Credit Suisse First Boston Mortgage Securities Corp. Home Equity Mortgage Pass-Through Certificates, HEMT Series

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1 FILED: NEW YORK COUNTY CLERK 5/12/216 1:9 AM INDEX NO /29 NYSCEF DOC. NO. 887 RECEIVED NYSCEF: 5/12/216 Credit Suisse First Boston Mortgage Securities Corp. Monthly Report for Distribution dated Apr 25, 216 Global Corporate Trust Services

2 DISTRIBUTION PACKAGE TABLE OF CONTENTS Statement to Certificateholders Page 1 Remittance Summary Group Page 5 Mortgage Loan Characteristics Page 6 Delinquency Report Page 11 Bankruptcy Loan Detail Report Page 14 Foreclosure Loan Detail Report Page 16 REO Loan Detail Report Page 17 Prepayment & Liquidation Loan Detail Report Page 18 Substitution In/Out Loan Detail Report Page 25 Material Modifications Loan Detail Report Page 26 Extended Material Modifications Loan Detail Report Page 27 Material Modifications (HAMP) Report Page 28 Material Breaches Loan Detail Report Page 29 Released Loans Page 3 DATES First Distribution Date: May 25, 27 Settlement Date: April 3, 27 Cutoff Date: April 1, 27 PARTIES TO THE TRANSACTION Servicer(s): Specialized Loan Servicing, LLC Certificate Insurer(s): MBIA Underwriter(s): Credit Suisse Securities (USA) LLC ADMINISTRATOR Name: Tanveer Ashraf Title: Account Administrator Phone: Fax: tanveer.ashraf@usbank.com Address: 6 Livingston Ave, St. Paul, MN 5517 Website: The Trustee, at the direction of the Depositor, and based upon information provided in the Mortgage Loan Schedule or by the Servicer, is furnishing this information to each Certificateholder. The Depositor and/or the Servicer may discontinue the furnishing of this Supplemental Report (other than the Payment Date Statement), or may change its format, at any time and without notice to any Certificateholder. While the above parties have undertaken efforts to ensure the reasonable accuracy of this information, this information has not been audited and the parties make no representation as to the accuracy or completeness of the information.

3 Determination Date Apr 19,216 Accrual Periods: Begin End Record Date - Physical Certificates Mar 31,216 Libor Certificates Mar 25,216 Apr 24,216 Record Date - non Physical Certificates Apr 22,216 A-R,P, X-1, X-2, X-S Mar 1,216 Mar 31,216 Payment Detail: Pass Realized Deferred Through Original Beginning Principal Interest Total Losses/ Amounts Ending Class Rate (1) Balance Balance (2) Paid Paid Paid Writedown Recovered Balance (2) 1A-1.993% 45,, N/A N/A 2A-1A.733% 393,, 4,938, , , , N/A N/A 4,33, A-1F 6.% 4,, 4,166, , , , N/A N/A 4,14, A-2.833% 144,8, 19,242, , , ,27.61 N/A N/A 18,956, A % 72,, 9,568,.5 141, , , N/A N/A 9,426, A % 72,, 9,568,.5 141, , , N/A N/A 9,426,54.64 M % 13,95, M % 13,5, M % 17,1, M % 13,95, B % 13,95, B-2 % 4,5, P % 1 N/A N/A A-R % 1 N/A N/A X-S % 899,999, ,483, N/A N/A 82,244,83.22 X-2 N/A 899,999, ,999,169.5 N/A N/A 899,999,169.5 X-1 N/A 899,999, ,483, N/A 82,244,83.22 (1) Reflects the application of Net Funds Cap (2) Class X-S is an IO Certificate, and the Balance reflected for this Cert is a Notional Amount Credit Suisse First Boston Mortgage Securities Corp. Credit Suisse First Boston Mortgage Securities Corp., Home Equity Pass-Through Certificates, HEMT Series 27-2 STATEMENT TO CERTIFICATEHOLDER STATEMENT TO CERTIFICATEHOLDERS Distribution Date: Apr 25,216 Totals: 879,75,2 83,483, ,238, , ,318, ,244,83.22 Amounts Per 1,: Realized Beginning Principal Interest Losses/ Total Ending Class Cusip Balance Paid Paid Writedown Paid Balance Index Value 1A DAA LIBOR.433% 2A-1A 4371DAB SWAP LIBOR.433% 2A-1F 4371DAR A DAC A DAD A DAE M DAG7 M DAH5 M DAJ1 M DAK8 B DAL6 B DAS1 P 4371DAM4 A-R 4371DAF9 X-S 4371DAQ X DAP7 1, 1, X DAN For additional information regarding the Mortgage Loans please contact Specialized Loan Servicing, Inc. Page 1 of 54

4 Credit Suisse First Boston Mortgage Securities Corp., Home Equity Mortgage Home Equity Pass-Through Certificates, HEMT Series 27-2 STATEMENT TO CERTIFICATEHOLDER STATEMENT TO CERTIFICATEHOLDERS Distribution Distribution Date: Apr 25, Date: 216 Apr 25,216 Interest Detail: Index + Interest Allocation of Deferred Total Cumulative Margin or Net PPIS & Basis Risk Basis Risk Basis Risk Amount Interest Interest Class Fix Rate PT Rate (1) Relief Act Paid Unpaid Paid Paid (2) Shortfall 1A-1.993% NA 2A-1A.733% 25,84.2 NA 25,84.2 2A-1F 6.% 2, NA 2, A-2.833% 13,82.62 NA 13, A % 8,511. NA 8,511. 2A % 11,477.8 NA 11,477.8 M % 83, , M % M % M % B-1 7.5% (1) Includes interest shortfalls from previous payments dates plus interest thereon (2) Includes Deferred Amounts Page 2 of 54

