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
R3	JVG	38.200	4.82	-	-	-	GGG	-	3.60%	-	Dorvv	Gxnul	265-275	260	2.82%	2.837%	35.76834
S	IGH	824.300	5.56	-	-	-	UUU	-	27.73%	-	Uqbfr	UMPO	105-110	105	1.27%	1.272%	22.30653
O4	HAK	98.670	5.61	-	-	-	VV	-	8.60%	-	Hhqad	Weyfl	525	525	5.43%	5.495%	86.42721
V1	YNF	32.500	9.87	-	-	-	EE	-	83.18%	-	Omgmk	Vlefs	130-140	125	1.47%	1.477%	73.11590
W2	AMK	59.200	9.80	-	-	-	M	-	3.40%	-	Gfjra	Rigwb	180-190	175	1.97%	1.980%	57.59890
Y5	BRN	6.464	3.29	-	-	-	CC	-	6.00%	-	-	-	-	-	-	-	Retained

Filings

ABS-EE

Tranche Comments

S: First Pay: 2020-10-26; Registration: 144K/Paq U; V1: First Pay: 2020-10-26; Registration: 144B/Pqc C; W2: First Pay: 2020-10-26; Registration: 144J/Zbm O; R3: First Pay: 2020-10-26; Registration: 144L/Nzg Y; O4: First Pay: 2020-10-26; Registration: 144N/Edi A; Y5: First Pay: 2020-10-26; Registration: 144G Msdw;

Mr Cooper Group Inc

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
Z4	OPD	78.533	8.10	X3	-	-	-	-	8.70%	-	Nyztx	KIP	5.75%	-	5.68%	5.750%	50.58471
W5	JLE	4.357	9.88	NC	-	-	-	-	2.00%	-	Pawbi	ONT	-	-	6.00%	6.890%	65.69907
O2	YEN	88.183	2.60	R3	-	-	-	-	13.60%	-	Lsjvb	Rhxiv	115o	110	2.65%	2.660%	64.62496
G	MSX	589.973	4.48	Axx	-	-	-	-	17.00%	-	Lolec	GGWB	65-70	60	2.27%	2.283%	13.21381
X1	FLZ	51.277	5.42	Vr3	-	-	-	-	76.60%	-	Aoprk	Honxm	85k	80	2.36%	2.371%	24.54981
X3	MHH	19.866	6.47	Auu3	-	-	-	-	7.80%	-	Hycpm	Azhxs	150m	160	3.13%	3.152%	31.55069

Filings

ABS-15G

Tranche Comments

G: First Pay: 2019-12-26; Registration: 144K Gbht; X1: First Pay: 2019-12-26; Registration: 144E Hzzg; O2: First Pay: 2019-12-26; Registration: 144U Igrn; X3: First Pay: 2019-12-26; Registration: 144D Nalb; Z4: First Pay: 2019-12-26; Registration: 144I/Dff U; W5: First Pay: 2019-12-26; Registration: 144E/Obv Y;

Mr Cooper Group Inc

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
J4	IPN	24.826	3.44	F3	-	-	-	-	1.80%	-	Nfhqg	OON	6.00%m	-	5.80%	5.875%	73.14938
X1	NAQ	30.446	7.76	Vz3	-	-	-	-	44.60%	-	Bpnku	Aobwb	90-95	85	2.66%	2.679%	39.75445
K3	GGG	62.186	2.10	Upp3	-	-	-	-	4.00%	-	Dqyzp	Zehmb	150f	150	3.28%	3.298%	45.80488
C2	XCK	12.258	5.86	N3	-	-	-	-	10.62%	-	Kaobi	Zybza	120-125	115	2.94%	2.959%	96.94126
Y5	CCA	1.361	9.52	GE	-	-	-	-	6.00%	-	Pczho	PBB	7.25%l	-	6.00%	6.976%	63.67500
S	FBT	881.829	6.60	Kyy	-	-	-	-	47.23%	-	Aijmc	ODBA	70y	65	2.65%	2.666%	74.31461

Filings

EX-103

Tranche Comments

S: First Pay: 2019-07-25; Registration: 144S Vwff; X1: First Pay: 2019-07-25; Registration: 144M Udsv; C2: First Pay: 2019-07-25; Registration: 144Y Rtte; K3: First Pay: 2019-07-25; Registration: 144A Hrbt; J4: First Pay: 2019-07-25; Y5: 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
I-4	MSF	15.445	1.20	Wb3	-	-	-	-	-	-	Lnbti	Heiti	225z	250	5.43%	5.495%	13.54871
S-5	ZBU	65.590	9.95	BI	-	-	-	-	-	-	Kfuxy	Gxbdm	425q	425	6.00%	7.246%	67.53605
W-2	QKS	10.360	5.35	A3	-	-	-	-	-	-	Uzmuc	Ulwid	120l	120	4.15%	4.191%	15.19476
Z-3	MOE	29.377	2.64	Oee3	-	-	-	-	-	-	Gsbfh	Sflgj	140c	140	4.35%	4.393%	47.56031
N-1	BWB	84.284	5.73	Fa3	-	-	-	-	-	-	Bkbjn	Zrtlc	95m	95	3.90%	3.935%	50.83051
F	VUD	511.436	5.50	Exx	-	-	-	-	-	-	Ybghy	JYGX	70	70	3.55%	3.581%	68.36619

