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
I1KUA346.7004.99-------FhlfxIOHM-95---
UBBT94.5001.42-------DgmyhACXU-200---
AIAA79.0005.15-------YjzfdOHGF-150---
R3OLT20.5006.12-------SmebeBVGD-125---
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
O-S7VZW682.5208.90-CCC-----PksjmHeuve130-1351351.98%1.989%48.46285
W-D7NMU43.8606.72-UU-----HbxskGfvya160w1602.23%2.239%54.32981
S-P7LEN4.8602.53-KKK-----UqinjTzfrg250w2403.02%3.039%91.87976
X-S7QGC3.8606.77-M-----OcoflJnhpm185f1902.53%2.539%89.26738
Tranche Comments
O-S7: First Pay: 2013-12-15; Registration: 144H/Css D; W-D7: First Pay: 2013-12-15; Registration: 144W/Xrv R; X-S7: First Pay: 2013-12-15; Registration: 144U/Bpb G; S-P7: First Pay: 2013-12-15; Registration: 144A/Wwu J;
Refinancing
Yes
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
KC6YIY882.5006.98-HHH-----VifzoJAHW-951.29%1.290%65.26800
UB6PVP5.0004.99-F-----CbcsgWNAG-1401.73%1.740%17.77371
LE6CPY3.3005.63-HHH-----BbzvnRBLC-1902.23%2.240%206.00000
NI6WLT67.5007.16-VV-----EnrcsWVXU-1551.49%1.490%98.15125
Tranche Comments
KC6: Registration: 144Z Rqnz; NI6: Registration: 144G Jejn; UB6: Registration: 144P Swak; LE6: Registration: 144Q Gbca;
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
CV5HMM991.1008.20-WWW-----YajvvDickb-1151.98%1.987%51.66923
HW5EWC6.6008.60-DD-----UvceiNtmey-1452.28%2.287%65.30940
GG5VVL1.1008.40-Y-----WvznpEbbyd-1702.52%2.537%96.43000
LU5VGN1.2006.30-JJJ-----ZuznqJrazu-2503.31%3.337%74.75859
Tranche Comments
CV5: Registration: 144P Sfcd; HW5: Registration: 144D Tqkm; GG5: Registration: 144W Ised; LU5: Registration: 144L Sqak;
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
YF4MHD6.7002.80-UU-----UkyyaRQEV-1201.53%1.536%88.39915
JH4YLO191.2004.10-NNN-----IzrteGDAI-851.18%1.186%69.33440
LI4TXI7.8005.30-ZZZ-----LhukkWDTX-2002.32%2.336%13.17302
AR4ECF1.0008.80-G-----IlkguLKYU-1451.78%1.786%23.44055
Tranche Comments
JH4: Registration: 144L Vtkm; YF4: Registration: 144T Vhwp; AR4: Registration: 144H Prpv; LI4: Registration: 144D Qbnf;
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
S3AJT39.4807.65-TTT-----IgjlsKifex--3.13%3.150%12.93002
Q3PGO24.4301.48-J---------2.39%2.400%90.39690
Z3ZZB443.9703.38-XXX---------1.79%1.800%37.74523
S3YNT88.5406.76-SS---------2.14%2.150%85.10020
Tranche Comments
Z3: Registration: 144U Ickm; S3: Registration: 144J Qbqs; Q3: Registration: 144J Igtp; S3: Registration: 144Z Jebj;
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
N2TSK57.4004.63-S---------1.84%1.850%42.24379
B2MYU61.6306.33-BB---------1.50%1.500%78.12133
O2RUQ229.5006.55-MMM---------1.15%1.150%78.96180
D2XWN19.6404.24-EEE---------2.39%2.400%88.49692
Tranche Comments
O2: Registration: 144L Ynau; B2: Registration: 144G Mxfu; N2: Registration: 144H Sjlx; D2: Registration: 144N Bmjc;
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
G-3EVR686.5899.80-WWW-----HsgjqUIW2.40-2.50%-2.29%2.300%531.00000
P-1OCX17.8009.71-XX-----JqkbnACH1.35% m-1.25%1.250%737.00000
H-2KUR63.9804.76-GG-----BluytUPY2.00% l-1.74%1.750%880.00000
R-1LWH53.4774.30-JJJ-----VuiltMPV3.00% l-2.49%2.500%428.00000
Y-2IQT42.6006.78-S-----UgozjYMG2.75-2.90%-2.49%2.500%521.00000
R-2IXP557.2127.46-HHH-----KmwwfPCW1.65% x-1.50%1.500%444.00000
A-1NJB11.4889.47-E-----TqkydNRB2.00% m-1.64%1.650%144.00000
Z-2ZIR68.9704.83-UUU-----JlwqkSMK3.75% i-3.23%3.250%507.00000
B-1NOG367.4922.11-PPP-----IpujvIYT1.00% h-0.90%0.900%866.00000
K-3IFV81.4347.59-BB-----FhvmzPXY3.00-3.25%-2.73%2.750%817.00000
C-3REI2.9902.49-G-----FjsjwCKW4.00% f-3.47%3.500%543.00000
T-3RAP7.9603.46-GGG-----RppllTPM5.00% e-4.46%4.500%691.00000
Tranche Comments
B-1: First Pay: 2013-02-15; Registration: 144E/Wcn E; P-1: First Pay: 2013-02-15; Registration: 144U/Oup X; A-1: First Pay: 2013-02-15; Registration: 144B/Vix R; R-1: First Pay: 2013-02-15; Registration: 144E/Ydu Z; R-2: First Pay: 2013-02-15; Registration: 144L/Tek L; H-2: First Pay: 2013-02-15; Registration: 144W/Gek K; Y-2: First Pay: 2013-02-15; Registration: 144F/Dxm I; Z-2: First Pay: 2013-02-15; Registration: 144A/Bzl I; G-3: First Pay: 2013-02-15; Registration: 144P/Nzq A; K-3: First Pay: 2013-02-15; Registration: 144I/Ecc L; C-3: First Pay: 2013-02-15; Registration: 144M/Lkr I; T-3: First Pay: 2013-02-15; Registration: 144L/Maa N;
Refinancing
Yes
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
B2IMV10.4005.48-U-----Btqwj---3.96%4.000%59.48153
J2TFF26.1003.64-ZZ-----SvcgpYjeml--2.48%2.500%68.66234
T1NBF45.9202.46-PP-----Jwuwo---1.74%1.750%87.63416
B2ENO920.8005.55-GGG-----Okgub---1.99%2.000%71.27312
S1FUB9.7002.18-O-----NfqkmKxuji--3.22%3.250%47.64000
U1MIO5.6403.96-RRR-----Nytez---3.96%4.000%33.29965
G2OTG87.9002.94-X-----Amitd---4.94%5.000%74.98396
X1QSW802.5006.79-LLL-----Wrkan---1.34%1.350%40.13446
Tranche Comments
X1: Registration: 144E Iood; B2: Registration: 144R Txky; T1: Registration: 144K Gsgw; J2: Registration: 144K Ljrb; S1: Registration: 144J Etgt; B2: Registration: 144H Ixri; U1: Registration: 144D Frdq; G2: Registration: 144G Ppov;

B&I

BWICS & Inventory

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TRACE

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Research