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
C1JWF469.7006.50-------NjixiAERT-95---
K3MQT17.3009.66-------FnfxvRQPM-125---
NWOJ28.0004.31-------DhihjMRVW-150---
ZPJS72.3003.74-------NabmxCMYB-200---
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
O-V7GAS24.7603.83-NN-----RlisjMlevj160d1602.23%2.239%71.44073
P-Q7ZLB4.1901.62-OOO-----EybuyIfebo250z2403.02%3.039%56.73074
D-C7AVY783.8201.79-AAA-----SgikrDtzgy130-1351351.98%1.989%47.28404
R-J7LFJ4.5306.13-I-----DzuraRgkrh185b1902.53%2.539%54.16933
Tranche Comments
D-C7: First Pay: 2013-12-15; Registration: 144V/Wom W; O-V7: First Pay: 2013-12-15; Registration: 144J/Ffu M; R-J7: First Pay: 2013-12-15; Registration: 144E/Fhc W; P-Q7: First Pay: 2013-12-15; Registration: 144D/Hpf Q;
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
KK6NCM992.8003.75-JJJ-----ShrmaZLEV-951.29%1.290%76.27275
IZ6ESP1.2002.79-QQQ-----YshkzWBWD-1902.23%2.240%132.00000
EL6JGM62.5001.31-GG-----GgshzRUIO-1551.49%1.490%60.61607
KU6LMK1.0008.59-F-----YlljbAJZD-1401.73%1.740%71.86621
Tranche Comments
KK6: Registration: 144S Qrcy; EL6: Registration: 144U Siqn; KU6: Registration: 144V Pcik; IZ6: Registration: 144P Nkmc;
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
PN5RYE9.4003.30-WW-----QmvepImklj-1452.28%2.287%56.10796
JD5AZS2.6001.80-SSS-----DnmkaSqkmh-2503.31%3.337%17.79599
CD5JMK213.5003.30-QQQ-----VrjvhMqkjq-1151.98%1.987%16.50750
QK5ACJ1.7002.50-B-----XrkqwInnkd-1702.52%2.537%35.39056
Tranche Comments
CD5: Registration: 144J Lmxi; PN5: Registration: 144P Taqc; QK5: Registration: 144D Boms; JD5: Registration: 144U Obdi;
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
FB4NAA678.9001.90-YYY-----TkapeMIKK-851.18%1.186%97.58860
SV4MPB2.9008.60-QQQ-----ZzbryIGHV-2002.32%2.336%77.22617
VH4MSJ7.0005.50-L-----GuvkfRRCK-1451.78%1.786%80.18317
SC4RGT3.8006.40-UU-----NfgsbMLZI-1201.53%1.536%60.98964
Tranche Comments
FB4: Registration: 144A Tdvd; SC4: Registration: 144D Nijt; VH4: Registration: 144V Zmfr; SV4: Registration: 144Z Xkgm;
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
S3WLG76.4701.52-W---------2.39%2.400%83.28220
M3HHG26.2504.80-LLL-----IpncnZordl--3.13%3.150%38.79756
B3RJD842.3801.88-VVV---------1.79%1.800%74.35197
J3AND77.8707.25-II---------2.14%2.150%49.24540
Tranche Comments
B3: Registration: 144E Scru; J3: Registration: 144Q Ivve; S3: Registration: 144G Bkar; M3: Registration: 144E Nvap;
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
I2TIH82.4602.55-TT---------1.50%1.500%24.53456
V2OBS59.4009.31-S---------1.84%1.850%20.80447
M2UBH882.9204.64-CCC---------1.15%1.150%55.13940
X2ITF42.7507.21-III---------2.39%2.400%62.80597
Tranche Comments
M2: Registration: 144E Eepq; I2: Registration: 144X Lxoj; V2: Registration: 144N Jrzh; X2: Registration: 144F Kwie;
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
Q-2ZHM86.6003.82-LLL-----YjpoxQNX3.75% u-3.23%3.250%862.00000
F-1TRT280.9625.39-GGG-----YucyiYAW1.00% y-0.90%0.900%790.00000
Z-1AZO96.3438.48-S-----PquymFKO2.00% i-1.64%1.650%597.00000
X-1NFB78.2453.31-RRR-----RqzweUMK3.00% t-2.49%2.500%720.00000
R-3CIL84.1672.15-PP-----DjnjzTBG3.00-3.25%-2.73%2.750%477.00000
N-2RUU99.1909.36-FF-----YhgkjBMU2.00% b-1.74%1.750%182.00000
B-1URB75.6463.25-II-----NqcwnYLI1.35% o-1.25%1.250%776.00000
E-2GVH30.3001.51-I-----PrffdPMX2.75-2.90%-2.49%2.500%253.00000
T-3BBD524.2188.79-YYY-----ZskaeXFY2.40-2.50%-2.29%2.300%516.00000
S-2CHX642.4104.96-NNN-----NsjsiXVD1.65% p-1.50%1.500%276.00000
I-3RJZ9.3638.25-N-----SsljzJAT4.00% q-3.47%3.500%510.00000
Q-3IJV8.2208.62-BBB-----QslcnNGO5.00% g-4.46%4.500%288.00000
Tranche Comments
F-1: First Pay: 2013-02-15; Registration: 144P/Opi F; B-1: First Pay: 2013-02-15; Registration: 144H/Eqz H; Z-1: First Pay: 2013-02-15; Registration: 144X/Txc X; X-1: First Pay: 2013-02-15; Registration: 144D/Frn X; S-2: First Pay: 2013-02-15; Registration: 144G/Euk I; N-2: First Pay: 2013-02-15; Registration: 144E/Lhh V; E-2: First Pay: 2013-02-15; Registration: 144A/Cct L; Q-2: First Pay: 2013-02-15; Registration: 144M/Bnu R; T-3: First Pay: 2013-02-15; Registration: 144G/Aki D; R-3: First Pay: 2013-02-15; Registration: 144Z/Rzu W; I-3: First Pay: 2013-02-15; Registration: 144K/Kxi I; Q-3: First Pay: 2013-02-15; Registration: 144G/Hee A;
Reset
Yes
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
T1FBX7.9401.62-PPP-----Lvafs---3.96%4.000%83.66307
P2VJJ422.6806.36-WWW-----Ogioe---1.99%2.000%39.66656
N1RSI7.4004.75-S-----WfohaIoreb--3.22%3.250%86.41300
Q1PHP86.6304.75-WW-----Aiguz---1.74%1.750%93.51762
K2QTX30.1009.31-I-----Zoykv---4.94%5.000%12.87717
D2QLA75.8008.27-C-----Zansv---3.96%4.000%63.25642
O1JJU969.1007.10-UUU-----Whcvv---1.34%1.350%69.64875
Q2YOV72.6007.55-QQ-----NvxtpElgqy--2.48%2.500%19.85827
Tranche Comments
O1: Registration: 144A Aiwk; P2: Registration: 144M Qotz; Q1: Registration: 144K Wkxf; Q2: Registration: 144H Kfnf; N1: Registration: 144R Guug; D2: Registration: 144Q Kzof; T1: Registration: 144C Cipi; K2: Registration: 144V Jrun;

B&I

BWICS & Inventory

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TRACE

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Research