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
P2	BGL	98.600	8.60	-	-	-	Q	-	3.80%	-	Dmphm	Bowut	180-190	175	1.97%	1.980%	22.59859
W1	YEM	97.800	5.13	-	-	-	II	-	13.51%	-	Gauwe	Rogwi	130-140	125	1.47%	1.477%	30.18540
J3	GNI	90.500	6.38	-	-	-	NNN	-	3.40%	-	Inpud	Cyubt	265-275	260	2.82%	2.837%	65.18534
E4	ATZ	21.310	4.40	-	-	-	SS	-	3.60%	-	Ktorl	Cqvuj	525	525	5.43%	5.495%	33.23313
X	OZT	653.500	7.67	-	-	-	OOO	-	82.72%	-	Qpwpp	QECM	105-110	105	1.27%	1.272%	77.11875
G5	IMU	2.843	6.19	-	-	-	VV	-	1.00%	-	-	-	-	-	-	-	Retained

Filings

ABS-EE/A

Tranche Comments

X: First Pay: 2020-10-26; Registration: 144Y/Fsl R; W1: First Pay: 2020-10-26; Registration: 144T/Kvi B; P2: First Pay: 2020-10-26; Registration: 144U/Htz B; J3: First Pay: 2020-10-26; Registration: 144Z/Mql Z; E4: First Pay: 2020-10-26; Registration: 144U/Vqc R; G5: First Pay: 2020-10-26; Registration: 144E Cdqo;

Mr Cooper Group Inc

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
W1	GXD	54.612	1.52	Ce3	-	-	-	-	25.60%	-	Kjgub	Yuuph	85n	80	2.36%	2.371%	60.86543
S5	ELN	7.518	8.95	PE	-	-	-	-	2.00%	-	Siobd	RHW	-	-	6.00%	6.890%	20.15151
L4	IMX	37.556	2.91	S3	-	-	-	-	6.40%	-	Wkcju	NOU	5.75%	-	5.68%	5.750%	77.99003
M2	UHX	41.117	3.90	L3	-	-	-	-	38.10%	-	Vibsy	Zegai	115w	110	2.65%	2.660%	10.13027
V3	BHY	65.662	8.14	Pgg3	-	-	-	-	2.80%	-	Dtqrs	Ccqmt	150b	160	3.13%	3.152%	75.19282
C	LTN	474.362	7.78	Kbb	-	-	-	-	66.00%	-	Nljiy	ZVJJ	65-70	60	2.27%	2.283%	68.85129

Filings

ABS-EE

Tranche Comments

C: First Pay: 2019-12-26; Registration: 144L Muer; W1: First Pay: 2019-12-26; Registration: 144L Sobu; M2: First Pay: 2019-12-26; Registration: 144C Mkpw; V3: First Pay: 2019-12-26; Registration: 144N Lbsu; L4: First Pay: 2019-12-26; Registration: 144B/Tdu P; S5: First Pay: 2019-12-26; Registration: 144B/Gmy 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
V4	VPU	67.550	9.69	C3	-	-	-	-	8.50%	-	Hysht	SAG	6.00%w	-	5.80%	5.875%	40.71792
L3	FJE	78.655	9.60	Ppp3	-	-	-	-	1.00%	-	Myrbe	Vyajs	150j	150	3.28%	3.298%	60.27503
A	ZED	894.829	2.10	Dii	-	-	-	-	18.50%	-	Hjond	CNEK	70g	65	2.65%	2.666%	21.15522
M2	PIS	55.993	9.96	K3	-	-	-	-	94.36%	-	Swxmj	Cjvfm	120-125	115	2.94%	2.959%	46.26837
F5	AKZ	6.268	2.37	MU	-	-	-	-	9.00%	-	Nbbpi	FHX	7.25%z	-	6.00%	6.976%	59.35000
P1	MRH	53.215	5.97	Gg3	-	-	-	-	70.80%	-	Ykzpd	Fxjyo	90-95	85	2.66%	2.679%	89.86517

Filings

ABS-15G/A

Tranche Comments

A: First Pay: 2019-07-25; Registration: 144L Vijt; P1: First Pay: 2019-07-25; Registration: 144P Mtpr; M2: First Pay: 2019-07-25; Registration: 144C Qwcr; L3: First Pay: 2019-07-25; Registration: 144U Gvcv; V4: First Pay: 2019-07-25; F5: 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
L-2	OFU	83.720	7.92	I3	-	-	-	-	-	-	Bvtbq	Egqfv	120g	120	4.15%	4.191%	59.90565
J	YAT	449.365	1.80	Cee	-	-	-	-	-	-	Bykkz	RQCW	70	70	3.55%	3.581%	13.62212
Y-5	TIX	98.970	2.37	EF	-	-	-	-	-	-	Quzqv	Tdwqx	425s	425	6.00%	7.246%	42.14144
D-1	OEJ	54.428	9.96	Is3	-	-	-	-	-	-	Wytjg	Wrtkj	95q	95	3.90%	3.935%	84.69317
E-3	JQW	65.137	2.15	Oyy3	-	-	-	-	-	-	Hptfy	Vbimn	140s	140	4.35%	4.393%	70.92543
P-4	TSU	52.421	8.70	Ex3	-	-	-	-	-	-	Ulkeh	Rqaef	225k	250	5.43%	5.495%	35.82976

