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
K-Z3	WMB	53.476	7.90	-	YYY	-	-	-	-	-	Asflq	Ajyjq	240-250	225	2.46%	2.471%	722.00000
J-C3	TPG	4.770	8.80	-	YY	-	-	-	-	-	Twxto	Alvxe	550v	565	5.80%	5.871%	43.39180
H-P3	JAU	64.879	4.70	-	Q	-	-	-	-	-	Kzjbd	Xexvx	175-180	160	1.81%	1.821%	95.20785
O-Y3	XYQ	79.820	7.30	-	QQ	-	-	-	-	-	Vpiyl	Mnzfn	140m	135	1.57%	1.571%	55.46616
S-V3	BBL	667.153	5.90	-	TTT	-	-	-	-	-	Mwjca	Ogdnk	115-120	110	1.32%	1.321%	83.70691

Tranche Comments

S-V3: First Pay: 2020-11-15; Registration: 144J/Qdb C; O-Y3: First Pay: 2020-11-15; Registration: 144J/Vie K; H-P3: First Pay: 2020-11-15; Registration: 144B/Lxs K; K-Z3: First Pay: 2020-11-15; Registration: 144W/Cja M; J-C3: First Pay: 2020-11-15; Registration: 144W/Mra 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
L-S2	UQD	66.788	9.00	-	NNN	-	-	-	-	-	Gpfyg	Fnalf	-	265	2.86%	2.880%	48.57690
V-Z2	BAM	49.187	5.00	-	V	-	-	-	-	-	Zfruq	Lqgmp	-	195	2.17%	2.180%	88.80604
B-M2	CST	268.600	1.00	-	KKK	-	-	-	-	-	Ljrzp	Sgnut	-	125	1.48%	1.480%	53.20924
V-V2	ABR	8.783	2.00	-	II	-	-	-	-	-	Ngacw	Qcadw	-	550	5.66%	5.730%	63.33170
X-D2	AAM	11.423	2.00	-	LL	-	-	-	-	-	Vgrwn	Neger	-	150	1.72%	1.730%	97.67072

Tranche Comments

B-M2: First Pay: 2020-10-15; Registration: 144D/Inf F; X-D2: First Pay: 2020-10-15; Registration: 144M/Dbd I; V-Z2: First Pay: 2020-10-15; Registration: 144K/Gxp O; L-S2: First Pay: 2020-10-15; Registration: 144O/Rab W; V-V2: First Pay: 2020-10-15; Registration: 144B/Qny 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
Z-F1	KNX	36.661	7.38	-	GG	-	-	-	-	-	Xvyld	Hheia	165-175	160	1.82%	1.830%	81.31996
N-R1	FUQ	985.925	4.21	-	DDD	-	-	-	-	-	Hvzya	Zvbju	120-125	120	1.43%	1.430%	70.73294
J-F1	MYM	11.534	7.32	-	D	-	-	-	-	-	Pialj	Kccns	215-225	205	2.27%	2.280%	56.11678
L-R1	ZZJ	70.673	8.22	-	CCC	-	-	-	-	-	Azbtb	Wctvv	290-300	280	3.01%	3.030%	19.31711
U-J1	MVH	8.942	6.77	-	NN	-	-	-	-	-	Jywli	Crlva	525-535	530	5.47%	5.530%	98.48294

Tranche Comments

N-R1: First Pay: 2020-09-15; Registration: 144G/Yfl B; Z-F1: First Pay: 2020-09-15; Registration: 144Y/Tow T; J-F1: First Pay: 2020-09-15; Registration: 144K/Ymq K; L-R1: First Pay: 2020-09-15; Registration: 144T/Ljw Q; U-J1: First Pay: 2020-09-15; Registration: 144U/Nzg Y;

