Merrill Lynch Mortgage Investors Trust Mortgage Loan Asset-Backed Certificates Series 2006-HE3 DISTRIBUTION PACKAGE. Issuance Parties.

Transcription

1 DISTRIBUTION PACKAGE Distribution Package Includes: * Issuance Dates - Payment Date Statement Page 1 - Remittance Summary Group Page 5 - Mortgage Loan Characteristics Page 6 - Delinquency Report Page 11 - Delinquency History Report - Six Months Page 13 - Bankruptcy Loan Detail Report Page 14 - Foreclosure Loan Detail Report Page 16 - REO Loan Detail Report Page 19 - Prepayment & Liquidation Loan Detail Report Page 2 - Substitution In/Out Loan Detail Report Page 21 - Material Modifications Loan Detail Report Page 22 - Extended Material Modifications Loan Detail Report Page 23 - Material Modifications (HAMP) Report Page 24 - Material Breaches Loan Detail Report Page 25 First Distribution Date: Settlement Date: Cutoff Date: Issuance Parties Servicer(s): Certificate Insurer(s): Underwriter(s): Contact Name: Title: Phone: Mobile: Fax: Address: July 25, 26 June 22, 26 June 1, 26 Nationstar Mortgage LLC Merrill Lynch & Co 19 S. LaSalle St. 7th Fl., Chicago, IL 663 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.

2 Merrill Lynch Mortgage Investors Trust Mortgage Loan Asset-Backed Certificates, Series 26-HE3 STATEMENT TO CERTIFICATEHOLDERS Distribution Date: 1/25/13 Determination Date: 1/15/13 Accrual Periods: Begin End Record Date 9/3/13 Libor Certificates 9/25/213 1/24/213 Other Certificates 9/1/213 9/3/213 Payment Detail: Pass- Current Applied Through Original Beginning Principal Interest Total Interest Loss Ending Class Rate (1) Balance Balance Paid Paid Paid Shortfall Amount (Net) Balance A % $212,657, $ $ $ $ $ $ $ A % $88,758, $23,84, $5,384.9 $5, $55, $ $ $23,753,995.8 A % $93,192, $81,726, $172,981.7 $22, $195, $ $ $81,553, A % $33,212, $29,125,839.1 $61, $1,48.85 $72,56.28 $ $ $29,64, M % $2,99, $ $ $ $ $ $ $ M % $19,333, $ $ $ $ $ $ $ M % $11,47, $ $ $ $ $ $ $ M % $1,495, $ $ $ $ $ $ $ M % $9,666, $ $ $ $ $ $ $ M % $9,114, $ $ $ $ $ $ $ B % $9,114, $ $ $ $ $ $ $ B % $7,733, $ $ $ $ $ $ $ B % $6,94, $ $ $ $ $ $ $ C N/A $552,381, $14,517, $ $ $ $ $ $13,39,99.23 P % $ $ $ $ $ $ $ $ R.22885% $1 $ $ $ $ $ $ $ Totals: $532,215,1 $134,656, $285,12.59 $38, $323,151.3 $ $ $134,371, (1) Reflects the application of Available Funds Cap Amounts Per 1,: Applied Beginning Principal Interest Loss Ending Class CUSIP Balance Paid Paid Amount (Net) Balance Index Value A AA4 $ $ $ $ $ LIBOR.17885% A AB2 $ $ $ $ $ A AC $ $ $ $ $ A AD8 $ $ $ $ $ M AE6 $ $ $ $ $ M AF3 $ $ $ $ $ M AG1 $ $ $ $ $ M AH9 $ $ $ $ $ M AJ5 $ $ $ $ $ M AK2 $ $ $ $ $ B AL $ $ $ $ $ B AM8 $ $ $ $ $ B AN6 $ $ $ $ $ C 59212AP1 $ $ $ $ $ P 59212AQ9 $ $ $ $ $ R 59212AR7 $ $ $ $ $ Page 1 of 25

