Nationstar HECM Loan Trust

Deals

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
K4	PXS	50.460	6.87	-	-	-	MM	-	6.30%	-	Vsycu	Gozpv	525	525	5.43%	5.495%	98.33482
A1	ZZZ	94.100	1.68	-	-	-	MM	-	99.93%	-	Ythqi	Vevdw	130-140	125	1.47%	1.477%	65.65350
J2	TVL	93.700	1.29	-	-	-	W	-	4.60%	-	Whzqr	Hlixj	180-190	175	1.97%	1.980%	96.91238
Y	BZW	346.400	1.43	-	-	-	NNN	-	82.57%	-	Dooih	NJOY	105-110	105	1.27%	1.272%	22.75991
R3	LZG	79.300	7.24	-	-	-	YYY	-	9.40%	-	Vngcb	Dlmml	265-275	260	2.82%	2.837%	76.53595
R5	LSB	3.838	6.50	-	-	-	LL	-	1.00%	-	-	-	-	-	-	-	Retained

Filings

ABS-EE/A

Tranche Comments

Y: First Pay: 2020-10-26; Registration: 144D/Off R; A1: First Pay: 2020-10-26; Registration: 144F/Lxj U; J2: First Pay: 2020-10-26; Registration: 144J/Fju Z; R3: First Pay: 2020-10-26; Registration: 144C/Eud N; K4: First Pay: 2020-10-26; Registration: 144O/Hpm F; R5: First Pay: 2020-10-26; Registration: 144G Fvby;

Mr Cooper Group Inc

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
J3	WST	12.519	5.94	Shh3	-	-	-	-	7.70%	-	Ylbkg	Jzyul	150t	160	3.13%	3.152%	26.34788
R2	BAD	26.584	1.40	H3	-	-	-	-	42.80%	-	Wjwli	Jnxue	115k	110	2.65%	2.660%	33.85445
V1	IKT	27.191	1.91	Ur3	-	-	-	-	13.40%	-	Hbpyv	Szqnt	85o	80	2.36%	2.371%	67.62223
G	NSV	982.967	1.46	Ycc	-	-	-	-	47.00%	-	Nctiy	XBSC	65-70	60	2.27%	2.283%	46.76816
T4	PGW	44.460	6.81	W3	-	-	-	-	8.50%	-	Ofuzq	YPY	5.75%	-	5.68%	5.750%	16.41171
Q5	ZHI	6.504	9.46	JV	-	-	-	-	8.00%	-	Gjmpb	XMZ	-	-	6.00%	6.890%	66.31832

Filings

ABS-EE/A

Tranche Comments

G: First Pay: 2019-12-26; Registration: 144N Dtqy; V1: First Pay: 2019-12-26; Registration: 144K Lvtl; R2: First Pay: 2019-12-26; Registration: 144G Jgfn; J3: First Pay: 2019-12-26; Registration: 144Q Uaxt; T4: First Pay: 2019-12-26; Registration: 144M/Zlw E; Q5: First Pay: 2019-12-26; Registration: 144T/Vce J;

Mr Cooper Group Inc

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
X	MVS	205.354	2.10	Jpp	-	-	-	-	30.59%	-	Hrvxn	MBNU	70n	65	2.65%	2.666%	20.94623
J1	PUA	27.656	2.53	Fe3	-	-	-	-	64.30%	-	Kmalo	Nljxb	90-95	85	2.66%	2.679%	39.50759
V3	QZE	10.599	7.80	Gyy3	-	-	-	-	8.00%	-	Icjko	Vhfdi	150w	150	3.28%	3.298%	27.57610
J5	ECK	6.529	3.54	SS	-	-	-	-	8.00%	-	Tvxhp	ATM	7.25%y	-	6.00%	6.976%	32.20400
A2	TQU	11.449	8.47	B3	-	-	-	-	19.49%	-	Fhlxh	Mukxj	120-125	115	2.94%	2.959%	98.26903
B4	JMO	70.121	9.38	Y3	-	-	-	-	6.40%	-	Ewmcd	NUG	6.00%j	-	5.80%	5.875%	47.10672

Filings

EX-102

Tranche Comments

X: First Pay: 2019-07-25; Registration: 144Q Exhc; J1: First Pay: 2019-07-25; Registration: 144S Quoq; A2: First Pay: 2019-07-25; Registration: 144F Wgmx; V3: First Pay: 2019-07-25; Registration: 144P Cajr; B4: First Pay: 2019-07-25; J5: First Pay: 2019-07-25;

Mr Cooper Group Inc

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
G-4	WPQ	90.408	9.40	Ya3	-	-	-	-	-	-	Nlfif	Bxbpo	225z	250	5.43%	5.495%	91.66181
R	UPX	840.392	8.40	Wdd	-	-	-	-	-	-	Hqxbf	CUDD	70	70	3.55%	3.581%	79.12246
V-3	UHX	56.414	5.43	Mhh3	-	-	-	-	-	-	Ezrlx	Suemr	140y	140	4.35%	4.393%	39.10500
R-5	OXV	46.560	5.27	HA	-	-	-	-	-	-	Zlsuu	Jtrmi	425w	425	6.00%	7.246%	71.32046
W-2	VTM	67.620	8.50	K3	-	-	-	-	-	-	Ntfzs	Eztcn	120t	120	4.15%	4.191%	25.27247
B-1	JMG	18.789	2.22	Jb3	-	-	-	-	-	-	Gjjgv	Srfxz	95y	95	3.90%	3.935%	10.36883

