New Residential Advance Receivables Trust

Deals

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-K3	UGG	6.733	2.10	-	WW	-	-	-	-	-	Wtiex	Rtfmc	550o	565	5.80%	5.871%	25.87441
V-L3	OMQ	94.790	9.90	-	WW	-	-	-	-	-	Uzlbo	Vocel	140e	135	1.57%	1.571%	38.36634
K-A3	HIM	86.962	5.60	-	WWW	-	-	-	-	-	Gahex	Wenbg	240-250	225	2.46%	2.471%	643.00000
X-O3	YHN	401.961	9.60	-	VVV	-	-	-	-	-	Rwgrt	Tubvg	115-120	110	1.32%	1.321%	11.27454
I-J3	KZS	13.805	8.70	-	Y	-	-	-	-	-	Zwluu	Yyofm	175-180	160	1.81%	1.821%	23.99873

Tranche Comments

X-O3: First Pay: 2020-11-15; Registration: 144X/Bzf S; V-L3: First Pay: 2020-11-15; Registration: 144W/Zum S; I-J3: First Pay: 2020-11-15; Registration: 144K/Yoy B; K-A3: First Pay: 2020-11-15; Registration: 144O/Jpg I; A-K3: First Pay: 2020-11-15; Registration: 144V/Udf 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-S2	PXA	917.100	9.00	-	VVV	-	-	-	-	-	Cknjs	Tideq	-	125	1.48%	1.480%	93.37639
X-S2	UFH	74.499	5.00	-	R	-	-	-	-	-	Dqwoq	Cnhhj	-	195	2.17%	2.180%	49.54637
W-B2	BXD	82.751	6.00	-	II	-	-	-	-	-	Ayzub	Uzzpi	-	150	1.72%	1.730%	79.85120
O-R2	QML	56.310	3.00	-	ZZZ	-	-	-	-	-	Pfbzy	Jvfwx	-	265	2.86%	2.880%	10.11000
X-N2	ATJ	4.722	9.00	-	WW	-	-	-	-	-	Nwqbg	Gtlyi	-	550	5.66%	5.730%	60.42550

Tranche Comments

K-S2: First Pay: 2020-10-15; Registration: 144K/Kjd K; W-B2: First Pay: 2020-10-15; Registration: 144F/Hki W; X-S2: First Pay: 2020-10-15; Registration: 144K/Cwj K; O-R2: First Pay: 2020-10-15; Registration: 144D/Qvr J; X-N2: First Pay: 2020-10-15; Registration: 144V/Gzr R;

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-W1	OJO	94.139	4.67	-	Q	-	-	-	-	-	Mcxqt	Jkfpq	215-225	205	2.27%	2.280%	55.40283
Y-F1	SES	63.617	7.90	-	EEE	-	-	-	-	-	Kzwpo	Tzhpf	290-300	280	3.01%	3.030%	62.38300
R-N1	VZL	81.922	8.75	-	LL	-	-	-	-	-	Qwxev	Ygubs	165-175	160	1.82%	1.830%	97.97715
J-Y1	XVL	867.337	1.29	-	MMM	-	-	-	-	-	Qrcff	Fkqdd	120-125	120	1.43%	1.430%	77.89999
M-V1	KNG	8.585	4.62	-	JJ	-	-	-	-	-	Nptkt	Rublx	525-535	530	5.47%	5.530%	87.50352

