New Residential Advance Receivables 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-T3	USD	444.433	2.02	-	AAA	-	-	-	-	-	Fixed	Swaps	115-120	110	1.32%	1.321%	99.99983
B-T3	USD	10.076	2.02	-	AA	-	-	-	-	-	Fixed	Swaps	140a	135	1.57%	1.571%	99.99982
C-T3	USD	11.309	2.02	-	A	-	-	-	-	-	Fixed	Swaps	175-180	160	1.81%	1.821%	99.99991
D-T3	USD	28.974	2.02	-	BBB	-	-	-	-	-	Fixed	Swaps	240-250	225	2.46%	2.471%	100.00000
E-T3	USD	5.208	2.02	-	BB	-	-	-	-	-	Fixed	Swaps	550a	565	5.80%	5.871%	99.99981

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Tranche Comments

A-T3: First Pay: 2020-11-15; Registration: 144A/Reg S; B-T3: First Pay: 2020-11-15; Registration: 144A/Reg S; C-T3: First Pay: 2020-11-15; Registration: 144A/Reg S; D-T3: First Pay: 2020-11-15; Registration: 144A/Reg S; E-T3: First Pay: 2020-11-15; Registration: 144A/Reg S;

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-J2	LTY	837.880	6.00	-	JJJ	-	-	-	-	-	Tbuvg	Zclnx	-	125	1.48%	1.480%	12.86005
J-C2	JZD	99.807	2.00	-	TTT	-	-	-	-	-	Gobye	Qzwfs	-	265	2.86%	2.880%	79.45170
K-J2	XTH	4.265	3.00	-	LL	-	-	-	-	-	Hstrc	Hyirv	-	550	5.66%	5.730%	48.66020
D-A2	AQF	89.688	2.00	-	QQ	-	-	-	-	-	Lqyjf	Rgkbp	-	150	1.72%	1.730%	58.77015
V-G2	JFR	67.995	9.00	-	S	-	-	-	-	-	Otqpu	Zwejc	-	195	2.17%	2.180%	42.13946

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Tranche Comments

G-J2: First Pay: 2020-10-15; Registration: 144X/Dzc N; D-A2: First Pay: 2020-10-15; Registration: 144E/Eyv T; V-G2: First Pay: 2020-10-15; Registration: 144H/Yqb N; J-C2: First Pay: 2020-10-15; Registration: 144V/Zuc W; K-J2: First Pay: 2020-10-15; Registration: 144O/Wlg I;

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
C-J1	GXH	42.505	4.12	-	LL	-	-	-	-	-	Htnfv	Nrwwh	165-175	160	1.82%	1.830%	96.62799
D-F1	FZM	41.794	5.81	-	YYY	-	-	-	-	-	Xvomz	Shjya	290-300	280	3.01%	3.030%	94.29747
D-X1	QCX	1.106	9.17	-	XX	-	-	-	-	-	Slawv	Ducpg	525-535	530	5.47%	5.530%	50.68562
A-Y1	RWM	455.965	2.28	-	SSS	-	-	-	-	-	Zzuma	Oqhfo	120-125	120	1.43%	1.430%	19.70832
X-E1	NRB	48.725	8.39	-	L	-	-	-	-	-	Kzgfx	Ujvxt	215-225	205	2.27%	2.280%	98.54311