3 Merrill Lynch Mortgage Investors Trust Mortgage Loan Asset-Backed Certificates, Series 26-HE3 STATEMENT TO CERTIFICATEHOLDERS Distribution Date: 1/25/13 Interest Detail: Index + Interest Allocation of Total Floating Rate Total Floating Rate Total Floating Rate Interest Total Outstanding Margin or Non-Supported Interest Certificate Carryover Certificate Carryover Certificate Carryover Carry-Forward Interest Int Carry-Forward Class Fix Rate PT Rate (1) Shortfall & Relief Act Due Paid Unpaid Amount Paid Paid Amount A % $ $ $ $ $ $ $ $ A % $5, $ $ $ $ $ $5, $ A % $22, $ $ $ $ $ $22, $ A % $1,48.85 $ $ $ $ $ $1,48.85 $ M % $ $ $ $ $ $ $ $ M % $ $ $ $ $ $ $ $ M % $ $ $ $ $ $ $ $ M % $ $ $ $ $ $ $ $ M % $ $ $ $ $ $ $ $ M % $ $ $ $ $ $ $ $ B % $ $ $ $ $ $ $ $ B % $ $ $ $ $ $ $ $ B % $ $ $1, $ $1, $ $ $ C N/A $ $ $ $ $ $ $ $ (1) Includes interest shortfalls from previous payment dates plus interest thereon Applied Loss Detail: Beginning Current Ending Outstanding Loss Recovery Loss Amount Applied Loss Outstanding Class Loss Amount Applied Paid Amount Loss Amount M-1 $2,99,.3 $ $ $ $2,99,.3 M-2 $19,333, $ $ $ $19,333, M-3 $11,47, $ $ $ $11,47, M-4 $1,495, $ $ $ $1,495, M-5 $9,666, $ $ $ $9,666, M-6 $9,114, $ $ $ $9,114, B-1 $9,114, $ $ $ $9,114, B-2 $7,733, $ $ $ $7,733, B-3 $6,94, $ $ $ $6,94, Page 2 of 25

4 Merrill Lynch Mortgage Investors Trust Mortgage Loan Asset-Backed Certificates, Series 26-HE3 STATEMENT TO CERTIFICATEHOLDERS Distribution Date: 1/25/13 ACCOUNT ACTIVITY Supplemental Interest Trust (Swap Account): Miscellaneous: Beginning Balance Prepayment Charges: Deposits: Net Swap Payments to Trust Cumulative Count 369 Deposits: Swap Termination Payments to Trust Cumulative Amount 2,583, Deposits: remaining amounts from Waterfall Current Advances Not Provided Deposits / Withdrawal: Net Swap Payments to Counterparty from waterfall Reimbursement of Prior Advances Not Provided Deposits / Withdrawal: Swap Termination Payments to Counterparty from waterfall Repurchases: Withdrawal: to cover interest shortfalls Cumulative Count 57 Withdrawal: as principal to maintain Target OC Cumulative Balance 9,758,1.97 Withdrawal: to cover Deferred Amounts HAMP investor incentive, cost share, and depreciation funds Withdrawal: to cover unpaid Floating Rate Certificate Carryover Reduction in Mortgage Rate or Relief Act: Withdrawal : to C, remaining amounts Current Count Ending Balance Current Amount Cap Contract: Reconciliation: Payments to: Available funds (A): Class A-1 Servicer remittance 323,542.5 Class A-2 Swap Payments to Trust from Swap Counterparty Class C 323,542.5 Subordinate Certificates Distributions (B): Amount to be deposited Payments to Counterparty from Swap Trust Total interest distributed 38, Material changes to methodology regarding calculations of delinquencies and charge-offs NONE Total principal distributed 285,12.59 Extraordinary Trust Fund Expenses ,542.5 (A) - (B): Page 3 of 25

