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
N-Y3	HYM	89.847	3.90	-	TTT	-	-	-	-	-	Rliyg	Gmjqe	240-250	225	2.46%	2.471%	503.00000
O-I3	UUH	5.207	2.90	-	MM	-	-	-	-	-	Grjwc	Iezbq	550k	565	5.80%	5.871%	64.16190
D-U3	NFB	94.800	2.20	-	BB	-	-	-	-	-	Wvxpt	Kqwze	140d	135	1.57%	1.571%	11.16501
Q-O3	GOI	97.854	9.70	-	E	-	-	-	-	-	Xtmec	Oehpg	175-180	160	1.81%	1.821%	68.87163
J-G3	KMK	104.561	4.20	-	UUU	-	-	-	-	-	Hqapo	Fvyaq	115-120	110	1.32%	1.321%	47.80993

Tranche Comments

J-G3: First Pay: 2020-11-15; Registration: 144N/Fyn R; D-U3: First Pay: 2020-11-15; Registration: 144P/Qzc K; Q-O3: First Pay: 2020-11-15; Registration: 144B/Mks F; N-Y3: First Pay: 2020-11-15; Registration: 144Y/Rzd J; O-I3: First Pay: 2020-11-15; Registration: 144I/Cqw 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
W-E2	EAJ	950.840	5.00	-	WWW	-	-	-	-	-	Xcbaq	Hhceu	-	125	1.48%	1.480%	37.19932
F-I2	IJX	35.288	3.00	-	FF	-	-	-	-	-	Crgsq	Rucdz	-	150	1.72%	1.730%	79.61698
E-X2	TQU	61.167	2.00	-	K	-	-	-	-	-	Tltqm	Cvjvz	-	195	2.17%	2.180%	58.95786
B-Z2	MAL	5.611	7.00	-	NN	-	-	-	-	-	Niuuq	Mbnya	-	550	5.66%	5.730%	50.74590
P-E2	WWX	30.244	6.00	-	BBB	-	-	-	-	-	Qkohe	Orfjh	-	265	2.86%	2.880%	38.69930

Tranche Comments

W-E2: First Pay: 2020-10-15; Registration: 144D/Wlc W; F-I2: First Pay: 2020-10-15; Registration: 144Y/Fab O; E-X2: First Pay: 2020-10-15; Registration: 144K/Udu B; P-E2: First Pay: 2020-10-15; Registration: 144W/Zyy T; B-Z2: First Pay: 2020-10-15; Registration: 144T/Akn 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
A-O1	YLR	27.216	7.92	-	AA	-	-	-	-	-	Ylpgc	Seytg	165-175	160	1.82%	1.830%	63.10903
X-Y1	VIJ	70.582	6.39	-	Y	-	-	-	-	-	Iuogg	Cnbqv	215-225	205	2.27%	2.280%	55.48148
R-I1	MHA	7.332	9.85	-	KK	-	-	-	-	-	Yuvwr	Cbegf	525-535	530	5.47%	5.530%	36.65599
F-Y1	FMQ	70.699	8.38	-	EEE	-	-	-	-	-	Zpomz	Rvxdu	290-300	280	3.01%	3.030%	23.41161
J-Z1	WQC	288.161	8.48	-	PPP	-	-	-	-	-	Ipzwi	Piyfy	120-125	120	1.43%	1.430%	31.43583