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-F5	BLN	6.871	5.16	-	ZZ	-	-	-	-	-	Hbaos	GJUB	275	275	4.42%	4.417%	31.27109
I-R5	PFA	41.348	1.16	-	VVV	-	-	-	-	-	Cgxow	RQRC	120p	120	2.87%	2.867%	86.35866
N-O5	UPG	15.710	5.65	-	A	-	-	-	-	-	Akvlt	UVZI	95h	95	2.62%	2.617%	38.27170
K-B5	VAN	6.243	2.85	-	LL	-	-	-	-	-	Ocuex	OIQU	90c	90	2.57%	2.567%	29.50306
A-T5	ZPZ	748.691	6.63	-	GGG	-	-	-	-	-	Squan	TXZK	75z	77	2.44%	2.437%	61.47015

Tranche Comments

Q-F5: First Pay: 2019-11-15; Registration: 144V/Dpf M; A-T5: First Pay: 2019-11-15; Registration: 144U/Ebf B; I-R5: First Pay: 2019-11-15; Registration: 144U/Blh G; K-B5: First Pay: 2019-11-15; Registration: 144P/Jci N; N-O5: First Pay: 2019-11-15; Registration: 144D/Thk H;

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
S-B4	QHO	508.780	1.00	-	EEE	-	-	-	-	-	Cgjyg	Igyqc	77u	77	2.33%	2.340%	51.78098
Z-S4	RQG	93.314	8.00	-	VV	-	-	-	-	-	Msviu	Nfxns	90o	90	2.46%	2.470%	69.17144
K-A4	LUG	73.965	9.00	-	W	-	-	-	-	-	Gkzvu	Ztcjv	95w	95	2.51%	2.520%	20.15224
H-V4	OLY	9.960	4.00	-	YY	-	-	-	-	-	Pvoqc	Krncu	275a	275	4.28%	4.320%	80.87564
X-R4	XCF	31.255	1.00	-	YYY	-	-	-	-	-	Qrkwx	Dcmxu	125u	125	2.80%	2.820%	12.55049

Tranche Comments

S-B4: First Pay: 2019-11-15; Registration: 144C/Wyk S; Z-S4: First Pay: 2019-11-15; Registration: 144F/Vhx J; K-A4: First Pay: 2019-11-15; Registration: 144F/Zab Q; X-R4: First Pay: 2019-11-15; Registration: 144W/Bqp E; H-V4: First Pay: 2019-11-15; Registration: 144E/Wbr J;

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
D-Q3	OFI	27.168	2.92	-	SSS	-	-	-	-	-	Aclvp	Wvjie	155a	145	3.06%	3.075%	49.51427
R-A3	VTU	3.106	7.28	-	VV	-	-	-	-	-	Ksimz	Wtoes	285v	285	4.43%	4.475%	43.45741
K-T3	HCE	20.971	6.22	-	PP	-	-	-	-	-	Nbtqu	Qnyla	105-110	105	2.66%	2.675%	579.00000
B-D3	VYX	961.896	1.21	-	VVV	-	-	-	-	-	Rpnqt	Qrcnt	90n	90	2.51%	2.525%	92.80130
W-N3	JOJ	46.621	3.64	-	X	-	-	-	-	-	Sqlkh	Pmtvm	115q	110	2.71%	2.725%	65.44545

Tranche Comments

B-D3: First Pay: 2019-10-15; Registration: 144B/Imd P; K-T3: First Pay: 2019-10-15; Registration: 144Q/Bfh W; W-N3: First Pay: 2019-10-15; Registration: 144T/Nhu F; D-Q3: First Pay: 2019-10-15; Registration: 144G/Idy U; R-A3: First Pay: 2019-10-15; Registration: 144Z/Mdl N;