5 Credit Suisse First Boston Mortgage Securities Corp., Home Equity Mortgage Home Equity Pass-Through Certificates, HEMT Series 27-2 STATEMENT TO CERTIFICATEHOLDER STATEMENT TO CERTIFICATEHOLDERS Distribution Distribution Date: Apr 25, Date: 216 Apr 25,216 ACCOUNT ACTIVITY Ending Collateral Balance 82,244, ,645, ,598,97.16 Basis Risk Account: Beginning Balance 1, Capitalized Interest Account: Deposit / Withdrawal : Income to X Beginning Balance Deposit : required deposit from waterfall Withdrawal: Capitalized Interest Requirement Withdrawal: for Basis Risk shortfalls Withdrawal: Overfunded Interest Amount to Depositor Withdrawal: to X when Libor certs = $ Ending Balance Ending Balance 1, Reserve Account (Supplemental Interest Trust): Beginning Balance Reconciliation: Deposit / Withdrawal: Investment Income Available funds (A): Deposit: Cap Payment Servicer remittance 1,553,44.73 Deposit: Net Counterparty Payment Funds from MBIA Insurance Proceeds Deposit: Counterparty Termination Payment Funds from Capitalized Interest Account Deposit / Withdrawal : Net Trust Payment to Counterparty Net Funds from Basis Risk account Deposit / Withdrawal : Trust Termination Payment to Counterparty Net Investment Earnings from Swap Account Withdrawal : to pay interest on certificates Net Payments to Trust from Swap Counterparty Withdrawal : to Principal Remittance, Net Realized Losses Cap Payments to Trust from Cap Counterparty Withdrawal : to pay Deferred Amounts Beginning Balance of Reserve Account Withdrawal : to pay Basis Risk Shortfalls Substitution Amount Withdrawal : to X, remaining amounts if Offered Certificates = 1,553,44.73 Ending Balance Distributions (B): Trustee Fee Cap Notional Balance 11,277, Credit Risk Fee Insurer Premium (MBIA) 21, Swap Notional Balance Prior Draws to the Certificate Insurer (MBIA) 211,41.4 Swap Payment made by the swap provider to the trust Net Payments to Counterparty from Swap Trust Swap Payment made by the trust to the swap provider Total interest distributed 8, Total principal distributed 1,238, Net Deposits to Basis Risk account Net Funds Remaining in Reserve Account 1,553,44.73 (A) - (B): Page 3 of 54

6 Credit Suisse First Boston Mortgage Securities Corp., Home Equity Pass-Through Certificates, HEMT Series 27-2 STATEMENT TO CERTIFICATEHOLDER STATEMENT TO CERTIFICATEHOLDERS Distribution Date: Apr 25,216 CREDIT ENHANCEMENT AND TRIGGERS Trigger Event: Stepdown Date: Relevant information: Relevant information: A) Current Balance of Loans 6+ days delinq, Foreclosures and REOs 2,893,836.6 Senior Enhancement Percentage % B) Ending Collateral Balance 82,244,83.22 Senior Enhancement Percentage for purposes of Stepdown % C) Current Delinquency Rate (A/B) % D) Rolling Three Month Delinquency Rate % The later of: E) Applicable % 8.% (x) May 21 YES F) Cumulative Realized Losses (includes Forgiven Principal) 69,45, (y) Date when Senior Enhancement % >= 29.6% NO G) Original Collateral Balance 899,999,169.5 NO H) Cumulative Realized Loss % ( F/G) % I) Applicable Cumulative Loss Limit % 9.5% Overcollateralization: A Trigger Event will occur on or after the Stepdown date if either (1) or (2) is True: Ending Overcollateralization Amount 1) Rolling Three Month Delinquency Rate equals or exceeds applicable limit (D > = E). NO Target Overcollateralization Amount 6,748, ) Cumulative Realized Loss % exceeds applicable limit (H > I). YES Ending Overcollateralization deficiency amount 6,748,969.5 NO Overcollateralization release amount Current Forgiven Principal (1) Monthly Excess Cashflow 119,27.93 Aggregate Forgiven Principal (1) 9,177,23. Current Deferred Principal (2) Excess interest distributions: Aggregate Deferred Principal (2) 288, Excess available interest (A): 119,27.93 Losses: A) Cumulative Realized Losses (includes Forgiven Principal and Deferred Principal) (1),(2 69,45, ) as additional principal to certificates 119,27.93 B) Cumulative Net Nonrecoverable Advances 29,555,72.2 2) Deferred Amounts + Interest thereon (not applied as prin) C) Original Collateral Balance 899,999, ) Required Basis Risk Reserve Deposit to BRRF 4) to Supp Interest Trust - Swap Term Payments Cumulative Effective Loss Percentage (B+C)/D 71.75% 5) Remaining Amounts to Class B-2 6) Remaining Amounts to Class X-1 Rates: (B): 119,27.93 Group 1 Senior Net Funds Cap % (A)-(B): Group 2 Senior Net Funds Cap 6.861% Subordinate Net Funds Cap % Group 2 Senior Net Funds Cap (Class P and AR) % Miscellaneous: Recovery of reimbursements of previously deemed nonrecoverable Net Recoveries Cumulative Recoveries 35,668, Reimbursements of nonrecoverable advances previously made Amount Paid by Certificate Insurer under the Policy Current Advances Outstanding Advances (1) In the absence of specific guidance in the governing documents, forgiveness of principal agreed to and reported by a Servicer in connection with a loan modification will be treated as a Realized Loss, and will be included in such reported amounts and related calculations. (2) In the absence of specific provisions in the governing documents and consistent with the information provided by the Servicer that the Servicer is following the guidance issued by the Department of Treasury, deferred principal agreed to and reported as a loss by the Servicer in connection with a loan modification will be treated as Realized Loss, and will be included in such reported amounts and related calculations. Page 4 of 54

