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
P-X3	AFX	83.620	9.60	-	JJ	-	-	-	-	-	Ssuzj	Jilwf	140g	135	1.57%	1.571%	56.40604
H-D3	NFZ	422.454	5.50	-	KKK	-	-	-	-	-	Kfrqg	Uzgep	115-120	110	1.32%	1.321%	17.70612
H-F3	PNS	84.409	1.40	-	D	-	-	-	-	-	Ryhsw	Myect	175-180	160	1.81%	1.821%	76.49269
B-S3	TYM	94.992	5.40	-	AAA	-	-	-	-	-	Fzfbm	Xydle	240-250	225	2.46%	2.471%	368.00000
L-I3	LOE	9.832	3.10	-	EE	-	-	-	-	-	Xolkd	Oxbka	550g	565	5.80%	5.871%	36.90750

Tranche Comments

H-D3: First Pay: 2020-11-15; Registration: 144V/Nrx C; P-X3: First Pay: 2020-11-15; Registration: 144C/Qpe T; H-F3: First Pay: 2020-11-15; Registration: 144U/Xsw F; B-S3: First Pay: 2020-11-15; Registration: 144O/Wqw O; L-I3: First Pay: 2020-11-15; Registration: 144T/Xbw Z;

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-O2	HYX	41.237	8.00	-	DDD	-	-	-	-	-	Tcrva	Hwrgn	-	265	2.86%	2.880%	18.44430
Y-N2	KAX	365.610	4.00	-	III	-	-	-	-	-	Dwamu	Elfjy	-	125	1.48%	1.480%	41.74652
G-C2	XCZ	33.920	2.00	-	NN	-	-	-	-	-	Bbsuz	Ghjxt	-	150	1.72%	1.730%	96.66124
M-Z2	KXM	7.201	7.00	-	RR	-	-	-	-	-	Dguus	Btbdm	-	550	5.66%	5.730%	74.68510
W-K2	CSG	54.575	2.00	-	T	-	-	-	-	-	Pgtgp	Vunab	-	195	2.17%	2.180%	62.75816

Tranche Comments

Y-N2: First Pay: 2020-10-15; Registration: 144H/Kub M; G-C2: First Pay: 2020-10-15; Registration: 144Q/Jjp S; W-K2: First Pay: 2020-10-15; Registration: 144G/Xpl C; H-O2: First Pay: 2020-10-15; Registration: 144E/Vds I; M-Z2: First Pay: 2020-10-15; Registration: 144G/Hcm Z;

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
W-N1	HBG	85.230	8.31	-	LL	-	-	-	-	-	Avlwq	Iiwiz	165-175	160	1.82%	1.830%	20.83364
M-B1	TFA	5.123	5.25	-	LL	-	-	-	-	-	Urhhq	Suoku	525-535	530	5.47%	5.530%	42.66094
G-N1	BVQ	700.693	6.81	-	DDD	-	-	-	-	-	Hlqqi	Yywxi	120-125	120	1.43%	1.430%	96.80184
Y-I1	CNO	76.994	7.89	-	N	-	-	-	-	-	Dclqv	Tvdej	215-225	205	2.27%	2.280%	21.89158
F-V1	FQR	58.826	1.50	-	QQQ	-	-	-	-	-	Vwuse	Pders	290-300	280	3.01%	3.030%	97.37084

Tranche Comments

G-N1: First Pay: 2020-09-15; Registration: 144D/Kui E; W-N1: First Pay: 2020-09-15; Registration: 144Y/Hnr U; Y-I1: First Pay: 2020-09-15; Registration: 144H/Zjb M; F-V1: First Pay: 2020-09-15; Registration: 144D/Pkn L; M-B1: First Pay: 2020-09-15; Registration: 144X/Ink B;

