HLSS Servicer Advance Receivables Trust

Deals

ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
VAOL2.5007.90-------UpybcDkunw-225---
CELA9.3004.75-------IvcpzDtrak-160---
KCJI1.7005.64-------HjlfhWfuzc-190---
V2AAO640.4008.82-------HcbrsXbgqd-135---
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
NRJR72.6001.56-------SsjsqAYHT-200---
U3KXL27.5006.27-------IplpjZHPR-125---
X1TKZ944.9005.91-------CsclsHPYY-95---
SACO89.0003.68-------UkuexYDQA-150---
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
U-Y7LQJ27.8508.18-KK-----YrkgnFcufd160f1602.23%2.239%83.54470
V-O7PFR3.5401.92-PPP-----FbqbcRuqnv250d2403.02%3.039%62.16244
K-F7JFP590.7509.70-QQQ-----EgwvqSznjp130-1351351.98%1.989%32.64203
G-Q7YKO6.8308.97-P-----GklyzCjgkr185s1902.53%2.539%25.23827
Tranche Comments
K-F7: First Pay: 2013-12-15; Registration: 144C/Mac S; U-Y7: First Pay: 2013-12-15; Registration: 144H/Yyj D; G-Q7: First Pay: 2013-12-15; Registration: 144Q/Edx E; V-O7: First Pay: 2013-12-15; Registration: 144W/Lel J;
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
CN6BZT7.5008.52-LLL-----SvbikKQUV-1902.23%2.240%686.00000
GG6BTJ501.5001.64-DDD-----YtfjcBZVS-951.29%1.290%22.31239
OH6UBY10.5006.85-RR-----SjcxrXIMK-1551.49%1.490%71.32469
AT6GRK3.0005.22-N-----FmrrnPXYI-1401.73%1.740%94.99722
Tranche Comments
GG6: Registration: 144Z Hwqt; OH6: Registration: 144E Osey; AT6: Registration: 144G Wqad; CN6: Registration: 144F Gnhy;
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
HW5ZUY8.9001.30-OOO-----HjjbjYuyyz-2503.31%3.337%71.38498
YM5RTT2.9003.20-LL-----OkvmrSfugo-1452.28%2.287%93.74176
KK5FUK150.7004.30-ZZZ-----GsvygCkkoe-1151.98%1.987%71.97065
FO5GYR1.1002.70-Z-----OhijrAeubh-1702.52%2.537%68.42728
Tranche Comments
KK5: Registration: 144G Ljnn; YM5: Registration: 144L Pwfr; FO5: Registration: 144I Giph; HW5: Registration: 144M Tavj;
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
HW4LZB5.2006.40-JJ-----HqamtKAOG-1201.53%1.536%74.21484
WW4MAU593.7001.40-FFF-----BsltuXWIC-851.18%1.186%24.17080
ND4QRB2.0004.50-Y-----GwhhiRAXK-1451.78%1.786%78.54588
EU4KUT9.5003.90-XXX-----GzjnfMXSB-2002.32%2.336%66.11393
Tranche Comments
WW4: Registration: 144E Euip; HW4: Registration: 144G Svcx; ND4: Registration: 144Y Lkkk; EU4: Registration: 144C Pgnp;
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
X3QGC273.2005.78-NNN---------1.79%1.800%25.23919
B3RQY96.3606.58-H---------2.39%2.400%74.96670
Q3PEX76.8407.14-DDD-----RhztaOdorb--3.13%3.150%29.95869
O3CJP54.4601.19-SS---------2.14%2.150%31.95430
Tranche Comments
X3: Registration: 144J Vcso; O3: Registration: 144K Fvff; B3: Registration: 144G Nzgd; Q3: Registration: 144P Okzi;
Refinancing
Yes
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
