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
M-W3	BYG	54.520	8.10	-	TT	-	-	-	-	-	Otvce	Tyihw	140m	135	1.57%	1.571%	79.14965
P-J3	VSH	809.497	6.80	-	QQQ	-	-	-	-	-	Kikee	Rzuqt	115-120	110	1.32%	1.321%	78.79818
M-X3	EGU	1.473	7.40	-	PP	-	-	-	-	-	Suvob	Ltugk	550s	565	5.80%	5.871%	99.79692
P-X3	WLQ	58.415	3.60	-	Z	-	-	-	-	-	Uhjez	Tofay	175-180	160	1.81%	1.821%	85.56656
S-V3	ICD	29.126	4.40	-	UUU	-	-	-	-	-	Pjtqv	Uficm	240-250	225	2.46%	2.471%	313.00000

Tranche Comments

P-J3: First Pay: 2020-11-15; Registration: 144G/Cpo D; M-W3: First Pay: 2020-11-15; Registration: 144J/Kni M; P-X3: First Pay: 2020-11-15; Registration: 144H/Ukm F; S-V3: First Pay: 2020-11-15; Registration: 144N/Nkj X; M-X3: First Pay: 2020-11-15; Registration: 144U/Oru N;

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-W2	PZG	11.828	8.00	-	F	-	-	-	-	-	Gsltr	Gchqm	-	195	2.17%	2.180%	31.31244
Q-W2	JFB	11.591	2.00	-	YY	-	-	-	-	-	Wkzzt	Hfqvz	-	150	1.72%	1.730%	16.94564
Q-J2	WML	67.715	2.00	-	KKK	-	-	-	-	-	Ajnjy	Edenz	-	265	2.86%	2.880%	31.66970
L-J2	FVP	7.425	2.00	-	BB	-	-	-	-	-	Gcbbz	Ktjxj	-	550	5.66%	5.730%	57.41530
L-H2	CTZ	832.120	8.00	-	CCC	-	-	-	-	-	Jtcrn	Sbgfj	-	125	1.48%	1.480%	66.39135

Tranche Comments

L-H2: First Pay: 2020-10-15; Registration: 144J/Ivy S; Q-W2: First Pay: 2020-10-15; Registration: 144A/Ldq T; Z-W2: First Pay: 2020-10-15; Registration: 144W/Oix O; Q-J2: First Pay: 2020-10-15; Registration: 144X/Uzz U; L-J2: First Pay: 2020-10-15; Registration: 144C/Rar 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
I-T1	PVC	574.675	7.41	-	EEE	-	-	-	-	-	Jygxo	Vfiur	120-125	120	1.43%	1.430%	20.76246
E-T1	WIN	27.272	1.93	-	DD	-	-	-	-	-	Uhcxn	Xffrp	165-175	160	1.82%	1.830%	52.97489
B-Y1	GRN	59.298	9.37	-	DDD	-	-	-	-	-	Vwxjt	Lxckf	290-300	280	3.01%	3.030%	55.90271
W-S1	KQB	28.765	4.88	-	O	-	-	-	-	-	Thtle	Jqxib	215-225	205	2.27%	2.280%	10.93306
Z-J1	PXZ	9.725	2.75	-	VV	-	-	-	-	-	Atgft	Ucfub	525-535	530	5.47%	5.530%	55.26084

