New Residential Advance Receivables Trust

Deals

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-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

More Details

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)

,,,

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
G-N2	TXE	41.384	5.00	-	SSS	-	-	-	-	-	Qzvob	Sjnyk	-	265	2.86%	2.880%	34.46310
S-V2	MPK	6.149	4.00	-	EE	-	-	-	-	-	Bwygk	Zqwrs	-	550	5.66%	5.730%	18.62600
S-E2	XSG	36.707	2.00	-	OO	-	-	-	-	-	Mnoss	Jwcgm	-	150	1.72%	1.730%	14.95591
O-W2	QGK	11.184	3.00	-	S	-	-	-	-	-	Vkotz	Ggngt	-	195	2.17%	2.180%	10.34062
D-F2	KIM	116.810	2.00	-	PPP	-	-	-	-	-	Fzggz	Mqioi	-	125	1.48%	1.480%	11.27186

More Details

Tranche Comments

D-F2: First Pay: 2020-10-15; Registration: 144O/Boc S; S-E2: First Pay: 2020-10-15; Registration: 144Y/Zqp V; O-W2: First Pay: 2020-10-15; Registration: 144B/Ceh M; G-N2: First Pay: 2020-10-15; Registration: 144N/Kwc F; S-V2: First Pay: 2020-10-15; Registration: 144P/Hnw W;

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-C1	CMT	11.163	5.39	-	DD	-	-	-	-	-	Qwcvj	Mrhzv	165-175	160	1.82%	1.830%	41.38402
D-D1	YQJ	74.854	6.16	-	Y	-	-	-	-	-	Lrqbb	Yekjw	215-225	205	2.27%	2.280%	39.73934
S-U1	KSV	56.376	2.74	-	QQQ	-	-	-	-	-	Yhlwp	Okrux	290-300	280	3.01%	3.030%	79.17562
O-C1	ALS	929.214	6.72	-	WWW	-	-	-	-	-	Mgfnn	Ooviy	120-125	120	1.43%	1.430%	18.61035
M-J1	FED	7.247	8.44	-	TT	-	-	-	-	-	Lcrkx	Sglne	525-535	530	5.47%	5.530%	65.19239

More Details

Tranche Comments

O-C1: First Pay: 2020-09-15; Registration: 144Z/Fun D; Z-C1: First Pay: 2020-09-15; Registration: 144O/Vjj J; D-D1: First Pay: 2020-09-15; Registration: 144P/Vvt U; S-U1: First Pay: 2020-09-15; Registration: 144E/Bwy B; M-J1: First Pay: 2020-09-15; Registration: 144P/Jyy L;

Reset

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
M-U5	QNV	6.625	3.29	-	HH	-	-	-	-	-	Csljg	EBVZ	275	275	4.42%	4.417%	49.64023
A-T5	VQD	138.454	1.69	-	AAA	-	-	-	-	-	Vmfjj	QPNL	75r	77	2.44%	2.437%	67.17697
L-Y5	IXT	4.115	5.25	-	GG	-	-	-	-	-	Yvgiw	AJHV	90t	90	2.57%	2.567%	26.12119
X-W5	VVN	64.680	8.65	-	G	-	-	-	-	-	Tfwyh	LABX	95g	95	2.62%	2.617%	91.86167
M-B5	FIZ	28.180	6.70	-	WWW	-	-	-	-	-	Ycbie	XUAZ	120z	120	2.87%	2.867%	50.56255

More Details

Tranche Comments

M-U5: First Pay: 2019-11-15; Registration: 144M/Ocp W; A-T5: First Pay: 2019-11-15; Registration: 144P/Plc K; M-B5: First Pay: 2019-11-15; Registration: 144D/Kkc R; L-Y5: First Pay: 2019-11-15; Registration: 144Y/Tyq A; X-W5: First Pay: 2019-11-15; Registration: 144N/Pjx D;

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-R4	AKX	8.850	9.00	-	GG	-	-	-	-	-	Ubcee	Gzlnz	275t	275	4.28%	4.320%	27.65566
G-A4	TOJ	12.558	6.00	-	K	-	-	-	-	-	Sbpvx	Jcldn	95t	95	2.51%	2.520%	68.87444
X-B4	BLC	10.346	9.00	-	FFF	-	-	-	-	-	Dyhvo	Xeedc	125u	125	2.80%	2.820%	55.77513
I-Q4	GLL	667.360	3.00	-	QQQ	-	-	-	-	-	Qpqrs	Ywulh	77t	77	2.33%	2.340%	51.79050
A-G4	EWQ	35.896	5.00	-	XX	-	-	-	-	-	Qmtoo	Xlewr	90i	90	2.46%	2.470%	25.88115

More Details

Tranche Comments

I-Q4: First Pay: 2019-11-15; Registration: 144E/Nou F; A-G4: First Pay: 2019-11-15; Registration: 144Q/Ekw V; G-A4: First Pay: 2019-11-15; Registration: 144C/Vut I; X-B4: First Pay: 2019-11-15; Registration: 144V/Cnb N; J-R4: First Pay: 2019-11-15; Registration: 144T/Tle I;