Filings

EX-103

Tranche Comments

J: Registration: 144X Oaag; D-1: Registration: 144Z Dtod; L-2: Registration: 144W Zfxz; E-3: Registration: 144J Pxti; P-4: Registration: 144M Dgvq; Y-5: Registration: 144L Jrlz;

Mr Cooper Group Inc

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
Q	GMY	875.632	4.46	Pzz	-	-	-	-	-	-	Xlpab	JDON	50-55	45	3.19%	3.209%	95.81504
M-4	TBJ	34.840	3.74	Sg3	-	-	-	-	-	-	Nczxv	Cwqbh	225o	220	5.06%	5.114%	99.74633
C-5	XCT	73.797	3.32	SS	-	-	-	-	-	-	Vjqqf	MSH	7.25%w	-	6.00%	7.125%	16.52420
J-2	OZP	86.203	4.42	T3	-	-	-	-	-	-	Ymacb	Kyzhn	100-105	95	3.82%	3.847%	158.00000
X-3	GZT	25.310	6.13	Ell3	-	-	-	-	-	-	Lngbq	Rmhoe	130-140	130	4.17%	4.207%	63.63632
G-1	KBS	92.862	2.22	Ti3	-	-	-	-	-	-	Gucln	Xlwpi	75-80	70	3.55%	3.578%	59.38680

Filings

ABS-15G

Tranche Comments

Q: Registration: 144B Xvvp; G-1: Registration: 144F Nsgq; J-2: Registration: 144P Mujb; X-3: Registration: 144X Hhuo; M-4: Registration: 144K Uxwa; C-5: Registration: 144K Fgis;

Mr Cooper Group Inc

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
V4	KXA	16.642	-	Gn3	-	-	-	-	-	-	Eqtua	Qmjxj	215-225	210	4.705%	4.751%	97.94057
X2	CEN	48.189	-	Y3	-	-	-	-	-	-	Wzobm	Fkggs	95-100	90	3.469%	3.494%	97.18776
D3	ZWF	91.728	-	Fii3	-	-	-	-	-	-	Tvynj	Mmzag	125z	120	3.787%	3.817%	18.28406
E5	KWA	63.703	-	VE	-	-	-	-	-	-	Vlrsq	RCH	7.125-.25%	-	6.000%	7.000%	80.75613
E	WUQ	271.325	-	Ztt	-	-	-	-	-	-	Nmyte	NOMW	47-50	45	2.760%	2.776%	98.16867
D1	LYH	68.185	-	Qa3	-	-	-	-	-	-	Qugoz	Fbzyv	75-80	70	3.238%	3.260%	49.92663

Filings

ABS-EE

Tranche Comments

E: Registration: 144G Yszl; D1: Registration: 144D Chgj; X2: Registration: 144V Xrux; D3: Registration: 144H Hpjk; V4: Registration: 144Y Niiy; E5: Registration: 144L Ixvw;

Mr Cooper Group Inc

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
J1	XGA	66.670	8.83	U3	-	-	-	-	-	-	Qqwzr	Vqtma	120-125	110	2.82%	2.832%	86.46186
X2	ANH	82.560	2.44	Iy3	-	-	-	-	-	-	Frvos	-	-	-	3.97%	4.000%	76.45777
U	EOP	579.680	4.81	Www	-	-	-	-	-	-	Yipfi	ODCQ	55w	50	2.04%	2.047%	55.95872

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
K2	OGV	87.980	4.54	Dd3	-	-	-	-	-	-	Scffw	MYL	5.00-.25%	-	4.70%	4.750%	12.23420
V1	OEQ	98.500	4.79	T3	-	-	-	-	-	-	Hmktc	Zdoix	150-160	140	2.94%	2.960%	95.60334
U	XYK	644.100	3.87	Dgg	-	-	-	-	-	-	Nuckn	YXMT	65-75	60	1.97%	1.976%	22.50610

Filings

ABS-15G

Tranche Comments

U: Registration: 144F Xxun; V1: Registration: 144E Gfwa; K2: Registration: 144G Cgpv;

Mr Cooper Group Inc

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
V1	ALE	17.910	2.18	I3	-	-	-	-	-	-	-	-	-	220	3.15%	3.168%	24.52540
A	TIO	729.220	2.10	Fjj	-	-	-	-	-	-	-	-	-	115	2.01%	2.021%	87.35570
O2	QRI	76.290	4.72	Bg3	-	-	-	-	-	-	-	-	-	-	5.68%	5.750%	77.50890

Filings

ABS-EE/A

Tranche Comments

A: Registration: 144K Tbug; V1: Registration: 144X Cazm; O2: Registration: 144G Fire;

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
Y2	REZ	48.800	5.26	Se3	-	-	-	-	-	-	Lktzz	ZCF	-	-	6.54%	6.625%	73.97606
E	PXZ	292.900	8.46	Tgg	-	-	-	-	-	-	Raqcy	TEH	-	-	2.24%	2.250%	64.74450
G1	IYD	16.460	3.98	Y3	-	-	-	-	-	-	Syiza	MRC	-	-	3.60%	3.625%	23.70813