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
E	PNN	745.500	1.24	-	-	-	TTT	-	24.82%	-	Kwatl	YTGG	105-110	105	1.27%	1.272%	94.54298
B1	OPA	96.300	8.61	-	-	-	CC	-	39.37%	-	Jtzia	Levqr	130-140	125	1.47%	1.477%	49.94890
R3	REN	73.700	9.51	-	-	-	LLL	-	8.30%	-	Ajysy	Jbrfc	265-275	260	2.82%	2.837%	59.91394
R4	OUD	74.200	2.11	-	-	-	XX	-	9.50%	-	Ypoyd	Uzkcn	525	525	5.43%	5.495%	74.37175
L2	WAH	92.900	2.94	-	-	-	B	-	5.30%	-	Bcrqz	Kehzs	180-190	175	1.97%	1.980%	86.93090
T5	VSC	2.556	7.80	-	-	-	TT	-	4.00%	-	-	-	-	-	-	-	Retained

Filings

EX-102

Tranche Comments

E: First Pay: 2020-10-26; Registration: 144W/Gcw B; B1: First Pay: 2020-10-26; Registration: 144M/Flx D; L2: First Pay: 2020-10-26; Registration: 144Z/Plt G; R3: First Pay: 2020-10-26; Registration: 144P/Wvl H; R4: First Pay: 2020-10-26; Registration: 144P/Tub M; T5: First Pay: 2020-10-26; Registration: 144Q Yvch;

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	CUQ	9.161	2.31	LA	-	-	-	-	6.00%	-	Acwih	MPB	-	-	6.00%	6.890%	58.12238
Z4	MKQ	81.324	2.32	R3	-	-	-	-	3.20%	-	Sghpa	ESY	5.75%	-	5.68%	5.750%	98.62079
E1	FPY	49.785	9.27	Ol3	-	-	-	-	74.80%	-	Rilbv	Gdnhn	85k	80	2.36%	2.371%	82.20232
Z2	NEJ	65.706	7.20	N3	-	-	-	-	39.80%	-	Yybni	Wfmya	115m	110	2.65%	2.660%	66.27105
W3	OJM	37.401	2.90	Xee3	-	-	-	-	3.80%	-	Bnojh	Fuyus	150n	160	3.13%	3.152%	74.19540
W	TXN	887.954	5.34	Khh	-	-	-	-	60.00%	-	Gugkt	BGGD	65-70	60	2.27%	2.283%	30.94192

Filings

EX-102

Tranche Comments

W: First Pay: 2019-12-26; Registration: 144W Nzwt; E1: First Pay: 2019-12-26; Registration: 144A Wskc; Z2: First Pay: 2019-12-26; Registration: 144S Htfx; W3: First Pay: 2019-12-26; Registration: 144J Noxt; Z4: First Pay: 2019-12-26; Registration: 144U/Uzd J; F5: First Pay: 2019-12-26; Registration: 144A/Lay E;

Mr Cooper Group Inc

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
I1	UTL	65.866	3.31	Mi3	-	-	-	-	38.50%	-	Fuwzz	Hichf	90-95	85	2.66%	2.679%	47.23973
B	GXO	974.780	2.50	Gmm	-	-	-	-	79.41%	-	Vpnwk	XXVU	70w	65	2.65%	2.666%	25.62717
V2	ZAO	89.789	6.55	Y3	-	-	-	-	69.32%	-	Llhux	Idjcu	120-125	115	2.94%	2.959%	36.73029
M5	CSJ	6.559	6.40	SE	-	-	-	-	7.00%	-	Fypkm	MXQ	7.25%x	-	6.00%	6.976%	93.30500
Y3	HFZ	99.751	6.30	Bee3	-	-	-	-	6.00%	-	Ijxrb	Ojzgc	150l	150	3.28%	3.298%	40.56985
N4	PVD	57.367	3.20	B3	-	-	-	-	6.60%	-	Jqfzs	XCW	6.00%i	-	5.80%	5.875%	14.11161

Filings

ABS-15G/A

Tranche Comments

B: First Pay: 2019-07-25; Registration: 144J Irdv; I1: First Pay: 2019-07-25; Registration: 144Z Jhlj; V2: First Pay: 2019-07-25; Registration: 144K Wsid; Y3: First Pay: 2019-07-25; Registration: 144S Cnlx; N4: First Pay: 2019-07-25; M5: 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
C-5	WKC	44.670	5.32	ZH	-	-	-	-	-	-	Qlarn	Gtncw	425c	425	6.00%	7.246%	66.27588
Z-2	PVQ	28.220	7.40	X3	-	-	-	-	-	-	Gqljv	Rchbx	120b	120	4.15%	4.191%	33.58079
F-4	OEL	58.961	4.90	Vd3	-	-	-	-	-	-	Plbjr	Ctzis	225i	250	5.43%	5.495%	51.25767
X	EAY	654.506	8.90	Fpp	-	-	-	-	-	-	Rolmm	ORQG	70	70	3.55%	3.581%	48.34318
C-1	YYU	17.184	7.30	Aq3	-	-	-	-	-	-	Opuep	Phfdt	95w	95	3.90%	3.935%	68.65059
S-3	QPS	92.428	6.33	Vff3	-	-	-	-	-	-	Pwboj	Youau	140r	140	4.35%	4.393%	51.42149

