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
J-A3	BJB	358.199	3.70	-	WWW	-	-	-	-	-	Lsawf	Ywhgc	115-120	110	1.32%	1.321%	10.96485
N-J3	IWH	4.458	8.50	-	II	-	-	-	-	-	Jrltd	Gzyli	550t	565	5.80%	5.871%	69.46760
P-Y3	PYM	64.470	9.80	-	XX	-	-	-	-	-	Dyqlu	Svdbs	140w	135	1.57%	1.571%	66.89471
U-J3	XTB	24.639	5.70	-	LLL	-	-	-	-	-	Flxnv	Zwxpf	240-250	225	2.46%	2.471%	494.00000
F-P3	ICK	14.367	8.50	-	J	-	-	-	-	-	Wbnsy	Dfmqe	175-180	160	1.81%	1.821%	62.63461

Tranche Comments

J-A3: First Pay: 2020-11-15; Registration: 144C/Itk R; P-Y3: First Pay: 2020-11-15; Registration: 144I/Ovh L; F-P3: First Pay: 2020-11-15; Registration: 144U/Gbr Q; U-J3: First Pay: 2020-11-15; Registration: 144H/Xnh L; N-J3: First Pay: 2020-11-15; Registration: 144N/Fha 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
V-V2	QMN	13.194	2.00	-	L	-	-	-	-	-	Cnhgw	Ufuki	-	195	2.17%	2.180%	56.99454
J-W2	QAD	5.386	1.00	-	KK	-	-	-	-	-	Jiytp	Fgfqb	-	550	5.66%	5.730%	84.34040
D-D2	URO	65.785	9.00	-	BBB	-	-	-	-	-	Cuskl	Gowyr	-	265	2.86%	2.880%	69.24670
P-Y2	CWH	39.367	9.00	-	YY	-	-	-	-	-	Kcjvi	Gwzht	-	150	1.72%	1.730%	19.22553
Y-V2	CVY	905.760	9.00	-	YYY	-	-	-	-	-	Xbllm	Wcvia	-	125	1.48%	1.480%	45.67790

Tranche Comments

Y-V2: First Pay: 2020-10-15; Registration: 144W/Wmc D; P-Y2: First Pay: 2020-10-15; Registration: 144T/Dsl O; V-V2: First Pay: 2020-10-15; Registration: 144F/Wui M; D-D2: First Pay: 2020-10-15; Registration: 144N/Yan O; J-W2: First Pay: 2020-10-15; Registration: 144T/Ask 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
I-C1	VBW	2.352	4.94	-	FF	-	-	-	-	-	Jfbrj	Xzany	525-535	530	5.47%	5.530%	24.20905
H-U1	HHM	543.976	3.75	-	EEE	-	-	-	-	-	Kviiu	Rcraq	120-125	120	1.43%	1.430%	81.50705
Y-X1	EGU	84.684	2.76	-	III	-	-	-	-	-	Wmvms	Jdfhq	290-300	280	3.01%	3.030%	41.88657
B-K1	YVY	21.989	3.76	-	YY	-	-	-	-	-	Plubd	Cmxrv	165-175	160	1.82%	1.830%	10.76778
F-S1	URE	52.268	7.48	-	O	-	-	-	-	-	Qqlhl	Pjzlg	215-225	205	2.27%	2.280%	89.44506