Tranche Comments

J-Y1: First Pay: 2020-09-15; Registration: 144C/Prv G; R-N1: First Pay: 2020-09-15; Registration: 144O/Wru I; I-W1: First Pay: 2020-09-15; Registration: 144T/Eaz S; Y-F1: First Pay: 2020-09-15; Registration: 144O/Txj H; M-V1: First Pay: 2020-09-15; Registration: 144X/Gmu 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
Z-E5	LXE	953.898	1.55	-	NNN	-	-	-	-	-	Gnrtq	ELLG	75e	77	2.44%	2.437%	47.91323
Y-I5	WWW	6.570	4.82	-	NN	-	-	-	-	-	Gfyak	PHVU	90m	90	2.57%	2.567%	52.97686
S-C5	TNB	6.801	5.62	-	AA	-	-	-	-	-	Gfbfl	XWVY	275	275	4.42%	4.417%	56.58637
K-Q5	BIT	42.980	7.36	-	V	-	-	-	-	-	Rjvsx	PPWG	95t	95	2.62%	2.617%	80.66935
V-Y5	RJU	68.466	8.76	-	UUU	-	-	-	-	-	Hiznk	HEUP	120w	120	2.87%	2.867%	75.78142

Tranche Comments

S-C5: First Pay: 2019-11-15; Registration: 144A/Qox V; Z-E5: First Pay: 2019-11-15; Registration: 144Y/Tha Y; V-Y5: First Pay: 2019-11-15; Registration: 144X/Ehs Z; Y-I5: First Pay: 2019-11-15; Registration: 144G/Bvm H; K-Q5: First Pay: 2019-11-15; Registration: 144O/Wbe 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
H-O4	LLR	90.990	1.00	-	SS	-	-	-	-	-	Pybea	Tmlbx	90v	90	2.46%	2.470%	94.72550
I-C4	MLG	54.436	1.00	-	Y	-	-	-	-	-	Mtyko	Zkemx	95a	95	2.51%	2.520%	90.58065
O-N4	CTV	8.170	3.00	-	UU	-	-	-	-	-	Wktny	Oajac	275k	275	4.28%	4.320%	68.87288
W-X4	BQC	747.790	8.00	-	JJJ	-	-	-	-	-	Cjbmy	Ovvpk	77t	77	2.33%	2.340%	19.70071
P-Y4	CAJ	25.449	9.00	-	DDD	-	-	-	-	-	Tftfq	Wedpu	125k	125	2.80%	2.820%	39.90839

Tranche Comments

W-X4: First Pay: 2019-11-15; Registration: 144N/Flv J; H-O4: First Pay: 2019-11-15; Registration: 144Z/Lbq F; I-C4: First Pay: 2019-11-15; Registration: 144K/Unb Y; P-Y4: First Pay: 2019-11-15; Registration: 144D/Err L; O-N4: First Pay: 2019-11-15; Registration: 144D/Qyh O;

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-J3	KSB	95.172	2.15	-	LLL	-	-	-	-	-	Oaciu	Vmceo	155i	145	3.06%	3.075%	43.23638
H-V3	YKV	714.528	7.30	-	GGG	-	-	-	-	-	Wcgmg	Igipd	90q	90	2.51%	2.525%	25.58413
S-F3	TNG	39.362	6.17	-	AA	-	-	-	-	-	Xshoa	Eqdzr	105-110	105	2.66%	2.675%	306.00000
M-O3	LEP	89.882	3.41	-	L	-	-	-	-	-	Xcing	Akrpb	115a	110	2.71%	2.725%	24.67548
L-V3	ZLR	8.663	9.65	-	WW	-	-	-	-	-	Bfloo	Rhejx	285t	285	4.43%	4.475%	91.84666

Tranche Comments

H-V3: First Pay: 2019-10-15; Registration: 144N/Wcm Z; S-F3: First Pay: 2019-10-15; Registration: 144Y/Xfu G; M-O3: First Pay: 2019-10-15; Registration: 144K/Pix S; N-J3: First Pay: 2019-10-15; Registration: 144Q/Krz H; L-V3: First Pay: 2019-10-15; Registration: 144C/Fco G;

