Quarterly report pursuant to Section 13 or 15(d)

FAIR VALUE OF FINANCIAL INSTRUMENTS - Inputs Excess MSRs (Details)

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FAIR VALUE OF FINANCIAL INSTRUMENTS - Inputs Excess MSRs (Details)
6 Months Ended
Jun. 30, 2014
MSR Pool 1
 
Held Directly (Note 3):  
Prepayment speed 12.30% [1]
Delinquency 8.60% [2]
Recapture rate 36.10% [3]
Excess Mortgage Servicing Amount (bps) 2600.00% [4]
MSR Pool 1 - Recapture Agreement
 
Held Directly (Note 3):  
Prepayment speed 8.00% [1]
Delinquency 5.00% [2]
Recapture rate 35.00% [3]
Excess Mortgage Servicing Amount (bps) 2100.00% [4]
MSR Pool 2
 
Held Directly (Note 3):  
Prepayment speed 12.70% [1]
Delinquency 9.90% [2]
Recapture rate 36.20% [3]
Excess Mortgage Servicing Amount (bps) 2200.00% [4]
MSR Pool 2 - Recapture Agreement
 
Held Directly (Note 3):  
Prepayment speed 8.00% [1]
Delinquency 5.00% [2]
Recapture rate 35.00% [3]
Excess Mortgage Servicing Amount (bps) 2100.00% [4]
MSR Pool 3
 
Held Directly (Note 3):  
Prepayment speed 12.80% [1]
Delinquency 11.20% [2]
Recapture rate 35.90% [3]
Excess Mortgage Servicing Amount (bps) 2200.00% [4]
MSR Pool 3 - Recapture Agreement
 
Held Directly (Note 3):  
Prepayment speed 8.00% [1]
Delinquency 5.00% [2]
Recapture rate 35.00% [3]
Excess Mortgage Servicing Amount (bps) 2100.00% [4]
MSR Pool 4
 
Held Directly (Note 3):  
Prepayment speed 15.30% [1]
Delinquency 13.50% [2]
Recapture rate 36.00% [3]
Excess Mortgage Servicing Amount (bps) 1700.00% [4]
MSR Pool 4 - Recapture Agreement
 
Held Directly (Note 3):  
Prepayment speed 8.00% [1]
Delinquency 5.00% [2]
Recapture rate 35.00% [3]
Excess Mortgage Servicing Amount (bps) 2100.00% [4]
MSR Pool 5
 
Held Directly (Note 3):  
Prepayment speed 11.40% [1]
Recapture rate 9.70% [3]
Excess Mortgage Servicing Amount (bps) 1300.00% [4]
MSR Pool 5 - Recapture Agreement
 
Held Directly (Note 3):  
Prepayment speed 8.00% [1]
Recapture rate 35.00% [3]
Excess Mortgage Servicing Amount (bps) 2100.00% [4]
MSR Pool 11 - Recapture Agreement
 
Held Directly (Note 3):  
Prepayment speed 7.90% [1]
Delinquency 5.00% [2]
Recapture rate 35.00% [3]
Excess Mortgage Servicing Amount (bps) 1900.00% [4]
MSR Pool 12
 
Held Directly (Note 3):  
Prepayment speed 14.00% [1]
Recapture rate 9.60% [3]
Excess Mortgage Servicing Amount (bps) 2600.00% [4]
MSR Pool 12 - Recapture Agreement
 
Held Directly (Note 3):  
Prepayment speed 8.00% [1]
Recapture rate 35.00% [3]
Excess Mortgage Servicing Amount (bps) 1900.00% [4]
MSR Pool 14
 
Held Directly (Note 3):  
Prepayment speed 7.80% [1]
Delinquency 3.50% [2]
Recapture rate 27.50% [3]
Excess Mortgage Servicing Amount (bps) 1900.00% [4]
MSR Pool 14 Recapture Agreement
 
Held Directly (Note 3):  
Prepayment speed 8.00% [1]
Delinquency 5.00% [2]
Recapture rate 35.00% [3]
Excess Mortgage Servicing Amount (bps) 1900.00% [4]
MSR Pool 16
 
Held Directly (Note 3):  
Prepayment speed 16.40% [1]
Delinquency 4.90% [2]
Recapture rate 35.00% [3]
Excess Mortgage Servicing Amount (bps) 1700.00% [4]
MSR Pool 16 - Recapture Agreement
 
Held Directly (Note 3):  
Prepayment speed 8.00% [1]
Delinquency 5.00% [2]
Recapture rate 35.00% [3]
Excess Mortgage Servicing Amount (bps) 1900.00% [4]
MSR Pool 17
 
Held Directly (Note 3):  
Prepayment speed 11.20% [1]
Recapture rate 11.00% [3]
Excess Mortgage Servicing Amount (bps) 1900.00% [4]
MSR Pool 17 - Recapture Agreement
 
Held Directly (Note 3):  
Prepayment speed 8.00% [1]
Recapture rate 35.00% [3]
Excess Mortgage Servicing Amount (bps) 1900.00% [4]
MSR Pool 18
 