7 COLLATERAL / REMITTANCE SUMMARY - GROUP POOL BALANCE INFORMATION: Beginning Balance Less: Principal Remittance Plus: Negative Amortization Plus: Draws (If Applicable) Less: Net Realized Losses Ending Balance BLANK PRINCIPAL REMITTANCE: Scheduled Principal Prepayments Curtailments Net Liquidation Proceeds Repurchase Principal Total Principal Remittance (A) BLANK INTEREST REMITTANCE: Gross Interest Less: Total Retained Fees Less: Deferred Interest Less: Relief Act Interest Shortfall Less: Net Prepayment Interest Shortfall Less: Net Nonrecoverable Advances Less: Interest Loss Net Interest Remittance From Servicer(s) (B) BLANK Prepayment Premiums (C) Other Funds (D) BLANK REMITTANCE TO TRUST (A+B+C+D): BLANK OTHER INFORMATION: Beginning Loan Count Ending Loan Count Ending Pool Factor BLANK Weighted Average Coupon Weighted Average Net Coupon Weighted Average Maximum Net Coupon BLANK Liquidated Loans - Balance Negative Amortization - Count Negative Amortization - Balance Substitution In Loans Substitution Out Loans Substitution Adjustment - Principal Loans w/ Prepayment Penalties - Balance Loans w/ Prepayment Penalties - Count Repurchase Loans - Count Subsequent Recoveries BLANK NON-RETAINED FEES: Excess Servicing Fee BLANK RETAINED FEES: Servicing Fee LPMI Special Servicing Fee Additional Master Servicing Fee Backup Servicing Fee Supplemental Insurance Fee Retained Interest TOTAL Group 1 Group 2 83,483, ,742, ,74, ,119, , ,51, , ,24.3 9, ,244, ,645, ,598, , , , , , , , , , , , , ,119, , ,51, , , , , , , , , , , , , ,553, , ,444, , ,833 2, , % % 7.328% % % % % % % 298, , , , , , , , , Page 5 of 54

8 MORTGAGE LOAN CHARACTERISTICS Remaining Principal Balance Balance TOTAL Group 1 Group 2 Count Balance % Count Balance % Count Balance % K to 99.99K 2,19 73,895, % 272 7,645, % 1,747 66,249, % 1K to K 63 7,88, % % 63 7,88, % 2K to K 2 468, % % 2 468, % Total 2,84 82,244, % 272 7,645, % 1,812 74,598, % 7M 6M 5M Balance 4M 3M 2M 1M M Group 1 Group 2 K to 99.99K 1K to K 2K to K Page 6 of 54

9 MORTGAGE LOAN CHARACTERISTICS Gross Rate TOTAL Group 1 Group 2 Gross Rate Count Balance ($) % Count Balance ($) % Count Balance ($) % 2.5% % 1 21, % 1 21, % % 3.% % 2 9, % % 2 9, % 3.5% % 1 376, % 1 18, % 9 357, % 4.% % 189 6,877, % , % 164 6,328, % 4.5% % 35 1,62, % 5 16, % 3 1,459, % 5.% % ,227, % 79 2,394, % ,833, % 5.5% % 46 2,39, % 5 16, % 41 2,22, % 6.% % 234 9,995, % 36 1,14, % 198 8,98, % 6.5% % 38 1,776, % 6 224, % 32 1,551, % 7.% % 44 2,31, % 5 161, % 39 1,869, % 7.5% % 5 1,924, % 6 184, % 44 1,74, % 8.% % 57 2,218, % 9 359, % 48 1,859, % 8.5% % 83 3,226, % 6 126, % 77 3,1, % 9.% % 66 2,568, % 5 112, % 61 2,455, % 9.5% % 16 5,263, % 34 96, % 126 4,356, % 1% % 77 2,9, % 8 25, % 69 2,694, % 1.5% % 89 3,449, % , % 74 3,35, % 11.% % 47 1,921, % 6 167, % 41 1,754, % 11.5% % 55 1,891, % 9 179, % 46 1,711, % 12.% % 42 1,49, % 4 137, % 38 1,272, % 12.5% % 49 1,674, % 2 59, % 47 1,615, % 13.% % 1 33,19.5.4% % 1 33, % 13.5% % , % 3 111, % , % 14.% % , % 2 32, % , % Total 2,84 82,244, % 272 7,645, % 1,812 74,598, % Group 1 Weighted Average Rate: 7.17% Group 2 Weighted Average Rate: 7.2% Property Type Type TOTAL Group 1 Group 2 Count Balance ($) % Count Balance ($) % Count Balance ($) % Condominium 168 6,334, % , % 132 5,338, % Cooperative 1 33, % 1 33, % % Multifamily 187 1,69, % 19 7, % 168 9,989, % Other 2 46, % % 2 46, % Planned Unit Development ,296, % 47 1,335, % ,96, % Single Family 1,32 48,511, % 167 4,528, % 1,153 43,982, % Townhouse , % 2 51, % 9 28, % Total 2,84 82,244, % 272 7,645, % 1,812 74,598, % Year of First Payment Date Year TOTAL Group 1 Group 2 Count Balance ($) % Count Balance ($) % Count Balance ($) % , % % 1 53, % , % 2 62, % 8 167, % 26 1,313 5,182, % 26 5,576, % 1,17 44,65, % ,779, % 64 2,6, % ,772, % Total 2,84 82,244, % 272 7,645, % 1,812 74,598, % Page 7 of 54

10 MORTGAGE LOAN CHARACTERISTICS Remaining Term to Maturity TOTAL Group 1 Group 2 Month Count Balance ($) % Count Balance ($) % Count Balance ($) % , % % 1 53, % ,275 5,238, % 149 4,377, % 1,126 45,861, % , % % 2 55, % ,527, % 9 27, % 38 1,32, % ,269, % 3 14, % 21 1,165, % , % 3 88, % , % ,288, % 18 2,867, % ,42, % Total 2,84 82,244, % 272 7,645, % 1,812 74,598, % Group 1 Weighted Average Remaining Months: 139 Group 2 Weighted Average Remaining Months: 133 Page 8 of 54

