Quarterly report pursuant to Section 13 or 15(d)

FAIR VALUE OF FINANCIAL INSTRUMENTS - INPUTS EXCESS MSRs (Details 1)

v2.4.0.8
FAIR VALUE OF FINANCIAL INSTRUMENTS - INPUTS EXCESS MSRs (Details 1)
9 Months Ended
Sep. 30, 2013
MSRs Pool 1
 
Held Directly (Note 3):  
Prepayment speed 14.40% [1]
Delinquency 10.00% [2]
Recapture rate 35.00% [3]
Excess mortgage servicing amount 0.28% [4]
Discount rate 12.50%
MSR Pool 1 Recapture Agreement
 
Held Directly (Note 3):  
Prepayment speed 8.00% [1]
Delinquency 10.00% [2]
Recapture rate 35.00% [3]
Excess mortgage servicing amount 0.21% [4]
Discount rate 12.50%
MSRs Pool 2
 
Held Directly (Note 3):  
Prepayment speed 1.47% [1]
Delinquency 10.30% [2]
Recapture rate 35.00% [3]
Excess mortgage servicing amount 0.23% [4]
Discount rate 12.50%
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 0.21% [4]
Discount rate 12.50%
MSRs Pool 3
 
Held Directly (Note 3):  
Prepayment speed 15.20% [1]
Delinquency 11.90% [2]
Recapture rate 35.00% [3]
Excess mortgage servicing amount 0.24% [4]
Discount rate 12.50%
MSR Pool 3 Recapture Agreement
 
Held Directly (Note 3):  
Prepayment speed 8.00% [1]
Delinquency 10.00% [2]
Recapture rate 35.00% [3]
Excess mortgage servicing amount 0.21% [4]
Discount rate 12.50%
MSRs Pool 4
 
Held Directly (Note 3):  
Prepayment speed 15.40% [1]
Delinquency 14.90% [2]
Recapture rate 35.00% [3]
Excess mortgage servicing amount 0.17% [4]
Discount rate 12.50%
MSR Pool 4 Recapture Agreement
 
Held Directly (Note 3):  
Prepayment speed 8.00% [1]
Delinquency 10.00% [2]
Recapture rate 35.00% [3]
Excess mortgage servicing amount 0.21% [4]
Discount rate 12.50%
MSRs Pool 5
 
Held Directly (Note 3):  
Prepayment speed 12.30% [1]
Delinquency 0.00% [2],[5]
Recapture rate 14.00% [3]
Excess mortgage servicing amount 0.13% [4]
Discount rate 12.70%
MSR Pool 5 Recapture Agreement
 
Held Directly (Note 3):  
Prepayment speed 8.00% [1]
Delinquency 0.00% [2],[5]
Recapture rate 15.00% [3]
Excess mortgage servicing amount 0.21% [4]
Discount rate 12.70%
MSR Pool 11 Recapture Agreement
 
Held Directly (Note 3):  
Prepayment speed 9.30% [1]
Delinquency 2.30% [2]
Recapture rate 32.00% [3]
Excess mortgage servicing amount 0.19% [4]
Discount rate 12.50%
MSRs Pool 12
 
Held Directly (Note 3):  
Prepayment speed 15.30% [1]
Delinquency 0.00% [2],[5]
Recapture rate 16.70% [3]
Excess mortgage servicing amount 0.26% [4]
Discount rate 16.40%
MSR Pool 12 Recapture Agreement
 
Held Directly (Note 3):  
Prepayment speed 7.00% [1]
Delinquency 0.00% [2],[5]
Recapture rate 35.00% [3]
Excess mortgage servicing amount 0.19% [4]
Discount rate 16.40%
[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.
[5] (E) The Excess MSR will be paid on the total UPB of the mortgage portfolio (including both performing and delinquent loans until REO).