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
R-B3	AEL	71.110	9.20	-	II	-	-	-	-	-	Rtssu	Bhzna	140a	135	1.57%	1.571%	16.14335
X-F3	XIF	88.471	9.90	-	Y	-	-	-	-	-	Onnhm	Mvnai	175-180	160	1.81%	1.821%	25.65675
L-W3	PEE	68.457	8.50	-	HHH	-	-	-	-	-	Mhumy	Lvgpi	240-250	225	2.46%	2.471%	759.00000
E-A3	NGX	437.507	7.50	-	XXX	-	-	-	-	-	Kwhkw	Nkqtu	115-120	110	1.32%	1.321%	80.50818
J-Q3	ZPM	1.511	8.70	-	TT	-	-	-	-	-	Pvrrd	Tnczg	550k	565	5.80%	5.871%	47.50247

Tranche Comments

E-A3: First Pay: 2020-11-15; Registration: 144N/Hsb D; R-B3: First Pay: 2020-11-15; Registration: 144I/Mzf K; X-F3: First Pay: 2020-11-15; Registration: 144C/Qac N; L-W3: First Pay: 2020-11-15; Registration: 144P/Ymv L; J-Q3: First Pay: 2020-11-15; Registration: 144C/Pwq 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
S-L2	QEZ	22.860	2.00	-	NN	-	-	-	-	-	Vhgha	Jvmlk	-	150	1.72%	1.730%	90.52099
C-O2	PBU	74.464	4.00	-	SSS	-	-	-	-	-	Zycnw	Qbdta	-	265	2.86%	2.880%	14.44320
C-V2	MUI	8.981	2.00	-	JJ	-	-	-	-	-	Rcouj	Zwzys	-	550	5.66%	5.730%	83.54810
R-R2	IKR	441.960	5.00	-	ZZZ	-	-	-	-	-	Mczac	Jncvh	-	125	1.48%	1.480%	27.14617
Y-V2	NHN	36.665	1.00	-	M	-	-	-	-	-	Nmhkw	Kydxd	-	195	2.17%	2.180%	76.37219

Tranche Comments

R-R2: First Pay: 2020-10-15; Registration: 144O/Nsb T; S-L2: First Pay: 2020-10-15; Registration: 144X/Knj Z; Y-V2: First Pay: 2020-10-15; Registration: 144Q/Zye T; C-O2: First Pay: 2020-10-15; Registration: 144P/Iht M; C-V2: First Pay: 2020-10-15; Registration: 144U/Thb K;

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
R-L1	VOT	930.491	9.89	-	WWW	-	-	-	-	-	Ghqzm	Vwyuc	120-125	120	1.43%	1.430%	67.30889
L-W1	CIM	3.692	4.10	-	KK	-	-	-	-	-	Kyhfo	Pkvmy	525-535	530	5.47%	5.530%	38.20314
J-S1	BFB	92.682	2.88	-	SS	-	-	-	-	-	Hbhng	Sthox	165-175	160	1.82%	1.830%	33.31278
R-E1	ATR	54.793	5.84	-	KKK	-	-	-	-	-	Zlgsj	Dtrut	290-300	280	3.01%	3.030%	73.98496
R-G1	MBG	99.681	3.68	-	P	-	-	-	-	-	Vmmcr	Pcetq	215-225	205	2.27%	2.280%	66.40245

Tranche Comments

R-L1: First Pay: 2020-09-15; Registration: 144I/Qrw L; J-S1: First Pay: 2020-09-15; Registration: 144G/Zxa K; R-G1: First Pay: 2020-09-15; Registration: 144Z/Mva H; R-E1: First Pay: 2020-09-15; Registration: 144N/Jow Q; L-W1: First Pay: 2020-09-15; Registration: 144W/Aah A;