Filings

EX-102

Tranche Comments

F: Registration: 144G Cchc; N-1: Registration: 144E Dppv; W-2: Registration: 144T Owwj; Z-3: Registration: 144M Ucgf; I-4: Registration: 144M Esio; S-5: Registration: 144L Pngz;

Mr Cooper Group Inc

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
E-3	TGN	36.175	2.20	Rhh3	-	-	-	-	-	-	Guqts	Ootvh	130-140	130	4.17%	4.207%	32.78678
S-5	QSK	42.977	9.25	ZF	-	-	-	-	-	-	Ustqv	UYZ	7.25%h	-	6.00%	7.125%	69.70230
X	HVG	173.262	3.84	Tbb	-	-	-	-	-	-	Whgcj	MACN	50-55	45	3.19%	3.209%	93.84116
V-1	JGS	63.736	4.18	Ou3	-	-	-	-	-	-	Jaihk	Trynl	75-80	70	3.55%	3.578%	21.14382
O-2	CMB	21.343	9.79	R3	-	-	-	-	-	-	Albon	Cydck	100-105	95	3.82%	3.847%	296.00000
S-4	FVE	85.280	7.69	Kx3	-	-	-	-	-	-	Epgzn	Doxpp	225j	220	5.06%	5.114%	79.46488

Filings

EX-102

Tranche Comments

X: Registration: 144J Srqo; V-1: Registration: 144X Rmjo; O-2: Registration: 144B Zqld; E-3: Registration: 144S Wkhq; S-4: Registration: 144Z Zpgt; S-5: Registration: 144G Iecg;

Mr Cooper Group Inc

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
A3	RBJ	52.468	-	Fmm3	-	-	-	-	-	-	Uwkov	Byroz	125g	120	3.787%	3.817%	77.88462
V5	TNU	24.790	-	OE	-	-	-	-	-	-	Zscvj	SWW	7.125-.25%	-	6.000%	7.000%	37.10700
Y1	LRX	39.237	-	Ck3	-	-	-	-	-	-	Vtwol	Iamxa	75-80	70	3.238%	3.260%	63.62106
G2	AQA	17.452	-	E3	-	-	-	-	-	-	Zvvjg	Jgrqx	95-100	90	3.469%	3.494%	49.43921
T	GTL	821.926	-	Off	-	-	-	-	-	-	Esqxr	GUUR	47-50	45	2.760%	2.776%	93.49656
V4	TUW	77.263	-	Ju3	-	-	-	-	-	-	Lzmif	Vjiiy	215-225	210	4.705%	4.751%	63.90776

Filings

ABS-EE/A

Tranche Comments

T: Registration: 144L Ohse; Y1: Registration: 144T Jbcr; G2: Registration: 144D Jmue; A3: Registration: 144P Xnwf; V4: Registration: 144Z Uvis; V5: Registration: 144Y Jabf;

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	XYN	868.210	6.17	Bii	-	-	-	-	-	-	Eftgi	ZAMS	55u	50	2.04%	2.047%	36.55147
W1	IQA	52.900	2.75	U3	-	-	-	-	-	-	Booau	Nivzw	120-125	110	2.82%	2.832%	79.82078
G2	PES	64.890	9.10	Tn3	-	-	-	-	-	-	Lulph	-	-	-	3.97%	4.000%	38.41012

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
D2	LAZ	64.450	8.70	Vy3	-	-	-	-	-	-	Inrkb	XBK	5.00-.25%	-	4.70%	4.750%	26.45550
K1	EZL	71.100	5.29	J3	-	-	-	-	-	-	Vhtlr	Klmdg	150-160	140	2.94%	2.960%	15.24411
J	FHR	536.400	5.85	Qjj	-	-	-	-	-	-	Etcve	CEMG	65-75	60	1.97%	1.976%	30.78384

Filings

ABS-15G/A

Tranche Comments

J: Registration: 144S Exxy; K1: Registration: 144B Chwt; D2: Registration: 144W Equf;

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	JIW	13.420	9.44	Z3	-	-	-	-	-	-	-	-	-	220	3.15%	3.168%	16.89730
M2	ANI	12.100	1.44	Jx3	-	-	-	-	-	-	-	-	-	-	5.68%	5.750%	83.27090
E	WUM	427.680	6.20	Wss	-	-	-	-	-	-	-	-	-	115	2.01%	2.021%	48.28970

Filings

ABS-15G/A

Tranche Comments

E: Registration: 144K Lcju; L1: Registration: 144M Iwpb; M2: Registration: 144P Jhfs;

Mr Cooper Group Inc

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
I2	LCQ	66.800	4.81	Fq3	-	-	-	-	-	-	Almet	XTB	-	-	6.54%	6.625%	99.34212
W	QVL	762.100	9.59	Ixx	-	-	-	-	-	-	Urkzu	JOT	-	-	2.24%	2.250%	74.83440
L1	XSF	17.410	4.23	U3	-	-	-	-	-	-	Fpjud	NAU	-	-	3.60%	3.625%	56.20847