11 MORTGAGE LOAN CHARACTERISTICS Geographic Distribution by State State TOTAL Group 1 Group 2 Count Balance ($) % Count Balance ($) % Count Balance ($) % ALABAMA 6 162, % % 6 162, % ALASKA 4 138, % % 4 138, % ARIZONA 84 3,129, % 7 28, % 77 2,92, % ARKANSAS 7 133, % 1 2, % 6 112, % CALIFORNIA 29 12,799, % 4 153, % 25 12,645, % COLORADO 61 2,17, % 8 228, % 53 1,789, % CONNECTICUT 35 1,39, % 1 36, % 25 1,3, % DELAWARE , % 2 69, % 11 36, % DISTRICT OF COLUMBIA 6 422, % 3 183, % 3 238, % FLORIDA 12 4,286, % , % 17 3,951, % GEORGIA 14 3,962, % % 14 3,962, % HAWAII 15 1,42, % 1 61, % , % IDAHO 7 22, % 1 16, % 6 24, % ILLINOIS 91 3,421, % , % 7 2,782, % INDIANA , % 7 131, % 2 445, % IOWA 5 136, % % 5 136, % KANSAS , % 1 26, % , % KENTUCKY 1 295, % % 1 295, % LOUISIANA , % 3 61, % 9 222, % MAINE 2 78, % % 2 78, % MARYLAND 91 4,313, % , % 77 3,754, % MASSACHUSETTS 48 2,21, % 5 184, % 43 1,837, % MICHIGAN 69 2,168, % , % 52 1,694, % MINNESOTA 47 1,751, % 1 248, % 37 1,52, % MISSISSIPPI 8 251, % 1 21, % 7 229, % MISSOURI , % 1 21, % , % MONTANA 6 228, % 1 3, % 5 197, % NEBRASKA 6 198, % 1 21, % 5 176, % NEVADA 35 1,675, % 3 111, % 32 1,564, % NEW HAMPSHIRE 9 355, % % 9 355, % NEW JERSEY 86 4,326, % 4 179, % 82 4,147, % NEW MEXICO , % 2 56, % , % NEW YORK 142 9,42, % 8 3, % 134 9,11, % NORTH CAROLINA 53 1,453, % 6 129, % 47 1,323, % NORTH DAKOTA 2 78, % % 2 78, % OHIO 48 1,289, % 6 125, % 42 1,163, % OKLAHOMA , % 1 16, % 12 26, % OREGON 25 1,128, % 4 124, % 21 1,4, % PENNSYLVANIA 99 2,776, % , % 84 2,418, % RHODE ISLAND , % 3 133, % 1 35, % SOUTH CAROLINA , % 4 91, % , % SOUTH DAKOTA 2 58, % 1 21, % 1 36, % TENNESSEE , % 2 43, % , % TEXAS 146 3,39, % , % 97 2,376, % UTAH 38 1,21, % 7 171, % 31 1,3, % VERMONT 1 43, % % 1 43, % VIRGINIA 6 2,74, % 9 316, % 51 2,387, % WASHINGTON 57 2,229, % , % 46 1,864, % WEST VIRGINIA 3 74, % 1 35, % 2 38, % WISCONSIN , % 3 55, % 2 771, % WYOMING 1 19,1.18.2% 1 19, % % Total 2,84 82,244, % 272 7,645, % 1,812 74,598, % Page 9 of 54

12 MORTGAGE LOAN CHARACTERISTICS GROUP 1 14 Collateral Balance Distribution by State TEXAS ILLINOIS MARYLAND MICHIGAN WASHINGTON CONNECTICUT PENNSYLVANIA FLORIDA VIRGINIA NEW YORK MINNESOTA COLORADO ARIZONA MASSACHUSETTS DISTRICT OF COLUMBIA NEW JERSEY UTAH CALIFORNIA RHODE ISLAND INDIANA NORTH CAROLINA OHIO OREGON NEVADA SOUTH CAROLINA DELAWARE LOUISIANA HAWAII NEW MEXICO WISCONSIN TENNESSEE WEST VIRGINIA MONTANA KANSAS MISSISSIPPI MISSOURI NEBRASKA % SOUTH DAKOTA ARKANSAS WYOMING OKLAHOMA IDAHO GROUP 2 18 Collateral Balance Distribution by State % CALIFORNIA NEW YORK NEW JERSEY GEORGIA FLORIDA MARYLAND ARIZONA ILLINOIS PENNSYLVANIA VIRGINIA TEXAS WASHINGTON MASSACHUSETTS COLORADO MICHIGAN NEVADA MINNESOTA NORTH CAROLINA OHIO CONNECTICUT UTAH OREGON HAWAII WISCONSIN NEW MEXICO MISSOURI INDIANA SOUTH CAROLINA TENNESSEE DELAWARE NEW HAMPSHIRE RHODE ISLAND KANSAS KENTUCKY OKLAHOMA DISTRICT OF COLUMBIA MISSISSIPPI LOUISIANA IDAHO MONTANA NEBRASKA ALABAMA ALASKA IOWA ARKANSAS NORTH DAKOTA MAINE VERMONT WEST VIRGINIA SOUTH DAKOTA Page 1 of 54

