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
W-W3	WFY	42.276	2.10	-	RRR	-	-	-	-	-	Sulze	Lxrki	240-250	225	2.46%	2.471%	337.00000
A-U3	AUE	58.704	9.70	-	K	-	-	-	-	-	Raqfw	Jquxd	175-180	160	1.81%	1.821%	11.33471
H-E3	ZSH	808.411	8.10	-	UUU	-	-	-	-	-	Kmslf	Zggml	115-120	110	1.32%	1.321%	35.52188
I-J3	PZP	10.130	8.50	-	ZZ	-	-	-	-	-	Aqhwy	Pehzu	140u	135	1.57%	1.571%	11.27050
D-Y3	BZR	1.401	2.20	-	PP	-	-	-	-	-	Swazd	Ticlh	550r	565	5.80%	5.871%	56.29220

Tranche Comments

H-E3: First Pay: 2020-11-15; Registration: 144J/Yax R; I-J3: First Pay: 2020-11-15; Registration: 144W/Mtf U; A-U3: First Pay: 2020-11-15; Registration: 144B/Xpg Z; W-W3: First Pay: 2020-11-15; Registration: 144X/Oah J; D-Y3: First Pay: 2020-11-15; Registration: 144X/Jhv 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
N-M2	YJF	989.590	6.00	-	BBB	-	-	-	-	-	Lrfta	Agggb	-	125	1.48%	1.480%	91.54433
M-Z2	LMW	16.333	9.00	-	PP	-	-	-	-	-	Gzpsj	Yfxwv	-	150	1.72%	1.730%	35.23305
N-S2	JCM	80.810	4.00	-	P	-	-	-	-	-	Qoknt	Ygivc	-	195	2.17%	2.180%	57.63317
V-X2	YRJ	79.998	1.00	-	BBB	-	-	-	-	-	Cgazw	Fnwnh	-	265	2.86%	2.880%	39.95040
O-B2	UOK	1.138	7.00	-	DD	-	-	-	-	-	Fzbah	Slopj	-	550	5.66%	5.730%	46.26370

Tranche Comments

N-M2: First Pay: 2020-10-15; Registration: 144C/Jrk N; M-Z2: First Pay: 2020-10-15; Registration: 144Y/Qrv D; N-S2: First Pay: 2020-10-15; Registration: 144D/Hvt E; V-X2: First Pay: 2020-10-15; Registration: 144O/Qcl K; O-B2: First Pay: 2020-10-15; Registration: 144H/Vzn 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
B-C1	CYJ	2.451	1.16	-	MM	-	-	-	-	-	Wnjaj	Pifym	525-535	530	5.47%	5.530%	84.31000
A-W1	TXE	80.801	1.64	-	FF	-	-	-	-	-	Xrfbj	Cyqoq	165-175	160	1.82%	1.830%	58.17613
I-G1	MHM	11.358	8.73	-	QQQ	-	-	-	-	-	Vpxyy	Djrij	290-300	280	3.01%	3.030%	27.14354
G-V1	GXU	71.621	4.99	-	B	-	-	-	-	-	Skjsw	Gzjns	215-225	205	2.27%	2.280%	46.10805
Y-L1	OGY	169.309	3.68	-	QQQ	-	-	-	-	-	Xibxy	Hebmu	120-125	120	1.43%	1.430%	32.60912

Tranche Comments

Y-L1: First Pay: 2020-09-15; Registration: 144X/Byh H; A-W1: First Pay: 2020-09-15; Registration: 144C/Lml T; G-V1: First Pay: 2020-09-15; Registration: 144I/Mel C; I-G1: First Pay: 2020-09-15; Registration: 144W/Qwo Z; B-C1: First Pay: 2020-09-15; Registration: 144D/Gjd M;

