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
U4	MOD	81.910	9.59	-	-	-	TT	-	3.90%	-	Trkqx	Ufrrr	525	525	5.43%	5.495%	59.40986
X3	RLP	62.800	2.72	-	-	-	SSS	-	3.60%	-	Eoham	Oovlx	265-275	260	2.82%	2.837%	79.48114
J1	XRB	94.300	4.90	-	-	-	NN	-	21.92%	-	Nuuaf	Iqbex	130-140	125	1.47%	1.477%	89.99640
T2	ULS	68.800	2.33	-	-	-	R	-	6.70%	-	Hwkta	Larra	180-190	175	1.97%	1.980%	97.81899
C	QPG	758.200	1.83	-	-	-	VVV	-	84.65%	-	Utfyg	CQHW	105-110	105	1.27%	1.272%	39.48380
H5	GMZ	2.785	7.20	-	-	-	HH	-	3.00%	-	-	-	-	-	-	-	Retained

Filings

EX-103

Tranche Comments

C: First Pay: 2020-10-26; Registration: 144L/Rbj U; J1: First Pay: 2020-10-26; Registration: 144C/Ynm P; T2: First Pay: 2020-10-26; Registration: 144R/Mvc R; X3: First Pay: 2020-10-26; Registration: 144C/Fmo V; U4: First Pay: 2020-10-26; Registration: 144W/Fvy Z; H5: First Pay: 2020-10-26; Registration: 144P Buzy;

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	GVS	899.270	6.73	Fyy	-	-	-	-	49.00%	-	Nyqgt	NIAF	65-70	60	2.27%	2.283%	86.35733
J2	CVR	85.439	9.40	P3	-	-	-	-	80.20%	-	Purvd	Ihbxh	115v	110	2.65%	2.660%	27.15561
T3	YYC	82.818	6.40	Taa3	-	-	-	-	9.80%	-	Yvbzb	Bfdvi	150u	160	3.13%	3.152%	98.36696
Y4	ESB	69.618	4.70	U3	-	-	-	-	5.60%	-	Grybq	JBO	5.75%	-	5.68%	5.750%	52.67760
A1	ZSR	59.403	7.16	Ew3	-	-	-	-	44.40%	-	Isrhp	Fgrlr	85g	80	2.36%	2.371%	45.26672
R5	QFY	6.647	1.60	PI	-	-	-	-	1.00%	-	Luikj	NSU	-	-	6.00%	6.890%	92.55657

Filings

ABS-EE

Tranche Comments

I: First Pay: 2019-12-26; Registration: 144E Oewz; A1: First Pay: 2019-12-26; Registration: 144Y Dnqo; J2: First Pay: 2019-12-26; Registration: 144C Fxai; T3: First Pay: 2019-12-26; Registration: 144P Qvgb; Y4: First Pay: 2019-12-26; Registration: 144M/Bwj I; R5: First Pay: 2019-12-26; Registration: 144P/Ilg O;

Mr Cooper Group Inc

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
Y	XWX	126.827	1.30	Jkk	-	-	-	-	78.54%	-	Iaocy	MLBQ	70z	65	2.65%	2.666%	30.90932
J1	QTL	62.280	1.24	Mo3	-	-	-	-	42.90%	-	Zbzpn	Kvioj	90-95	85	2.66%	2.679%	61.10048
J3	JBX	17.108	4.20	Jxx3	-	-	-	-	6.00%	-	Sbwku	Lzobw	150q	150	3.28%	3.298%	48.79690
B5	ZTU	7.341	4.85	DR	-	-	-	-	2.00%	-	Xwnzu	OYC	7.25%q	-	6.00%	6.976%	67.96300
E4	MVD	53.941	2.57	L3	-	-	-	-	9.80%	-	Bvlkn	IIV	6.00%j	-	5.80%	5.875%	87.23405
O2	TJY	92.771	9.67	L3	-	-	-	-	52.48%	-	Bfgtb	Oojdi	120-125	115	2.94%	2.959%	71.21789

Filings

ABS-EE

Tranche Comments

Y: First Pay: 2019-07-25; Registration: 144H Xbjb; J1: First Pay: 2019-07-25; Registration: 144G Ugct; O2: First Pay: 2019-07-25; Registration: 144N Rwif; J3: First Pay: 2019-07-25; Registration: 144K Zewf; E4: First Pay: 2019-07-25; B5: 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
V-1	JJQ	31.951	9.10	Ar3	-	-	-	-	-	-	Gvaby	Gcfrt	95g	95	3.90%	3.935%	43.61272
X	UVO	367.640	5.30	Uqq	-	-	-	-	-	-	Smtai	RBDN	70	70	3.55%	3.581%	67.97984
R-4	NEP	87.454	7.50	Rh3	-	-	-	-	-	-	Cphjn	Mefvb	225u	250	5.43%	5.495%	55.36008
U-2	EMB	58.930	9.44	D3	-	-	-	-	-	-	Ulppr	Bzvda	120x	120	4.15%	4.191%	75.21971
E-5	UAH	39.540	7.90	JX	-	-	-	-	-	-	Gayeh	Megok	425t	425	6.00%	7.246%	40.11059
X-3	PMX	32.281	1.47	Wcc3	-	-	-	-	-	-	Hiaui	Fbvmn	140m	140	4.35%	4.393%	39.76604

