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)

,,,

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
H-M2	VFB	159.960	4.00	-	FFF	-	-	-	-	-	Oxkxy	Pjnxt	-	125	1.48%	1.480%	24.42848
E-L2	BFW	3.999	8.00	-	MM	-	-	-	-	-	Yvicp	Bwckn	-	550	5.66%	5.730%	10.29420
H-W2	WOP	38.189	1.00	-	GGG	-	-	-	-	-	Nhtwu	Gjuyy	-	265	2.86%	2.880%	21.46850
F-T2	AKB	18.950	4.00	-	HH	-	-	-	-	-	Yyvyr	Xbkdm	-	150	1.72%	1.730%	61.96169
O-S2	RWZ	63.334	7.00	-	U	-	-	-	-	-	Myqvz	Dubhd	-	195	2.17%	2.180%	77.63883

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Tranche Comments

H-M2: First Pay: 2020-10-15; Registration: 144N/Ekx Q; F-T2: First Pay: 2020-10-15; Registration: 144X/Clx O; O-S2: First Pay: 2020-10-15; Registration: 144O/Bxi B; H-W2: First Pay: 2020-10-15; Registration: 144D/Vqz F; E-L2: First Pay: 2020-10-15; Registration: 144J/Byp Z;

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-G1	HZQ	23.254	9.41	-	DD	-	-	-	-	-	Caoih	Eztce	165-175	160	1.82%	1.830%	41.34769
P-N1	IBH	807.356	6.18	-	WWW	-	-	-	-	-	Nbbpr	Kfens	120-125	120	1.43%	1.430%	67.34551
V-M1	LJK	66.522	6.89	-	Q	-	-	-	-	-	Jcmow	Zchca	215-225	205	2.27%	2.280%	41.15699
P-G1	EXA	67.938	8.40	-	XXX	-	-	-	-	-	Jthxn	Hwhrz	290-300	280	3.01%	3.030%	74.90276
D-G1	RRA	9.823	6.64	-	KK	-	-	-	-	-	Dfuhd	Cczjk	525-535	530	5.47%	5.530%	63.94544

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Tranche Comments

P-N1: First Pay: 2020-09-15; Registration: 144V/Oid Z; Z-G1: First Pay: 2020-09-15; Registration: 144C/Lxr J; V-M1: First Pay: 2020-09-15; Registration: 144L/Lkq I; P-G1: First Pay: 2020-09-15; Registration: 144P/Bdi R; D-G1: First Pay: 2020-09-15; Registration: 144E/Pfj 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
X-F5	KSB	155.643	8.28	-	TTT	-	-	-	-	-	Lycod	VQOK	75w	77	2.44%	2.437%	71.97343
K-H5	HEF	8.757	7.39	-	HH	-	-	-	-	-	Xjnyx	MRKJ	275	275	4.42%	4.417%	66.75882
C-V5	QWQ	30.450	8.11	-	GGG	-	-	-	-	-	Dfomh	IENT	120i	120	2.87%	2.867%	46.73790
E-J5	ZOB	51.140	7.43	-	A	-	-	-	-	-	Cwgvp	AUTH	95e	95	2.62%	2.617%	94.35176
H-L5	AYT	4.911	5.67	-	CC	-	-	-	-	-	Ljyuj	ZGOG	90f	90	2.57%	2.567%	18.96445

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Tranche Comments

K-H5: First Pay: 2019-11-15; Registration: 144Y/Xtx E; X-F5: First Pay: 2019-11-15; Registration: 144D/Bab B; C-V5: First Pay: 2019-11-15; Registration: 144I/Rba X; H-L5: First Pay: 2019-11-15; Registration: 144Z/Mxn S; E-J5: First Pay: 2019-11-15; Registration: 144E/Pco 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
F-U4	HUG	70.114	4.00	-	XX	-	-	-	-	-	Fhqrz	Ibdhz	90a	90	2.46%	2.470%	82.14613
S-Q4	YBT	735.930	8.00	-	LLL	-	-	-	-	-	Lripm	Hqids	77k	77	2.33%	2.340%	91.93087
O-C4	LHO	27.310	2.00	-	H	-	-	-	-	-	Hzxrm	Cddth	95m	95	2.51%	2.520%	65.40450
J-S4	VCT	28.781	7.00	-	HHH	-	-	-	-	-	Qoace	Amhns	125b	125	2.80%	2.820%	93.60074
B-T4	RBC	2.570	9.00	-	RR	-	-	-	-	-	Junoh	Bnhwd	275y	275	4.28%	4.320%	71.50624

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Tranche Comments

S-Q4: First Pay: 2019-11-15; Registration: 144G/Wzb A; F-U4: First Pay: 2019-11-15; Registration: 144O/Lwm O; O-C4: First Pay: 2019-11-15; Registration: 144Z/Znr Q; J-S4: First Pay: 2019-11-15; Registration: 144Z/Qwq F; B-T4: First Pay: 2019-11-15; Registration: 144K/Jlb V;

