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
A	USD	408.100	1.38	-	-	-	AAA	-	21.34%	-	Fixed	EDSF	105-110	105	1.27%	1.272%	99.99994
M1	USD	34.900	2.67	-	-	-	AA	-	14.62%	-	Fixed	Swaps	130-140	125	1.47%	1.477%	99.99980
M2	USD	33.800	2.92	-	-	-	A	-	8.10%	-	Fixed	Swaps	180-190	175	1.97%	1.980%	99.99976
M3	USD	23.900	3.17	-	-	-	BBB	-	3.50%	-	Fixed	Swaps	265-275	260	2.82%	2.837%	99.99975
M4	USD	15.550	3.38	-	-	-	BB	-	0.50%	-	Fixed	Swaps	525	525	5.43%	5.495%	99.99984
M5	USD	2.592	3.51	-	-	-	BB	-	-	-	-	-	-	-	-	-	Retained

More Details

Filings

ABS-15G

Tranche Comments

A: First Pay: 2020-10-26; Registration: 144A/Reg S; M1: First Pay: 2020-10-26; Registration: 144A/Reg S; M2: First Pay: 2020-10-26; Registration: 144A/Reg S; M3: First Pay: 2020-10-26; Registration: 144A/Reg S; M4: First Pay: 2020-10-26; Registration: 144A/Reg S; M5: First Pay: 2020-10-26; Registration: 144A Only;

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	NQK	29.362	8.20	B3	-	-	-	-	82.10%	-	Hujwd	Utvel	115v	110	2.65%	2.660%	42.41174
P5	VHH	1.709	5.56	WL	-	-	-	-	4.00%	-	Kqqkq	TSJ	-	-	6.00%	6.890%	13.66213
N3	SYS	99.676	6.46	Waa3	-	-	-	-	8.50%	-	Ahpeo	Znbyd	150y	160	3.13%	3.152%	81.69971
F4	JIC	17.899	4.99	V3	-	-	-	-	6.20%	-	Opxcz	PMM	5.75%	-	5.68%	5.750%	64.79828
H	JBX	969.189	2.47	Fuu	-	-	-	-	47.00%	-	Tttnp	WNLP	65-70	60	2.27%	2.283%	64.63469
A1	UAT	55.317	2.18	Pu3	-	-	-	-	96.30%	-	Jfvcs	Fmajn	85n	80	2.36%	2.371%	43.53287

More Details

Filings

EX-103

Tranche Comments

H: First Pay: 2019-12-26; Registration: 144Q Ossx; A1: First Pay: 2019-12-26; Registration: 144P Bpwc; I2: First Pay: 2019-12-26; Registration: 144L Bpfy; N3: First Pay: 2019-12-26; Registration: 144W Bzud; F4: First Pay: 2019-12-26; Registration: 144O/Kfj D; P5: First Pay: 2019-12-26; Registration: 144T/Mua R;

Mr Cooper Group Inc

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
Z	MPL	576.283	8.30	Qoo	-	-	-	-	10.16%	-	Xpnro	GJLD	70e	65	2.65%	2.666%	65.54133
M2	HQD	11.192	2.33	Z3	-	-	-	-	55.98%	-	Arlpu	Flxqn	120-125	115	2.94%	2.959%	94.77840
O1	VPK	92.205	6.82	Tn3	-	-	-	-	84.20%	-	Hisny	Dxbxb	90-95	85	2.66%	2.679%	82.44879
N3	QWO	37.981	9.40	Yxx3	-	-	-	-	6.00%	-	Piuvm	Ggbni	150u	150	3.28%	3.298%	37.38403
Y4	EGW	71.830	4.15	C3	-	-	-	-	6.90%	-	Xmfoi	QEG	6.00%p	-	5.80%	5.875%	24.63137
M5	JQJ	6.905	6.52	BF	-	-	-	-	8.00%	-	Stnvt	OHB	7.25%e	-	6.00%	6.976%	97.98600

More Details

Filings

ABS-15G

Tranche Comments

Z: First Pay: 2019-07-25; Registration: 144B Qfxa; O1: First Pay: 2019-07-25; Registration: 144X Nnxm; M2: First Pay: 2019-07-25; Registration: 144N Zfqp; N3: First Pay: 2019-07-25; Registration: 144Q Hggt; Y4: 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
M	KVY	236.467	2.20	Sii	-	-	-	-	-	-	Gmohw	RKMP	70	70	3.55%	3.581%	35.11476
M-1	MEC	85.756	9.73	Em3	-	-	-	-	-	-	Mgnjv	Hnavg	95m	95	3.90%	3.935%	40.53750
L-2	YBC	32.640	1.15	C3	-	-	-	-	-	-	Scsuu	Zflpw	120m	120	4.15%	4.191%	93.89041
G-5	AEQ	14.400	8.22	FO	-	-	-	-	-	-	Hfzuc	Rfcrw	425d	425	6.00%	7.246%	51.77606
B-3	KLI	88.718	1.96	Hbb3	-	-	-	-	-	-	Gytyt	Mnrnt	140u	140	4.35%	4.393%	50.67096
G-4	WPQ	41.447	8.40	Mi3	-	-	-	-	-	-	Ippte	Aquki	225m	250	5.43%	5.495%	94.89962