5 Merrill Lynch Mortgage Investors Trust Mortgage Loan Asset-Backed Certificates, Series 26-HE3 STATEMENT TO CERTIFICATEHOLDERS Distribution Date: 1/25/13 CREDIT ENHANCEMENT AND TRIGGERS Trigger Event: Stepdown Date: Relevant information: Relevant information: A) Current Balance of Loans 6+ days delinq, BKCY, FCLS, and REOs 52,94, Required Percentage % B) Ending Collateral Balance 13,39,99.23 Required Percentage for purposes of Stepdown % C) Current Delinquency Rate (A / B) % D) Rolling Three Month Delinquency Rate % The earlier of: E) 35.5% of the Required Percentage % 1) First payment date when Seniors are reduced to zero. NO F) Cumulative Realized Losses (includes Forgiven Principal) 22,251, ) later of (x) July 29 YES G) Cut-off Collateral Balance 552,381, (y) Date Class A cert prin balance is <= 54.9% of stated prin balance NO H) Cumulative Loss % ( F / G) % Stepdown Date Reached? NO I) Stepdown Required Loss % 8.4% Credit Enhancement: A Trigger Event will occur if on or after the Stepdown Date either (A) or (B) is YES: Ending Overcollateralization Amount A) Rolling Three Month Delinq % >= Limit ( D >= E) NO Target Overcollateralization Amount 2,161,916. B) Cumulative Loss % exceeds applicable limit (H > I). YES Ending Overcollateralization deficiency amount 2,161,916. Stepdown Trigger Event in Effect? (1) NO Overcollateralization release amount (1) Until the Stepdown Date is reached, the Stepdown Trigger Event will be defaulted to 'NO' Extra Principal Distribution Amount 174, Available Funds Cap: Available Funds Cap % Page 4 of 25

6 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 14,517, , ,97, ,39, , , , , , , , , , , % % % 588, , , COLLATERAL / REMITTANCE SUMMARY - GROUP 14,517, , ,97, ,39, , , , , , , , , , , % % % 588, , , Page 5 of 25

7 Remaining Principal Balance MORTGAGE LOAN CHARACTERISTICS Balance Count Balance % K to 99.99K ,243, % 1K to K ,687, % 2K to K ,483, % 3K to K 34 11,768, % 4K to K 15 6,595, % 5K to K 6 3,288, % 6K to K 4 2,517, % 8K to K 2 1,725, % Total ,39, % 4M 35.M 3M 25.M Balance 2M 15.M 1M 5.M M Group 1 K to 99.99K 1K to K 2K to K 3K to K 4K to K 5K to K 6K to K 8K to K Note: Prior to December 28, the stratification tables above were based on loan characteristics as of deal inception. Going forward, the tables are adjusted to account for modified loan terms. Page 6 of 25

8 Gross Rate MORTGAGE LOAN CHARACTERISTICS Gross Rate Count Balance ($) % 1.% % 3 19, % 2.% % 11 21,332, % 2.5% % 13 3,44, % 3.% % 2 3,84, % 3.5% % 9 2,82, % 4.% % 24 4,686, % 4.5% % 14 2,996, % 5.% % 17 2,96, % 5.5% % 12 2,186, % 6.% % 28 4,548, % 6.5% % 3 5,27, % 7.% % 37 5,536, % 7.5% % 67 1,882, % 8.% % 53 8,327, % 8.5% % 91 12,83, % 9.% % 34 5,4, % 9.5% % 32 3,742, % 1% % 9 1,124, % 1.5% % 21 2,143, % 11.% % 5 21, % 11.5% % 4 258, % 12.% % 1 243, % 12.5% % 2 179, % Total ,39, % Group 1 Weighted Average Rate: 6.7% Property Type Type Count Balance ($) % 2 Units 15 2,187, % 3 Units 5 1,212, % 4 Units 3 1,166, % Condominium 26 3,711, % Planned Unit Developmen 33 6,417, % Single Family ,447, % Townhouse 13 2,167, % Total ,39, % Year of First Payment Date Year Count Balance ($) % ,111, % ,198, % Total ,39, % Note: Prior to December 28, the stratification tables above were based on loan characteristics as of deal inception. Going forward, the tables are adjusted to account for modified loan terms. Page 7 of 25

9 Remaining Term to Maturity MORTGAGE LOAN CHARACTERISTICS Month Count Balance ($) % , % ,15, % , % , % ,733, % ,931, % Total ,39, % Group 1 Weighted Average Remaining Months: 267 Note: Prior to December 28, the stratification tables above were based on loan characteristics as of deal inception. Going forward, the tables are adjusted to account for modified loan terms. Page 8 of 25