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-J3	XVU	69.800	7.32	-	FF	-	-	-	-	-	Ljxhj	Zydex	105-110	105	2.66%	2.675%	237.00000
U-G3	COA	4.164	3.49	-	BB	-	-	-	-	-	Pygtx	Tmuhz	285w	285	4.43%	4.475%	50.64701
E-T3	INQ	27.362	2.60	-	V	-	-	-	-	-	Qcwhr	Qenel	115o	110	2.71%	2.725%	30.93280
R-R3	AUV	68.204	9.69	-	HHH	-	-	-	-	-	Wgsxr	Yxqjd	155x	145	3.06%	3.075%	27.10651
F-Y3	KXR	637.246	4.70	-	UUU	-	-	-	-	-	Dfliz	Eitnd	90o	90	2.51%	2.525%	56.86199

More Details

Tranche Comments

F-Y3: First Pay: 2019-10-15; Registration: 144V/Hsk H; G-J3: First Pay: 2019-10-15; Registration: 144B/Jzv O; E-T3: First Pay: 2019-10-15; Registration: 144A/Dte M; R-R3: First Pay: 2019-10-15; Registration: 144J/Brc I; U-G3: First Pay: 2019-10-15; Registration: 144E/Hyn H;

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-A2	PRX	36.757	7.00	-	DDD	-	-	-	-	-	Lnutv	Lgtat	170-175	165	3.06%	3.089%	33.76513
B-Z2	PAE	84.797	5.00	-	G	-	-	-	-	-	Pqgiq	Gjlun	140d	140	2.82%	2.839%	55.20017
G-D2	TIY	977.623	8.00	-	NNN	-	-	-	-	-	Vlxeg	Vxzyz	105-110	110	2.52%	2.539%	90.74596
R-H2	GNQ	55.799	6.00	-	AA	-	-	-	-	-	Tsbrn	Lhumj	130-135	135	2.77%	2.789%	15.46655
C-P2	XHY	1.934	8.00	-	YY	-	-	-	-	-	Ukvev	Qzgmo	290-300	300	4.39%	4.439%	95.20405

More Details

Tranche Comments

G-D2: First Pay: 2019-09-16; Registration: 144F Zwix; R-H2: First Pay: 2019-09-16; Registration: 144X Cduy; B-Z2: First Pay: 2019-09-16; Registration: 144H Akkh; F-A2: First Pay: 2019-09-16; Registration: 144D Oroy; C-P2: First Pay: 2019-09-16; Registration: 144E Izca;

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	GHQ	983.183	6.57	-	OOO	-	-	-	-	-	Hgqfk	Ahmii	90-95	85	2.59%	2.608%	16.86351
F-B1	HGB	94.319	9.59	-	FFF	-	-	-	-	-	Okifh	Rngvu	170x	160	3.33%	3.358%	28.54588
G-K1	CQO	91.309	9.58	-	Z	-	-	-	-	-	Jwcfn	Atrjs	130o	120	2.93%	2.958%	49.99448
A-L1	KQP	27.605	9.14	-	GG	-	-	-	-	-	Bnkvn	Ptgjs	110-115	110	2.84%	2.858%	89.50445
B-I1	IEI	6.453	5.63	-	ZZ	-	-	-	-	-	Cblog	Bceqp	280-290	275	4.46%	4.508%	80.72469

More Details

Tranche Comments

C-Y1: First Pay: 2019-08-15; Registration: 144F Qhpz; A-L1: First Pay: 2019-08-15; Registration: 144I Dqxp; G-K1: First Pay: 2019-08-15; Registration: 144B Lwsy; F-B1: First Pay: 2019-08-15; Registration: 144B Ynel; B-I1: First Pay: 2019-08-15; Registration: 144M Figm;

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-A1	TIP	8.179	9.60	-	VV	-	-	-	-	-	Hkhks	Ihrex	-	400	5.82%	5.886%	69.44117
L-U1	UMT	22.668	8.90	-	FF	-	-	-	-	-	Elbhc	Tnbku	-	145	3.31%	3.336%	70.50458
L-Z1	PHB	443.958	9.60	-	HHH	-	-	-	-	-	Avbzg	Ozgah	-	135	3.21%	3.236%	75.87849
P-R1	ZNM	61.775	1.30	-	M	-	-	-	-	-	Spywn	Fhwzd	-	185	3.71%	3.736%	82.50392
O-H1	VPQ	39.663	4.40	-	GGG	-	-	-	-	-	Dyjsu	Puqnc	-	215	4.00%	4.036%	40.50478

More Details

Tranche Comments

L-Z1: Registration: 144M Nehm; L-U1: Registration: 144Q Ozvk; P-R1: Registration: 144K Ddcm; O-H1: Registration: 144S Wsbp; O-A1: Registration: 144P Kilw;

Deal Comments

TVFRAj Crdhhfh A-D u Pfh Crdhh Tu Il

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	LZO	652.760	9.00	-	CCC	-	-	-	-	-	-	-	-	-	3.33%	3.354%	68.48544
V	TQX	78.374	6.00	-	C	-	-	-	-	-	-	-	-	-	3.97%	4.004%	77.80499
K	GWK	5.108	8.00	-	LL	-	-	-	-	-	-	-	-	-	6.42%	6.504%	19.91555
X	XVX	12.690	8.00	-	QQ	-	-	-	-	-	-	-	-	-	3.58%	3.604%	43.49089
H	IPM	12.750	6.00	-	SSS	-	-	-	-	-	-	-	-	-	4.61%	4.654%	33.38828