Quarterly report pursuant to Section 13 or 15(d)

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

v2.4.0.6
Schedule of Fair Value Inputs in Valuing Excess MSRs (Details)
 3 Months Ended
Mar. 31, 2013
MSRs Pool 1
  
Prepayment Rate 16.10% [1]
Delinquency Rate 10.00% [2]
Recapture Rate 35.00% [3]
Excess Mortgage Servicing Amount 0.28% [4]
Discount Rate 18.00% [5]
MSR Pool 1 Recapture Agreement
  
Prepayment Rate 8.00% [1]
Delinquency Rate 10.00% [2]
Recapture Rate 35.00% [3]
Excess Mortgage Servicing Amount 0.21% [4]
Discount Rate 18.00% [5]
MSRs Pool 2
  
Prepayment Rate 16.00% [1]
Delinquency Rate 11.00% [2]
Recapture Rate 35.00% [3]
Excess Mortgage Servicing Amount 0.23% [4]
Discount Rate 17.30% [5]
MSR Pool 2 Recapture Agreement
  
Prepayment Rate 8.00% [1]
Delinquency Rate 10.00% [2]
Recapture Rate 35.00% [3]
Excess Mortgage Servicing Amount 0.21% [4]
Discount Rate 17.30% [5]
MSRs Pool 3
  
Prepayment Rate 16.20% [1]
Delinquency Rate 12.10% [2]
Recapture Rate 35.00% [3]
Excess Mortgage Servicing Amount 0.23% [4]
Discount Rate 17.60% [5]
MSR Pool 3 Recapture Agreement
  
Prepayment Rate 8.00% [1]
Delinquency Rate 10.00% [2]
Recapture Rate 35.00% [3]
Excess Mortgage Servicing Amount 0.21% [4]
Discount Rate 17.60% [5]
MSRs Pool 4
  
Prepayment Rate 18.30% [1]
Delinquency Rate 15.80% [2]
Recapture Rate 35.00% [3]
Excess Mortgage Servicing Amount 0.17% [4]
Discount Rate 17.90% [5]
MSR Pool 4 Recapture Agreement
  
Prepayment Rate 8.00% [1]
Delinquency Rate 10.00% [2]
Recapture Rate 35.00% [3]
Excess Mortgage Servicing Amount 0.21% [4]
Discount Rate 17.90% [5]
MSRs Pool 5
  
Prepayment Rate 15.00% [1]
Delinquency Rate N/A [2]
Recapture Rate 20.00% [3]
Excess Mortgage Servicing Amount 0.13% [4]
Discount Rate 17.50% [5]
MSR Pool 5 Recapture Agreement
  
Prepayment Rate 8.00% [1]
Delinquency Rate N/A [2]
Recapture Rate 20.00% [3]
Excess Mortgage Servicing Amount 0.21% [4]
Discount Rate 17.50% [5]
MSRs Pool 6
  
Prepayment Rate 19.60% [1]
Delinquency Rate 8.80% [2]
Recapture Rate 35.00% [3]
Excess Mortgage Servicing Amount 0.25% [4]
Discount Rate 17.40% [5]
MSR Pool 6 Recapture Agreement
  
Prepayment Rate 10.00% [1]
Delinquency Rate 6.00% [2]
Recapture Rate 35.00% [3]
Excess Mortgage Servicing Amount 0.23% [4]
Discount Rate 17.40% [5]
MSRs Pool 7
  
Prepayment Rate 13.80% [1]
Delinquency Rate 8.40% [2]
Recapture Rate 35.00% [3]
Excess Mortgage Servicing Amount 0.16% [4]
Discount Rate 15.20% [5]
MSR Pool 7 Recapture Agreement
  
Prepayment Rate 10.00% [1]
Delinquency Rate 5.00% [2]
Recapture Rate 35.00% [3]
Excess Mortgage Servicing Amount 0.19% [4]
Discount Rate 15.20% [5]
MSRs Pool 8
  
Prepayment Rate 15.20% [1]
Delinquency Rate 7.40% [2]
Recapture Rate 35.00% [3]
Excess Mortgage Servicing Amount 0.19% [4]
Discount Rate 15.00% [5]
MSR Pool 8 Recapture Agreement
  
Prepayment Rate 10.00% [1]
Delinquency Rate 5.00% [2]
Recapture Rate 35.00% [3]
Excess Mortgage Servicing Amount 0.19% [4]
Discount Rate 15.00% [5]
[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)