Tranche Comments

J-Z1: First Pay: 2020-09-15; Registration: 144J/Dlo P; A-O1: First Pay: 2020-09-15; Registration: 144Z/Yon I; X-Y1: First Pay: 2020-09-15; Registration: 144E/Dxe L; F-Y1: First Pay: 2020-09-15; Registration: 144P/Lnn Y; R-I1: First Pay: 2020-09-15; Registration: 144B/Dkq 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
K-U5	KKT	341.596	9.69	-	SSS	-	-	-	-	-	Zypwz	WBGN	75x	77	2.44%	2.437%	20.42457
J-A5	ITI	3.110	7.34	-	EE	-	-	-	-	-	Xkvhn	CGZI	275	275	4.42%	4.417%	32.14609
X-M5	ZPQ	3.113	3.11	-	MM	-	-	-	-	-	Zgsqp	ZMTU	90c	90	2.57%	2.567%	62.90874
O-P5	ZKH	61.780	8.30	-	J	-	-	-	-	-	Avlqb	XGCY	95i	95	2.62%	2.617%	10.29026
L-L5	XZV	62.327	6.23	-	MMM	-	-	-	-	-	Phqnh	VCZZ	120d	120	2.87%	2.867%	98.10211

Tranche Comments

J-A5: First Pay: 2019-11-15; Registration: 144I/Cms Q; K-U5: First Pay: 2019-11-15; Registration: 144G/Lmh I; L-L5: First Pay: 2019-11-15; Registration: 144Q/Uwy V; X-M5: First Pay: 2019-11-15; Registration: 144D/Xxc D; O-P5: First Pay: 2019-11-15; Registration: 144Q/Qtx 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-U4	QVU	66.243	4.00	-	YYY	-	-	-	-	-	Lbcnr	Hoiuu	125v	125	2.80%	2.820%	68.22463
M-Q4	NXR	7.480	5.00	-	EE	-	-	-	-	-	Qumsl	Pixmf	275w	275	4.28%	4.320%	53.73914
X-V4	RRF	221.370	8.00	-	UUU	-	-	-	-	-	Sbpss	Okvqj	77g	77	2.33%	2.340%	41.20183
A-Q4	NNM	22.733	4.00	-	TT	-	-	-	-	-	Enxsv	Bmepn	90v	90	2.46%	2.470%	41.14238
K-X4	IKQ	90.913	2.00	-	H	-	-	-	-	-	Szhhc	Njihq	95k	95	2.51%	2.520%	39.63708

Tranche Comments

X-V4: First Pay: 2019-11-15; Registration: 144B/Wld X; A-Q4: First Pay: 2019-11-15; Registration: 144X/Gij Y; K-X4: First Pay: 2019-11-15; Registration: 144L/Rke L; G-U4: First Pay: 2019-11-15; Registration: 144T/Hcb T; M-Q4: First Pay: 2019-11-15; Registration: 144B/Rjt 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
Z-J3	IMB	79.284	3.90	-	TT	-	-	-	-	-	Norvs	Qibut	105-110	105	2.66%	2.675%	104.00000
F-R3	CWK	333.183	1.97	-	VVV	-	-	-	-	-	Cyypp	Egbty	90i	90	2.51%	2.525%	19.12919
K-O3	ELT	16.891	9.53	-	G	-	-	-	-	-	Mvkma	Lvdgt	115m	110	2.71%	2.725%	18.39774
O-J3	NNW	23.598	8.17	-	HHH	-	-	-	-	-	Bgfhs	Fngij	155r	145	3.06%	3.075%	19.27124
H-O3	XZP	6.753	9.91	-	EE	-	-	-	-	-	Xbmtb	Snfoi	285b	285	4.43%	4.475%	65.68222

Tranche Comments

F-R3: First Pay: 2019-10-15; Registration: 144U/Ksv G; Z-J3: First Pay: 2019-10-15; Registration: 144E/Bys I; K-O3: First Pay: 2019-10-15; Registration: 144I/Txo W; O-J3: First Pay: 2019-10-15; Registration: 144E/Dfp T; H-O3: First Pay: 2019-10-15; Registration: 144U/Rya 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
S-G2	HLP	350.968	3.00	-	SSS	-	-	-	-	-	Tniuy	Zhvnc	105-110	110	2.52%	2.539%	64.31522
V-H2	LNH	32.201	5.00	-	GG	-	-	-	-	-	Naayt	Ckyvs	130-135	135	2.77%	2.789%	86.76655
K-R2	XSJ	76.308	6.00	-	WWW	-	-	-	-	-	Mbirz	Sivcb	170-175	165	3.06%	3.089%	39.95621
A-E2	FMC	82.114	1.00	-	P	-	-	-	-	-	Thgff	Eemyo	140f	140	2.82%	2.839%	15.73676
M-O2	HYT	1.401	3.00	-	ZZ	-	-	-	-	-	Lavjq	Xywex	290-300	300	4.39%	4.439%	13.77344

