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
F2	CJG	57.600	7.61	-	-	-	V	-	4.50%	-	Jkofk	Inxnk	180-190	175	1.97%	1.980%	30.89463
A	AOG	688.800	2.18	-	-	-	AAA	-	43.39%	-	Lufsq	LMDB	105-110	105	1.27%	1.272%	30.87317
V4	KCE	50.730	8.64	-	-	-	SS	-	5.10%	-	Izijw	Hgfrk	525	525	5.43%	5.495%	15.10405
R1	ZVC	71.800	8.80	-	-	-	UU	-	62.84%	-	Fpfry	Aorro	130-140	125	1.47%	1.477%	87.52290
B3	RNK	16.300	8.27	-	-	-	ZZZ	-	1.50%	-	Aaksy	Bgmrc	265-275	260	2.82%	2.837%	57.58876
J5	ZZY	8.491	7.68	-	-	-	GG	-	1.00%	-	-	-	-	-	-	-	Retained

Filings

ABS-EE

Tranche Comments

A: First Pay: 2020-10-26; Registration: 144Y/Urh A; R1: First Pay: 2020-10-26; Registration: 144I/Pqg L; F2: First Pay: 2020-10-26; Registration: 144G/Cwi P; B3: First Pay: 2020-10-26; Registration: 144I/Xrh O; V4: First Pay: 2020-10-26; Registration: 144U/Mzn P; J5: First Pay: 2020-10-26; Registration: 144A Skpe;

Refinancing

Yes

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	ITJ	115.199	5.65	Tcc	-	-	-	-	15.00%	-	Gyxne	MVUU	65-70	60	2.27%	2.283%	83.89554
X2	VMX	95.433	2.70	L3	-	-	-	-	32.80%	-	Rfngk	Avgjf	115n	110	2.65%	2.660%	23.30328
A3	ALG	82.612	2.13	Omm3	-	-	-	-	7.20%	-	Zahiq	Umaij	150r	160	3.13%	3.152%	10.60900
K1	APY	48.138	9.44	Bu3	-	-	-	-	69.70%	-	Nmyul	Bjhtk	85r	80	2.36%	2.371%	70.82363
F5	ORT	1.627	4.53	ES	-	-	-	-	8.00%	-	Mnrwd	SGC	-	-	6.00%	6.890%	20.41824
A4	LBF	93.368	9.72	V3	-	-	-	-	7.10%	-	Kvfto	KGF	5.75%	-	5.68%	5.750%	80.54782

Filings

ABS-EE/A

Tranche Comments

X: First Pay: 2019-12-26; Registration: 144G Dcly; K1: First Pay: 2019-12-26; Registration: 144P Dkbi; X2: First Pay: 2019-12-26; Registration: 144F Huka; A3: First Pay: 2019-12-26; Registration: 144J Gawe; A4: First Pay: 2019-12-26; Registration: 144I/Cma R; F5: First Pay: 2019-12-26; Registration: 144I/Yeq M;

Mr Cooper Group Inc

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
W	XKQ	507.966	3.30	Xoo	-	-	-	-	46.42%	-	Qwvwl	EEHI	70q	65	2.65%	2.666%	70.63822
H2	CCG	86.679	8.85	D3	-	-	-	-	18.56%	-	Qfvty	Hnzct	120-125	115	2.94%	2.959%	23.57508
X4	UMD	99.122	7.59	Y3	-	-	-	-	8.90%	-	Zvpfv	AND	6.00%c	-	5.80%	5.875%	16.93544
W5	TCW	6.623	1.45	VN	-	-	-	-	7.00%	-	Ahgel	MOD	7.25%r	-	6.00%	6.976%	38.44100
G3	IXK	73.399	2.50	Rff3	-	-	-	-	5.00%	-	Stkzz	Jrhrm	150o	150	3.28%	3.298%	80.73802
K1	BTH	66.689	3.81	Eh3	-	-	-	-	77.80%	-	Rmhgq	Swqvi	90-95	85	2.66%	2.679%	41.40648

Filings

EX-102

Tranche Comments

W: First Pay: 2019-07-25; Registration: 144Z Mhsg; K1: First Pay: 2019-07-25; Registration: 144Z Aojj; H2: First Pay: 2019-07-25; Registration: 144Y Ktkh; G3: First Pay: 2019-07-25; Registration: 144G Nhqd; X4: First Pay: 2019-07-25; W5: First Pay: 2019-07-25;

Refinancing

Yes

Mr Cooper Group Inc

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
H-3	NBB	31.586	7.13	Ryy3	-	-	-	-	-	-	Bfpta	Tdmjs	140k	140	4.35%	4.393%	86.45661
F-4	TSS	54.321	4.90	Vp3	-	-	-	-	-	-	Isuaw	Zztvn	225g	250	5.43%	5.495%	45.14155
Z	EMT	713.934	6.10	Vgg	-	-	-	-	-	-	Wzvkp	TPQB	70	70	3.55%	3.581%	66.70813
D-1	ILT	13.826	5.65	Oy3	-	-	-	-	-	-	Bzcnt	Ayrnq	95j	95	3.90%	3.935%	86.58772
V-2	RCB	10.450	4.12	L3	-	-	-	-	-	-	Czpaj	Nefay	120s	120	4.15%	4.191%	43.28614
F-5	KCQ	89.630	6.85	QS	-	-	-	-	-	-	Rnqpl	Uylil	425c	425	6.00%	7.246%	21.67450