13 DELINQUENCY SUMMARY REPORT All Groups Delinquent Bankruptcy Foreclosure REO TOTAL Loan Count Sched Bal Percentage* Actual Bal Loan Count Sched Bal Percentage* Actual Bal Loan Count Sched Bal Percentage* Actual Bal Loan Count Sched Bal Percentage* Actual Bal Loan Count Sched Bal Percentage* Actual Bal Current 3-59 days 6-89 days days 12 + days TOTAL 1, ,46 77,552, ,266, , , ,68, ,899, % 1.54%.66%.57% 1.3% 98.36% 77,629, ,267, , , ,69, ,979, , , , , , ,345, %.13%.4%.12%.83% 1.64% 422, , , , , ,346,47.27 % % % % % % % % % % % % 1, ,84 77,974, ,376, , , ,75, ,244, % 1.67%.71%.68% 2.13% 1% 78,52, ,377, , , ,752, ,326, days days 6-89 days 3-59 days Current 94.8% 3-59 days 1.7% 6-89 days.7% days.7% 12 + days 2.1% Total: 1.% Current Group 1 Delinquent Bankruptcy Foreclosure REO TOTAL Loan Count Sched Bal Percentage* Actual Bal Loan Count Sched Bal Percentage* Actual Bal Loan Count Sched Bal Percentage* Actual Bal Loan Count Sched Bal Percentage* Actual Bal Loan Count Sched Bal Percentage* Actual Bal Current 3-59 days 6-89 days days 12 + days TOTAL ,37, , , ,3.6 7,465, %.56%.79% %.71% 97.64% 7,313, , , ,3.6 7,471, , , , , , %.39% %.66%.36% 2.36% 72, , , , , % % % % % % % % % % % % ,379, , , , ,7.22 7,645, %.95%.79%.66% 1.7% 1% 7,385, , , , ,7.22 7,651, days days 6-89 days 3-59 days Current 96.5% 3-59 days 1.% 6-89 days.8% days.7% 12 + days 1.1% Total: 1.% Current Page 11 of 54

14 DELINQUENCY SUMMARY REPORT Group 2 Delinquent Bankruptcy Foreclosure REO TOTAL Loan Count Sched Bal Percentage* Actual Bal Loan Count Sched Bal Percentage* Actual Bal Loan Count Sched Bal Percentage* Actual Bal Loan Count Sched Bal Percentage* Actual Bal Loan Count Sched Bal Percentage* Actual Bal Current 3-59 days 6-89 days days 12 + days TOTAL 1, ,78 7,244, ,223, , , ,13, ,434, % 1.64%.65%.63% 1.36% 98.44% 7,316, ,224, , , ,14, ,58, , , , , , ,164, %.11%.5%.6%.88% 1.56% 349, , , , , ,165, % % % % % % % % % % % % 1, ,812 7,594, ,33, , , ,668, ,598, % 1.75%.7%.69% 2.24% 1% 7,666, ,34, , , ,67, ,674, days days 6-89 days 3-59 days Current 94.6% 3-59 days 1.7% 6-89 days.7% days.7% 12 + days 2.2% Total: 1.% Current * Percentages are based on scheduled balance as a percent of total pool scheduled balance. Page 12 of 54

15 DELINQUENCY SUMMARY REPORT All Groups 3-59 days 6-89 days days 12 + days TOTAL Count Balance ($) % of Bal* Count Balance ($) % of Bal* Count Balance ($) % of Bal* Count Balance ($) % of Bal* Count Balance ($) % of Bal* Delinquent 27 1,266, % , % 9 466, % 26 1,68, % 73 3,346, % Bankruptcy 2 19, % 1 35, % 2 95, % , % , % Foreclosure % % % % % REO % % % % % TOTAL 29 1,376, % 12 58, % , % 44 1,75, % 96 4,27, % Group days 6-89 days days 12 + days TOTAL Count Balance ($) % of Bal* Count Balance ($) % of Bal* Count Balance ($) % of Bal* Count Balance ($) % of Bal* Count Balance ($) % of Bal* Delinquent 1 42, % 2 6, % % 2 54, % 5 157, % Bankruptcy 1 29, % % 1 5, % 1 27, % 3 18, % Foreclosure % % % % % REO % % % % % TOTAL 2 72, % 2 6, % 1 5, % 3 82, % 8 266, % Group days 6-89 days days 12 + days TOTAL Count Balance ($) % of Bal* Count Balance ($) % of Bal* Count Balance ($) % of Bal* Count Balance ($) % of Bal* Count Balance ($) % of Bal* Delinquent 26 1,223, % 9 484, % 9 466, % 24 1,13, % 68 3,189, % Bankruptcy 1 79, % 1 35, % 1 45, % , % 2 815, % Foreclosure % % % % % REO % % % % % TOTAL 27 1,33, % 1 52, % 1 511, % 41 1,668, % 88 4,4, % % Group days days % % Group Bankruptcy Delinquent 12 % Group days days Group 2 REO Foreclosure Distribution of Delinquencies By Group and Days. (total 1%) Distribution of Delinquencies By Group and Status Type. (total 1%) * Percentages are based on scheduled balance as a percent of total pool scheduled balance. Page 13 of 54

16 BANKRUPTCY LOAN DETAIL REPORT Bankruptcy Count Balance ($) % GROUP , % GROUP ,164, % TOTAL: 38 1,345, % GROUP 1 GROUP % GROUP % Total: 1.% GROUP 2 GROUP 1 Loan Number Original Balance Ending Balance Rate % Next Due Date Orig Term State Lien ,689. 5, % 12/1/ IL ,5 11, % 4/22/ IN ,98 12, % 3/1/ PA , , % 2/1/ TX , 27, % 8/1/ IL , , % 4/1/ DE 2 Total: 6 216, , GROUP 2 Loan Number Original Balance Ending Balance Rate % Next Due Date Orig Term State Lien ,9 3, % 3/1/ CO , 5, % 1/1/ NJ ,5 72, % 7/1/ NH ,8 94, % 8/1/ MI ,2 35, % 1/1/ MD , 14, % 4/1/ KS ,4 4, % 1/1/ MI , 79, % 2/1/216 3 FL ,9 41, % 1/1/ HI , 25, % 4/1/ IL ,5 32, % 4/1/ CT ,5 43, % 9/1/ PA , , % 3/1/ MA , 13, % 4/1/ AR , 23, % 1/1/ MO ,2 3, % 9/1/ TX , 2, % 1/1/ TX , 21, % 1/1/ PA , 29, % 4/1/ GA ,5 14, % 1/1/ IN ,8 11, % 8/1/ MI , 26, % 1/1/ SC ,98 29, % 3/1/ LA , 29, % 8/1/ IL ,47 35, % 4/1/ FL ,5 56, % 1/1/ NJ , , % 4/1/ TX ,35 3, % 4/1/ VA 2 Page 14 of 54

