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)
6 Months Ended
Jun. 30, 2013
MSR Pool 11 Recapture Agreement
 
Held through Equity Method Investees (Note 6):  
Prepayment speed 7.40% [1]
Delinquency 2.30% [2]
Recapture rate 41.00% [3]
Excess mortgage servicing amount 0.19% [4]
Discount rate 12.50%
Excess Mortgage Servicing Rights Investees | MSRs Pool 6
 
Held through Equity Method Investees (Note 6):  
Prepayment speed 18.90%
Delinquency 8.90%
Recapture rate 35.00%
Excess mortgage servicing amount 0.25%
Discount rate 12.50%
Excess Mortgage Servicing Rights Investees | MSR Pool 6 Recapture Agreement
 
Held through Equity Method Investees (Note 6):  
Prepayment speed 10.00%
Delinquency 6.00%
Recapture rate 35.00%
Excess mortgage servicing amount 0.23%
Discount rate 12.50%
Excess Mortgage Servicing Rights Investees | MSRs Pool 7
 
Held through Equity Method Investees (Note 6):  
Prepayment speed 13.60%
Delinquency 8.00%
Recapture rate 35.00%
Excess mortgage servicing amount 0.16%
Discount rate 12.50%
Excess Mortgage Servicing Rights Investees | MSR Pool 7 Recapture Agreement
 
Held through Equity Method Investees (Note 6):  
Prepayment speed 10.00%
Delinquency 5.00%
Recapture rate 35.00%
Excess mortgage servicing amount 0.19%
Discount rate 12.50%
Excess Mortgage Servicing Rights Investees | MSRs Pool 8
 
Held through Equity Method Investees (Note 6):  
Prepayment speed 14.90%
Delinquency 7.00%
Recapture rate 35.00%
Excess mortgage servicing amount 0.19%
Discount rate 12.50%
Excess Mortgage Servicing Rights Investees | MSR Pool 8 Recapture Agreement
 
Held through Equity Method Investees (Note 6):  
Prepayment speed 10.00%
Delinquency 5.00%
Recapture rate 35.00%
Excess mortgage servicing amount 0.19%
Discount rate 12.50%
Excess Mortgage Servicing Rights Investees | MSRs Pool 11
 
Held through Equity Method Investees (Note 6):  
Prepayment speed 13.30%
Delinquency 7.90%
Recapture rate 47.10%
Excess mortgage servicing amount 0.19%
Discount rate 12.50%
Excess Mortgage Servicing Rights Investees | MSR Pool 11 Recapture Agreement
 
Held through Equity Method Investees (Note 6):  
Prepayment speed 10.00%
Delinquency 2.00%
Recapture rate 35.00%
Excess mortgage servicing amount 0.19%
Discount rate 12.50%
[1] (A) Projected annualized weighted average lifetime voluntary and involuntary prepayment rate using a prepayment vector.
[2] (B) Projected percentage of mortgage loans in the pool that will miss their mortgage payments.
[3] (C) Percentage of voluntarily prepaid loans that are expected to be refinanced by Nationstar.
[4] (D) Weighted average total mortgage servicing amount in excess of the basic fee.