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
D-E2	FON	21.740	4.00	-	A	-	-	-	-	-	Nztue	Nfwwf	140g	140	2.82%	2.839%	68.68664
J-A2	HHF	63.438	9.00	-	TT	-	-	-	-	-	Satlj	Wkljy	130-135	135	2.77%	2.789%	55.99610
X-K2	KHR	7.223	6.00	-	YY	-	-	-	-	-	Dljjs	Ungvt	290-300	300	4.39%	4.439%	41.37905
L-L2	QOM	18.241	7.00	-	AAA	-	-	-	-	-	Wrkui	Ntfjg	170-175	165	3.06%	3.089%	46.44287
G-O2	XYM	483.910	4.00	-	NNN	-	-	-	-	-	Jylup	Dlxdk	105-110	110	2.52%	2.539%	40.88391

Tranche Comments

G-O2: First Pay: 2019-09-16; Registration: 144N Qjjj; J-A2: First Pay: 2019-09-16; Registration: 144F Rezi; D-E2: First Pay: 2019-09-16; Registration: 144S Pflx; L-L2: First Pay: 2019-09-16; Registration: 144H Fcwf; X-K2: First Pay: 2019-09-16; Registration: 144N Folt;

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-R1	AWY	780.634	2.46	-	CCC	-	-	-	-	-	Sjkjh	Sfigc	90-95	85	2.59%	2.608%	44.28722
V-U1	UJB	3.418	4.58	-	SS	-	-	-	-	-	Yykbj	Pdnga	280-290	275	4.46%	4.508%	33.77000
H-P1	AKN	83.652	7.64	-	S	-	-	-	-	-	Whaul	Gtmpy	130g	120	2.93%	2.958%	28.23581
P-X1	ESF	20.660	3.64	-	BBB	-	-	-	-	-	Qyxru	Xflxs	170f	160	3.33%	3.358%	59.52672
D-U1	QJM	19.152	7.80	-	MM	-	-	-	-	-	Mcsje	Wzxlp	110-115	110	2.84%	2.858%	31.74957

Tranche Comments

Q-R1: First Pay: 2019-08-15; Registration: 144X Zcsg; D-U1: First Pay: 2019-08-15; Registration: 144N Stac; H-P1: First Pay: 2019-08-15; Registration: 144T Grvr; P-X1: First Pay: 2019-08-15; Registration: 144M Wswj; V-U1: First Pay: 2019-08-15; Registration: 144I Cohf;

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-W1	IUY	5.816	6.20	-	NN	-	-	-	-	-	Sssej	Mnggy	-	400	5.82%	5.886%	36.10633
Q-P1	RJR	29.963	5.60	-	J	-	-	-	-	-	Efpiw	Ycciz	-	185	3.71%	3.736%	30.50772
K-Q1	QNX	82.788	8.80	-	GGG	-	-	-	-	-	Eqzca	Aopmp	-	215	4.00%	4.036%	36.99759
G-D1	YVJ	921.803	6.80	-	UUU	-	-	-	-	-	Oqult	Jnyno	-	135	3.21%	3.236%	72.86856
U-J1	KTL	13.734	9.70	-	JJ	-	-	-	-	-	Ougmz	Uthaj	-	145	3.31%	3.336%	91.94172

Tranche Comments

G-D1: Registration: 144C Poaf; U-J1: Registration: 144L Oqcm; Q-P1: Registration: 144X Xnwz; K-Q1: Registration: 144W Aftm; U-W1: Registration: 144B Ianz;

Deal Comments

UXEFOh Ctxiiti O-M d Qti Ctxii Ud Uf

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
K	CWU	36.296	1.00	-	G	-	-	-	-	-	-	-	-	-	3.97%	4.004%	55.41189
H	VSS	54.120	4.00	-	RR	-	-	-	-	-	-	-	-	-	3.58%	3.604%	99.80281
P	FWF	1.968	5.00	-	HH	-	-	-	-	-	-	-	-	-	6.42%	6.504%	93.86793
Q	KQT	31.692	2.00	-	YYY	-	-	-	-	-	-	-	-	-	4.61%	4.654%	13.37415
C	MOI	482.390	3.00	-	GGG	-	-	-	-	-	-	-	-	-	3.33%	3.354%	95.53418