17 BANKRUPTCY LOAN DETAIL REPORT GROUP 2 Loan Number Original Balance Ending Balance Rate % Next Due Date Orig Term State Lien , , % 9/1/ MS , 45, % 12/1/ WA , 34, % 3/1/ PA ,7 36, % 6/1/ MD 2 Total: 32 1,415,866. 1,164,882.4 Page 15 of 54

18 FORECLOSURE LOAN DETAIL REPORT # None # Loan Number Original Balance Ending Balance Rate % Next Due Date Orig Term State Lien Total: Page 16 of 54

19 REO LOAN DETAIL REPORT # None # Loan Number Original Balance Ending Balance Rate % Next Due Date Orig Term New REO? Book Value State Lien Scheduled Principal REO Date Actual Ending Balance (UPB) Total: Page 17 of 54

20 PREPAYMENT & LIQUIDATION LOAN DETAIL REPORT Original Group Count Balance Prepayment Liquidation Begin Balance GROUP ,944. 4, , ,742, GROUP ,795, , , ,74,813.6 TOTAL: 29 13,387, , , %.1%.84%.23% 99.38% % 2 Prepayment Liquidation Beginning Balance GROUP 1 Loan Num Original Beginning Scheduled Prepayments Liquidation Loss Add'l Loss Payoff Description Paid Off Add'l Loss Loan Loss Prepay State Lien Balance Balance Principal Incl Curtail Proceeds Date Date Rate Severit Penalty , Liquidation % CO , Liquidation % MD ,4 5, ,346.8 Liquidation % IL , Liquidation % WA , Liquidation % FL ,2 17, ,6.16 Liquidation 3/31/216 4.% 1% FL , Liquidation % AZ , Liquidation % TX , Liquidation % AZ , 1-1 Liquidation % TX ,2 18, , Liquidation 3/31/ % 1% TX , Liquidation % TN , Liquidation % AR , Liquidation % VA , Liquidation % MI , Liquidation % TX , 2, ,62.79 Voluntary PIF 3/3/ % TX , 19, , Voluntary PIF 4/12/ % TN ,4 18, , Voluntary PIF 3/16/216 6.% IN 2 Total: , , , , , ,67.62 GROUP 2 Page 18 of 54

21 PREPAYMENT & LIQUIDATION LOAN DETAIL REPORT GROUP 2 Loan Num Original Beginning Scheduled Prepayments Liquidation Loss Add'l Loss Payoff Description Paid Off Add'l Loss Loan Loss Prepay State Lien Balance Balance Principal Incl Curtail Proceeds Date Date Rate Severit Penalty , Liquidation % FL ,6 2-2 Liquidation % NJ , Liquidation % NV , Liquidation % NV , Liquidation % CA , 71, , Liquidation 3/31/216 5.% 1% NY , Liquidation % NY , Liquidation % NJ ,5 4-4 Liquidation % CA ,4 1,1.66-1,1.66 Liquidation % CA , 5-5 Liquidation % CA ,35 1, ,465.2 Liquidation % FL , Liquidation % NJ , Liquidation % FL , 5-5 Liquidation % NY , Liquidation % MN , Liquidation % NY , Liquidation % PA ,8 72, ,51.63 Liquidation 3/31/216 5.% 1% NC , Liquidation % HI , Liquidation % FL , Liquidation % MD , Liquidation % CA , Liquidation % CA , 5-5 Liquidation % CA , Liquidation % FL , Liquidation % CA , Liquidation % NV , Liquidation % FL ,3 2-2 Liquidation % CA ,85 2, -2, Liquidation % GA ,29. 1, ,94.94 Liquidation % AZ , Liquidation % AZ , Liquidation % RI , Liquidation % CA , Liquidation % CA , 5, , Liquidation % NJ , Liquidation % IL 2 Page 19 of 54

22 PREPAYMENT & LIQUIDATION LOAN DETAIL REPORT GROUP 2 Loan Num Original Beginning Scheduled Prepayments Liquidation Loss Add'l Loss Payoff Description Paid Off Add'l Loss Loan Loss Prepay State Lien Balance Balance Principal Incl Curtail Proceeds Date Date Rate Severit Penalty , Liquidation % CA , 2-2 Liquidation % CA , 5-5 Liquidation % CA , Liquidation % HI , 1-1 Liquidation % CA , Liquidation % FL , Liquidation % WA , Liquidation % GA , Liquidation % MD , Liquidation % MA , Liquidation % MO , Liquidation % TN , Liquidation % VA ,6 27, ,95.16 Liquidation 3/31/ % 1% OH ,996. 1, , Liquidation % NE , Liquidation % ND , 3-3 Liquidation % FL , Liquidation % NY , Liquidation % TN ,7 2-2 Liquidation % TN , 4,5-4,5 Liquidation % NJ , 3-3 Liquidation % IL , Liquidation % CA ,5 2, , Liquidation % CA , 11, ,97.25 Liquidation % NJ , Liquidation % TX , Liquidation % CA , Liquidation % MD , Liquidation % FL ,258. 1, , Liquidation % MD , Liquidation % NY , Liquidation % MD , Liquidation % MA , Liquidation % CA , 1, -1, Liquidation % NY , Liquidation % CA , Liquidation % FL , Liquidation % CO 2 Page 2 of 54