Held Directly (Note 3):  
Prepayment speed 14.90% [1]
Recapture rate 9.60% [3]
Excess Mortgage Servicing Amount (bps) 1500.00% [4]
MSR Pool 18 - Recapture Agreement
 
Held Directly (Note 3):  
Prepayment speed 8.00% [1]
Recapture rate 35.00% [3]
Excess Mortgage Servicing Amount (bps) 1900.00% [4]
MSR Pool 19
 
Held Directly (Note 3):  
Prepayment speed 8.00% [1]
Delinquency 2.80% [2]
Recapture rate 20.00% [3]
Excess Mortgage Servicing Amount (bps) 1900.00% [4]
MSR Pool 19 - Recapture Agreement
 
Held Directly (Note 3):  
Prepayment speed 8.00% [1]
Delinquency 5.00% [2]
Recapture rate 35.00% [3]
Excess Mortgage Servicing Amount (bps) 1900.00% [4]
MSR Pool 20
 
Held Directly (Note 3):  
Prepayment speed 12.70% [1]
Delinquency 4.00% [2]
Recapture rate 33.90% [3]
Excess Mortgage Servicing Amount (bps) 3200.00% [4]
MSR Pool 20 - Recapture Agreement
 
Held Directly (Note 3):  
Prepayment speed 8.00% [1]
Delinquency 5.00% [2]
Recapture rate 34.90% [3]
Excess Mortgage Servicing Amount (bps) 1900.00% [4]
Excess Mortgage Servicing Rights Investees | MSR Pool 11 - Recapture Agreement
 
Held Directly (Note 3):  
Prepayment speed 8.00% [1]
Delinquency 5.00% [2]
Recapture rate 35.00% [3]
Excess Mortgage Servicing Amount (bps) 1900.00% [4]
Excess Mortgage Servicing Rights Investees | MSRs Pool 6
 
Held Directly (Note 3):  
Prepayment speed 14.80% [1]
Delinquency 7.30% [2]
Recapture rate 30.70% [3]
Excess Mortgage Servicing Amount (bps) 2500.00% [4]
Excess Mortgage Servicing Rights Investees | MSR Pool 6 Recapture Agreement
 
Held Directly (Note 3):  
Prepayment speed 8.00% [1]
Delinquency 5.00% [2]
Recapture rate 35.00% [3]
Excess Mortgage Servicing Amount (bps) 2250.00% [4]
Excess Mortgage Servicing Rights Investees | MSRs Pool 7
 
Held Directly (Note 3):  
Prepayment speed 12.90% [1]
Delinquency 7.70% [2]
Recapture rate 35.10% [3]
Excess Mortgage Servicing Amount (bps) 1500.00% [4]
Excess Mortgage Servicing Rights Investees | MSR Pool 7 Recapture Agreement
 
Held Directly (Note 3):  
Prepayment speed 8.00% [1]
Delinquency 5.00% [2]
Recapture rate 35.00% [3]
Excess Mortgage Servicing Amount (bps) 1900.00% [4]
Excess Mortgage Servicing Rights Investees | MSRs Pool 8
 
Held Directly (Note 3):  
Prepayment speed 14.20% [1]
Delinquency 7.50% [2]
Recapture rate 35.90% [3]
Excess Mortgage Servicing Amount (bps) 1900.00% [4]
Excess Mortgage Servicing Rights Investees | MSR Pool 8 Recapture Agreement
 
Held Directly (Note 3):  
Prepayment speed 8.00% [1]
Delinquency 5.00% [2]
Recapture rate 35.00% [3]
Excess Mortgage Servicing Amount (bps) 1900.00% [4]
Excess Mortgage Servicing Rights Investees | MSRs Pool 9
 
Held Directly (Note 3):  
Prepayment speed 15.30% [1]
Delinquency 5.00% [2]
Recapture rate 30.20% [3]
Excess Mortgage Servicing Amount (bps) 2200.00% [4]
Excess Mortgage Servicing Rights Investees | MSR Pool 9 Recapture Agreement
 
Held Directly (Note 3):  
Prepayment speed 8.00% [1]
Delinquency 5.00% [2]
Recapture rate 35.00% [3]
Excess Mortgage Servicing Amount (bps) 2550.00% [4]
Excess Mortgage Servicing Rights Investees | MSRs Pool 10
 
Held Directly (Note 3):  
Prepayment speed 11.90% [1]
Recapture rate 9.70% [3]
Excess Mortgage Servicing Amount (bps) 1100.00% [4]
Excess Mortgage Servicing Rights Investees | MSR Pool 10 Recapture Agreement
 
Held Directly (Note 3):  
Prepayment speed 8.00% [1]
Recapture rate 35.00% [3]
Excess Mortgage Servicing Amount (bps) 1900.00% [4]
Excess Mortgage Servicing Rights Investees | MSR Pool 11
 
Held Directly (Note 3):  
Prepayment speed 12.80% [1]
Delinquency 9.90% [2]
Recapture rate 32.20% [3]
Excess Mortgage Servicing Amount (bps) 1500.00% [4]
[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.