Tranche Comments

I-T1: First Pay: 2020-09-15; Registration: 144B/Rcr O; E-T1: First Pay: 2020-09-15; Registration: 144Q/Xny N; W-S1: First Pay: 2020-09-15; Registration: 144U/Itk K; B-Y1: First Pay: 2020-09-15; Registration: 144F/Ryt I; Z-J1: First Pay: 2020-09-15; Registration: 144B/Fvs 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
F-O5	RRN	461.149	5.88	-	FFF	-	-	-	-	-	Usxwv	GXKT	75w	77	2.44%	2.437%	33.85336
H-M5	FTR	32.872	5.96	-	EEE	-	-	-	-	-	Luxag	VZKH	120l	120	2.87%	2.867%	27.53115
P-G5	WFH	53.580	3.42	-	X	-	-	-	-	-	Cksge	PXGK	95c	95	2.62%	2.617%	89.37954
N-S5	WQW	5.701	7.19	-	DD	-	-	-	-	-	Ylcqt	CPOY	275	275	4.42%	4.417%	61.23925
G-E5	EXQ	7.549	6.21	-	QQ	-	-	-	-	-	Izove	OMQA	90b	90	2.57%	2.567%	82.63478

Tranche Comments

N-S5: First Pay: 2019-11-15; Registration: 144B/Nhl D; F-O5: First Pay: 2019-11-15; Registration: 144B/Dbv I; H-M5: First Pay: 2019-11-15; Registration: 144L/Dri J; G-E5: First Pay: 2019-11-15; Registration: 144T/Zps F; P-G5: First Pay: 2019-11-15; Registration: 144T/Kqw M;

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-Z4	APE	71.551	9.00	-	KK	-	-	-	-	-	Jnwlz	Jewng	90e	90	2.46%	2.470%	57.93553
I-N4	ILN	85.214	5.00	-	III	-	-	-	-	-	Jyczq	Aiigm	125i	125	2.80%	2.820%	44.91614
Q-V4	YHK	89.455	1.00	-	T	-	-	-	-	-	Cuwbo	Lqeqy	95x	95	2.51%	2.520%	16.61178
G-H4	ETR	991.120	5.00	-	VVV	-	-	-	-	-	Hgjng	Dljik	77g	77	2.33%	2.340%	64.48834
Q-N4	WJA	3.620	8.00	-	QQ	-	-	-	-	-	Wkkwp	Qvzrx	275e	275	4.28%	4.320%	33.90858

Tranche Comments

G-H4: First Pay: 2019-11-15; Registration: 144N/Uvd K; K-Z4: First Pay: 2019-11-15; Registration: 144O/Lss R; Q-V4: First Pay: 2019-11-15; Registration: 144A/Nit Y; I-N4: First Pay: 2019-11-15; Registration: 144G/Vqq M; Q-N4: First Pay: 2019-11-15; Registration: 144A/Jdb N;

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-S3	ZQS	4.139	5.94	-	YY	-	-	-	-	-	Jnkgy	Rruzm	285x	285	4.43%	4.475%	35.44269
N-W3	FEB	364.526	6.60	-	UUU	-	-	-	-	-	Rilct	Dcach	90r	90	2.51%	2.525%	98.30317
E-R3	MIE	77.110	9.51	-	JJ	-	-	-	-	-	Luzuc	Hdhhn	105-110	105	2.66%	2.675%	116.00000
J-M3	XTY	70.734	1.54	-	WWW	-	-	-	-	-	Rwtqk	Jcgyc	155d	145	3.06%	3.075%	64.45980
R-M3	PJY	37.702	7.54	-	G	-	-	-	-	-	Kpkev	Clhxr	115w	110	2.71%	2.725%	48.24366

Tranche Comments

N-W3: First Pay: 2019-10-15; Registration: 144D/Wiw A; E-R3: First Pay: 2019-10-15; Registration: 144U/Ltc I; R-M3: First Pay: 2019-10-15; Registration: 144G/Exi P; J-M3: First Pay: 2019-10-15; Registration: 144J/Yas G; H-S3: First Pay: 2019-10-15; Registration: 144B/Dkc E;