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-S5	XMT	283.514	4.26	-	QQQ	-	-	-	-	-	Ovbkk	XHIE	75d	77	2.44%	2.437%	91.50760
E-W5	JBT	76.836	1.16	-	GGG	-	-	-	-	-	Eoqog	AUIE	120g	120	2.87%	2.867%	95.20130
N-M5	APV	7.758	8.30	-	WW	-	-	-	-	-	Yajlj	BGNH	90d	90	2.57%	2.567%	36.92504
O-Q5	FRC	9.782	5.36	-	II	-	-	-	-	-	Shxef	REOE	275	275	4.42%	4.417%	76.53103
N-J5	AQH	14.290	3.50	-	K	-	-	-	-	-	Mfaun	IACC	95u	95	2.62%	2.617%	91.41262

Tranche Comments

O-Q5: First Pay: 2019-11-15; Registration: 144F/Ppa B; K-S5: First Pay: 2019-11-15; Registration: 144D/Tbz H; E-W5: First Pay: 2019-11-15; Registration: 144H/Xux Q; N-M5: First Pay: 2019-11-15; Registration: 144F/Tjf C; N-J5: First Pay: 2019-11-15; Registration: 144T/Yrh 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
U-J4	UGO	1.810	7.00	-	OO	-	-	-	-	-	Jwbqz	Rbxns	275s	275	4.28%	4.320%	62.74171
U-R4	IIY	749.910	9.00	-	OOO	-	-	-	-	-	Xrsqa	Qkvlz	77y	77	2.33%	2.340%	81.94415
W-J4	NPB	65.632	6.00	-	S	-	-	-	-	-	Jbfpd	Kxilm	95i	95	2.51%	2.520%	77.16981
D-H4	PZV	95.881	9.00	-	EEE	-	-	-	-	-	Xuwkn	Zvuna	125d	125	2.80%	2.820%	98.98837
V-K4	FPD	45.923	9.00	-	PP	-	-	-	-	-	Iaoqc	Vlnrr	90l	90	2.46%	2.470%	93.65767

Tranche Comments

U-R4: First Pay: 2019-11-15; Registration: 144O/Tna X; V-K4: First Pay: 2019-11-15; Registration: 144C/Dwx K; W-J4: First Pay: 2019-11-15; Registration: 144F/Ewl W; D-H4: First Pay: 2019-11-15; Registration: 144E/Cxj W; U-J4: First Pay: 2019-11-15; Registration: 144T/Ouh J;

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-P3	HNE	72.104	8.47	-	FF	-	-	-	-	-	Abkcj	Kqteq	105-110	105	2.66%	2.675%	242.00000
H-I3	MTA	19.387	9.48	-	UUU	-	-	-	-	-	Dmxoa	Hwlgl	155u	145	3.06%	3.075%	35.92242
X-G3	ZUE	16.905	9.57	-	B	-	-	-	-	-	Czqnb	Xtzdu	115m	110	2.71%	2.725%	94.17867
P-Q3	WLR	317.159	9.67	-	WWW	-	-	-	-	-	Obfrg	Svnzl	90t	90	2.51%	2.525%	51.98583
D-N3	KML	5.508	6.84	-	LL	-	-	-	-	-	Ilfnf	Wwqrz	285l	285	4.43%	4.475%	88.29137

Tranche Comments

P-Q3: First Pay: 2019-10-15; Registration: 144T/Mtw V; I-P3: First Pay: 2019-10-15; Registration: 144F/Hxw E; X-G3: First Pay: 2019-10-15; Registration: 144Y/Ovt K; H-I3: First Pay: 2019-10-15; Registration: 144Z/Pzd A; D-N3: First Pay: 2019-10-15; Registration: 144J/Rqi F;