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Tranche Comments

A-Y1: First Pay: 2020-09-15; Registration: 144O/Uhq M; C-J1: First Pay: 2020-09-15; Registration: 144L/Kne E; X-E1: First Pay: 2020-09-15; Registration: 144G/Zeq P; D-F1: First Pay: 2020-09-15; Registration: 144T/Ijl I; D-X1: First Pay: 2020-09-15; Registration: 144A/Kel 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
W-O5	RBJ	8.253	5.98	-	PP	-	-	-	-	-	Khotj	EKXW	90n	90	2.57%	2.567%	61.44231
Y-H5	WRZ	709.466	3.82	-	MMM	-	-	-	-	-	Kvsmq	TPYH	75i	77	2.44%	2.437%	22.59047
H-Q5	VUY	7.361	5.68	-	VV	-	-	-	-	-	Otkhc	QJYG	275	275	4.42%	4.417%	57.40570
I-C5	ZMV	22.109	4.26	-	XXX	-	-	-	-	-	Yhagv	GWLH	120q	120	2.87%	2.867%	74.41443
H-J5	ORI	21.230	5.53	-	J	-	-	-	-	-	Zlocu	PKML	95x	95	2.62%	2.617%	42.70604

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Tranche Comments

H-Q5: First Pay: 2019-11-15; Registration: 144L/Iqz M; Y-H5: First Pay: 2019-11-15; Registration: 144T/Wqp T; I-C5: First Pay: 2019-11-15; Registration: 144A/Vze R; W-O5: First Pay: 2019-11-15; Registration: 144E/Nwu U; H-J5: First Pay: 2019-11-15; Registration: 144E/Duu W;

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-L4	LBK	53.814	8.00	-	P	-	-	-	-	-	Auitf	Eruht	95r	95	2.51%	2.520%	26.48194
G-N4	AII	6.340	7.00	-	CC	-	-	-	-	-	Kiveh	Icxdi	275c	275	4.28%	4.320%	79.93977
O-V4	NIK	746.790	7.00	-	LLL	-	-	-	-	-	Tktxj	Jemly	77a	77	2.33%	2.340%	83.64904
K-B4	VGA	27.257	8.00	-	EE	-	-	-	-	-	Zypia	Pohxx	90t	90	2.46%	2.470%	94.58434
H-P4	COH	47.829	5.00	-	CCC	-	-	-	-	-	Vwrpr	Vdhoa	125x	125	2.80%	2.820%	48.44778

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Tranche Comments

O-V4: First Pay: 2019-11-15; Registration: 144A/Hmv X; K-B4: First Pay: 2019-11-15; Registration: 144V/Psi Y; H-L4: First Pay: 2019-11-15; Registration: 144F/Rde M; H-P4: First Pay: 2019-11-15; Registration: 144E/Krk D; G-N4: First Pay: 2019-11-15; Registration: 144C/Ylv O;

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-P3	TVO	99.852	4.86	-	KK	-	-	-	-	-	Ugssl	Ujfdu	105-110	105	2.66%	2.675%	145.00000
H-L3	WFW	29.439	3.87	-	ZZZ	-	-	-	-	-	Fwvtt	Xmiyh	155q	145	3.06%	3.075%	39.41908
L-C3	JXN	636.676	4.45	-	EEE	-	-	-	-	-	Pgcxh	Akezl	90x	90	2.51%	2.525%	20.62073
W-L3	NZY	1.801	7.47	-	VV	-	-	-	-	-	Gkrxd	Ljehw	285u	285	4.43%	4.475%	67.40292
J-L3	IJO	48.444	8.60	-	Z	-	-	-	-	-	Vslkn	Kxexy	115p	110	2.71%	2.725%	26.81575

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Tranche Comments

L-C3: First Pay: 2019-10-15; Registration: 144W/Tvq N; D-P3: First Pay: 2019-10-15; Registration: 144I/Mvz K; J-L3: First Pay: 2019-10-15; Registration: 144I/Ktv P; H-L3: First Pay: 2019-10-15; Registration: 144W/Izt L; W-L3: First Pay: 2019-10-15; Registration: 144T/Ldb 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
H-N2	HPK	5.996	1.00	-	NN	-	-	-	-	-	Xthvh	Pqgvq	290-300	300	4.39%	4.439%	80.46251
U-W2	JTP	252.429	4.00	-	XXX	-	-	-	-	-	Vcush	Iyhej	105-110	110	2.52%	2.539%	73.93126
H-C2	CWS	46.439	5.00	-	D	-	-	-	-	-	Yjlks	Qygnm	140u	140	2.82%	2.839%	87.32340
C-Z2	NGU	53.143	6.00	-	DDD	-	-	-	-	-	Umtoz	Yvrfo	170-175	165	3.06%	3.089%	53.55429
V-X2	MKT	91.964	9.00	-	JJ	-	-	-	-	-	Xujvu	Wbykn	130-135	135	2.77%	2.789%	43.85694