23 PREPAYMENT & LIQUIDATION LOAN DETAIL REPORT GROUP 2 Loan Num Original Beginning Scheduled Prepayments Liquidation Loss Add'l Loss Payoff Description Paid Off Add'l Loss Loan Loss Prepay State Lien Balance Balance Principal Incl Curtail Proceeds Date Date Rate Severit Penalty , Liquidation % GA , 2-2 Liquidation % NY , Liquidation % CA , 5-5 Liquidation % CA ,5 3-3 Liquidation % IL , Liquidation % CA , Liquidation % CA , Liquidation % AZ , Liquidation % CT , Liquidation % NM , Liquidation % NV , Liquidation % VA , Liquidation % FL , Liquidation % WA , Liquidation % NJ , 1, ,747.9 Liquidation % CA ,4 1, ,575.1 Liquidation % MD , Liquidation % MD , Liquidation % CA , 11, , Liquidation % MA , Liquidation % UT , Liquidation % MA , Liquidation % AZ , Liquidation % GA ,6 15, , Liquidation 3/31/ % 1% MI , Liquidation % OK , Liquidation % VA , 5, , Liquidation % MD , 1-1 Liquidation % CA , Liquidation % NY , 3-3 Liquidation % NY , -1 1 Liquidation % OH , 2-2 Liquidation % IL , Liquidation % CA , Liquidation % OR , Liquidation % OR , Liquidation % CA , Liquidation % WA 2 Page 21 of 54

24 PREPAYMENT & LIQUIDATION LOAN DETAIL REPORT GROUP 2 Loan Num Original Beginning Scheduled Prepayments Liquidation Loss Add'l Loss Payoff Description Paid Off Add'l Loss Loan Loss Prepay State Lien Balance Balance Principal Incl Curtail Proceeds Date Date Rate Severit Penalty , Liquidation % VA , Liquidation % UT , Liquidation % FL , Liquidation % GA , Liquidation % WI , Liquidation % WA , Liquidation % NY , Liquidation % PA , 2-2 Liquidation % CA , Liquidation % TX , Liquidation % NJ , Liquidation % CA , Liquidation % NC , Liquidation % MD , 14, ,416.8 Liquidation % WA , Liquidation % MI ,98 4, , Liquidation % TX , 2-2 Liquidation % RI , Liquidation % GA , Liquidation % PA , 3, , Liquidation 3/31/216 6.% 1% CT , Liquidation % TX , Liquidation % DC , 12, -12, Liquidation % NY , Liquidation % VA , Liquidation % DE , Liquidation % IL , , , Liquidation 3/31/216 4.% 1% NY , Liquidation % CO , Liquidation % NY ,397. 2, , Liquidation % FL , Liquidation % FL , Liquidation % NV , Liquidation % MA , Liquidation % CA , Liquidation % FL , 3-3 Liquidation % NY ,2 3-3 Liquidation % NY 2 Page 22 of 54

25 PREPAYMENT & LIQUIDATION LOAN DETAIL REPORT GROUP 2 Loan Num Original Beginning Scheduled Prepayments Liquidation Loss Add'l Loss Payoff Description Paid Off Add'l Loss Loan Loss Prepay State Lien Balance Balance Principal Incl Curtail Proceeds Date Date Rate Severit Penalty , Liquidation % CA , Liquidation % WA ,8 3-3 Liquidation % NV , Liquidation % CA , Liquidation % NJ , Liquidation % NJ , Liquidation % NY , Liquidation % IL , Liquidation % NY , Liquidation % NY , Liquidation % IN , Liquidation % WA , Liquidation % NY , Liquidation % NJ ,15 11,9-11,9 Liquidation % NY ,7 6-6 Liquidation % NC , Liquidation % NJ , Liquidation % NJ , Liquidation % MA ,9 3-3 Liquidation % NY , Liquidation % FL , Liquidation % IL , Liquidation % IL ,4 6, ,22.64 Voluntary PIF 4/12/ % MD , 73, ,114.3 Voluntary PIF 3/16/216 5.% CA , 35, , Voluntary PIF 3/18/ % CA , , , Voluntary PIF 4/15/ % NC ,1 41, ,68.57 Voluntary PIF 3/28/ % TX , , , Voluntary PIF 4/6/216 6.% MI ,8 2, ,96.29 Voluntary PIF 4/15/ % OR ,38 41, ,89.64 Voluntary PIF 4/15/ % LA ,2 31, ,51.85 Voluntary PIF 4/6/216 5.% KS , , , Voluntary PIF 4/13/ % ID , 64, ,832.6 Voluntary PIF 4/4/ % CA , , ,329.3 Voluntary PIF 4/13/ % UT , 53, ,44.8 Voluntary PIF 4/5/216 5.% NJ , 39, ,284.3 Voluntary PIF 3/16/ % MI ,4 25, , Voluntary PIF 3/28/ % OH 2 Page 23 of 54

26 PREPAYMENT & LIQUIDATION LOAN DETAIL REPORT Total: 19 12,795, , , , , , , Page 24 of 54

27 SUBSTITUTION IN/OUT LOAN DETAIL REPORT Sub Period: # None # TOTAL SUBSTITUTIONS OUT: IN: Page 25 of 54

28 MATERIAL MODIFICATIONS, EXTENSIONS, WAIVERS LOAN DETAIL REPORT # U.S. Bank National Association in its respective capacity under the transaction documents is not aware of any material modifications, extensions or waivers to pool asset terms, fees, penalties or payments # Loan Count: Sub-Total: Total Loan Count: Sub-Total: Grand Total: Grand Total: Modified Balance / Pool Balance * As of 1/1/21, historical modifications will no longer be reported as part of the payment date statement. Page 26 of 54

29 MATERIAL MODIFICATIONS, EXTENSIONS, WAIVERS LOAN DETAIL REPORT - PART 2 # U.S. Bank National Association in its respective capacity under the transaction documents is not aware of any material modifications, extensions or waivers to pool asset terms, fees, penalties or payments # Loan Count: Sub-Total: Total Loan Count: Grand Total: * As of 1/1/21, historical modifications will no longer be reported as part of the payment date statement. Page 27 of 54

30 HOME AFFORDABLE MODIFICATION PROGRAM LOAN DETAIL REPORT # U.S. Bank National Association in its respective capacity under the transaction documents is not aware of any loans participating in the Making Home Affordable Modification Program # Page 28 of 54