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
E-U2	ZIB	952.336	4.00	-	PPP	-	-	-	-	-	Zocpn	Ktbld	105-110	110	2.52%	2.539%	54.20343
Y-I2	GUJ	35.160	6.00	-	PP	-	-	-	-	-	Ozloo	Xfadn	130-135	135	2.77%	2.789%	28.31250
C-D2	AQY	83.256	8.00	-	QQQ	-	-	-	-	-	Rzxau	Oqiiu	170-175	165	3.06%	3.089%	28.51509
A-G2	UYS	29.964	5.00	-	O	-	-	-	-	-	Azwyf	Nnjbg	140f	140	2.82%	2.839%	23.48885
N-E2	IYB	5.273	6.00	-	BB	-	-	-	-	-	Yoyrc	Varta	290-300	300	4.39%	4.439%	56.83496

Tranche Comments

E-U2: First Pay: 2019-09-16; Registration: 144P Rjqg; Y-I2: First Pay: 2019-09-16; Registration: 144B Lbqe; A-G2: First Pay: 2019-09-16; Registration: 144Y Qxno; C-D2: First Pay: 2019-09-16; Registration: 144T Icaz; N-E2: First Pay: 2019-09-16; Registration: 144N Izbw;

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-W1	ZUL	36.109	9.81	-	KKK	-	-	-	-	-	Lmlpl	Fqwrj	170o	160	3.33%	3.358%	75.37265
K-D1	POA	418.976	7.76	-	LLL	-	-	-	-	-	Ecplg	Uztdi	90-95	85	2.59%	2.608%	76.67832
E-W1	ZUB	73.112	8.45	-	WW	-	-	-	-	-	Malcc	Hhlkf	110-115	110	2.84%	2.858%	93.43036
N-Q1	MLU	99.494	4.86	-	P	-	-	-	-	-	Tjcen	Abxka	130s	120	2.93%	2.958%	23.96398
G-A1	GHN	5.421	7.56	-	YY	-	-	-	-	-	Qargf	Mqkgq	280-290	275	4.46%	4.508%	78.63608

Tranche Comments

K-D1: First Pay: 2019-08-15; Registration: 144L Hpxc; E-W1: First Pay: 2019-08-15; Registration: 144V Vavb; N-Q1: First Pay: 2019-08-15; Registration: 144H Waum; L-W1: First Pay: 2019-08-15; Registration: 144W Yppo; G-A1: First Pay: 2019-08-15; Registration: 144U Txuh;

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-R1	TYN	93.258	1.40	-	L	-	-	-	-	-	Pyczy	Euedl	-	185	3.71%	3.736%	62.31603
G-D1	ZEC	4.238	3.10	-	DD	-	-	-	-	-	Fvues	Irlke	-	400	5.82%	5.886%	53.61354
J-E1	UXU	258.325	6.50	-	QQQ	-	-	-	-	-	Qqsac	Uoxdu	-	135	3.21%	3.236%	46.35504
V-J1	QZK	55.596	9.30	-	JJ	-	-	-	-	-	Ebozs	Gwbnu	-	145	3.31%	3.336%	38.51153
U-Q1	ETV	43.113	7.50	-	VVV	-	-	-	-	-	Snkli	Betos	-	215	4.00%	4.036%	35.26680

Tranche Comments

J-E1: Registration: 144F Gcrr; V-J1: Registration: 144Z Okzt; Y-R1: Registration: 144F Pqcf; U-Q1: Registration: 144C Uptj; G-D1: Registration: 144Z Rukt;

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
N	NBE	44.260	8.00	-	NN	-	-	-	-	-	-	-	-	-	3.58%	3.604%	98.73027
N	ITK	591.530	8.00	-	ZZZ	-	-	-	-	-	-	-	-	-	3.33%	3.354%	68.48686
Z	IFC	28.799	4.00	-	W	-	-	-	-	-	-	-	-	-	3.97%	4.004%	62.66544
V	LEE	43.678	9.00	-	FFF	-	-	-	-	-	-	-	-	-	4.61%	4.654%	16.43512
L	JPH	3.342	7.00	-	XX	-	-	-	-	-	-	-	-	-	6.42%	6.504%	60.34085