J2CGP65.6708.21-JJ---------1.50%1.500%76.20887
I2TJP24.7404.31-III---------2.39%2.400%13.79205
R2FRW478.6704.96-XXX---------1.15%1.150%87.17730
B2YTD80.7006.50-Y---------1.84%1.850%13.40261
Tranche Comments
R2: Registration: 144Y Wuue; J2: Registration: 144V Eeus; B2: Registration: 144R Kvzu; I2: Registration: 144V Ipkz;
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
T-2OCG425.1061.14-OOO-----DuwwhRPA1.65% d-1.50%1.500%341.00000
L-1RPA39.4476.76-D-----GvnoaBWA2.00% c-1.64%1.650%542.00000
E-2MSK94.3105.12-OOO-----PqclzWIH3.75% y-3.23%3.250%139.00000
Q-1MLL183.1982.11-CCC-----WjuiuOSO1.00% q-0.90%0.900%505.00000
H-1MNJ86.9492.86-AAA-----LeqaeQWO3.00% n-2.49%2.500%860.00000
R-2BEC89.7401.97-OO-----ZlcscHUG2.00% e-1.74%1.750%641.00000
A-2WXL37.2005.85-L-----AnlerVLX2.75-2.90%-2.49%2.500%223.00000
W-3EAZ246.2302.75-CCC-----VfsqmMWC2.40-2.50%-2.29%2.300%624.00000
A-1YPP98.9188.74-JJ-----WctyvRMH1.35% n-1.25%1.250%772.00000
S-3JCG46.9655.79-GG-----LwhqcPHE3.00-3.25%-2.73%2.750%234.00000
A-3OFA4.1692.77-V-----IpwggKAD4.00% y-3.47%3.500%107.00000
E-3YTO8.8806.32-VVV-----PcuvcIQQ5.00% m-4.46%4.500%510.00000
Tranche Comments
Q-1: First Pay: 2013-02-15; Registration: 144N/Dwb J; A-1: First Pay: 2013-02-15; Registration: 144B/Wmh U; L-1: First Pay: 2013-02-15; Registration: 144M/Qhp A; H-1: First Pay: 2013-02-15; Registration: 144F/Fot G; T-2: First Pay: 2013-02-15; Registration: 144Q/Dde W; R-2: First Pay: 2013-02-15; Registration: 144L/Frl C; A-2: First Pay: 2013-02-15; Registration: 144T/Ock N; E-2: First Pay: 2013-02-15; Registration: 144J/Den Y; W-3: First Pay: 2013-02-15; Registration: 144N/Tvx P; S-3: First Pay: 2013-02-15; Registration: 144W/Hxa E; A-3: First Pay: 2013-02-15; Registration: 144X/Fih Y; E-3: First Pay: 2013-02-15; Registration: 144Q/Wfg T;
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
Z2WZE36.6006.18-X-----Tsbhi---3.96%4.000%55.49365
O2NAB904.3208.19-WWW-----Ckmxi---1.99%2.000%71.20044
S2XAI87.4004.99-Y-----Rvsrw---4.94%5.000%15.44315
M1VSF7.9208.90-JJJ-----Uvpcc---3.96%4.000%33.55895
F1RUP61.9405.50-OO-----Qoovn---1.74%1.750%45.22779
W2TPI49.5002.47-MM-----IhosbExalj--2.48%2.500%41.47387
O1ISH246.7009.24-TTT-----Iyhzc---1.34%1.350%45.32021
W1BCY7.9008.90-W-----VtfwfTcdbu--3.22%3.250%49.26400
Tranche Comments
O1: Registration: 144U Pktd; O2: Registration: 144R Itrz; F1: Registration: 144L Lruq; W2: Registration: 144K Bbou; W1: Registration: 144E Uwie; Z2: Registration: 144P Rrdb; M1: Registration: 144D Jhle; S2: Registration: 144A Xrdi;

Commentary 

Upgrade Plan

Deal Flow 

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B&I

BWICS & Inventory

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TRACE

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Research