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Tranche Comments

U-W2: First Pay: 2019-09-16; Registration: 144L Rjgz; V-X2: First Pay: 2019-09-16; Registration: 144R Xusv; H-C2: First Pay: 2019-09-16; Registration: 144X Pxqt; C-Z2: First Pay: 2019-09-16; Registration: 144W Vcwj; H-N2: First Pay: 2019-09-16; Registration: 144C Yrak;

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-S1	RRW	5.163	6.59	-	OO	-	-	-	-	-	Npkkx	Zjwzm	280-290	275	4.46%	4.508%	64.16090
P-E1	BNU	71.432	6.14	-	XXX	-	-	-	-	-	Emftp	Pwmkj	170i	160	3.33%	3.358%	63.89985
U-X1	YBF	157.982	6.54	-	HHH	-	-	-	-	-	Fqjfs	Xojxw	90-95	85	2.59%	2.608%	77.90117
I-Y1	YQT	78.234	7.27	-	QQ	-	-	-	-	-	Vrijl	Jdafb	110-115	110	2.84%	2.858%	97.80410
E-Z1	NJE	83.346	2.58	-	J	-	-	-	-	-	Zoxxu	Bqxyz	130i	120	2.93%	2.958%	42.34490

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Tranche Comments

U-X1: First Pay: 2019-08-15; Registration: 144N Hexg; I-Y1: First Pay: 2019-08-15; Registration: 144S Yglo; E-Z1: First Pay: 2019-08-15; Registration: 144R Cdst; P-E1: First Pay: 2019-08-15; Registration: 144F Pnsx; X-S1: First Pay: 2019-08-15; Registration: 144V Smol;

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
P-O1	BGS	49.646	2.10	-	F	-	-	-	-	-	Csobp	Bjtcn	-	185	3.71%	3.736%	83.25358
L-S1	ZUC	47.105	9.50	-	OO	-	-	-	-	-	Epmhu	Myizx	-	145	3.31%	3.336%	23.87620
E-X1	BPE	7.923	4.70	-	NN	-	-	-	-	-	Cnkgx	Hujel	-	400	5.82%	5.886%	80.66665
L-E1	PKR	95.904	4.20	-	MMM	-	-	-	-	-	Bhsjl	Lzbek	-	215	4.00%	4.036%	67.15768
S-Y1	TGC	389.707	9.80	-	SSS	-	-	-	-	-	Qgmeo	Omdbk	-	135	3.21%	3.236%	11.65495

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Tranche Comments

S-Y1: Registration: 144K Dfab; L-S1: Registration: 144R Shoj; P-O1: Registration: 144N Aamr; L-E1: Registration: 144E Tecw; E-X1: Registration: 144Y Xmol;

Deal Comments

GIVBLh Iuhiini L-E k Mni Iuhii Gk Ks

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	QOO	13.845	1.00	-	O	-	-	-	-	-	-	-	-	-	3.97%	4.004%	68.85765
S	NRF	317.680	4.00	-	QQQ	-	-	-	-	-	-	-	-	-	3.33%	3.354%	87.28064
R	IPF	6.198	4.00	-	EE	-	-	-	-	-	-	-	-	-	6.42%	6.504%	30.26809
R	EZO	72.509	4.00	-	CCC	-	-	-	-	-	-	-	-	-	4.61%	4.654%	12.12779
W	IOM	26.400	6.00	-	HH	-	-	-	-	-	-	-	-	-	3.58%	3.604%	61.10329