Tranche Comments

H-U1: First Pay: 2020-09-15; Registration: 144Y/Rbh H; B-K1: First Pay: 2020-09-15; Registration: 144P/Fmi C; F-S1: First Pay: 2020-09-15; Registration: 144E/Fwh G; Y-X1: First Pay: 2020-09-15; Registration: 144Z/Pft B; I-C1: First Pay: 2020-09-15; Registration: 144G/Kju 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
V-Y5	TZZ	8.654	7.56	-	DD	-	-	-	-	-	Dybqj	VITZ	275	275	4.42%	4.417%	31.38393
F-W5	UYW	2.249	6.52	-	MM	-	-	-	-	-	Ijnhi	HDUZ	90l	90	2.57%	2.567%	14.88015
C-B5	HJK	13.390	9.80	-	I	-	-	-	-	-	Mvlux	ZGBI	95i	95	2.62%	2.617%	14.38261
K-C5	EWD	31.320	2.77	-	YYY	-	-	-	-	-	Pnfcw	JPYU	120c	120	2.87%	2.867%	95.37218
J-X5	KTK	753.580	9.51	-	FFF	-	-	-	-	-	Qmgar	LUZC	75x	77	2.44%	2.437%	19.51014

Tranche Comments

V-Y5: First Pay: 2019-11-15; Registration: 144H/Uwb X; J-X5: First Pay: 2019-11-15; Registration: 144V/Esc O; K-C5: First Pay: 2019-11-15; Registration: 144K/Hdf S; F-W5: First Pay: 2019-11-15; Registration: 144J/Axa J; C-B5: First Pay: 2019-11-15; Registration: 144N/Nxv 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
O-V4	KKA	11.397	5.00	-	QQQ	-	-	-	-	-	Ocuyy	Zgcce	125s	125	2.80%	2.820%	68.54429
Q-E4	BJC	7.650	5.00	-	XX	-	-	-	-	-	Ciwkh	Plbmd	275c	275	4.28%	4.320%	17.41240
W-H4	OPD	205.320	7.00	-	EEE	-	-	-	-	-	Bkhjg	Rycqt	77p	77	2.33%	2.340%	49.42717
D-W4	POH	31.162	7.00	-	SS	-	-	-	-	-	Anwts	Oezqv	90k	90	2.46%	2.470%	31.77996
P-B4	RWW	72.828	8.00	-	Q	-	-	-	-	-	Ujmpa	Dezgi	95y	95	2.51%	2.520%	38.91991

Tranche Comments

W-H4: First Pay: 2019-11-15; Registration: 144Z/Aih W; D-W4: First Pay: 2019-11-15; Registration: 144W/Zfd M; P-B4: First Pay: 2019-11-15; Registration: 144H/Wzx P; O-V4: First Pay: 2019-11-15; Registration: 144Q/Moi N; Q-E4: First Pay: 2019-11-15; Registration: 144F/Vra 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
D-Z3	HJG	86.761	7.22	-	II	-	-	-	-	-	Srqch	Xxrri	105-110	105	2.66%	2.675%	602.00000
R-L3	CLZ	79.425	7.16	-	KKK	-	-	-	-	-	Bssqq	Khldd	155n	145	3.06%	3.075%	76.60991
Y-L3	UMZ	137.478	5.33	-	MMM	-	-	-	-	-	Waxxd	Achbx	90k	90	2.51%	2.525%	21.57879
G-L3	MFH	53.452	5.76	-	Z	-	-	-	-	-	Drrag	Emqcm	115i	110	2.71%	2.725%	12.45675
K-N3	PBB	7.343	4.73	-	EE	-	-	-	-	-	Mwikz	Grhcf	285x	285	4.43%	4.475%	75.93536

Tranche Comments

Y-L3: First Pay: 2019-10-15; Registration: 144X/Zdj U; D-Z3: First Pay: 2019-10-15; Registration: 144N/Lso F; G-L3: First Pay: 2019-10-15; Registration: 144Q/Vpz D; R-L3: First Pay: 2019-10-15; Registration: 144T/Abs O; K-N3: First Pay: 2019-10-15; Registration: 144W/Hen 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
S-V2	PHD	289.853	6.00	-	ZZZ	-	-	-	-	-	Ecatv	Dfoxg	105-110	110	2.52%	2.539%	55.42715
Z-V2	MZM	82.261	8.00	-	III	-	-	-	-	-	Ssijw	Uflpl	170-175	165	3.06%	3.089%	85.48815
C-F2	MES	74.805	2.00	-	CC	-	-	-	-	-	Gttay	Urtcd	130-135	135	2.77%	2.789%	92.67263
B-G2	BKC	92.304	5.00	-	Y	-	-	-	-	-	Lulpg	Fbxxi	140q	140	2.82%	2.839%	10.89661
S-P2	PEE	4.467	9.00	-	SS	-	-	-	-	-	Tbsqr	Qoioo	290-300	300	4.39%	4.439%	75.92719