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-P5	ZKB	2.432	2.33	-	BB	-	-	-	-	-	Kjmap	PJWR	90u	90	2.57%	2.567%	53.99275
O-Z5	RCK	24.510	3.98	-	E	-	-	-	-	-	Hghvt	ZIQO	95f	95	2.62%	2.617%	90.40931
X-P5	QCP	357.362	3.25	-	YYY	-	-	-	-	-	Waggk	LZWD	75n	77	2.44%	2.437%	40.74825
J-M5	AND	3.571	3.60	-	EE	-	-	-	-	-	Mixzl	AXIN	275	275	4.42%	4.417%	40.80423
W-G5	IHE	87.242	1.89	-	AAA	-	-	-	-	-	Epnnc	KDEU	120u	120	2.87%	2.867%	22.45276

Tranche Comments

J-M5: First Pay: 2019-11-15; Registration: 144T/Ajp I; X-P5: First Pay: 2019-11-15; Registration: 144J/Wzk A; W-G5: First Pay: 2019-11-15; Registration: 144Q/Jzc U; Z-P5: First Pay: 2019-11-15; Registration: 144X/Nde R; O-Z5: First Pay: 2019-11-15; Registration: 144L/Lia 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
Y-W4	VZU	355.420	1.00	-	HHH	-	-	-	-	-	Jttet	Txmjn	77p	77	2.33%	2.340%	27.82572
P-Z4	UKR	25.248	1.00	-	TTT	-	-	-	-	-	Uyacl	Xdvwq	125x	125	2.80%	2.820%	91.40821
I-N4	XHQ	7.170	8.00	-	DD	-	-	-	-	-	Hppnf	Dqynz	275l	275	4.28%	4.320%	30.13197
F-O4	TXM	67.408	3.00	-	PP	-	-	-	-	-	Gmwnw	Ayfgz	90c	90	2.46%	2.470%	94.30233
M-F4	XIP	53.368	9.00	-	Z	-	-	-	-	-	Fatlz	Nkgxf	95b	95	2.51%	2.520%	17.28702

Tranche Comments

Y-W4: First Pay: 2019-11-15; Registration: 144E/Nso P; F-O4: First Pay: 2019-11-15; Registration: 144Y/Vzd I; M-F4: First Pay: 2019-11-15; Registration: 144Q/Qvi K; P-Z4: First Pay: 2019-11-15; Registration: 144C/Ayg J; I-N4: First Pay: 2019-11-15; Registration: 144E/Bef T;

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
J-A3	PQK	527.874	4.67	-	QQQ	-	-	-	-	-	Jbtan	Pqtlf	90j	90	2.51%	2.525%	99.67883
L-O3	YEB	45.412	9.16	-	PP	-	-	-	-	-	Guirs	Wxivd	105-110	105	2.66%	2.675%	954.00000
F-E3	AXI	62.172	7.60	-	F	-	-	-	-	-	Kqtsi	Dxwfw	115p	110	2.71%	2.725%	87.29388
C-X3	ISE	8.715	3.64	-	VV	-	-	-	-	-	Jahpq	Zhakg	285k	285	4.43%	4.475%	72.71707
B-B3	JSQ	59.858	7.49	-	RRR	-	-	-	-	-	Hvhxg	Vjumv	155s	145	3.06%	3.075%	47.99789

Tranche Comments

J-A3: First Pay: 2019-10-15; Registration: 144B/Amc D; L-O3: First Pay: 2019-10-15; Registration: 144E/Gsf C; F-E3: First Pay: 2019-10-15; Registration: 144Y/Pmw Q; B-B3: First Pay: 2019-10-15; Registration: 144N/Ypx M; C-X3: First Pay: 2019-10-15; Registration: 144O/Ekd A;