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-E5	KYE	1.706	7.72	-	GG	-	-	-	-	-	Bwqmh	JPTK	275	275	4.42%	4.417%	48.98833
Q-S5	FZG	19.650	4.86	-	T	-	-	-	-	-	Gccpm	NOBP	95m	95	2.62%	2.617%	74.12514
V-M5	ESW	7.491	4.43	-	AA	-	-	-	-	-	Xkrcn	GCYE	90q	90	2.57%	2.567%	43.74395
X-J5	TVV	202.444	8.20	-	III	-	-	-	-	-	Jzckh	HUPR	75b	77	2.44%	2.437%	41.62218
Y-S5	CCX	32.184	9.29	-	PPP	-	-	-	-	-	Fbtqy	OOKJ	120c	120	2.87%	2.867%	18.50564

Tranche Comments

X-E5: First Pay: 2019-11-15; Registration: 144Z/Trc O; X-J5: First Pay: 2019-11-15; Registration: 144V/Rhj F; Y-S5: First Pay: 2019-11-15; Registration: 144K/Qxl E; V-M5: First Pay: 2019-11-15; Registration: 144D/Gay X; Q-S5: First Pay: 2019-11-15; Registration: 144N/Dkz 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
R-E4	UUF	973.550	6.00	-	YYY	-	-	-	-	-	Mcjju	Hhann	77t	77	2.33%	2.340%	54.95965
B-X4	WZI	33.521	1.00	-	RR	-	-	-	-	-	Xikbl	Jurur	90u	90	2.46%	2.470%	74.31236
R-N4	PES	63.755	1.00	-	U	-	-	-	-	-	Shzlv	Nzcem	95b	95	2.51%	2.520%	23.36063
F-I4	HCS	6.970	4.00	-	JJ	-	-	-	-	-	Nfngc	Stkae	275e	275	4.28%	4.320%	44.93796
I-D4	FEW	86.666	7.00	-	RRR	-	-	-	-	-	Pctle	Ndqjx	125p	125	2.80%	2.820%	79.31028

Tranche Comments

R-E4: First Pay: 2019-11-15; Registration: 144H/Keo H; B-X4: First Pay: 2019-11-15; Registration: 144M/Wab G; R-N4: First Pay: 2019-11-15; Registration: 144W/Cvq V; I-D4: First Pay: 2019-11-15; Registration: 144W/Wds D; F-I4: First Pay: 2019-11-15; Registration: 144N/Lxe F;

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-B3	ILB	36.453	7.57	-	M	-	-	-	-	-	Vnquz	Nmzjq	115i	110	2.71%	2.725%	67.37008
C-H3	APT	77.205	6.94	-	EEE	-	-	-	-	-	Hxnxv	Rxdgc	155e	145	3.06%	3.075%	31.36863
H-V3	UXF	819.399	4.46	-	AAA	-	-	-	-	-	Xumit	Gcmdb	90y	90	2.51%	2.525%	26.81470
K-M3	RIW	19.107	7.18	-	SS	-	-	-	-	-	Nhbpy	Yzilg	105-110	105	2.66%	2.675%	983.00000
C-A3	ZVH	6.869	8.44	-	BB	-	-	-	-	-	Qymoc	Agaxv	285g	285	4.43%	4.475%	82.69104

Tranche Comments

H-V3: First Pay: 2019-10-15; Registration: 144F/Bam T; K-M3: First Pay: 2019-10-15; Registration: 144H/Wmt D; P-B3: First Pay: 2019-10-15; Registration: 144Z/Kmi E; C-H3: First Pay: 2019-10-15; Registration: 144Q/Xzt D; C-A3: First Pay: 2019-10-15; Registration: 144B/Mtg X;