10 Geographic Distribution by State State Count Balance ($) % ALABAMA 6 53, % ARIZONA 9 1,569, % ARKANSAS 2 242, % CALIFORNIA 85 22,857, % COLORADO 22 3,335, % CONNECTICUT 9 2,555, % DELAWARE 1 144, % FLORIDA ,85, % GEORGIA 2 2,629, % HAWAII 3 553, % IDAHO 2 21, % ILLINOIS 33 5,187, % INDIANA 1 973, % KANSAS 1 95, % KENTUCKY 2 385, % LOUISIANA 19 1,936, % MARYLAND 1 1,963, % MASSACHUSETTS 3 662, % MICHIGAN 18 2,25, % MINNESOTA 2 288, % MISSOURI 1 823, % NEBRASKA 3 44, % NEVADA 14 2,327, % NEW JERSEY 7 1,656, % NEW MEXICO 4 1,256, % NEW YORK 4 1,599, % NORTH CAROLINA 1 855, % OHIO 21 2,48, % OKLAHOMA 7 56, % OREGON 11 1,883, % PENNSYLVANIA 15 2,385, % RHODE ISLAND 4 872, % SOUTH CAROLINA 3 675, % TENNESSEE 7 494, % TEXAS 61 5,335, % UTAH 2 313, % VIRGINIA 1 1,377, % WASHINGTON 16 3,612, % WISCONSIN 9 1,253, % WYOMING 1 161, % Total ,39, % MORTGAGE LOAN CHARACTERISTICS Note: Prior to December 28, the stratification tables above were based on loan characteristics as of deal inception. Going forward, the tables are adjusted to account for modified loan terms. Page 9 of 25

11 GROUP 1 28 MORTGAGE LOAN CHARACTERISTICS Collateral Balance Distribution by State FLORIDA CALIFORNIA TEXAS ILLINOIS WASHINGTON COLORADO GEORGIA CONNECTICUT PENNSYLVANIA NEVADA MICHIGAN OHIO MARYLAND LOUISIANA OREGON NEW JERSEY NEW YORK ARIZONA VIRGINIA NEW MEXICO WISCONSIN INDIANA RHODE ISLAND NORTH CAROLINA MISSOURI SOUTH CAROLINA MASSACHUSETTS OKLAHOMA HAWAII ALABAMA TENNESSEE NEBRASKA KENTUCKY UTAH MINNESOTA ARKANSAS IDAHO WYOMING DELAWARE KANSAS % Note: Prior to December 28, the stratification tables above were based on loan characteristics as of deal inception. Going forward, the tables are adjusted to account for modified loan terms. Page 1 of 25

12 DELINQUENCY SUMMARY REPORT 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 9-12 days 12 + days TOTAL ,598, ,86, ,24, , ,825, ,199, % 3.68% 1.17%.74% 14.35% 65.5% 46,693, ,826, ,213, , ,889, ,39, ,225, , , , ,32, ,42, %.17%.5%.9% 4.87% 7.78% 2,228, , , , ,46, ,65, , ,415, ,613, % % % % 24.6% 24.79% 197, ,524, ,722, ,455, ,455, % % % % 2.38% 2.38% 2,458, ,458, ,21,94.8 3,977, ,721, , ,728,9.4 13,39, % 3.85% 1.67%.83% 46.2% 1% 49,12, ,998, ,733, , ,919, ,636, days Current days days - 12 days Current 47.5% 3-59 days 3.9% 6-89 days 1.7% 9-12 days.8% 12 + days 46.2% Total: 1.% * Percentages are based on scheduled balance as a percent of total pool scheduled balance. Page 11 of 25

13 DELINQUENCY SUMMARY REPORT 3-59 days 6-89 days 9-12 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 29 3,86, % 7 1,24, % 6 764, % 8 14,825, % 122 2,6, % Bankruptcy 1 171, % 3 516, % 1 97, % 26 5,32, % 31 5,817, % Foreclosure % % % 13 25,415, % 13 25,415, % REO % % % 11 2,455, % 11 2,455, % TOTAL 3 3,977, % 1 1,721, % 7 861, % ,728, % ,288, % % % % % days Delinquent 6-89 days Bankruptcy Group days Group 1 Foreclosure 12 + days REO 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 delinquent scheduled balance. Page 12 of 25

