Current report filing

Schedule of Fair Value Inputs in Valuing Excess MSRs (Details)

v2.4.0.8
Schedule of Fair Value Inputs in Valuing Excess MSRs (Details)
Dec. 31, 2012
Excess MSRs Pool 1
  
Prepayment Rate Significant Input Ranges 17.10% [1]
Delinquency Rate Significant Input Ranges 10.00% [2]
Recapture Rate Significant Input Ranges 35.00% [3]
Excess Mortgage Servicing Amount Significant Input Ranges 0.29% [4]
Discount Rage Significant Input Ranges 18.00%
MSR Pool 1 Recapture Agreement
  
Prepayment Rate Significant Input Ranges 8.00% [1]
Delinquency Rate Significant Input Ranges 10.00% [2]
Recapture Rate Significant Input Ranges 35.00% [3]
Excess Mortgage Servicing Amount Significant Input Ranges 0.21% [4]
Discount Rage Significant Input Ranges 18.00%
Excess MSRs Pool 2
  
Prepayment Rate Significant Input Ranges 16.70% [1]
Delinquency Rate Significant Input Ranges 11.00% [2]
Recapture Rate Significant Input Ranges 35.00% [3]
Excess Mortgage Servicing Amount Significant Input Ranges 0.23% [4]
Discount Rage Significant Input Ranges 17.30%
MSR Pool 2 Recapture Agreement
  
Prepayment Rate Significant Input Ranges 8.00% [1]
Delinquency Rate Significant Input Ranges 10.00% [2]
Recapture Rate Significant Input Ranges 35.00% [3]
Excess Mortgage Servicing Amount Significant Input Ranges 0.21% [4]
Discount Rage Significant Input Ranges 17.30%
Excess MSRs Pool 3
  
Prepayment Rate Significant Input Ranges 16.90% [1]
Delinquency Rate Significant Input Ranges 12.10% [2]
Recapture Rate Significant Input Ranges 35.00% [3]
Excess Mortgage Servicing Amount Significant Input Ranges 0.23% [4]
Discount Rage Significant Input Ranges 17.60%
MSR Pool 3 Recapture Agreement
  
Prepayment Rate Significant Input Ranges 8.00% [1]
Delinquency Rate Significant Input Ranges 10.00% [2]
Recapture Rate Significant Input Ranges 35.00% [3]
Excess Mortgage Servicing Amount Significant Input Ranges 0.21% [4]
Discount Rage Significant Input Ranges 17.60%
Excess MSRs Pool 4
  
Prepayment Rate Significant Input Ranges 18.60% [1]
Delinquency Rate Significant Input Ranges 15.90% [2]
Recapture Rate Significant Input Ranges 35.00% [3]
Excess Mortgage Servicing Amount Significant Input Ranges 0.17% [4]
Discount Rage Significant Input Ranges 17.90%
MSR Pool 4 Recapture Agreement
  
Prepayment Rate Significant Input Ranges 8.00% [1]
Delinquency Rate Significant Input Ranges 10.00% [2]
Recapture Rate Significant Input Ranges 35.00% [3]
Excess Mortgage Servicing Amount Significant Input Ranges 0.21% [4]
Discount Rage Significant Input Ranges 17.90%
Excess MSRs Pool 5
  
Prepayment Rate Significant Input Ranges 15.00% [1]
Delinquency Rate Significant Input Ranges N/A(E) [2],[5]
Recapture Rate Significant Input Ranges 20.00% [3]
Excess Mortgage Servicing Amount Significant Input Ranges 0.13% [4]
Discount Rage Significant Input Ranges 17.50%
MSR Pool 5 Recapture Agreement
  
Prepayment Rate Significant Input Ranges 8.00% [1]
Delinquency Rate Significant Input Ranges N/A(E) [2],[5]
Recapture Rate Significant Input Ranges 20.00% [3]
Excess Mortgage Servicing Amount Significant Input Ranges 0.21% [4]
Discount Rage Significant Input Ranges 17.50%
[1] (A) Projected annualized weighted average voluntary and involuntary prepayment rate using a prepayment vector.
[2] (B) Projected percentage of mortgage loans in the pool that are expected to 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)