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
Y-R2	RVG	128.520	7.00	-	KKK	-	-	-	-	-	Ccwei	Kigjw	-	125	1.48%	1.480%	53.64972
W-D2	BIR	23.744	6.00	-	WWW	-	-	-	-	-	Nlhqj	Lmxzb	-	265	2.86%	2.880%	49.58480
W-I2	QNG	71.558	5.00	-	RR	-	-	-	-	-	Dsaxz	Sdzoh	-	150	1.72%	1.730%	56.61937
V-U2	XWY	21.317	3.00	-	I	-	-	-	-	-	Xihpv	Dhxgp	-	195	2.17%	2.180%	65.22512
Q-C2	HBJ	3.266	7.00	-	ZZ	-	-	-	-	-	Jrlfa	Zcrmn	-	550	5.66%	5.730%	95.96530

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Tranche Comments

Y-R2: First Pay: 2020-10-15; Registration: 144K/Eus N; W-I2: First Pay: 2020-10-15; Registration: 144F/Tnq Q; V-U2: First Pay: 2020-10-15; Registration: 144D/Cxc A; W-D2: First Pay: 2020-10-15; Registration: 144I/Oyh V; Q-C2: First Pay: 2020-10-15; Registration: 144A/Thg 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
Q-O1	WHS	800.438	4.98	-	TTT	-	-	-	-	-	Btkyd	Alztb	120-125	120	1.43%	1.430%	82.47846
G-R1	VEB	56.260	4.98	-	SS	-	-	-	-	-	Ihzpd	Irbcw	165-175	160	1.82%	1.830%	63.35316
P-D1	YSL	38.224	4.33	-	KKK	-	-	-	-	-	Pwicy	Szxxe	290-300	280	3.01%	3.030%	74.21200
J-Y1	JEL	3.166	8.52	-	XX	-	-	-	-	-	Hnoba	Mydhh	525-535	530	5.47%	5.530%	51.67940
G-J1	GNR	31.201	1.26	-	R	-	-	-	-	-	Tukrf	Xxubj	215-225	205	2.27%	2.280%	17.58563

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Tranche Comments

Q-O1: First Pay: 2020-09-15; Registration: 144V/Glc K; G-R1: First Pay: 2020-09-15; Registration: 144C/Pzp T; G-J1: First Pay: 2020-09-15; Registration: 144O/Azm O; P-D1: First Pay: 2020-09-15; Registration: 144U/Crv U; J-Y1: First Pay: 2020-09-15; Registration: 144T/Fya C;

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
C-I5	LEK	5.526	7.58	-	LL	-	-	-	-	-	Tyfgv	ZREC	275	275	4.42%	4.417%	38.79811
M-Y5	YYY	262.607	8.92	-	CCC	-	-	-	-	-	Jbnfh	NVAR	75s	77	2.44%	2.437%	29.38914
D-J5	PUQ	54.421	6.47	-	UUU	-	-	-	-	-	Mpfob	TKWW	120n	120	2.87%	2.867%	92.36223
V-X5	WLH	4.955	4.30	-	TT	-	-	-	-	-	Ofwlq	ATYF	90t	90	2.57%	2.567%	29.50848
M-U5	VMN	62.310	8.94	-	V	-	-	-	-	-	Laoul	CMWU	95b	95	2.62%	2.617%	34.85792

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Tranche Comments

C-I5: First Pay: 2019-11-15; Registration: 144G/Ibr L; M-Y5: First Pay: 2019-11-15; Registration: 144J/Mfd I; D-J5: First Pay: 2019-11-15; Registration: 144F/Wqw Y; V-X5: First Pay: 2019-11-15; Registration: 144B/Oxr M; M-U5: First Pay: 2019-11-15; Registration: 144F/Qdl 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
J-N4	XMI	308.730	6.00	-	NNN	-	-	-	-	-	Zntid	Wtyql	77k	77	2.33%	2.340%	46.83285
Z-L4	FOZ	3.160	9.00	-	WW	-	-	-	-	-	Jixhs	Vvubf	275x	275	4.28%	4.320%	80.40992
Z-B4	GWM	58.558	5.00	-	RR	-	-	-	-	-	Ztqtz	Udrgb	90e	90	2.46%	2.470%	19.75637
X-P4	GSX	81.760	9.00	-	AAA	-	-	-	-	-	Jyxsa	Aripz	125k	125	2.80%	2.820%	16.58916
S-N4	CTB	14.798	6.00	-	O	-	-	-	-	-	Kprhe	Ueknx	95w	95	2.51%	2.520%	47.47364

More Details

Tranche Comments

J-N4: First Pay: 2019-11-15; Registration: 144A/Imw Y; Z-B4: First Pay: 2019-11-15; Registration: 144Q/Vqf G; S-N4: First Pay: 2019-11-15; Registration: 144K/Fzs K; X-P4: First Pay: 2019-11-15; Registration: 144M/Zai Y; Z-L4: First Pay: 2019-11-15; Registration: 144B/Rdc Z;

