Quarterly report pursuant to Section 13 or 15(d)

FAIR VALUE OF FINANCIAL INSTRUMENTS - INPUTS EXCESS MSRs (Details 2)

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FAIR VALUE OF FINANCIAL INSTRUMENTS - INPUTS EXCESS MSRs (Details 2)
3 Months Ended
Mar. 31, 2013
MSRs Pool 6
 
Held through Equity Method Investees (Note 6):  
Prepayment speed 19.60% [1]
Delinquency 8.80% [2]
Recapture rate 35.00% [3]
Excess mortgage servicing amount 0.25% [4]
Discount rate 17.40%
MSR Pool 6 Recapture Agreement
 
Held through Equity Method Investees (Note 6):  
Prepayment speed 10.00% [1]
Delinquency 6.00% [2]
Recapture rate 35.00% [3]
Excess mortgage servicing amount 0.23% [4]
Discount rate 17.40%
MSRs Pool 7
 
Held through Equity Method Investees (Note 6):  
Prepayment speed 13.80% [1]
Delinquency 8.40% [2]
Recapture rate 35.00% [3]
Excess mortgage servicing amount 0.16% [4]
Discount rate 15.20%
MSR Pool 7 Recapture Agreement
 
Held through Equity Method Investees (Note 6):  
Prepayment speed 10.00% [1]
Delinquency 5.00% [2]
Recapture rate 35.00% [3]
Excess mortgage servicing amount 0.19% [4]
Discount rate 15.20%
MSRs Pool 8
 
Held through Equity Method Investees (Note 6):  
Prepayment speed 15.20% [1]
Delinquency 7.40% [2]
Recapture rate 35.00% [3]
Excess mortgage servicing amount 0.19% [4]
Discount rate 15.00%
MSR Pool 8 Recapture Agreement
 
Held through Equity Method Investees (Note 6):  
Prepayment speed 10.00% [1]
Delinquency 5.00% [2]
Recapture rate 35.00% [3]
Excess mortgage servicing amount 0.19% [4]
Discount rate 15.00%
[1] Projected annualized weighted average lifetime voluntary and involuntary prepayment rate using a prepayment vector.
[2] Projected percentage of mortgage loans in the pool that will miss their mortgage payments.
[3] Percentage of voluntarily prepaid loans that are expected to be refinanced by Nationstar.
[4] Weighted average total mortgage servicing amount in excess of the basic fee.