14 DELINQUENCY HISTORY REPORT - SIX MONTHS * Delinquency counts and amounts include loans in Bankruptcy, Forclosure and REO's May 213 June 213 July 213 August 213 September 213 October 213 Count Balance ($) Count Balance ($) Count Balance ($) Count Balance ($) Count Balance ($) Count Balance ($) 3-59 days 2 2,733, ,27, ,955, ,942, ,466, ,977, days 9 1,835, , , ,285, ,2, ,721, days 5 599, ,665, ,31, ,2, ,52, , days ,139, ,359, ,38, ,64, ,379, ,728,9.4 Bankruptcy 37 6,152, ,954, ,645, ,194, ,48, ,42, Foreclosure 86 17,792, ,189, ,99, ,999, ,842, ,613,31.94 REO 23 5,114, ,51, ,173, ,883, ,635, ,455, M 3-59 days 1M 6-89 days 1M 9-12 days 1M 12 + days 9M 9M 9M 9M 8M 8M 8M 8M 7M 7M 7M 7M Balance ($) 6M 5M 4M 3M Balance ($) 6M 5M 4M 3M Balance ($) 6M 5M 4M 3M Balance ($) 6M 5M 4M 3M 2M 2M 2M 2M 1M 1M 1M 1M M 5/1/213 6/1/213 7/1/213 8/1/213 9/1/213 1/1/213 M 5/1/213 6/1/213 7/1/213 8/1/213 9/1/213 1/1/213 M 5/1/213 6/1/213 7/1/213 8/1/213 9/1/213 1/1/213 M 5/1/213 6/1/213 7/1/213 8/1/213 9/1/213 1/1/213 1M Bankruptcy 1M Foreclosure 1M REO 9M 9M 9M 8M 8M 8M 7M 7M 7M Balance ($) 6M 5M 4M Balance ($) 6M 5M 4M Balance ($) 6M 5M 4M 3M 3M 3M 2M 2M 2M 1M 1M 1M M 5/1/213 6/1/213 7/1/213 8/1/213 9/1/213 1/1/213 M 5/1/213 6/1/213 7/1/213 8/1/213 9/1/213 1/1/213 M 5/1/213 6/1/213 7/1/213 8/1/213 9/1/213 1/1/213 Page 13 of 25

15 BANKRUPTCY LOAN DETAIL REPORT Bankruptcy Count Balance ($) % 42 8,42, % Loan Number Original Balance Ending Balance Rate % Next Due Date Orig Term State Lien , 11, % 12/1/ GA ,4 166, % 1/1/ PA , 149, % 4/1/ KY , 23, % 1/1/ RI , 318, % 4/1/ CA ,1 153, % 1/1/ WI ,92 611, % 2/1/ CA ,1 129, % 12/1/ AR , 15, % 3/1/21 36 GA , 286, % 7/1/ LA , 83, % 2/1/ AL , 454, % 12/1/28 36 WA , 116, % 5/1/ GA ,6 97, % 6/1/ CO ,4 57, % 9/1/ LA ,8 14, % 2/1/ GA ,5 16, % 12/1/ MO ,8 83, % 12/1/ TN , 286, % 3/1/21 36 OR , 29, % 4/1/ NJ , 24, % 5/1/ NJ , 257, % 3/1/ HI , 113, % 1/1/ HI ,4 127, % 8/1/29 36 TX ,2 68, % 2/1/21 36 TX ,8 122, % 4/1/ TX , 845, % 1/1/ CA , 138, % 3/1/ CA ,15 155, % 12/1/28 36 NV ,6 417,6 1.86% 2/1/29 36 CA , 87, % 7/1/ AZ ,7 142, % 7/1/ CO ,5 171, % 8/1/ UT , 134, % 5/1/21 36 TX , 144, % 1/1/ IL , 68, % 11/1/ TN , 87, % 9/1/ TN ,5 125, % 1/1/ GA ,5 146, % 5/1/ GA , 165, % 1/1/ GA , 138, % 1/1/ GA ,5 27, % 1/1/ CA 1 Page 14 of 25