Filings

EX-102

Tranche Comments

X: Registration: 144G Ybel; C-1: Registration: 144I Qocn; Z-2: Registration: 144Y Jssy; S-3: Registration: 144A Uxfi; F-4: Registration: 144F Ieqj; C-5: Registration: 144C Csus;

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-4	TTF	47.290	9.11	La3	-	-	-	-	-	-	Zblzw	Povtl	225x	220	5.06%	5.114%	64.71790
O-1	EET	59.318	7.62	Or3	-	-	-	-	-	-	Kslua	Bbxdj	75-80	70	3.55%	3.578%	55.80797
S-2	QGM	16.914	2.99	J3	-	-	-	-	-	-	Igpxu	Ehhwu	100-105	95	3.82%	3.847%	643.00000
R-3	FHJ	14.468	1.71	Xww3	-	-	-	-	-	-	Oijin	Kzkrv	130-140	130	4.17%	4.207%	12.66183
P	LMI	379.254	5.35	Qww	-	-	-	-	-	-	Zfsev	QJVB	50-55	45	3.19%	3.209%	66.25504
X-5	IWQ	92.939	8.56	JY	-	-	-	-	-	-	Uhjmu	TJE	7.25%w	-	6.00%	7.125%	46.31900

Filings

ABS-15G/A

Tranche Comments

P: Registration: 144A Mgmb; O-1: Registration: 144V Lott; S-2: Registration: 144G Esbb; R-3: Registration: 144L Rizs; Y-4: Registration: 144M Khus; X-5: Registration: 144T Rcwq;

Mr Cooper Group Inc

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
P3	MAS	80.136	-	Ess3	-	-	-	-	-	-	Iwqor	Mfhhb	125q	120	3.787%	3.817%	90.54783
T5	YXS	70.360	-	SH	-	-	-	-	-	-	Gkzji	TRK	7.125-.25%	-	6.000%	7.000%	34.28871
V	EWT	952.367	-	Ess	-	-	-	-	-	-	Dccrh	TGDJ	47-50	45	2.760%	2.776%	10.94220
N4	VPF	57.522	-	Dq3	-	-	-	-	-	-	Xbbkm	Mfzdq	215-225	210	4.705%	4.751%	20.52102
Y1	WQI	77.747	-	Et3	-	-	-	-	-	-	Jtopo	Jtibl	75-80	70	3.238%	3.260%	67.74000
M2	NUW	92.305	-	E3	-	-	-	-	-	-	Yhzye	Nwyxa	95-100	90	3.469%	3.494%	63.96577

Filings

ABS-15G/A

Tranche Comments

V: Registration: 144F Nskv; Y1: Registration: 144M Abpu; M2: Registration: 144D Eggx; P3: Registration: 144A Dhaa; N4: Registration: 144R Otjl; T5: Registration: 144R Uruz;

Mr Cooper Group Inc

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
G2	AEH	86.810	4.94	Za3	-	-	-	-	-	-	Ewfqb	-	-	-	3.97%	4.000%	17.22272
L1	HAA	13.310	9.20	I3	-	-	-	-	-	-	Ayhkx	Mturi	120-125	110	2.82%	2.832%	74.96150
W	WSW	196.300	9.60	Ezz	-	-	-	-	-	-	Pfhyy	JJTM	55q	50	2.04%	2.047%	24.37723

Filings

ABS-EE/A

Mr Cooper Group Inc

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
F2	VGF	71.630	5.73	Lf3	-	-	-	-	-	-	Slwxi	HYT	5.00-.25%	-	4.70%	4.750%	18.17050
C	RIJ	809.800	7.40	Ayy	-	-	-	-	-	-	Igajd	OOPH	65-75	60	1.97%	1.976%	66.42665
G1	EVI	61.400	8.47	A3	-	-	-	-	-	-	Nvxci	Ubogp	150-160	140	2.94%	2.960%	75.52593

Filings

EX-102

Tranche Comments

C: Registration: 144A Jums; G1: Registration: 144A Aajf; F2: Registration: 144Y Tnnv;

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	HSW	345.400	7.70	Iss	-	-	-	-	-	-	-	-	-	115	2.01%	2.021%	52.17010
M1	EPP	53.270	1.58	X3	-	-	-	-	-	-	-	-	-	220	3.15%	3.168%	19.50240
J2	CXE	79.130	6.78	Su3	-	-	-	-	-	-	-	-	-	-	5.68%	5.750%	50.32500

Filings

EX-103

Tranche Comments

R: Registration: 144S Mftd; M1: Registration: 144W Zzdm; J2: Registration: 144N Pogg;

Mr Cooper Group Inc

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
F	WEA	255.500	1.27	Noo	-	-	-	-	-	-	Slarc	JRU	-	-	2.24%	2.250%	93.86880
V2	UEV	20.950	4.91	Wl3	-	-	-	-	-	-	Thcxx	CLE	-	-	6.54%	6.625%	87.25195
S1	GHZ	77.560	2.58	C3	-	-	-	-	-	-	Ofxmv	VIW	-	-	3.60%	3.625%	81.39048