Tranche Comments

S-V2: First Pay: 2019-09-16; Registration: 144D Appq; C-F2: First Pay: 2019-09-16; Registration: 144L Gtlf; B-G2: First Pay: 2019-09-16; Registration: 144B Icjd; Z-V2: First Pay: 2019-09-16; Registration: 144A Fswn; S-P2: First Pay: 2019-09-16; Registration: 144T Ckdj;

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-I1	APZ	603.597	3.45	-	LLL	-	-	-	-	-	Hzwal	Nhlej	90-95	85	2.59%	2.608%	45.19637
O-U1	MXN	30.220	5.10	-	J	-	-	-	-	-	Womls	Kumnw	130d	120	2.93%	2.958%	94.74459
Q-J1	ZMZ	77.749	2.24	-	AAA	-	-	-	-	-	Vfvyo	Nyocb	170v	160	3.33%	3.358%	89.74012
S-T1	YHZ	36.134	7.62	-	AA	-	-	-	-	-	Wtxjx	Wynpy	110-115	110	2.84%	2.858%	25.50652
M-L1	OKM	2.278	6.63	-	EE	-	-	-	-	-	Azbjv	Rdicr	280-290	275	4.46%	4.508%	59.23150

Tranche Comments

Z-I1: First Pay: 2019-08-15; Registration: 144C Obha; S-T1: First Pay: 2019-08-15; Registration: 144E Dzjz; O-U1: First Pay: 2019-08-15; Registration: 144V Exgt; Q-J1: First Pay: 2019-08-15; Registration: 144D Jfrj; M-L1: First Pay: 2019-08-15; Registration: 144I Cwrv;

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-Y1	BUK	18.332	9.80	-	K	-	-	-	-	-	Czlbp	Yzjts	-	185	3.71%	3.736%	79.15756
C-P1	FSE	524.694	9.40	-	OOO	-	-	-	-	-	Lqbqr	Gkvuc	-	135	3.21%	3.236%	81.51297
I-X1	YEU	7.688	2.20	-	OO	-	-	-	-	-	Jvhzf	Mvycx	-	400	5.82%	5.886%	67.76051
C-G1	YSM	55.893	5.20	-	OO	-	-	-	-	-	Jbfcx	Izdwy	-	145	3.31%	3.336%	45.99824
O-C1	WSM	18.466	8.30	-	CCC	-	-	-	-	-	Jfvqn	Sqvqa	-	215	4.00%	4.036%	48.68473

Tranche Comments

C-P1: Registration: 144H Frlu; C-G1: Registration: 144T Wkzb; C-Y1: Registration: 144D Tuih; O-C1: Registration: 144E Ougb; I-X1: Registration: 144F Kowo;

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
G	TAQ	30.976	5.00	-	F	-	-	-	-	-	-	-	-	-	3.97%	4.004%	72.74355
Z	RAA	17.690	3.00	-	FF	-	-	-	-	-	-	-	-	-	3.58%	3.604%	98.30043
M	BTO	7.202	3.00	-	ZZ	-	-	-	-	-	-	-	-	-	6.42%	6.504%	15.50801
I	XWT	610.910	9.00	-	YYY	-	-	-	-	-	-	-	-	-	3.33%	3.354%	30.79206
T	QTS	24.240	6.00	-	DDD	-	-	-	-	-	-	-	-	-	4.61%	4.654%	29.29381