16 BANKRUPTCY LOAN DETAIL REPORT Total: 42 8,57,47 8,42, Page 15 of 25

17 FORECLOSURE LOAN DETAIL REPORT Foreclosure Count Balance ($) % ,613, % Loan Number Original Balance Ending Balance Rate % Next Due Date Orig Term State Lien ,8 16, % 5/1/ NJ , 196, % 11/1/21 36 CT ,5 25, % 8/1/29 36 FL ,5 254, % 1/1/28 36 FL ,5 397, % 2/1/ FL , 164, % 5/1/ FL ,9 535, % 5/1/29 36 MI , 216, % 6/1/ CO ,75 343, % 5/1/29 36 NY , 555, % 6/1/28 36 CT ,6 154, % 1/1/ MI , 127, % 12/1/29 36 FL , 224, % 11/1/28 36 FL ,8 17, % 11/1/28 36 FL ,9 226, % 9/1/28 36 FL , 11, % 1/1/29 36 WI , 336, % 3/1/27 36 FL ,4 237, % 1/1/21 36 FL , 23, % 2/1/29 36 FL , 44, % 7/1/ FL ,9 127, % 12/1/ NC , 13, % 1/1/29 36 FL , 171, % 7/1/ CT , 98, % 4/1/21 36 NC , 181, % 5/1/29 36 FL , 33, % 8/1/29 36 FL ,9 216, % 7/1/29 36 FL , 256, % 3/1/ FL , 193, % 7/1/28 36 FL ,5 22, % 7/1/29 36 FL ,5 263, % 12/1/27 36 FL , 144, % 1/1/28 36 DE , 6, % 5/1/ VA ,2 17,2 9.24% 6/1/29 36 FL , 28, % 1/1/29 36 FL , 168, % 11/1/27 36 FL , 86, % 6/1/28 36 IN , 23, % 4/1/29 36 PA ,4 27, % 9/1/29 36 RI ,8 84, % 9/1/ MD , 112, % 9/1/ LA , 32, % 11/1/28 36 FL ,5 111, % 12/1/28 36 FL 1 Page 16 of 25

18 FORECLOSURE LOAN DETAIL REPORT Loan Number Original Balance Ending Balance Rate % Next Due Date Orig Term State Lien , 114, % 1/1/ OH , 21, % 11/1/28 36 FL ,6 113, % 8/1/ FL , 233, % 6/1/28 36 IL , 79, % 8/1/29 36 IL ,5 233, % 7/1/ IL ,25 149, % 8/1/29 36 CT , 65, % 11/1/ CT , 457, % 12/1/28 36 CT , 173, % 6/1/21 36 RI , 118, % 3/1/ PA , 575, % 11/1/28 36 FL , 432, % 8/1/ CA , 23, % 7/1/26 36 PA , 24, % 1/1/21 36 FL , 15, % 9/1/ FL , 96, % 5/1/ VA , , % 1/1/27 36 FL , 214, % 8/1/28 36 NV , 122, % 12/1/28 36 FL ,4 67, % 11/28/ NC ,4 34, % 1/1/27 36 NJ , 148, % 6/1/28 36 FL , 157, % 6/1/28 36 NJ ,2 11, % 12/1/28 36 FL ,4 156, % 2/1/ MI , 146, % 11/1/29 36 FL , 12, % 11/1/ OH , 137, % 2/1/29 36 TX ,3 12, % 11/1/21 36 TX ,75 77, % 2/1/ OH , 187, % 1/1/27 36 OH , 232, % 3/1/29 36 OR ,2 86, % 3/1/28 36 WI ,25 298, % 12/1/26 36 SC ,5 243, % 6/1/28 36 FL ,3 88, % 12/1/21 36 LA , 13, % 6/1/ FL ,5 183, % 3/1/28 36 FL ,5 165, % 5/1/ OH , 156, % 5/1/28 36 FL ,9 112, % 12/1/ AL ,3 237, % 9/1/27 36 NV , 111, % 4/1/ CA ,2 67, % 4/1/21 36 OR , 114, % 1/1/21 36 OH , 294, % 5/1/29 36 CA ,8 11, % 12/1/29 36 WA , 276, % 9/1/28 36 WA , 178, % 11/1/28 36 OR ,2 67, % 5/1/ OH , 384, % 8/1/27 36 CA , 167, % 11/1/29 36 TX , 82, % 7/1/29 36 TX ,6 224, % 1/1/21 36 OR , 55, % 4/1/ CA , 32, % 1/1/28 36 CA ,5 238, % 12/1/29 36 WA 1 Page 17 of 25