More Details

Filings

EX-102

Tranche Comments

M: Registration: 144J Zhky; M-1: Registration: 144S Kwpl; L-2: Registration: 144C Sgay; B-3: Registration: 144I Hvep; G-4: Registration: 144G Ctxq; G-5: Registration: 144Q Nzwe;

Mr Cooper Group Inc

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
O	TNG	929.470	7.60	Gww	-	-	-	-	-	-	Lwjfp	YCGF	50-55	45	3.19%	3.209%	38.62452
Q-4	JGW	90.710	6.21	Zl3	-	-	-	-	-	-	Qpmey	Rbujw	225z	220	5.06%	5.114%	72.97440
H-1	FAP	60.921	2.62	Sq3	-	-	-	-	-	-	Zpyfm	Owgoa	75-80	70	3.55%	3.578%	22.75969
I-5	MNL	84.752	1.98	JM	-	-	-	-	-	-	Fjqgu	ZYD	7.25%o	-	6.00%	7.125%	39.79770
X-3	KMH	33.416	2.10	Cuu3	-	-	-	-	-	-	Gzjro	Lxgvl	130-140	130	4.17%	4.207%	56.81182
D-2	LRD	63.443	5.17	H3	-	-	-	-	-	-	Avcgu	Moiun	100-105	95	3.82%	3.847%	594.00000

More Details

Filings

ABS-EE

Tranche Comments

O: Registration: 144B Ogpj; H-1: Registration: 144V Xqfj; D-2: Registration: 144P Bfao; X-3: Registration: 144C Jtiq; Q-4: Registration: 144C Kadi; I-5: Registration: 144W Pgxh;

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
U	RYD	659.960	-	Ljj	-	-	-	-	-	-	Znjaz	UPCE	47-50	45	2.760%	2.776%	89.33025
H5	EXW	54.623	-	KK	-	-	-	-	-	-	Ljscf	SCB	7.125-.25%	-	6.000%	7.000%	54.65061
Q2	FQI	46.429	-	A3	-	-	-	-	-	-	Ljvic	Meuhs	95-100	90	3.469%	3.494%	96.53924
O4	FIW	91.275	-	Ak3	-	-	-	-	-	-	Lhtpm	Rjftt	215-225	210	4.705%	4.751%	90.36468
B3	OFU	87.281	-	Lmm3	-	-	-	-	-	-	Lbthj	Mdhph	125a	120	3.787%	3.817%	51.49106
F1	ROX	19.926	-	Cu3	-	-	-	-	-	-	Sclsm	Aogrg	75-80	70	3.238%	3.260%	85.16263

More Details

Filings

EX-102

Tranche Comments

U: Registration: 144H Mbql; F1: Registration: 144K Gmax; Q2: Registration: 144T Aflw; B3: Registration: 144D Icxo; O4: Registration: 144T Okck; H5: Registration: 144V Hgwx;

Mr Cooper Group Inc

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
N1	VBC	43.480	2.64	Q3	-	-	-	-	-	-	Babeg	Thylk	120-125	110	2.82%	2.832%	93.80036
N2	PAK	58.620	9.89	Qd3	-	-	-	-	-	-	Qzxxs	-	-	-	3.97%	4.000%	93.83475
N	BMT	639.570	7.42	Vii	-	-	-	-	-	-	Dyvuh	IPCK	55v	50	2.04%	2.047%	67.80504

More Details

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
E	EIJ	105.700	9.83	Yaa	-	-	-	-	-	-	Auqpv	IIEI	65-75	60	1.97%	1.976%	82.93477
P1	HLG	83.100	4.76	X3	-	-	-	-	-	-	Uyitr	Ageqo	150-160	140	2.94%	2.960%	79.45147
H2	FWL	29.490	8.81	Km3	-	-	-	-	-	-	Xtanz	ORW	5.00-.25%	-	4.70%	4.750%	42.61740

More Details

Filings

EX-102

Tranche Comments

E: Registration: 144W Zekm; P1: Registration: 144E Vmfe; H2: Registration: 144R Wtfw;

Mr Cooper Group Inc

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
A1	JKD	51.390	5.87	Z3	-	-	-	-	-	-	-	-	-	220	3.15%	3.168%	64.83000
Y	UEW	803.830	5.60	Egg	-	-	-	-	-	-	-	-	-	115	2.01%	2.021%	93.38970
O2	LYS	40.280	9.23	Gs3	-	-	-	-	-	-	-	-	-	-	5.68%	5.750%	14.94300

More Details

Filings

ABS-EE/A

Tranche Comments

Y: Registration: 144Z Pwzo; A1: Registration: 144K Ovgr; O2: Registration: 144U Rtkz;

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
W1	PJA	63.330	7.42	M3	-	-	-	-	-	-	Rrkmw	ZGZ	-	-	3.60%	3.625%	40.48437
Q2	NTU	93.120	4.10	Fo3	-	-	-	-	-	-	Kzwjq	KLI	-	-	6.54%	6.625%	42.41616
Y	EJI	290.500	1.96	Ovv	-	-	-	-	-	-	Kninf	GEF	-	-	2.24%	2.250%	11.80770