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-U2	VFF	27.506	6.00	-	BBB	-	-	-	-	-	Bosnr	Wrwia	170-175	165	3.06%	3.089%	42.83352
S-Q2	MKF	76.683	2.00	-	ZZ	-	-	-	-	-	Jzife	Ickch	130-135	135	2.77%	2.789%	84.10391
A-Y2	BUC	66.167	9.00	-	H	-	-	-	-	-	Nbnum	Tzzls	140p	140	2.82%	2.839%	98.35461
G-T2	EFT	5.639	9.00	-	UU	-	-	-	-	-	Ohjph	Ivorm	290-300	300	4.39%	4.439%	75.59700
W-R2	TJL	994.723	2.00	-	JJJ	-	-	-	-	-	Avtrk	Lctoz	105-110	110	2.52%	2.539%	31.46373

Tranche Comments

W-R2: First Pay: 2019-09-16; Registration: 144S Ftaz; S-Q2: First Pay: 2019-09-16; Registration: 144Z Qmqz; A-Y2: First Pay: 2019-09-16; Registration: 144H Zjod; W-U2: First Pay: 2019-09-16; Registration: 144H Iire; G-T2: First Pay: 2019-09-16; Registration: 144N Wcde;

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-J1	ERF	990.247	8.37	-	OOO	-	-	-	-	-	Xcwyu	Wutaw	90-95	85	2.59%	2.608%	82.27469
U-W1	PNG	11.259	4.10	-	OOO	-	-	-	-	-	Xoquj	Qmacm	170y	160	3.33%	3.358%	19.54164
X-T1	AGK	3.291	1.31	-	YY	-	-	-	-	-	Clcmr	Tozni	280-290	275	4.46%	4.508%	59.27323
N-D1	FSZ	25.400	2.73	-	ZZ	-	-	-	-	-	Anpqx	Qnvtg	110-115	110	2.84%	2.858%	56.12541
M-K1	LJA	30.734	5.35	-	U	-	-	-	-	-	Gcivc	Rqqpr	130z	120	2.93%	2.958%	57.41563

Tranche Comments

U-J1: First Pay: 2019-08-15; Registration: 144K Kebh; N-D1: First Pay: 2019-08-15; Registration: 144H Stoh; M-K1: First Pay: 2019-08-15; Registration: 144P Ygbb; U-W1: First Pay: 2019-08-15; Registration: 144F Raxu; X-T1: First Pay: 2019-08-15; Registration: 144G Udzd;

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
N-H1	GZX	1.877	6.80	-	II	-	-	-	-	-	Xvcuq	Slnen	-	400	5.82%	5.886%	10.35255
E-M1	JFT	40.388	1.10	-	A	-	-	-	-	-	Afyku	Tzxqc	-	185	3.71%	3.736%	37.35917
N-A1	GRN	85.272	5.90	-	UUU	-	-	-	-	-	Wfkse	Exhpi	-	215	4.00%	4.036%	78.71390
J-K1	QTV	353.108	3.70	-	TTT	-	-	-	-	-	Tfovz	Sxrmq	-	135	3.21%	3.236%	47.33086
V-B1	UVP	52.478	7.20	-	LL	-	-	-	-	-	Drnln	Ieqym	-	145	3.31%	3.336%	88.32047

Tranche Comments

J-K1: Registration: 144K Wpaw; V-B1: Registration: 144B Ezkn; E-M1: Registration: 144C Xpuc; N-A1: Registration: 144B Kiky; N-H1: Registration: 144U Cjdh;

Deal Comments

RZKRXg Eirmmdm X-R l Kdm Eirmm Rl Qa

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	GOP	22.804	3.00	-	TTT	-	-	-	-	-	-	-	-	-	4.61%	4.654%	23.64521
A	LWC	98.380	9.00	-	DD	-	-	-	-	-	-	-	-	-	3.58%	3.604%	41.88174
A	WUG	30.634	9.00	-	D	-	-	-	-	-	-	-	-	-	3.97%	4.004%	76.51658
S	HCE	7.371	7.00	-	NN	-	-	-	-	-	-	-	-	-	6.42%	6.504%	21.43361
G	XXK	787.710	1.00	-	HHH	-	-	-	-	-	-	-	-	-	3.33%	3.354%	14.96448