19 FORECLOSURE LOAN DETAIL REPORT Loan Number Original Balance Ending Balance Rate % Next Due Date Orig Term State Lien ,25 118, % 1/1/ ID ,15 174, % 6/1/29 36 WA ,75 167, % 1/1/ CO , 236, % 5/1/ CA , 14, % 1/1/21 36 FL , , % 7/1/21 36 FL , 197, % 11/1/ NV ,5 144, % 3/1/ IL , 175, % 1/1/ IL , 118, % 3/1/21 36 IL , 131, % 1/1/ IL , 75, % 12/1/ IL ,92 74, % 1/1/ IN ,98 129, % 3/1/21 36 OH ,2 92, % 5/1/ TX , 11, % 5/1/ TX ,6 73, % 2/1/ MN , 218, % 8/1/21 36 FL , 165, % 8/1/29 36 FL ,4 24, % 4/1/ FL ,5 245, % 8/1/ FL , , % 11/1/28 36 LA ,75 67, % 12/1/29 18 FL ,2 32, % 6/1/21 36 CA ,5 665, % 4/1/27 36 CA , 377, % 8/1/ CA ,1 76, % 5/1/ NM , 289, % 1/1/29 36 FL , 22, % 2/1/ GA , , % 7/1/28 36 FL 1 Total: ,777, ,613,31.94 Page 18 of 25

20 REO LOAN DETAIL REPORT REO Count All ($) % Count New ($) % 11 2,455, % 1 175, % TOTAL: 11 2,455, % 1 175, % GROUP 1 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) , 175, % 12/1/28 36 Yes Not Available FL 1 Not Available 175, , 173, % 3/1/29 36 Not Available MI 1 Not Available 173, , 186, % 9/1/21 36 Not Available IL 1 Not Available 186, , 83, % 2/1/29 36 Not Available TX 1 Not Available 83, , 879, % 3/1/29 36 Not Available NM 1 Not Available 879, ,9 146, % 2/1/21 36 Not Available IL 1 Not Available 146, ,7 236, % 5/1/29 36 Not Available KY 1 Not Available 236, , 16, % 3/1/21 36 Not Available WA 1 Not Available 16, , 164, % 8/1/21 36 Not Available CO 1 Not Available 164, , 12, % 4/1/21 36 Not Available IL 1 Not Available 12, ,5 2, % 7/1/28 36 Not Available IL 1 Not Available 21,218.6 Total: 11 2,474,1 2,455, Page 19 of 25

21 PREPAYMENT & LIQUIDATION LOAN DETAIL REPORT.28% Original Group Count Balance Prepayment Liquidation Begin Balance 11 1,775,27 295, , ,517, % 1 Prepayment.28% Liquidation -.24% Beginning Balance 99.48% Total: 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 , 158, ,459.9 Voluntary PIF 9/25/ % NC ,6 13, ,63.21 Voluntary PIF 1/9/ % TX ,5 111, , Voluntary PIF 9/3/ % CO ,3 1, , Liquidation % IL , 139, , ,64.38 Liquidation 1/14/ % % IL , Liquidation 8/15/213 % WA ,4 167, , , , Liquidation 9/13/ % % TX , 187, , , ,66.22 Liquidation 9/18/213 6.% % GA , 421, , ,82.13 Modification Loss 2.% 6.98% CA , 92, , ,143. Liquidation 1/14/ % % PA , Liquidation 8/15/213 % FL 1 Total: 11 1,775,27 1,383, , , , , Page 2 of 25