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-V2	UCL	1.238	7.00	-	PP	-	-	-	-	-	Sgzwa	Gnbet	290-300	300	4.39%	4.439%	85.99192
J-P2	BXY	30.425	4.00	-	BB	-	-	-	-	-	Nabyz	Legwq	130-135	135	2.77%	2.789%	45.60489
N-H2	PEZ	808.126	4.00	-	LLL	-	-	-	-	-	Aamtb	Wfrlf	105-110	110	2.52%	2.539%	51.97476
U-I2	KVL	35.474	4.00	-	M	-	-	-	-	-	Vjoow	Sqjiq	140v	140	2.82%	2.839%	37.25305
O-I2	TNK	23.775	6.00	-	UUU	-	-	-	-	-	Tagqs	Fcxtu	170-175	165	3.06%	3.089%	51.93676

Tranche Comments

N-H2: First Pay: 2019-09-16; Registration: 144J Rhum; J-P2: First Pay: 2019-09-16; Registration: 144E Tfbk; U-I2: First Pay: 2019-09-16; Registration: 144D Ozav; O-I2: First Pay: 2019-09-16; Registration: 144F Psoi; A-V2: First Pay: 2019-09-16; Registration: 144X Uzba;

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-I1	KKX	4.286	3.91	-	MM	-	-	-	-	-	Goszb	Yqcbt	280-290	275	4.46%	4.508%	49.85349
K-H1	UOZ	75.785	8.23	-	KK	-	-	-	-	-	Iobtv	Vftxc	110-115	110	2.84%	2.858%	32.93076
J-N1	ZHQ	25.517	7.39	-	E	-	-	-	-	-	Kqzoq	Zjgnm	130q	120	2.93%	2.958%	83.26071
X-U1	TQT	134.182	3.89	-	TTT	-	-	-	-	-	Htvlv	Ygnuj	90-95	85	2.59%	2.608%	55.15017
D-S1	XJZ	94.386	8.36	-	LLL	-	-	-	-	-	Rvvyt	Oleub	170r	160	3.33%	3.358%	22.83304

Tranche Comments

X-U1: First Pay: 2019-08-15; Registration: 144T Fzsi; K-H1: First Pay: 2019-08-15; Registration: 144B Mtar; J-N1: First Pay: 2019-08-15; Registration: 144Y Zcnx; D-S1: First Pay: 2019-08-15; Registration: 144C Kfty; C-I1: First Pay: 2019-08-15; Registration: 144Y Izry;

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-T1	XSC	317.838	8.30	-	CCC	-	-	-	-	-	Dpmbg	Icjpx	-	135	3.21%	3.236%	31.67916
E-G1	LYN	1.803	6.50	-	QQ	-	-	-	-	-	Wfryu	Zcmyl	-	400	5.82%	5.886%	92.87788
Y-W1	QFI	81.580	4.40	-	QQQ	-	-	-	-	-	Wvpmy	Xvqtt	-	215	4.00%	4.036%	71.91193
P-I1	BGT	48.537	6.50	-	UU	-	-	-	-	-	Zgsqg	Ghvnt	-	145	3.31%	3.336%	74.16209
Y-Q1	GEY	27.860	6.40	-	W	-	-	-	-	-	Zmpte	Kvqar	-	185	3.71%	3.736%	92.42651

Tranche Comments

I-T1: Registration: 144R Qzia; P-I1: Registration: 144N Rdzb; Y-Q1: Registration: 144T Lxlj; Y-W1: Registration: 144F Vrqx; E-G1: Registration: 144K Wtkf;

Deal Comments

ZOGIAi Typuuuu A-L h Juu Typuu Zh Zu

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
L	BMD	435.350	2.00	-	GGG	-	-	-	-	-	-	-	-	-	3.33%	3.354%	27.50937
I	TFT	99.974	6.00	-	LLL	-	-	-	-	-	-	-	-	-	4.61%	4.654%	68.25994
E	GZR	23.963	7.00	-	L	-	-	-	-	-	-	-	-	-	3.97%	4.004%	17.75433
A	NCJ	37.600	5.00	-	AA	-	-	-	-	-	-	-	-	-	3.58%	3.604%	34.84087
X	VIE	6.750	1.00	-	WW	-	-	-	-	-	-	-	-	-	6.42%	6.504%	15.47917