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
O-T3	QZO	17.457	4.75	-	AAA	-	-	-	-	-	Qpsif	Jkagk	155l	145	3.06%	3.075%	97.75681
Y-T3	HGQ	9.833	3.34	-	EE	-	-	-	-	-	Ntzrr	Cnfpu	285o	285	4.43%	4.475%	62.90452
S-S3	EVU	155.350	5.28	-	PPP	-	-	-	-	-	Bvjmg	Crodh	90z	90	2.51%	2.525%	66.69474
L-P3	TNV	98.491	4.27	-	NN	-	-	-	-	-	Gnsqt	Ugekb	105-110	105	2.66%	2.675%	864.00000
J-G3	HFN	40.699	6.75	-	R	-	-	-	-	-	Viyzs	Rcwtr	115g	110	2.71%	2.725%	21.73658

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Tranche Comments

S-S3: First Pay: 2019-10-15; Registration: 144I/Fnm B; L-P3: First Pay: 2019-10-15; Registration: 144H/Rtp W; J-G3: First Pay: 2019-10-15; Registration: 144B/Qft Z; O-T3: First Pay: 2019-10-15; Registration: 144Q/Fff Q; Y-T3: First Pay: 2019-10-15; Registration: 144W/Gom K;

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-Z2	QWN	36.791	5.00	-	RRR	-	-	-	-	-	Bwlwg	Fyafu	170-175	165	3.06%	3.089%	54.47368
N-B2	EER	2.583	3.00	-	PP	-	-	-	-	-	Touig	Imytv	290-300	300	4.39%	4.439%	78.57386
R-H2	NSR	42.521	8.00	-	YY	-	-	-	-	-	Sornh	Vzfzk	130-135	135	2.77%	2.789%	29.17623
P-C2	PEQ	37.824	9.00	-	C	-	-	-	-	-	Qogzw	Jxhed	140r	140	2.82%	2.839%	71.84850
L-G2	BEA	350.243	5.00	-	JJJ	-	-	-	-	-	Qbafl	Qrmlw	105-110	110	2.52%	2.539%	97.58811

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Tranche Comments

L-G2: First Pay: 2019-09-16; Registration: 144K Znuo; R-H2: First Pay: 2019-09-16; Registration: 144N Jcup; P-C2: First Pay: 2019-09-16; Registration: 144L Kjzl; A-Z2: First Pay: 2019-09-16; Registration: 144N Rzkb; N-B2: First Pay: 2019-09-16; Registration: 144X Rmok;

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-J1	ECX	331.618	3.29	-	MMM	-	-	-	-	-	Fstso	Kfdhn	90-95	85	2.59%	2.608%	94.40172
U-Q1	UAK	8.650	8.25	-	UU	-	-	-	-	-	Ysahd	Xccex	280-290	275	4.46%	4.508%	99.99660
G-N1	QHT	77.486	2.94	-	OOO	-	-	-	-	-	Miqyu	Pebkl	170c	160	3.33%	3.358%	58.94301
E-L1	EUC	48.125	2.72	-	P	-	-	-	-	-	Rtvov	Rivog	130a	120	2.93%	2.958%	13.67327
D-W1	ZVP	46.469	1.52	-	VV	-	-	-	-	-	Ianks	Hzunk	110-115	110	2.84%	2.858%	69.20165

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Tranche Comments

W-J1: First Pay: 2019-08-15; Registration: 144L Lujm; D-W1: First Pay: 2019-08-15; Registration: 144G Vqsr; E-L1: First Pay: 2019-08-15; Registration: 144U Lvgl; G-N1: First Pay: 2019-08-15; Registration: 144S Rifm; U-Q1: First Pay: 2019-08-15; Registration: 144I Dswr;

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-T1	MWK	61.580	2.90	-	Y	-	-	-	-	-	Wbkfv	Mqwys	-	185	3.71%	3.736%	39.10744
R-J1	WOD	8.383	2.90	-	JJ	-	-	-	-	-	Wqjao	Awlfj	-	400	5.82%	5.886%	30.87789
U-C1	NBJ	72.606	5.80	-	TTT	-	-	-	-	-	Igvvm	Gtnbv	-	215	4.00%	4.036%	47.28838
N-Q1	VQJ	935.278	4.60	-	RRR	-	-	-	-	-	Xomcx	Nteln	-	135	3.21%	3.236%	44.17189
A-X1	FHM	55.461	9.90	-	YY	-	-	-	-	-	Mnulu	Bjata	-	145	3.31%	3.336%	85.72070

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Tranche Comments

N-Q1: Registration: 144Q Ripa; A-X1: Registration: 144W Fpsu; M-T1: Registration: 144X Lpiv; U-C1: Registration: 144W Qasc; R-J1: Registration: 144R Vfck;

Deal Comments

KVXRWc Ccammkm W-Q d Hkm Ccamm Kd Oq

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
Q	WCO	6.485	8.00	-	EE	-	-	-	-	-	-	-	-	-	6.42%	6.504%	91.64339
D	PPO	879.740	5.00	-	RRR	-	-	-	-	-	-	-	-	-	3.33%	3.354%	26.92749
D	BJV	55.565	9.00	-	N	-	-	-	-	-	-	-	-	-	3.97%	4.004%	56.49254
D	RJT	49.640	7.00	-	VVV	-	-	-	-	-	-	-	-	-	4.61%	4.654%	61.22527
R	IPJ	72.610	3.00	-	KK	-	-	-	-	-	-	-	-	-	3.58%	3.604%	49.88363