31 MATERIAL BREACHES REPORT Information with respect to material breaches of pool asset representations or warranties or transaction covenants will be included on this page only to the extent required under the governing transaction documents and based solely on data provided to U.S. Bank, as Trustee and/or Securities Administrator, by the party(ies) obligated to provide such information. Additional information with respect to demands for repurchase as required by Rule 15Ga-1, adopted by the Securities and Exchange Commission pursuant to Section 943 of the Dodd-Frank Wall Street Reform and Consumer Protection Act, may be available from the Issuing Entity, Depositor or Sponsor. Page 29 of 54

32 RELEASED LOANS REPORT Release Date LID Original Balance Cumulative Loss Charged Off Date Release Date LID Original Balance Cumulative Loss Charged Off Date December ,8 48, /31/29 1 February , 53, /31/ ,7 53, /3/ , 49, /31/29 3 March ,47 2, /31/ ,25 125, /3/ , 49, /29/ ,5 22, /28/ ,8 8, /3/ , , /3/ , 23, /31/ , 29, /3/ , 32, /29/ , 71, /3/ ,8 23, /31/29 11 June , 39, /29/ , 6, /29/ , , /3/ , 64, /3/29 4 July , , /28/21 1 August , 38, /3/ ,4 61,84.5 1/31/ ,45 27, /3/ , 76, /31/ , 12, /31/ ,2 14, /31/ ,4 57, /28/ , , /3/28 8 September , 17, /31/ ,35 49, /31/ , 56, /31/ ,25 61, /31/28 4 October ,6 26,36.8 6/3/ ,4 19, /31/ , 54, /31/29 3 November ,55 82, /3/ , 34, /3/ ,6 56,16.4 1/31/ , 61, /28/ , 43,49.9 4/3/ ,4 45, /31/28 6 December , 62, /31/21 1 January , 23, /3/ , 39, /31/ , 34,75.2 9/3/ , 55, /31/ ,4 52, /3/ ,55 136, /3/ , 73, 7/31/ , 88, /29/ ,5 42, /31/ ,6 59, /31/ ,8 115, /31/ ,55 47, /31/ , 38, /31/ ,55 47, /31/ , 35, /3/ ,6 34, /3/ ,8 67, /3/ ,56 25, /31/ ,75 42, /31/ , 22, /3/ ,5 24, /28/ , 54, /31/ ,9 33, /28/ , 63, /3/ , 35, /31/29 Page 3 of 54

33 RELEASED LOANS REPORT January ,5 118, /29/ , 39, /3/ , 9, /3/ ,8 83, /31/ ,5 2/28/ ,5 16, /31/ ,4 32, /3/ , 23, /31/ ,45 97, /3/ ,5 67, /29/ , 112, /28/ , 82, /29/ , 6, /31/ , , /28/ ,5 34, /31/ , 49, /3/ , 31, /3/ , 41, /31/ , 49, /31/ , 49, /31/ ,3 31, /3/ , 148, /3/ ,8 178, /28/ ,7 32, /29/ , , /31/ ,7 48, /3/ ,75 51,339. 5/31/ , 36, /29/ ,56 13, /3/ , 43, /29/ , 46, /31/ ,6 82, /31/ ,75 38, /31/ ,16 49, /31/ , 53, /31/ ,6 28, /29/ , 58, /3/ ,4 3,68.3 1/31/ , 88, /31/ , 51, /31/ , 94, /3/ , 49,47.3 1/31/ , 59, /31/ , , /29/ ,4 19, /3/ ,8 134, /29/ ,198. 6, /3/ , 47, /31/ ,98 41, /28/ ,88 64, /29/ ,45 29, /3/ ,5 28, /29/ , 27, /29/ ,35 27, /29/ ,5 16, /3/ , 95, /31/ , 74, /31/ , 4, /3/ ,75 56, /28/ ,95 48, /3/ , 66, /28/ , 35, /31/ ,8 112, /31/ ,6 3, /28/ , 24, /31/ ,8 7, /3/ ,6 59, /31/ , 17, /31/ , 69, /31/ , 16, /29/ ,6 92, /3/ ,5 16, /3/ ,6 3, /31/ ,6 71, /31/ ,65 73, /31/ ,8 59, /3/ ,6 16, /31/ , 14, /31/ ,5 49, /31/ ,5 72, /3/29 Page 31 of 54

34 RELEASED LOANS REPORT January , 88, /31/ ,6 35, /3/ ,5 22, /31/ , 59, /31/ ,5 34, /31/ , 59, /3/ , 14,65.7 4/3/ , , /3/ ,2 78, /3/ , 49, /28/ ,45 89, /31/ , 53, /3/ ,4 44, /3/ ,7 25, /31/ ,5 55, /3/ , , /28/ ,77 31, /31/ , , /3/ ,6 57, /31/ ,85 65, /3/ ,4 5, /29/ ,2 3, /3/ , 73, /3/ ,1 58, /29/ ,8 11, /31/ , 5, /31/ ,38 31, /3/ ,5 45, /31/ , 82, /31/ ,25 49, /31/ February ,98. 63,98. 8/31/ , 51, /31/ ,4 48, /3/ ,98 21, /31/ , 19, /31/ , 38, /31/ , 61, /28/ , 16, /31/ ,45 55, /31/ ,2 37, /3/ ,96 3, /3/28 11 March ,38 4, /29/ , 14, /3/ ,55 44,91.9 4/3/21 3 April , 9, /31/ , 36, /28/ , 84, /31/ , 56, /3/ , 31,592. 5/31/ , 55, /31/28 6 May ,8 83, /3/ , 185, /3/ ,8 6, /31/ ,8 66, /3/ ,58 86, /29/ ,8 11, /31/ ,6 67, /3/ ,75 69, /3/ ,68 33, /31/ ,8 54, /3/ , 92, /3/ , 56, /31/ , 55, /31/ ,25 44, /31/ ,97 35, /31/ , , /29/ , 47, /31/ ,88 31, /31/29 18 June ,4 68, /3/ , , /28/ , 56, /3/ ,2 64, /31/ ,8 47, /31/29 5 July , 56, /29/28 Page 32 of 54