-09-16; Registration: 144R Azan; A-V2: First Pay: 2019-09-16; Registration: 144Z Uizz; A-G2: First Pay: 2019-09-16; Registration: 144S Qpjq; Z-X2: First Pay: 2019-09-16; Registration: 144G Lfqa;

Refinancing

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
L-Q1	FNP	50.436	3.61	-	L	-	-	-	-	-	Dlcus	Aoeam	130c	120	2.93%	2.958%	76.35098
W-N1	VAC	61.249	9.66	-	RRR	-	-	-	-	-	Rkkhl	Tegwm	170q	160	3.33%	3.358%	59.21070
R-P1	AJO	970.713	1.72	-	XXX	-	-	-	-	-	Uyoxy	Ikufi	90-95	85	2.59%	2.608%	83.47337
Q-C1	PZM	33.117	7.16	-	CC	-	-	-	-	-	Ptlei	Jmexf	110-115	110	2.84%	2.858%	51.70863
V-X1	BJB	2.870	3.19	-	PP	-	-	-	-	-	Gmqwk	Vruqk	280-290	275	4.46%	4.508%	71.19788

Tranche Comments

R-P1: First Pay: 2019-08-15; Registration: 144J Tctl; Q-C1: First Pay: 2019-08-15; Registration: 144G Rkrj; L-Q1: First Pay: 2019-08-15; Registration: 144D Gkpz; W-N1: First Pay: 2019-08-15; Registration: 144Y Qixb; V-X1: First Pay: 2019-08-15; Registration: 144C Sbwy;

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-M1	AUL	31.538	4.70	-	FF	-	-	-	-	-	Rijjo	Jbzih	-	145	3.31%	3.336%	28.14341
B-J1	GEA	13.460	6.70	-	A	-	-	-	-	-	Ejacj	Fxqtd	-	185	3.71%	3.736%	71.39254
X-G1	EPQ	254.810	2.80	-	KKK	-	-	-	-	-	Lrmrz	Ktmvf	-	135	3.21%	3.236%	57.51587
N-Q1	MKP	68.476	2.20	-	PPP	-	-	-	-	-	Hybop	Lrhgw	-	215	4.00%	4.036%	75.50494
M-T1	MLR	1.392	6.70	-	TT	-	-	-	-	-	Ittwe	Ekmot	-	400	5.82%	5.886%	44.33900

Tranche Comments

X-G1: Registration: 144G Rvsu; G-M1: Registration: 144G Porh; B-J1: Registration: 144H Rrsq; N-Q1: Registration: 144P Pzcf; M-T1: Registration: 144W Viaf;

Deal Comments

IEOXIh Jtgyyiy I-I d Eiy Jtgyy Id Gu

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
L	VUI	373.750	8.00	-	NNN	-	-	-	-	-	-	-	-	-	3.33%	3.354%	22.85630
I	HGM	88.810	6.00	-	AA	-	-	-	-	-	-	-	-	-	3.58%	3.604%	10.76834
L	JYB	23.477	4.00	-	B	-	-	-	-	-	-	-	-	-	3.97%	4.004%	71.84030
Y	TVQ	6.858	4.00	-	TT	-	-	-	-	-	-	-	-	-	6.42%	6.504%	55.36352
W	EIZ	73.144	7.00	-	RRR	-	-	-	-	-	-	-	-	-	4.61%	4.654%	86.61878