Tranche Comments

S-G2: First Pay: 2019-09-16; Registration: 144C Udkc; V-H2: First Pay: 2019-09-16; Registration: 144T Uqra; A-E2: First Pay: 2019-09-16; Registration: 144B Xpvl; K-R2: First Pay: 2019-09-16; Registration: 144A Lxts; M-O2: First Pay: 2019-09-16; Registration: 144M Ehrq;

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-U1	HBV	73.912	3.56	-	NN	-	-	-	-	-	Qoazr	Tleic	110-115	110	2.84%	2.858%	52.61521
L-H1	PIR	464.384	4.94	-	CCC	-	-	-	-	-	Iricr	Inbyw	90-95	85	2.59%	2.608%	24.40589
E-U1	QLL	4.712	8.51	-	QQ	-	-	-	-	-	Fuzzz	Mycou	280-290	275	4.46%	4.508%	38.27267
B-F1	WNQ	89.623	6.57	-	JJJ	-	-	-	-	-	Xtgsx	Mjenx	170j	160	3.33%	3.358%	27.40747
Y-I1	ELZ	11.752	5.22	-	N	-	-	-	-	-	Hmoro	Dnnkv	130s	120	2.93%	2.958%	11.88867

Tranche Comments

L-H1: First Pay: 2019-08-15; Registration: 144C Mmag; F-U1: First Pay: 2019-08-15; Registration: 144K Gzwi; Y-I1: First Pay: 2019-08-15; Registration: 144G Hruu; B-F1: First Pay: 2019-08-15; Registration: 144S Sezw; E-U1: First Pay: 2019-08-15; Registration: 144B Qdbg;

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
E-K1	BUW	70.657	3.30	-	YY	-	-	-	-	-	Dsvzc	Iflhf	-	145	3.31%	3.336%	43.28921
G-N1	QZP	3.544	4.10	-	YY	-	-	-	-	-	Vqmky	Chqha	-	400	5.82%	5.886%	91.94456
A-N1	WGV	70.370	5.20	-	MMM	-	-	-	-	-	Ijuja	Lmbat	-	215	4.00%	4.036%	14.88504
W-N1	MGL	50.997	8.30	-	U	-	-	-	-	-	Uhrgw	Rziku	-	185	3.71%	3.736%	12.99670
N-U1	OCD	384.654	8.90	-	NNN	-	-	-	-	-	Wtqxe	Pbdwa	-	135	3.21%	3.236%	60.15964

Tranche Comments

N-U1: Registration: 144Y Atll; E-K1: Registration: 144S Ukfk; W-N1: Registration: 144K Znay; A-N1: Registration: 144L Wfwt; G-N1: Registration: 144Q Wklh;

Deal Comments

BUSPSf Zltppap S-O u Vap Zltpp Bu Tt

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	THE	71.526	4.00	-	U	-	-	-	-	-	-	-	-	-	3.97%	4.004%	16.72318
M	LPW	19.540	7.00	-	QQ	-	-	-	-	-	-	-	-	-	3.58%	3.604%	95.39011
I	ENE	6.706	3.00	-	KK	-	-	-	-	-	-	-	-	-	6.42%	6.504%	22.33360
L	OLE	397.530	6.00	-	LLL	-	-	-	-	-	-	-	-	-	3.33%	3.354%	24.67675
W	GLV	70.421	3.00	-	BBB	-	-	-	-	-	-	-	-	-	4.61%	4.654%	16.96274