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-Y2	PGQ	898.291	4.00	-	UUU	-	-	-	-	-	Ejsww	Govvw	105-110	110	2.52%	2.539%	69.89693
N-H2	XUT	12.190	3.00	-	HH	-	-	-	-	-	Dcyxd	Zjepr	130-135	135	2.77%	2.789%	35.57849
Q-T2	BJM	58.397	9.00	-	A	-	-	-	-	-	Erobu	Mzhcl	140x	140	2.82%	2.839%	85.27085
L-U2	WVP	35.634	9.00	-	UUU	-	-	-	-	-	Nswqf	Rfgrs	170-175	165	3.06%	3.089%	37.19530
N-X2	GHK	2.143	3.00	-	EE	-	-	-	-	-	Rhoxm	Kkajf	290-300	300	4.39%	4.439%	66.40863

Tranche Comments

Z-Y2: First Pay: 2019-09-16; Registration: 144T Fzwe; N-H2: First Pay: 2019-09-16; Registration: 144H Mafq; Q-T2: First Pay: 2019-09-16; Registration: 144Q Xirl; L-U2: First Pay: 2019-09-16; Registration: 144G Ieih; N-X2: First Pay: 2019-09-16; Registration: 144U Qqgm;

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-N1	AHE	396.528	7.77	-	OOO	-	-	-	-	-	Ucojg	Gnrjy	90-95	85	2.59%	2.608%	13.71509
C-O1	GBG	21.367	7.15	-	YY	-	-	-	-	-	Aolmq	Noepg	110-115	110	2.84%	2.858%	80.64102
Q-S1	UVF	7.184	9.14	-	BB	-	-	-	-	-	Anqkh	Jtwfb	280-290	275	4.46%	4.508%	82.58728
Z-X1	EOE	41.457	3.60	-	D	-	-	-	-	-	Lrluj	Ttnkf	130t	120	2.93%	2.958%	87.72063
I-D1	RQG	11.296	1.76	-	FFF	-	-	-	-	-	Hnyst	Idjot	170w	160	3.33%	3.358%	80.44735

Tranche Comments

C-N1: First Pay: 2019-08-15; Registration: 144W Ctdl; C-O1: First Pay: 2019-08-15; Registration: 144H Gmth; Z-X1: First Pay: 2019-08-15; Registration: 144Z Qrzo; I-D1: First Pay: 2019-08-15; Registration: 144J Kfpm; Q-S1: First Pay: 2019-08-15; Registration: 144G Laob;

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
K-K1	VLI	197.586	9.70	-	TTT	-	-	-	-	-	Rvmob	Ofoxw	-	135	3.21%	3.236%	93.83410
H-U1	ZPB	75.371	9.80	-	SS	-	-	-	-	-	Cwjvs	Gjwdi	-	145	3.31%	3.336%	72.40416
X-T1	YQN	92.461	3.60	-	PPP	-	-	-	-	-	Zjrks	Odvvh	-	215	4.00%	4.036%	86.80528
F-G1	GGU	96.840	6.50	-	D	-	-	-	-	-	Trxxn	Lfxxr	-	185	3.71%	3.736%	10.87339
S-D1	ECB	8.295	3.90	-	AA	-	-	-	-	-	Vnccq	Azcbm	-	400	5.82%	5.886%	45.18890

Tranche Comments

K-K1: Registration: 144I Yzet; H-U1: Registration: 144J Iabl; F-G1: Registration: 144X Leie; X-T1: Registration: 144V Exbe; S-D1: Registration: 144E Lvxt;

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
F	LHC	39.559	3.00	-	E	-	-	-	-	-	-	-	-	-	3.97%	4.004%	34.66065
D	NGM	9.503	3.00	-	OO	-	-	-	-	-	-	-	-	-	6.42%	6.504%	71.65863
D	MPA	970.350	9.00	-	EEE	-	-	-	-	-	-	-	-	-	3.33%	3.354%	65.63790
E	IOW	10.920	9.00	-	ZZ	-	-	-	-	-	-	-	-	-	3.58%	3.604%	56.35369
E	RUQ	23.513	2.00	-	UUU	-	-	-	-	-	-	-	-	-	4.61%	4.654%	26.98095