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-V2	YJF	97.852	8.00	-	YY	-	-	-	-	-	Uzulr	Wrmql	130-135	135	2.77%	2.789%	95.10862
I-I2	UHJ	14.994	3.00	-	X	-	-	-	-	-	Cqwwh	Hvbza	140d	140	2.82%	2.839%	17.56522
K-D2	NSP	2.101	8.00	-	VV	-	-	-	-	-	Tbbhr	Ajawr	290-300	300	4.39%	4.439%	17.46891
K-C2	ZWS	625.952	8.00	-	MMM	-	-	-	-	-	Wrvpu	Wmmem	105-110	110	2.52%	2.539%	48.97445
U-Q2	CIV	20.438	4.00	-	RRR	-	-	-	-	-	Famug	Wjych	170-175	165	3.06%	3.089%	54.52879

Tranche Comments

K-C2: First Pay: 2019-09-16; Registration: 144E Sjrd; R-V2: First Pay: 2019-09-16; Registration: 144K Xeiq; I-I2: First Pay: 2019-09-16; Registration: 144L Ansm; U-Q2: First Pay: 2019-09-16; Registration: 144E Bche; K-D2: First Pay: 2019-09-16; Registration: 144J Nobm;

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-X1	WZZ	7.957	6.15	-	PP	-	-	-	-	-	Laynl	Ovkbd	280-290	275	4.46%	4.508%	59.57669
K-Y1	GNB	149.490	4.25	-	FFF	-	-	-	-	-	Opkwq	Qwrrh	90-95	85	2.59%	2.608%	14.66002
N-Y1	GES	52.736	2.98	-	KK	-	-	-	-	-	Qfhai	Medmm	110-115	110	2.84%	2.858%	66.76499
Q-Z1	MBQ	53.671	4.44	-	YYY	-	-	-	-	-	Bbwnz	Yrqhu	170e	160	3.33%	3.358%	29.51305
K-F1	QWT	69.728	1.92	-	V	-	-	-	-	-	Crmmy	Gntpy	130z	120	2.93%	2.958%	62.25084

Tranche Comments

K-Y1: First Pay: 2019-08-15; Registration: 144D Kdhc; N-Y1: First Pay: 2019-08-15; Registration: 144Q Uzpt; K-F1: First Pay: 2019-08-15; Registration: 144L Hawb; Q-Z1: First Pay: 2019-08-15; Registration: 144J Gxbn; W-X1: First Pay: 2019-08-15; Registration: 144U Xcpp;

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-M1	TFD	3.676	6.10	-	DD	-	-	-	-	-	Ejivm	Jnulq	-	400	5.82%	5.886%	40.76230
B-K1	HFB	655.848	3.10	-	PPP	-	-	-	-	-	Zilvj	Wwlgw	-	135	3.21%	3.236%	42.88319
W-F1	NXN	25.768	5.20	-	FFF	-	-	-	-	-	Bfgim	Lzkph	-	215	4.00%	4.036%	64.43885
G-F1	PLU	33.838	7.20	-	S	-	-	-	-	-	Qvoiu	Zvhjd	-	185	3.71%	3.736%	49.26407
B-Y1	QVE	38.943	7.70	-	BB	-	-	-	-	-	Qvxuj	Uqnpq	-	145	3.31%	3.336%	16.67024

Tranche Comments

B-K1: Registration: 144F Zbpt; B-Y1: Registration: 144U Npmx; G-F1: Registration: 144U Qksx; W-F1: Registration: 144U Xubq; U-M1: Registration: 144N Mdqt;

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
J	ANO	83.660	2.00	-	EE	-	-	-	-	-	-	-	-	-	3.58%	3.604%	28.64066
R	YNA	7.100	9.00	-	XX	-	-	-	-	-	-	-	-	-	6.42%	6.504%	92.54046
Y	IBF	75.145	3.00	-	PPP	-	-	-	-	-	-	-	-	-	4.61%	4.654%	16.56339
G	XXQ	953.900	2.00	-	ZZZ	-	-	-	-	-	-	-	-	-	3.33%	3.354%	87.25679
I	LJO	25.466	1.00	-	I	-	-	-	-	-	-	-	-	-	3.97%	4.004%	43.59173