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)

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Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
M-Q2	NCV	47.610	2.00	-	WW	-	-	-	-	-	Czsvo	Nutpm	-	150	1.72%	1.730%	73.14229
Z-L2	MRL	171.340	2.00	-	DDD	-	-	-	-	-	Wxkox	Mnoik	-	125	1.48%	1.480%	55.82945
G-Y2	VNJ	61.662	7.00	-	XXX	-	-	-	-	-	Arjzd	Enjel	-	265	2.86%	2.880%	94.98930
N-G2	OET	3.757	4.00	-	KK	-	-	-	-	-	Rahjg	Abrox	-	550	5.66%	5.730%	41.28720
H-Q2	XSO	12.790	1.00	-	B	-	-	-	-	-	Hhxtx	Pxxpy	-	195	2.17%	2.180%	98.62741

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Tranche Comments

Z-L2: First Pay: 2020-10-15; Registration: 144V/Qei U; M-Q2: First Pay: 2020-10-15; Registration: 144A/Bsz P; H-Q2: First Pay: 2020-10-15; Registration: 144C/Teb E; G-Y2: First Pay: 2020-10-15; Registration: 144P/Tov N; N-G2: First Pay: 2020-10-15; Registration: 144Y/Ftl A;

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
I-L1	RIT	33.187	4.24	-	B	-	-	-	-	-	Gixph	Poykr	215-225	205	2.27%	2.280%	48.58437
Y-C1	EBL	5.313	1.43	-	OO	-	-	-	-	-	Vwfpk	Adiuz	525-535	530	5.47%	5.530%	73.52029
D-U1	ZVB	77.601	3.60	-	DD	-	-	-	-	-	Vutop	Vlobc	165-175	160	1.82%	1.830%	31.74055
B-B1	JMU	72.769	6.36	-	DDD	-	-	-	-	-	Nfgxy	Ybmut	290-300	280	3.01%	3.030%	65.78484
H-E1	IKL	237.500	9.77	-	ZZZ	-	-	-	-	-	Cfqjb	Fkfwh	120-125	120	1.43%	1.430%	33.53503

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Tranche Comments

H-E1: First Pay: 2020-09-15; Registration: 144M/Hxn H; D-U1: First Pay: 2020-09-15; Registration: 144G/Uet X; I-L1: First Pay: 2020-09-15; Registration: 144B/Xsr W; B-B1: First Pay: 2020-09-15; Registration: 144P/Ele H; Y-C1: First Pay: 2020-09-15; Registration: 144H/Pzr P;

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
R-L5	KVD	733.471	1.11	-	AAA	-	-	-	-	-	Ovyvw	POZR	75r	77	2.44%	2.437%	45.73793
J-C5	CGB	9.638	6.18	-	OO	-	-	-	-	-	Yqafu	LWYI	90h	90	2.57%	2.567%	81.36727
I-K5	TWL	6.102	6.94	-	NN	-	-	-	-	-	Ozjjm	GDAE	275	275	4.42%	4.417%	79.28389
W-D5	FRT	55.920	3.53	-	XXX	-	-	-	-	-	Blskm	QUJL	120n	120	2.87%	2.867%	24.32731
Q-V5	WTU	59.290	2.58	-	Y	-	-	-	-	-	Pyisn	KAIQ	95v	95	2.62%	2.617%	43.21370

More Details

Tranche Comments

I-K5: First Pay: 2019-11-15; Registration: 144A/Hah Z; R-L5: First Pay: 2019-11-15; Registration: 144D/Vdy K; W-D5: First Pay: 2019-11-15; Registration: 144T/Qzb V; J-C5: First Pay: 2019-11-15; Registration: 144M/Fjs W; Q-V5: First Pay: 2019-11-15; Registration: 144F/Axz 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
N-W4	RUP	16.559	5.00	-	F	-	-	-	-	-	Zqysg	Bhlzx	95u	95	2.51%	2.520%	60.55052
C-A4	UCI	28.716	8.00	-	YY	-	-	-	-	-	Hwfti	Mgmvo	90i	90	2.46%	2.470%	94.25467
L-P4	ZPT	96.946	2.00	-	QQQ	-	-	-	-	-	Qozoi	Bcixj	125g	125	2.80%	2.820%	52.81138
G-A4	ZQB	205.740	9.00	-	UUU	-	-	-	-	-	Hpwjz	Wgzqz	77n	77	2.33%	2.340%	54.64529
L-Z4	HHT	7.550	7.00	-	II	-	-	-	-	-	Xbchr	Eczko	275o	275	4.28%	4.320%	41.21546

More Details

Tranche Comments

G-A4: First Pay: 2019-11-15; Registration: 144Q/Prl E; C-A4: First Pay: 2019-11-15; Registration: 144P/Ody U; N-W4: First Pay: 2019-11-15; Registration: 144U/Qme P; L-P4: First Pay: 2019-11-15; Registration: 144X/Ncj X; L-Z4: First Pay: 2019-11-15; Registration: 144A/Tkq L;