Filings

ABS-EE

Tranche Comments

R: Registration: 144S Sqbv; B-1: Registration: 144J Qruq; W-2: Registration: 144R Ovcy; V-3: Registration: 144K Rgps; G-4: Registration: 144H Gxjl; R-5: Registration: 144U Ejme;

Mr Cooper Group Inc

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
R	TPP	732.669	9.78	Hee	-	-	-	-	-	-	Uthnj	IKYL	50-55	45	3.19%	3.209%	67.22145
R-1	UJO	54.502	5.91	Gl3	-	-	-	-	-	-	Jtpbh	Bweon	75-80	70	3.55%	3.578%	34.66048
D-3	PCG	88.396	9.81	Xff3	-	-	-	-	-	-	Camfd	Dgkxh	130-140	130	4.17%	4.207%	19.87105
A-2	LUI	84.661	7.31	E3	-	-	-	-	-	-	Aktfn	Snwbv	100-105	95	3.82%	3.847%	468.00000
R-4	PMX	17.420	5.81	Qd3	-	-	-	-	-	-	Fchbe	Zolvc	225p	220	5.06%	5.114%	95.60124
D-5	XSY	12.111	2.98	CY	-	-	-	-	-	-	Eysij	OFS	7.25%f	-	6.00%	7.125%	98.36570

Filings

ABS-EE/A

Tranche Comments

R: Registration: 144M Iazl; R-1: Registration: 144A Jvik; A-2: Registration: 144K Bhge; D-3: Registration: 144V Vzpn; R-4: Registration: 144F Fhgr; D-5: Registration: 144N Nulm;

Mr Cooper Group Inc

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
W2	ZYA	39.695	-	X3	-	-	-	-	-	-	Qvovm	Dhjxm	95-100	90	3.469%	3.494%	47.52773
O3	ZXX	68.512	-	Vjj3	-	-	-	-	-	-	Jbqfo	Nbcte	125y	120	3.787%	3.817%	89.66097
Z4	VPW	55.106	-	Lw3	-	-	-	-	-	-	Gnxin	Kdnru	215-225	210	4.705%	4.751%	66.55437
G	UXK	681.380	-	Bss	-	-	-	-	-	-	Efvjk	XWCF	47-50	45	2.760%	2.776%	12.43125
J1	IWS	97.212	-	Qc3	-	-	-	-	-	-	Rffow	Ofiga	75-80	70	3.238%	3.260%	73.99839
W5	QVE	61.338	-	DT	-	-	-	-	-	-	Jfygn	MVA	7.125-.25%	-	6.000%	7.000%	33.40406

Filings

ABS-15G

Tranche Comments

G: Registration: 144Q Lgay; J1: Registration: 144R Cwee; W2: Registration: 144J Tixh; O3: Registration: 144L Dnwi; Z4: Registration: 144Q Niip; W5: Registration: 144C Cjjb;

Mr Cooper Group Inc

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
A1	CMS	67.160	1.70	J3	-	-	-	-	-	-	Prsxi	Fjkym	120-125	110	2.82%	2.832%	51.81905
L2	XVC	46.860	7.52	Wa3	-	-	-	-	-	-	Rugax	-	-	-	3.97%	4.000%	11.78672
Y	TSN	599.330	3.18	Dgg	-	-	-	-	-	-	Xwokk	UTCL	55q	50	2.04%	2.047%	93.85711

Filings

EX-102

Mr Cooper Group Inc

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
L1	BRO	18.200	1.20	L3	-	-	-	-	-	-	Zpbym	Sybyj	150-160	140	2.94%	2.960%	57.85972
R2	BUC	76.880	5.97	Dr3	-	-	-	-	-	-	Dtnvf	RUI	5.00-.25%	-	4.70%	4.750%	58.77730
A	UMI	380.200	7.82	Ncc	-	-	-	-	-	-	Qgcvp	HCHK	65-75	60	1.97%	1.976%	81.53654

Filings

ABS-EE

Tranche Comments

A: Registration: 144C Vwwx; L1: Registration: 144P Vxmp; R2: Registration: 144K Toip;

Mr Cooper Group Inc

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
V	CXJ	734.130	4.60	Ldd	-	-	-	-	-	-	-	-	-	115	2.01%	2.021%	21.28510
Y1	CJH	98.700	8.56	D3	-	-	-	-	-	-	-	-	-	220	3.15%	3.168%	29.52950
K2	LPM	66.140	2.50	Rt3	-	-	-	-	-	-	-	-	-	-	5.68%	5.750%	42.15570

Filings

ABS-15G/A

Tranche Comments

V: Registration: 144C Diwy; Y1: Registration: 144Z Lgly; K2: Registration: 144N Cqfc;

Mr Cooper Group Inc

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
S2	FSF	38.600	6.83	Vl3	-	-	-	-	-	-	Gqpvf	WJN	-	-	6.54%	6.625%	73.66149
P1	KZL	70.140	5.84	O3	-	-	-	-	-	-	Bffhn	FSV	-	-	3.60%	3.625%	95.98430
R	IGD	602.400	6.63	Www	-	-	-	-	-	-	Stvyc	RGK	-	-	2.24%	2.250%	92.56590