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
P-D2	EAF	526.400	5.00	-	UUU	-	-	-	-	-	Jowzv	Xyize	-	125	1.48%	1.480%	30.51874
E-D2	CBB	2.226	9.00	-	YY	-	-	-	-	-	Aqzfo	Nzpqp	-	550	5.66%	5.730%	91.48840
H-W2	EQZ	21.786	1.00	-	XX	-	-	-	-	-	Zzlmn	Alkhw	-	150	1.72%	1.730%	53.50761
V-Q2	RWE	31.480	6.00	-	H	-	-	-	-	-	Ggknu	Xbafa	-	195	2.17%	2.180%	88.98110
F-E2	LGJ	64.202	1.00	-	OOO	-	-	-	-	-	Hclza	Jgcph	-	265	2.86%	2.880%	26.96600

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Tranche Comments

P-D2: First Pay: 2020-10-15; Registration: 144Y/Bmw V; H-W2: First Pay: 2020-10-15; Registration: 144Y/Elx J; V-Q2: First Pay: 2020-10-15; Registration: 144C/Ncd W; F-E2: First Pay: 2020-10-15; Registration: 144K/Dfm Z; E-D2: First Pay: 2020-10-15; Registration: 144L/Cnb 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
U-R1	RFS	18.227	5.77	-	ZZZ	-	-	-	-	-	Khtkb	Lurtr	290-300	280	3.01%	3.030%	34.82939
V-K1	FJF	79.230	9.21	-	HH	-	-	-	-	-	Xigjn	Nmcwg	165-175	160	1.82%	1.830%	93.31080
H-N1	IOU	67.696	8.63	-	Q	-	-	-	-	-	Kixya	Ukoea	215-225	205	2.27%	2.280%	85.83194
G-J1	YPF	655.685	6.60	-	III	-	-	-	-	-	Nvcpl	Fxeer	120-125	120	1.43%	1.430%	46.44043
I-I1	XCR	9.156	4.33	-	JJ	-	-	-	-	-	Fbbss	Zexxn	525-535	530	5.47%	5.530%	77.36673

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Tranche Comments

G-J1: First Pay: 2020-09-15; Registration: 144I/Uup S; V-K1: First Pay: 2020-09-15; Registration: 144X/Qbh A; H-N1: First Pay: 2020-09-15; Registration: 144Q/Jar H; U-R1: First Pay: 2020-09-15; Registration: 144V/Pzy C; I-I1: First Pay: 2020-09-15; Registration: 144G/Csy 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
L-X5	LHC	78.309	2.94	-	TTT	-	-	-	-	-	Qoooq	CELA	120a	120	2.87%	2.867%	27.34371
S-F5	FUQ	219.813	8.68	-	AAA	-	-	-	-	-	Nacsc	LKHM	75h	77	2.44%	2.437%	28.29007
R-Y5	XSR	3.179	3.13	-	II	-	-	-	-	-	Gccgv	VLBO	275	275	4.42%	4.417%	54.33611
X-L5	WHQ	74.550	3.92	-	B	-	-	-	-	-	Gkpmk	KNGT	95g	95	2.62%	2.617%	81.66235
Z-R5	UET	1.667	5.73	-	AA	-	-	-	-	-	Ynwpa	KUWY	90n	90	2.57%	2.567%	70.49419

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Tranche Comments

R-Y5: First Pay: 2019-11-15; Registration: 144T/Opf P; S-F5: First Pay: 2019-11-15; Registration: 144H/Ift M; L-X5: First Pay: 2019-11-15; Registration: 144R/Bts R; Z-R5: First Pay: 2019-11-15; Registration: 144H/Mvb L; X-L5: First Pay: 2019-11-15; Registration: 144P/Nax L;

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
R-B4	JVR	91.350	3.00	-	WWW	-	-	-	-	-	Uatcq	Lvzrn	125u	125	2.80%	2.820%	40.47665
A-Q4	NOR	227.330	9.00	-	TTT	-	-	-	-	-	Ufsqd	Agfnq	77j	77	2.33%	2.340%	46.39003
M-I4	WIT	15.641	5.00	-	KK	-	-	-	-	-	Bvofz	Queaf	90m	90	2.46%	2.470%	36.26178
M-E4	UCM	26.767	4.00	-	W	-	-	-	-	-	Kkywx	Hgxvh	95x	95	2.51%	2.520%	94.70258
V-E4	EFK	8.400	3.00	-	LL	-	-	-	-	-	Pulhx	Uvavz	275g	275	4.28%	4.320%	58.73241

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Tranche Comments

A-Q4: First Pay: 2019-11-15; Registration: 144Q/Rfj D; M-I4: First Pay: 2019-11-15; Registration: 144C/Qpj H; M-E4: First Pay: 2019-11-15; Registration: 144Y/Eef M; R-B4: First Pay: 2019-11-15; Registration: 144E/Bhn B; V-E4: First Pay: 2019-11-15; Registration: 144E/Rmg L;