22 SUBSTITUTION IN/OUT LOAN DETAIL REPORT Sub Period: # None # TOTAL SUBSTITUTIONS OUT: IN: Page 21 of 25

23 MATERIAL MODIFICATIONS, EXTENSIONS, WAIVERS LOAN DETAIL REPORT Effective Distrib Date NationStar 1/25/213 1/25/213 1/25/213 Loan Number Group Interest Rate P&I Balance* Current Scheduled Bal Current Actual Bal Maturity Date Delinquency Loan Status Original Amounts: 7.6% 1, , /1/ days Delinquent Modified Amounts: 2.475% 1, , , , /1/236 Current Current Original Amounts: 7.99% 2, , /1/ days Delinquent Modified Amounts: 2.% , , , /1/236 Current Current Original Amounts: 8.5% 1, , /1/ days Delinquent Modified Amounts: 4.125% , , , /1/236 Current Current 1/25/ Original Amounts: 7.875% , /1/ days Delinquent Modified Amounts: 4.25% , , , /1/236 Current Current NationStar Loan Count: 4 NationStar Sub-Total: 899, Total Loan Count: 4 Grand Total: 899, NationStar Sub-Total: 728, , , Modified Balance / Pool Balance Grand Total: 728, , , % * Original Amounts represent Beginning Scheduled Balance as of the effective Due Period. Current Balance and Modified Amounts for Delinquency and Loan Status are reported for the current Due Period. * As of 1/1/21, historical modifications will no longer be reported as part of the payment date statement. Page 22 of 25

24 MATERIAL MODIFICATIONS, EXTENSIONS, WAIVERS LOAN DETAIL REPORT - PART 2 First Mod Payment Dt Loan Number Period Cap Life Cap Initial Reset Date Next Reset Date Int Reset Margin NationStar 8/1/ Original Amounts: 5.55% 1.% 6.% 3/1/28 3/1/28 6 ARM Modified Amounts Loan Type IO Period Balloon Payment Balloon Date Capitalized Amount Forgiven Principal Forgiven Interest Deferred Principal % % % FIX 3/1/236 15, /1/213 9/1/ Original Amounts: 6.95% 1.% 6.% 3/1/211 3/1/211 6 ARM 57 Modified Amounts % % % FIX 17, /1/241 38, , , Original Amounts: 7.5% 1.5% 7.% 5/1/28 5/1/28 6 ARM Modified Amounts % % % FIX 8/1/236 5, /1/213 NationStar Loan Count: Original Amounts: % % % 12/3/ /3/1899 FIX Modified Amounts 4 % % % FIX 5/1/236 4,15.18 NationStar Sub-Total: 63, , ,22.73 Total Loan Count: 4 Grand Total: 63, , ,22.73 * Information only reported to the extent provided by the underlying Servicer(s) and or Sub-Servicer(s). * As of 1/1/21, historical modifications will no longer be reported as part of the payment date statement. Page 23 of 25

25 HOME AFFORDABLE MODIFICATION PROGRAM LOAN DETAIL REPORT Loan Number Program Participation End Date Incentive Termination Date Deferred Principal Amount Principal Reduction Alternative (PRA) Deferred Interest Amount Modified Interest Rate Cap Bonus Incentive Eligibility Admin Fees House Price Depreciation Pay for Performance Pmt Received One-Time Bonus Incentive Pmt Monthly Pmt Reduction Cost Share Amt PRA Incentive Pmt HAFA Incentive Pmt Bank of America No Current Activity on HAMP Loans Sub- Total Current: Sub- Total Prior: 17, , , Sub- Total Cumulative: 17, , , NationStar Newly Reported HAMP Loans /1/ /1/ /1/18 Sub Total New HAMP Loan Count: 3 % CURRENT CUMULATIVE 9, % CURRENT CUMULATIVE % CURRENT CUMULATIVE NationStar Previously Reported HAMP Loans with Current Month Activity % CURRENT 5.31 CUMULATIVE 5.31 % CURRENT CUMULATIVE 2, % CURRENT 147. CUMULATIVE 15 2,793. % CURRENT CUMULATIVE % CURRENT CUMULATIVE Sub- Total Current: Sub- Total Prior: 1, , , Sub- Total Cumulative: 1, , , NationStarTX No Current Activity on HAMP Loans Sub- Total Current: Sub- Total Prior: 3, , ,45.34 Sub- Total Cumulative: 3, , ,45.34 Total Current Total Prior: 32, , ,5.44 3, Total Cumulative 32, , ,5.44 3, Page 24 of 25

26 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 25 of 25