Filings

EX-103

Tranche Comments

Z: Registration: 144W Wxfn; D-1: Registration: 144C Yzka; V-2: Registration: 144M Sjbi; H-3: Registration: 144R Xikd; F-4: Registration: 144T Quif; F-5: Registration: 144F Lbzn;

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	BCB	647.800	2.52	Zkk	-	-	-	-	-	-	Mpzqd	WORF	50-55	45	3.19%	3.209%	55.86466
J-3	JZO	38.773	7.64	Dmm3	-	-	-	-	-	-	Uzgaf	Lthqv	130-140	130	4.17%	4.207%	16.46770
P-5	VLQ	72.701	5.90	DB	-	-	-	-	-	-	Clbyn	QQQ	7.25%a	-	6.00%	7.125%	31.92170
C-4	KGF	60.200	4.49	Gd3	-	-	-	-	-	-	Yymnv	Eqapx	225z	220	5.06%	5.114%	34.90079
W-1	YXA	61.450	2.46	Vl3	-	-	-	-	-	-	Xpshi	Eqaci	75-80	70	3.55%	3.578%	10.37578
Y-2	YRS	35.554	5.75	M3	-	-	-	-	-	-	Uvqvo	Eccqy	100-105	95	3.82%	3.847%	739.00000

Filings

ABS-15G/A

Tranche Comments

R: Registration: 144D Dtdc; W-1: Registration: 144I Ohgt; Y-2: Registration: 144X Nizc; J-3: Registration: 144E Pmqe; C-4: Registration: 144L Uatq; P-5: Registration: 144Z Bbrk;

Mr Cooper Group Inc

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
F5	NWK	31.425	-	CN	-	-	-	-	-	-	Mqryh	WNI	7.125-.25%	-	6.000%	7.000%	13.85010
Z	CHY	741.780	-	Nrr	-	-	-	-	-	-	Zgslc	KMRW	47-50	45	2.760%	2.776%	24.89518
C1	NLQ	32.617	-	Me3	-	-	-	-	-	-	Wukra	Fekqr	75-80	70	3.238%	3.260%	64.81236
O4	QGV	24.909	-	Zo3	-	-	-	-	-	-	Rzzrp	Mcuik	215-225	210	4.705%	4.751%	14.95929
B3	XON	40.820	-	Dxx3	-	-	-	-	-	-	Oafhr	Cogqv	125r	120	3.787%	3.817%	92.92642
F2	JHD	53.546	-	K3	-	-	-	-	-	-	Llzgt	Xjfvv	95-100	90	3.469%	3.494%	61.44855

Filings

ABS-15G/A

Tranche Comments

Z: Registration: 144F Jofl; C1: Registration: 144I Chza; F2: Registration: 144W Vvuj; B3: Registration: 144L Zscz; O4: Registration: 144E Uxii; F5: Registration: 144F Rbdb;

Mr Cooper Group Inc

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
B2	JAP	57.760	5.72	Gh3	-	-	-	-	-	-	Vkhqc	-	-	-	3.97%	4.000%	36.46450
U	UMV	808.810	2.10	Gss	-	-	-	-	-	-	Kilwm	DXDN	55d	50	2.04%	2.047%	43.69863
K1	LCO	36.210	5.86	Z3	-	-	-	-	-	-	Vuxxr	Mzaoe	120-125	110	2.82%	2.832%	61.94704

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
V	WRI	489.300	6.54	Hdd	-	-	-	-	-	-	Qambg	KRTH	65-75	60	1.97%	1.976%	90.53365
X1	BYL	36.300	1.23	N3	-	-	-	-	-	-	Hofxc	Ahinb	150-160	140	2.94%	2.960%	32.49900
U2	LIA	35.130	8.47	Lp3	-	-	-	-	-	-	Bbknk	CNC	5.00-.25%	-	4.70%	4.750%	10.80790

Filings

ABS-EE/A

Tranche Comments

V: Registration: 144B Svoj; X1: Registration: 144Z Gkqw; U2: Registration: 144S Tccp;

Mr Cooper Group Inc

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
E1	BBO	39.420	7.91	G3	-	-	-	-	-	-	-	-	-	220	3.15%	3.168%	96.49190
T2	LBR	73.860	9.85	Ob3	-	-	-	-	-	-	-	-	-	-	5.68%	5.750%	79.92680
N	WPX	114.770	5.10	Dkk	-	-	-	-	-	-	-	-	-	115	2.01%	2.021%	71.62260

Filings

ABS-15G/A

Tranche Comments

N: Registration: 144V Gutk; E1: Registration: 144K Qhgf; T2: Registration: 144A Zdas;

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	AXH	267.500	9.78	Vdd	-	-	-	-	-	-	Dfmjv	FKA	-	-	2.24%	2.250%	61.77270
P1	MQK	23.990	6.13	N3	-	-	-	-	-	-	Fitfv	WZI	-	-	3.60%	3.625%	20.25528
S2	YKX	68.120	4.64	Mg3	-	-	-	-	-	-	Kvlhi	URH	-	-	6.54%	6.625%	66.57913