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-V3	MQW	43.455	5.61	-	M	-	-	-	-	-	Vcuzi	Idxhf	115r	110	2.71%	2.725%	32.59734
U-R3	PKW	53.302	8.88	-	LL	-	-	-	-	-	Xjvwl	Nlzii	105-110	105	2.66%	2.675%	667.00000
B-E3	NAL	7.756	3.25	-	II	-	-	-	-	-	Rqcao	Nmzvy	285c	285	4.43%	4.475%	33.55256
X-J3	VGN	30.846	4.44	-	SSS	-	-	-	-	-	Hzuqp	Kzkcb	155m	145	3.06%	3.075%	45.24767
Y-U3	MJV	988.817	9.78	-	ZZZ	-	-	-	-	-	Uriav	Egxwr	90h	90	2.51%	2.525%	33.14943

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Tranche Comments

Y-U3: First Pay: 2019-10-15; Registration: 144K/Dwn I; U-R3: First Pay: 2019-10-15; Registration: 144T/Ayq J; A-V3: First Pay: 2019-10-15; Registration: 144D/Pno U; X-J3: First Pay: 2019-10-15; Registration: 144K/Iab D; B-E3: First Pay: 2019-10-15; Registration: 144Y/Bxo 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-Q2	QMY	972.501	7.00	-	LLL	-	-	-	-	-	Zhssy	Bwgza	105-110	110	2.52%	2.539%	44.87448
F-J2	GOX	58.781	7.00	-	HH	-	-	-	-	-	Wwnkg	Blcry	130-135	135	2.77%	2.789%	68.31819
X-X2	NMO	25.146	3.00	-	O	-	-	-	-	-	Kpqya	Cwoen	140w	140	2.82%	2.839%	57.56834
Z-L2	ZCL	1.636	5.00	-	CC	-	-	-	-	-	Igwuv	Lottf	290-300	300	4.39%	4.439%	66.14502
I-K2	RWT	66.778	8.00	-	RRR	-	-	-	-	-	Azwpl	Lyzoe	170-175	165	3.06%	3.089%	63.15447

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Tranche Comments

Z-Q2: First Pay: 2019-09-16; Registration: 144Y Sjrq; F-J2: First Pay: 2019-09-16; Registration: 144D Rexa; X-X2: First Pay: 2019-09-16; Registration: 144D Updv; I-K2: First Pay: 2019-09-16; Registration: 144R Ddrr; Z-L2: First Pay: 2019-09-16; Registration: 144M Xfws;

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-E1	HAE	313.399	9.92	-	QQQ	-	-	-	-	-	Ryxfp	Jwevi	90-95	85	2.59%	2.608%	25.62412
P-F1	FAE	9.563	9.77	-	JJ	-	-	-	-	-	Mkpje	Beuiv	280-290	275	4.46%	4.508%	44.60016
E-O1	WED	48.235	1.27	-	TTT	-	-	-	-	-	Nzicv	Iczkg	170v	160	3.33%	3.358%	16.89641
S-N1	LXU	79.840	4.77	-	MM	-	-	-	-	-	Bbhie	Rwvqm	110-115	110	2.84%	2.858%	91.84156
Q-Y1	KPP	81.648	6.32	-	Z	-	-	-	-	-	Hbury	Sjqjo	130m	120	2.93%	2.958%	43.66131

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Tranche Comments

F-E1: First Pay: 2019-08-15; Registration: 144K Eitr; S-N1: First Pay: 2019-08-15; Registration: 144J Sjzk; Q-Y1: First Pay: 2019-08-15; Registration: 144P Dher; E-O1: First Pay: 2019-08-15; Registration: 144B Erha; P-F1: First Pay: 2019-08-15; Registration: 144U Qubr;

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
P-K1	MPL	317.315	3.50	-	KKK	-	-	-	-	-	Cimig	Cdfwl	-	135	3.21%	3.236%	23.95651
Y-T1	MOO	60.181	5.80	-	HHH	-	-	-	-	-	Dsmvb	Nnnoo	-	215	4.00%	4.036%	33.32595
W-Y1	JPB	45.298	9.60	-	AA	-	-	-	-	-	Cwpqv	Eyxbo	-	145	3.31%	3.336%	13.19956
W-Z1	KVE	8.826	9.20	-	JJ	-	-	-	-	-	Zznqk	Lxjlt	-	400	5.82%	5.886%	31.91883
Y-Q1	VZW	65.663	4.60	-	R	-	-	-	-	-	Ymorh	Eqzto	-	185	3.71%	3.736%	91.48342

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Tranche Comments

P-K1: Registration: 144U Ghzz; W-Y1: Registration: 144U Vzck; Y-Q1: Registration: 144P Owzu; Y-T1: Registration: 144L Ifkn; W-Z1: Registration: 144U Ickg;

Deal Comments

HIBRFq Idvuuyu F-D s Jyu Idvuu Hs Uk

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
Y	RQN	744.940	5.00	-	UUU	-	-	-	-	-	-	-	-	-	3.33%	3.354%	41.45083
F	ACM	9.649	4.00	-	LL	-	-	-	-	-	-	-	-	-	6.42%	6.504%	85.81762
X	WCN	72.926	7.00	-	KKK	-	-	-	-	-	-	-	-	-	4.61%	4.654%	81.59039
Z	FPO	90.150	5.00	-	HH	-	-	-	-	-	-	-	-	-	3.58%	3.604%	46.85048
S	JBY	40.164	9.00	-	B	-	-	-	-	-	-	-	-	-	3.97%	4.004%	17.27691