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)
9 Months Ended
Sep. 30, 2013
MSR Pool 11 Recapture Agreement
 
Held through Equity Method Investees (Note 6):  
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%
Excess Mortgage Servicing Rights Investees | MSRs Pool 6
 
Held through Equity Method Investees (Note 6):  
Prepayment speed 18.20% [1]
Delinquency 8.90% [2]
Recapture rate 35.00% [3]
Excess mortgage servicing amount 0.25% [4]
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% [1]
Delinquency 6.00% [2]
Recapture rate 35.00% [3]
Excess mortgage servicing amount 0.23% [4]
Discount rate 12.50%
Excess Mortgage Servicing Rights Investees | MSRs Pool 7
 
Held through Equity Method Investees (Note 6):  
Prepayment speed 13.30% [1]
Delinquency 8.00% [2]
Recapture rate 35.00% [3]
Excess mortgage servicing amount 0.16% [4]
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% [1]
Delinquency 5.00% [2]
Recapture rate 35.00% [3]
Excess mortgage servicing amount 0.19% [4]
Discount rate 12.50%
Excess Mortgage Servicing Rights Investees | MSRs Pool 8
 
Held through Equity Method Investees (Note 6):  
Prepayment speed 14.30% [1]
Delinquency 6.90% [2]
Recapture rate 35.00% [3]
Excess mortgage servicing amount 0.19% [4]
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% [1]
Delinquency 5.00% [2]
Recapture rate 35.00% [3]
Excess mortgage servicing amount 0.19% [4]
Discount rate 12.50%
Excess Mortgage Servicing Rights Investees | MSRs Pool 9
 
Held through Equity Method Investees (Note 6):  
Prepayment speed 18.00% [1]
Delinquency 5.00% [2]
Recapture rate 35.00% [3]
Excess mortgage servicing amount 0.22% [4]
Discount rate 12.50%
Excess Mortgage Servicing Rights Investees | MSR Pool 9 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 0.28% [4]
Discount rate 12.50%
Excess Mortgage Servicing Rights Investees | MSRs Pool 10
 
Held through Equity Method Investees (Note 6):  
Prepayment speed 11.50% [1]
Delinquency 0.00% [2],[5]
Recapture rate 15.00% [3]
Excess mortgage servicing amount 0.12% [4]
Discount rate 12.70%
Excess Mortgage Servicing Rights Investees | MSR Pool 10 Recapture Agreement
 
Held through Equity Method Investees (Note 6):  
Prepayment speed 9.00% [1]
Delinquency 0.00% [2],[5]
Recapture rate 35.00% [3]
Excess mortgage servicing amount 0.19% [4]
Discount rate 12.70%
Excess Mortgage Servicing Rights Investees | MSRs Pool 11
 
Held through Equity Method Investees (Note 6):  
Prepayment speed 18.70% [1]
Delinquency 7.80% [2]
Recapture rate 38.90% [3]
Excess mortgage servicing amount 0.15% [4]
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% [1]
Delinquency 2.00% [2]
Recapture rate 35.00% [3]
Excess mortgage servicing amount 0.19% [4]
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.
[5] (E) The Excess MSR will be paid on the total UPB of the mortgage portfolio (including both performing and delinquent loans until REO).