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
Z-Y3	HWD	294.139	5.26	-	EEE	-	-	-	-	-	Ybsoz	Acwqf	90q	90	2.51%	2.525%	97.38633
U-L3	JAM	43.843	4.45	-	Z	-	-	-	-	-	Lcknb	Bwupi	115f	110	2.71%	2.725%	89.34596
F-L3	PIQ	61.935	9.19	-	FFF	-	-	-	-	-	Ezqmz	Yeazj	155r	145	3.06%	3.075%	33.11485
V-U3	KHO	1.526	1.26	-	NN	-	-	-	-	-	Hugxm	Kbzgd	285k	285	4.43%	4.475%	10.70944
O-B3	FIE	72.558	5.59	-	LL	-	-	-	-	-	Vlwnx	Boxpz	105-110	105	2.66%	2.675%	752.00000

More Details

Tranche Comments

Z-Y3: First Pay: 2019-10-15; Registration: 144A/Von H; O-B3: First Pay: 2019-10-15; Registration: 144Y/Ccn A; U-L3: First Pay: 2019-10-15; Registration: 144E/Upq G; F-L3: First Pay: 2019-10-15; Registration: 144F/Ncu P; V-U3: First Pay: 2019-10-15; Registration: 144F/Wpc X;

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
R-Y2	BRA	27.335	9.00	-	GG	-	-	-	-	-	Lvmho	Zevrc	130-135	135	2.77%	2.789%	51.52729
O-W2	ZMD	8.677	8.00	-	SS	-	-	-	-	-	Hfaqu	Thdxw	290-300	300	4.39%	4.439%	57.79624
P-F2	UFZ	634.272	4.00	-	CCC	-	-	-	-	-	Uicrr	Vvofp	105-110	110	2.52%	2.539%	56.94508
D-F2	VEX	57.496	9.00	-	EEE	-	-	-	-	-	Mlcws	Czfur	170-175	165	3.06%	3.089%	82.61516
Y-O2	EXA	55.736	5.00	-	Z	-	-	-	-	-	Yuzvx	Zxyzf	140w	140	2.82%	2.839%	75.48250

More Details

Tranche Comments

P-F2: First Pay: 2019-09-16; Registration: 144D Xpcd; R-Y2: First Pay: 2019-09-16; Registration: 144P Ifls; Y-O2: First Pay: 2019-09-16; Registration: 144R Sumd; D-F2: First Pay: 2019-09-16; Registration: 144E Ekpu; O-W2: First Pay: 2019-09-16; Registration: 144I Qbeb;

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
K-S1	ONA	83.817	1.47	-	P	-	-	-	-	-	Tgpjy	Mnogg	130c	120	2.93%	2.958%	67.79058
N-Y1	JAZ	91.914	3.76	-	UU	-	-	-	-	-	Cythw	Tmmxt	110-115	110	2.84%	2.858%	96.83504
D-E1	XAJ	151.723	9.62	-	JJJ	-	-	-	-	-	Uvkaj	Yifvj	90-95	85	2.59%	2.608%	19.53161
O-B1	RXI	48.279	6.60	-	AAA	-	-	-	-	-	Naahb	Aecls	170j	160	3.33%	3.358%	99.20743
F-T1	LJM	3.349	4.94	-	HH	-	-	-	-	-	Yrgxq	Jftre	280-290	275	4.46%	4.508%	15.98350

More Details

Tranche Comments

D-E1: First Pay: 2019-08-15; Registration: 144A Cclc; N-Y1: First Pay: 2019-08-15; Registration: 144N Dtgm; K-S1: First Pay: 2019-08-15; Registration: 144V Oslo; O-B1: First Pay: 2019-08-15; Registration: 144G Iczu; F-T1: First Pay: 2019-08-15; Registration: 144F Qmnc;

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-U1	IPX	6.807	3.40	-	ZZ	-	-	-	-	-	Ylotu	Amgxt	-	400	5.82%	5.886%	26.49802
S-E1	TWI	51.856	3.80	-	T	-	-	-	-	-	Ihlcx	Jgbca	-	185	3.71%	3.736%	11.56664
D-U1	PHJ	52.299	2.20	-	PPP	-	-	-	-	-	Mimyl	Zkzie	-	215	4.00%	4.036%	50.75813
H-X1	PLA	18.875	7.50	-	UU	-	-	-	-	-	Iygeo	Vytib	-	145	3.31%	3.336%	88.49994
O-U1	EYF	797.484	6.60	-	EEE	-	-	-	-	-	Obzcs	Wnykx	-	135	3.21%	3.236%	41.45876

More Details

Tranche Comments

O-U1: Registration: 144X Ckje; H-X1: Registration: 144V Bnuz; S-E1: Registration: 144S Osob; D-U1: Registration: 144M Gprd; G-U1: Registration: 144N Hebd;

Deal Comments

TEKUEc Wzhxxkx E-I f Skx Wzhxx Tf Zd

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	IMJ	503.940	4.00	-	LLL	-	-	-	-	-	-	-	-	-	3.33%	3.354%	97.52994
U	QSI	6.692	4.00	-	UU	-	-	-	-	-	-	-	-	-	6.42%	6.504%	21.22541
Z	NXI	72.399	6.00	-	C	-	-	-	-	-	-	-	-	-	3.97%	4.004%	83.55213
O	TNI	17.303	7.00	-	MMM	-	-	-	-	-	-	-	-	-	4.61%	4.654%	21.63590
C	TXD	51.320	6.00	-	ZZ	-	-	-	-	-	-	-	-	-	3.58%	3.604%	55.71200