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
E-F3	RWV	785.982	4.20	-	DDD	-	-	-	-	-	Pnqia	Snjmb	115-120	110	1.32%	1.321%	53.88568
C-I3	LAE	71.428	3.80	-	NNN	-	-	-	-	-	Dujxt	Quums	240-250	225	2.46%	2.471%	368.00000
L-Z3	PRC	87.670	2.90	-	ZZ	-	-	-	-	-	Miheg	Aeolj	140k	135	1.57%	1.571%	50.78499
H-A3	BJY	3.642	3.40	-	FF	-	-	-	-	-	Frngx	Aczqy	550i	565	5.80%	5.871%	77.16620
S-C3	IQH	81.400	3.30	-	C	-	-	-	-	-	Ofklc	Nlokb	175-180	160	1.81%	1.821%	25.62447

Tranche Comments

E-F3: First Pay: 2020-11-15; Registration: 144L/Lrw V; L-Z3: First Pay: 2020-11-15; Registration: 144D/Jin O; S-C3: First Pay: 2020-11-15; Registration: 144C/Xzs K; C-I3: First Pay: 2020-11-15; Registration: 144X/Dhq V; H-A3: First Pay: 2020-11-15; Registration: 144D/Rno 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
L-S2	CUJ	370.500	8.00	-	OOO	-	-	-	-	-	Zczrr	Znrfq	-	125	1.48%	1.480%	16.22917
H-U2	CAL	88.847	1.00	-	YY	-	-	-	-	-	Yhbqe	Twkrc	-	150	1.72%	1.730%	67.77472
W-R2	YBL	39.337	9.00	-	F	-	-	-	-	-	Piofa	Owklo	-	195	2.17%	2.180%	62.86991
R-D2	UTI	10.320	2.00	-	III	-	-	-	-	-	Aqrnq	Jvwej	-	265	2.86%	2.880%	96.14620
X-M2	FBX	4.174	3.00	-	TT	-	-	-	-	-	Ewjgi	Qlrot	-	550	5.66%	5.730%	60.17620

Tranche Comments

L-S2: First Pay: 2020-10-15; Registration: 144U/Bhg W; H-U2: First Pay: 2020-10-15; Registration: 144L/Fzj M; W-R2: First Pay: 2020-10-15; Registration: 144G/Xvj F; R-D2: First Pay: 2020-10-15; Registration: 144X/Qbw A; X-M2: First Pay: 2020-10-15; Registration: 144Q/Zfh H;

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
G-K1	ZYE	23.674	7.12	-	E	-	-	-	-	-	Tpzqz	Hdown	215-225	205	2.27%	2.280%	67.40977
Y-R1	TZC	408.661	3.71	-	UUU	-	-	-	-	-	Cscpx	Vdhxn	120-125	120	1.43%	1.430%	34.32158
R-I1	MSJ	42.694	7.94	-	EEE	-	-	-	-	-	Ojurm	Egegw	290-300	280	3.01%	3.030%	18.51248
Y-B1	BNP	2.247	9.77	-	DD	-	-	-	-	-	Xmqns	Zliwp	525-535	530	5.47%	5.530%	70.71731
L-D1	TGK	12.637	2.44	-	MM	-	-	-	-	-	Zpmfe	Ahuqj	165-175	160	1.82%	1.830%	92.72506

Tranche Comments

Y-R1: First Pay: 2020-09-15; Registration: 144C/Fzi K; L-D1: First Pay: 2020-09-15; Registration: 144W/Xzp T; G-K1: First Pay: 2020-09-15; Registration: 144V/Inb Q; R-I1: First Pay: 2020-09-15; Registration: 144A/Zap X; Y-B1: First Pay: 2020-09-15; Registration: 144V/Log C;

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
B-S5	HED	255.139	6.41	-	NNN	-	-	-	-	-	Wjbcw	XJPW	75y	77	2.44%	2.437%	18.25453
W-F5	CLG	76.370	9.26	-	K	-	-	-	-	-	Dkjav	JXRG	95c	95	2.62%	2.617%	93.18333
O-S5	VSZ	8.692	2.43	-	LL	-	-	-	-	-	Iwwpi	KHIO	90b	90	2.57%	2.567%	66.83099
L-A5	LWO	33.327	5.67	-	UUU	-	-	-	-	-	Sfwrw	HCTF	120o	120	2.87%	2.867%	47.89170
M-X5	LIT	8.882	6.18	-	GG	-	-	-	-	-	Bnaxh	BWJP	275	275	4.42%	4.417%	93.37039

Tranche Comments

M-X5: First Pay: 2019-11-15; Registration: 144O/Vbw R; B-S5: First Pay: 2019-11-15; Registration: 144Q/Koi V; L-A5: First Pay: 2019-11-15; Registration: 144N/Fze Q; O-S5: First Pay: 2019-11-15; Registration: 144W/Mco H; W-F5: First Pay: 2019-11-15; Registration: 144T/Hnu Q;

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-O4	LOZ	80.473	2.00	-	UUU	-	-	-	-	-	Jocvx	Ixekr	125y	125	2.80%	2.820%	86.98669
C-J4	OZT	160.230	1.00	-	JJJ	-	-	-	-	-	Pmzyj	Mqjvt	77m	77	2.33%	2.340%	45.71226
J-M4	GLV	21.663	2.00	-	K	-	-	-	-	-	Pqkwb	Dteju	95y	95	2.51%	2.520%	17.42527
W-W4	HUL	8.870	6.00	-	OO	-	-	-	-	-	Antcc	Pnkyj	275k	275	4.28%	4.320%	97.38734
N-F4	TEJ	47.969	1.00	-	OO	-	-	-	-	-	Jrclr	Omhgw	90h	90	2.46%	2.470%	77.97864

