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
E3WUS56.1007.66-------YcgxnAZSR-125---
PPCE20.0009.92-------BnszwOQSI-150---
R1FVA312.9007.39-------LbtqlZHUL-95---
BHFX57.2001.79-------LqzsbJMMU-200---
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
U-R7UBG25.7309.47-QQ-----CfwlgUzjvn160v1602.23%2.239%51.44159
C-T7ITQ591.2901.68-QQQ-----LmmqaRguof130-1351351.98%1.989%35.22954
D-V7XKB7.1508.58-LLL-----VizubZrgdr250z2403.02%3.039%21.41021
I-G7JRS1.8206.89-X-----OkmkoXbxer185t1902.53%2.539%31.68637
Tranche Comments
C-T7: First Pay: 2013-12-15; Registration: 144M/Cig S; U-R7: First Pay: 2013-12-15; Registration: 144O/Myy N; I-G7: First Pay: 2013-12-15; Registration: 144L/Zvj V; D-V7: First Pay: 2013-12-15; Registration: 144W/Gsi N;
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
GG6MUD64.8008.73-PP-----RsybwNNBC-1551.49%1.490%26.20563
KW6PXV5.0008.69-R-----ZcteeWTPM-1401.73%1.740%41.13092
HY6GLJ9.2001.93-RRR-----CbxfvUPLV-1902.23%2.240%442.00000
QP6GEP732.2002.22-BBB-----XgzirNXGN-951.29%1.290%41.15084
Tranche Comments
QP6: Registration: 144Q Nbsp; GG6: Registration: 144E Boas; KW6: Registration: 144G Qmbi; HY6: Registration: 144D Atcw;
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
NE5JUN4.4001.50-XXX-----TghxuZznwz-2503.31%3.337%32.22655
VZ5TCD7.2006.10-R-----DttbiXihml-1702.52%2.537%21.33252
JC5PRF3.6004.30-YY-----IbiraWevbs-1452.28%2.287%58.17340
WG5PLW367.2002.80-ZZZ-----CqfcrOzgii-1151.98%1.987%83.71133
Tranche Comments
WG5: Registration: 144E Dqtv; JC5: Registration: 144A Unlm; VZ5: Registration: 144X Tvex; NE5: Registration: 144P Tiei;
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
ZF4REK264.2001.40-JJJ-----JanedUJIW-851.18%1.186%94.74620
UD4WBK7.0006.10-S-----PvbtmWEQB-1451.78%1.786%76.32209
HT4VCB8.1005.10-EEE-----MqsjmTWCV-2002.32%2.336%23.96185
EE4IQS9.2004.40-RR-----JojfiZTET-1201.53%1.536%27.78517
Tranche Comments
ZF4: Registration: 144W Lkqd; EE4: Registration: 144M Geon; UD4: Registration: 144Q Czjp; HT4: Registration: 144M Wuqh;
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
L3XXU20.7506.97-M---------2.39%2.400%79.63460
R3MXI977.5801.30-WWW---------1.79%1.800%65.34383
N3VAQ79.9307.57-FFF-----JkhtxGeypv--3.13%3.150%90.65462
J3WOL17.4109.94-WW---------2.14%2.150%52.32040
Tranche Comments
R3: Registration: 144V Mwqf; J3: Registration: 144D Aenr; L3: Registration: 144C Etea; N3: Registration: 144V Sczv;
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
Z2IYP11.8407.95-LL---------1.50%1.500%71.68401
V2MJD28.4006.29-L---------1.84%1.850%93.24725
R2AWS881.8603.55-III---------1.15%1.150%40.74380
E2PWV97.2201.78-QQQ---------2.39%2.400%42.70399
Tranche Comments
R2: Registration: 144S Unxw; Z2: Registration: 144J Yarw; V2: Registration: 144N Emex; E2: Registration: 144J Vieb;
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
Z-1FUF11.8256.86-CC-----RwryqYBB1.35% c-1.25%1.250%253.00000
C-1NXV37.4445.33-CCC-----XfjxeNVC3.00% o-2.49%2.500%590.00000
T-3UFW446.2179.99-III-----FnoxbGFS2.40-2.50%-2.29%2.300%965.00000
E-2RJI375.2816.40-AAA-----KukfrWBM1.65% h-1.50%1.500%781.00000
Q-1JUR17.6936.53-T-----PsxcdIVE2.00% t-1.64%1.650%894.00000
A-3UTX48.7764.42-HH-----IbtnoHGV3.00-3.25%-2.73%2.750%692.00000
I-2IGV75.9102.89-YY-----OiuufYJK2.00% f-1.74%1.750%347.00000
H-1FIE909.3353.51-NNN-----YstcjXCC1.00% p-0.90%0.900%699.00000
N-2MKX74.9006.30-I-----UnsocZXD2.75-2.90%-2.49%2.500%534.00000
W-2FJE51.6002.77-III-----RsfyaKZL3.75% c-3.23%3.250%357.00000
E-3RPY7.6304.31-TTT-----IzpzlYNG5.00% c-4.46%4.500%975.00000
H-3CSD1.2964.57-U-----BbksqBER4.00% e-3.47%3.500%112.00000
Tranche Comments
H-1: First Pay: 2013-02-15; Registration: 144N/Gos Z; Z-1: First Pay: 2013-02-15; Registration: 144Q/Uhl M; Q-1: First Pay: 2013-02-15; Registration: 144L/Ktx E; C-1: First Pay: 2013-02-15; Registration: 144E/Tpl C; E-2: First Pay: 2013-02-15; Registration: 144M/Tlk Q; I-2: First Pay: 2013-02-15; Registration: 144B/Zkw L; N-2: First Pay: 2013-02-15; Registration: 144L/Kbr N; W-2: First Pay: 2013-02-15; Registration: 144X/Mww T; T-3: First Pay: 2013-02-15; Registration: 144Y/Ipd M; A-3: First Pay: 2013-02-15; Registration: 144U/Otx X; H-3: First Pay: 2013-02-15; Registration: 144P/Toa U; E-3: First Pay: 2013-02-15; Registration: 144G/Bmu X;
Refinancing
Yes
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
G1OAQ247.2003.89-XXX-----Uznmo---1.34%1.350%12.10137
R2HVJ43.4002.47-A-----Hrrvh---4.94%5.000%21.47932
H1NYE39.1102.97-RR-----Yqagv---1.74%1.750%42.81927
Z1CJJ4.1001.19-J-----UoyhaLfxou--3.22%3.250%56.58600
R2ZNT16.3002.95-H-----Kuuio---3.96%4.000%98.52734
H2JAG89.8007.97-OO-----CgqhmIwfwb--2.48%2.500%29.15203
B1MPX7.7609.33-QQQ-----Jgale---3.96%4.000%11.73099
H2AUW319.3809.22-VVV-----Minvp---1.99%2.000%31.93684
Tranche Comments
G1: Registration: 144N Cblo; H2: Registration: 144R Muei; H1: Registration: 144I Dtgs; H2: Registration: 144S Pqwb; Z1: Registration: 144I Depj; R2: Registration: 144K Dcqo; B1: Registration: 144Z Krsk; R2: Registration: 144G Upxr;

B&I

BWICS & Inventory

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TRACE

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Research