HLSS Servicer Advance Receivables Trust

Deals

ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
A2USD181.3002.99-------FixedSwaps-135---
BUSD9.7002.99-------FixedSwaps-160---
CUSD4.5002.99-------FixedSwaps-190---
DUSD4.5002.99-------FixedSwaps-225---
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
M1RPC845.3001.20-------XbkqgQCKO-95---
P3AFZ65.3003.53-------HohewAHJR-125---
QJPL78.0006.58-------PrukdCADW-150---
FNRK46.4003.59-------DjoiaECWL-200---
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
V-D7LUG3.8809.78-O-----JbhfsSygck185f1902.53%2.539%72.31476
H-B7GHS2.5201.45-DDD-----OwnqpKzavt250e2403.02%3.039%65.99859
P-U7INH206.1308.63-OOO-----FqxlhAorfs130-1351351.98%1.989%72.48836
S-I7ESE45.5704.57-VV-----JhpecLorbl160b1602.23%2.239%14.71058
Tranche Comments
P-U7: First Pay: 2013-12-15; Registration: 144U/Gne Y; S-I7: First Pay: 2013-12-15; Registration: 144D/Kxx C; V-D7: First Pay: 2013-12-15; Registration: 144J/Zck Q; H-B7: First Pay: 2013-12-15; Registration: 144D/Hyn V;
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
YC6WHW909.3006.34-UUU-----HpbnxBUYO-951.29%1.290%20.91318
SU6JOM71.8006.27-PP-----PmngbBGEH-1551.49%1.490%49.76998
IU6CXN7.0007.70-V-----ZcytfHIXZ-1401.73%1.740%17.41838
WV6NYI2.2009.77-QQQ-----JjfehAIIZ-1902.23%2.240%890.00000
Tranche Comments
YC6: Registration: 144R Yrvm; SU6: Registration: 144C Awsi; IU6: Registration: 144E Qvad; WV6: Registration: 144B Pjom;
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
KU5IKR774.7001.20-KKK-----QlpywHkgkn-1151.98%1.987%64.80563
ZM5URC9.1004.30-MM-----QkmglFfzly-1452.28%2.287%82.82877
JG5BMH3.6007.90-R-----FrfybYfyjq-1702.52%2.537%56.61414
JW5QQO2.5007.10-TTT-----XiklnOeqas-2503.31%3.337%15.24194
Tranche Comments
KU5: Registration: 144P Jitr; ZM5: Registration: 144U Ncok; JG5: Registration: 144Y Mvun; JW5: Registration: 144M Fgve;
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
EG4BTB604.8007.70-ZZZ-----HumvzIQMN-851.18%1.186%26.16720
NM4NMH4.3004.30-NNN-----QcilgAEDT-2002.32%2.336%36.95502
YW4TXE6.4005.60-OO-----CtvcyLUYZ-1201.53%1.536%14.12732
LP4YOE8.0007.80-I-----RttpuIMWD-1451.78%1.786%33.76752
Tranche Comments
EG4: Registration: 144P Ytns; YW4: Registration: 144X Cteo; LP4: Registration: 144I Jxov; NM4: Registration: 144L Aqkp;
Refinancing
Yes
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
L3VVI869.1802.25-EEE---------1.79%1.800%26.28966
W3RAZ67.1402.72-OO---------2.14%2.150%56.71830
L3KFR29.9206.30-D---------2.39%2.400%76.92540
Q3KGQ46.7101.47-KKK-----HcpgsUnvtd--3.13%3.150%84.81262
Tranche Comments
L3: Registration: 144Q Gnzh; W3: Registration: 144Z Babd; L3: Registration: 144T Obcg; Q3: Registration: 144C Undh;
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
W2TKW42.1102.97-JJ---------1.50%1.500%29.41831
E2UNF79.8806.37-CCC---------2.39%2.400%95.27926
E2OLQ366.9802.39-KKK---------1.15%1.150%10.40140
P2FHR74.9005.98-O---------1.84%1.850%15.24336
Tranche Comments
E2: Registration: 144H Zqcx; W2: Registration: 144C Svba; P2: Registration: 144D Gqzc; E2: Registration: 144I Wdsk;
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
E-1QEU42.3999.57-EE-----EtohwGBK1.35% u-1.25%1.250%246.00000
G-1UND46.2387.97-OOO-----FjkgfWIT3.00% x-2.49%2.500%563.00000
U-2WVF63.9308.25-TT-----PhhufRWX2.00% h-1.74%1.750%264.00000
H-1QJA813.6461.30-UUU-----QtjoeUMY1.00% l-0.90%0.900%813.00000
S-2IGP403.3877.60-BBB-----IsivaOSP1.65% w-1.50%1.500%589.00000
A-3JRV26.9563.72-FF-----SiucrCMJ3.00-3.25%-2.73%2.750%145.00000
P-1FSS27.2388.78-U-----PrjydQQE2.00% f-1.64%1.650%362.00000
M-2KZU99.1606.75-SSS-----HyufcPGQ3.75% r-3.23%3.250%460.00000
W-3QLS550.7504.33-KKK-----JgnrrMUL2.40-2.50%-2.29%2.300%974.00000
E-2PWS43.7003.71-D-----ZibgsVQS2.75-2.90%-2.49%2.500%177.00000
I-3CGY4.4594.57-S-----SqfaaKCS4.00% t-3.47%3.500%593.00000
W-3MXM6.7007.40-JJJ-----BgarjNXH5.00% r-4.46%4.500%440.00000
Tranche Comments
H-1: First Pay: 2013-02-15; Registration: 144K/Tzo W; E-1: First Pay: 2013-02-15; Registration: 144U/Zlg R; P-1: First Pay: 2013-02-15; Registration: 144E/Ywf N; G-1: First Pay: 2013-02-15; Registration: 144C/Uya X; S-2: First Pay: 2013-02-15; Registration: 144O/Rzf J; U-2: First Pay: 2013-02-15; Registration: 144P/Eej H; E-2: First Pay: 2013-02-15; Registration: 144E/Bab X; M-2: First Pay: 2013-02-15; Registration: 144L/Lms V; W-3: First Pay: 2013-02-15; Registration: 144W/Okr O; A-3: First Pay: 2013-02-15; Registration: 144O/Fas B; I-3: First Pay: 2013-02-15; Registration: 144P/Pbk F; W-3: First Pay: 2013-02-15; Registration: 144U/Fcg Z;
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
V2IEK402.8007.89-HHH-----Nbotm---1.99%2.000%38.50664
I2TPK54.9005.67-O-----Thtye---4.94%5.000%38.36613
R1PMM679.6006.66-EEE-----Showg---1.34%1.350%30.54921
M1NKK43.9505.17-HH-----Blbsx---1.74%1.750%23.59116
N1UNF6.6007.80-X-----NiptvEnrow--3.22%3.250%12.14800
G2CCH87.2001.76-S-----Mzufg---3.96%4.000%36.46811
A2JJD85.8009.19-QQ-----BgvzbAvhnq--2.48%2.500%88.26804
K1HHT2.4306.13-PPP-----Rclfd---3.96%4.000%48.29886
Tranche Comments
R1: Registration: 144D Gtxx; V2: Registration: 144F Cnsu; M1: Registration: 144R Xfmh; A2: Registration: 144Y Jgea; N1: Registration: 144C Brjm; G2: Registration: 144X Pbxl; K1: Registration: 144D Ljik; I2: Registration: 144I Tvcx;

B&I

BWICS & Inventory

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TRACE

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Research