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
U-Q3	IVA	64.993	6.87	-	BB	-	-	-	-	-	Tuyoh	Adane	105-110	105	2.66%	2.675%	137.00000
C-D3	IAS	49.290	4.21	-	Y	-	-	-	-	-	Azvcs	Cnucn	115r	110	2.71%	2.725%	26.75951
Y-I3	WRY	1.138	8.76	-	MM	-	-	-	-	-	Srbkd	Wzinm	285t	285	4.43%	4.475%	31.52092
W-K3	VRU	155.423	4.32	-	RRR	-	-	-	-	-	Vpvpp	Soyiw	90g	90	2.51%	2.525%	97.83242
F-M3	NMA	36.677	5.54	-	QQQ	-	-	-	-	-	Otqtv	Sexmq	155s	145	3.06%	3.075%	42.25195

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Tranche Comments

W-K3: First Pay: 2019-10-15; Registration: 144K/Fvd R; U-Q3: First Pay: 2019-10-15; Registration: 144M/Idu F; C-D3: First Pay: 2019-10-15; Registration: 144O/Fap C; F-M3: First Pay: 2019-10-15; Registration: 144M/Wdp B; Y-I3: First Pay: 2019-10-15; Registration: 144Y/Osh 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
N-A2	BKD	201.310	3.00	-	DDD	-	-	-	-	-	Ccjyf	Gyhbp	105-110	110	2.52%	2.539%	95.93372
H-E2	BPZ	6.433	9.00	-	XX	-	-	-	-	-	Uuqki	Oiobg	290-300	300	4.39%	4.439%	38.38903
J-Z2	CHJ	12.597	7.00	-	R	-	-	-	-	-	Hvtni	Bhlrw	140e	140	2.82%	2.839%	79.32798
W-F2	CJA	80.388	7.00	-	OOO	-	-	-	-	-	Uwwzk	Vlogq	170-175	165	3.06%	3.089%	27.51272
Z-H2	RJJ	65.414	9.00	-	LL	-	-	-	-	-	Zfaau	Bnmrt	130-135	135	2.77%	2.789%	21.89957

More Details

Tranche Comments

N-A2: First Pay: 2019-09-16; Registration: 144N Xemy; Z-H2: First Pay: 2019-09-16; Registration: 144Q Accc; J-Z2: First Pay: 2019-09-16; Registration: 144J Hpzt; W-F2: First Pay: 2019-09-16; Registration: 144P Hutl; H-E2: First Pay: 2019-09-16; Registration: 144X Btku;

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-M1	WLR	888.976	2.96	-	AAA	-	-	-	-	-	Fpiqh	Xyhxk	90-95	85	2.59%	2.608%	36.72610
I-E1	CMP	41.504	3.17	-	OOO	-	-	-	-	-	Vgnji	Aybak	170s	160	3.33%	3.358%	56.40239
Y-T1	XUS	78.536	6.67	-	QQ	-	-	-	-	-	Hgvbk	Flvtw	110-115	110	2.84%	2.858%	56.32246
F-G1	JLE	7.458	3.24	-	PP	-	-	-	-	-	Kgkfg	Avlmf	280-290	275	4.46%	4.508%	92.49063
A-G1	ZLR	89.952	9.93	-	K	-	-	-	-	-	Dryli	Qekdp	130b	120	2.93%	2.958%	63.12035

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Tranche Comments

O-M1: First Pay: 2019-08-15; Registration: 144U Rdup; Y-T1: First Pay: 2019-08-15; Registration: 144F Vacf; A-G1: First Pay: 2019-08-15; Registration: 144Y Wnjy; I-E1: First Pay: 2019-08-15; Registration: 144S Mado; F-G1: First Pay: 2019-08-15; Registration: 144F Jvhu;

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-U1	VXI	7.710	8.40	-	OO	-	-	-	-	-	Dqoih	Toejp	-	400	5.82%	5.886%	60.33459
B-O1	MTS	87.999	9.50	-	R	-	-	-	-	-	Obive	Avlyc	-	185	3.71%	3.736%	76.63756
B-Z1	TOJ	29.594	3.20	-	SSS	-	-	-	-	-	Eunbn	Rhtzs	-	215	4.00%	4.036%	22.80347
A-Q1	YFC	563.233	2.70	-	TTT	-	-	-	-	-	Zqsrs	Sbfpp	-	135	3.21%	3.236%	39.95446
P-Q1	JXH	89.990	8.60	-	TT	-	-	-	-	-	Hiyti	Dhiyt	-	145	3.31%	3.336%	73.88163

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Tranche Comments

A-Q1: Registration: 144N Ahhm; P-Q1: Registration: 144F Wklk; B-O1: Registration: 144R Phtg; B-Z1: Registration: 144B Lwzd; S-U1: Registration: 144S Rqpe;

Deal Comments

JZHSPp Aizaaza P-O j Rza Aizaa Jj Zy

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	KSL	8.736	3.00	-	ZZ	-	-	-	-	-	-	-	-	-	6.42%	6.504%	91.73158
L	AIB	98.472	6.00	-	HHH	-	-	-	-	-	-	-	-	-	4.61%	4.654%	55.81187
J	PYS	66.440	9.00	-	DD	-	-	-	-	-	-	-	-	-	3.58%	3.604%	41.23088
N	OBZ	41.904	7.00	-	W	-	-	-	-	-	-	-	-	-	3.97%	4.004%	72.13114
Y	PAK	568.850	7.00	-	QQQ	-	-	-	-	-	-	-	-	-	3.33%	3.354%	87.10897