Tranche Comments

C-J4: First Pay: 2019-11-15; Registration: 144M/Cug J; N-F4: First Pay: 2019-11-15; Registration: 144Q/Aqd T; J-M4: First Pay: 2019-11-15; Registration: 144D/Qte C; Y-O4: First Pay: 2019-11-15; Registration: 144E/Pno R; W-W4: First Pay: 2019-11-15; Registration: 144E/Wuz 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
R-P3	HCN	81.228	2.41	-	P	-	-	-	-	-	Eyctg	Twdez	115x	110	2.71%	2.725%	38.65264
A-R3	LSR	2.490	3.57	-	YY	-	-	-	-	-	Xmrvp	Yiinj	285a	285	4.43%	4.475%	32.14064
I-O3	AFL	809.182	1.18	-	III	-	-	-	-	-	Bumyb	Uoood	90j	90	2.51%	2.525%	88.98201
M-D3	NKQ	66.963	4.20	-	AA	-	-	-	-	-	Iajfb	Evzwt	105-110	105	2.66%	2.675%	290.00000
Q-N3	CTH	16.536	2.58	-	AAA	-	-	-	-	-	Bfgyj	Ecjnh	155l	145	3.06%	3.075%	96.72942

Tranche Comments

I-O3: First Pay: 2019-10-15; Registration: 144V/Xar A; M-D3: First Pay: 2019-10-15; Registration: 144L/Prd T; R-P3: First Pay: 2019-10-15; Registration: 144K/Ymr G; Q-N3: First Pay: 2019-10-15; Registration: 144O/Ybq H; A-R3: First Pay: 2019-10-15; Registration: 144Y/Qso 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
C-J2	XOF	68.604	1.00	-	X	-	-	-	-	-	Kwrrq	Ultfk	140o	140	2.82%	2.839%	33.40428
Y-D2	GAR	27.176	1.00	-	OO	-	-	-	-	-	Jlxko	Htehq	130-135	135	2.77%	2.789%	43.27862
K-B2	HQV	329.196	7.00	-	LLL	-	-	-	-	-	Qskqp	Imcnl	105-110	110	2.52%	2.539%	76.68596
L-O2	HYN	7.217	4.00	-	XX	-	-	-	-	-	Gnthl	Kxzjk	290-300	300	4.39%	4.439%	86.67288
L-K2	PNZ	64.272	5.00	-	NNN	-	-	-	-	-	Ftxfl	Zcktl	170-175	165	3.06%	3.089%	43.54693

Tranche Comments

K-B2: First Pay: 2019-09-16; Registration: 144N Yank; Y-D2: First Pay: 2019-09-16; Registration: 144N Yhkr; C-J2: First Pay: 2019-09-16; Registration: 144D Afjp; L-K2: First Pay: 2019-09-16; Registration: 144N Junx; L-O2: First Pay: 2019-09-16; Registration: 144D Dnbd;

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-T1	PJD	50.368	6.86	-	A	-	-	-	-	-	Uvixj	Lzogk	130i	120	2.93%	2.958%	61.51268
P-X1	QGL	7.978	1.75	-	GG	-	-	-	-	-	Oupfh	Senjp	280-290	275	4.46%	4.508%	49.96342
P-H1	RGT	72.805	7.57	-	RR	-	-	-	-	-	Kmuws	Mrxqz	110-115	110	2.84%	2.858%	61.46867
N-D1	HMC	305.875	7.22	-	MMM	-	-	-	-	-	Bfmjp	Jducc	90-95	85	2.59%	2.608%	59.94348
F-B1	VBK	28.260	4.91	-	III	-	-	-	-	-	Goygn	Nferp	170b	160	3.33%	3.358%	15.40743

Tranche Comments

N-D1: First Pay: 2019-08-15; Registration: 144G Bxmw; P-H1: First Pay: 2019-08-15; Registration: 144E Vora; X-T1: First Pay: 2019-08-15; Registration: 144C Xnty; F-B1: First Pay: 2019-08-15; Registration: 144H Bqum; P-X1: First Pay: 2019-08-15; Registration: 144A Affx;

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-R1	BJV	67.462	8.50	-	XXX	-	-	-	-	-	Pfhaw	Awdym	-	215	4.00%	4.036%	46.59653
O-L1	YTE	81.117	9.10	-	LL	-	-	-	-	-	Yogpc	Gikpf	-	145	3.31%	3.336%	67.47355
A-D1	CMM	610.674	8.80	-	GGG	-	-	-	-	-	Bhyvh	Rojqs	-	135	3.21%	3.236%	34.84745
B-H1	PSK	60.231	4.80	-	C	-	-	-	-	-	Wmpyd	Igazg	-	185	3.71%	3.736%	70.12295
X-X1	JIN	7.714	1.30	-	CC	-	-	-	-	-	Rvorw	Erduc	-	400	5.82%	5.886%	69.77400

Tranche Comments

A-D1: Registration: 144B Astn; O-L1: Registration: 144V Wvhj; B-H1: Registration: 144Y Zhrs; H-R1: Registration: 144K Cgmi; X-X1: Registration: 144H Ehkd;

Deal Comments

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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	LWA	164.410	6.00	-	KKK	-	-	-	-	-	-	-	-	-	3.33%	3.354%	42.47812
C	FKE	84.286	2.00	-	F	-	-	-	-	-	-	-	-	-	3.97%	4.004%	38.40408
D	VKC	50.278	4.00	-	AAA	-	-	-	-	-	-	-	-	-	4.61%	4.654%	33.87245
G	LTU	5.719	4.00	-	QQ	-	-	-	-	-	-	-	-	-	6.42%	6.504%	83.24152
O	MGL	35.120	3.00	-	TT	-	-	-	-	-	-	-	-	-	3.58%	3.604%	67.29259