NewRez Warehouse Securitization 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
I	LLY	216.700	-	Tpp	-	-	-	-	93.00%	-	Ohrboeyd	1pY	80-85	75	1cB+75	-	517.00000
F	BSW	78.865	-	AW	-	-	-	-	8.00%	-	Cbepdcfv	1oO	525-550	525	1hS+525	-	228.00000
Q	WNF	68.400	-	Ec2	-	-	-	-	18.00%	-	Wrddvqhr	1qH	90-95	90	1dL+90	-	200.00000
I	BXL	58.281	-	E2	-	-	-	-	45.38%	-	Trsytoqc	1gE	110-120	105	1oA+105	-	824.00000
S	LXM	91.267	-	O2	-	-	-	-	2.14%	-	Shkrvhnw	1jU	325-350	325	1fI+325	-	367.00000
C	ROR	14.405	-	Att2	-	-	-	-	5.90%	-	Prqjvzcv	1vV	145a	140	1qR+140	-	152.00000

Tranche Comments

I: First Pay: 2021-05-25; Registration: 144U Zuuo; I: First Pay: 2021-05-25; Registration: 144E Abuh; F: First Pay: 2021-05-25; Registration: 144K Chws; C: First Pay: 2021-05-25; Registration: 144Z Yejg; Q: First Pay: 2021-05-25; Registration: 144H Itzh; S: First Pay: 2021-05-25; Registration: 144F Qeur;