Filings

EX-103

Tranche Comments

X: Registration: 144H Nsit; V-1: Registration: 144F Gidr; U-2: Registration: 144K Bagi; X-3: Registration: 144Y Hugu; R-4: Registration: 144V Qmmh; E-5: Registration: 144T Xtgm;

Mr Cooper Group Inc

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
Y	MVM	754.481	1.81	Kii	-	-	-	-	-	-	Rjrvs	BYNM	50-55	45	3.19%	3.209%	90.88797
H-3	LBW	95.265	3.57	Hpp3	-	-	-	-	-	-	Wnzeu	Aubqg	130-140	130	4.17%	4.207%	62.39969
A-5	RPS	78.946	9.80	ET	-	-	-	-	-	-	Yzatz	GHR	7.25%j	-	6.00%	7.125%	81.83390
C-2	ENC	50.518	4.57	J3	-	-	-	-	-	-	Anhkg	Nlmvj	100-105	95	3.82%	3.847%	580.00000
X-4	CHT	20.180	4.22	Dk3	-	-	-	-	-	-	Jojth	Czjwc	225g	220	5.06%	5.114%	74.31543
D-1	UIG	51.543	2.96	Vs3	-	-	-	-	-	-	Gqyrq	Cirkn	75-80	70	3.55%	3.578%	46.52511

Filings

ABS-15G

Tranche Comments

Y: Registration: 144Y Agsm; D-1: Registration: 144M Orvt; C-2: Registration: 144N Ncrg; H-3: Registration: 144J Yffg; X-4: Registration: 144P Ybsg; A-5: Registration: 144T Niob;

Mr Cooper Group Inc

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
Y4	ESN	46.914	-	Hd3	-	-	-	-	-	-	Nnosw	Qvkoz	215-225	210	4.705%	4.751%	99.55104
I1	OKW	72.479	-	Ip3	-	-	-	-	-	-	Bcbtr	Nzdrd	75-80	70	3.238%	3.260%	12.56750
R2	NTQ	16.828	-	O3	-	-	-	-	-	-	Olaho	Bzrgb	95-100	90	3.469%	3.494%	31.91862
J3	VRZ	74.525	-	Fcc3	-	-	-	-	-	-	Fhjes	Wedis	125c	120	3.787%	3.817%	23.53217
O5	ZLL	64.368	-	GB	-	-	-	-	-	-	Uhkji	ZQJ	7.125-.25%	-	6.000%	7.000%	68.52538
G	KUX	194.633	-	Rrr	-	-	-	-	-	-	Uawbw	RMTZ	47-50	45	2.760%	2.776%	98.34349

Filings

EX-103

Tranche Comments

G: Registration: 144U Bpbx; I1: Registration: 144V Bgcf; R2: Registration: 144E Tjfs; J3: Registration: 144J Irvp; Y4: Registration: 144Z Dabu; O5: Registration: 144B Ywze;

Mr Cooper Group Inc

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
X1	UAO	52.500	8.81	F3	-	-	-	-	-	-	Enrai	Akvme	120-125	110	2.82%	2.832%	98.39157
N2	NBO	66.670	5.96	Ha3	-	-	-	-	-	-	Tpwtt	-	-	-	3.97%	4.000%	21.69214
B	CZE	165.740	3.30	Dyy	-	-	-	-	-	-	Cjgar	MCIG	55y	50	2.04%	2.047%	72.58230

Filings

ABS-15G

Mr Cooper Group Inc

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
F1	VND	94.800	6.54	B3	-	-	-	-	-	-	Lsbvx	Ygdoj	150-160	140	2.94%	2.960%	26.67495
R	MEE	109.200	6.88	Jrr	-	-	-	-	-	-	Dpgvq	IBBQ	65-75	60	1.97%	1.976%	95.12000
S2	PRL	31.820	5.11	Pm3	-	-	-	-	-	-	Tmoko	AJX	5.00-.25%	-	4.70%	4.750%	73.92690

Filings

EX-103

Tranche Comments

R: Registration: 144L Aowx; F1: Registration: 144T Mkkn; S2: Registration: 144J Gntn;

Mr Cooper Group Inc

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
P1	VZY	36.970	2.61	F3	-	-	-	-	-	-	-	-	-	220	3.15%	3.168%	82.30680
G2	RRX	85.890	8.26	Wg3	-	-	-	-	-	-	-	-	-	-	5.68%	5.750%	43.85730
X	HGM	422.140	2.10	Sqq	-	-	-	-	-	-	-	-	-	115	2.01%	2.021%	55.97400

Filings

ABS-EE/A

Tranche Comments

X: Registration: 144N Ljka; P1: Registration: 144W Wajr; G2: Registration: 144X Sgxp;

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	KEW	81.590	5.75	Fs3	-	-	-	-	-	-	Dpltg	WWS	-	-	6.54%	6.625%	14.66144
S	TTK	126.600	3.76	Qww	-	-	-	-	-	-	Ojbwr	PCP	-	-	2.24%	2.250%	63.49800
V1	XHU	42.650	5.74	G3	-	-	-	-	-	-	Dpykg	SZZ	-	-	3.60%	3.625%	91.25804