He claims that the laws of nature cause the universe. But he doesn't explain where the laws of nature come from.
Several years ago I witnessed a phenomenon in which snowballs formed spontaneously on everybody's lawn. It's a rare phenomenon requiring exact wind and temperature conditions but it is a well-understood phenomenon.
The laws of nature "caused" those snowballs without the intervention of any outside entity (though it was tempting to think that it was some kind of gigantic prank).
The laws of nature don't have to "come from" anywhere. They just are. They're properties of nature, just like wind conditions and snow conditions. Anything that exists will have properties whether anybody/anything "puts" them there or not.