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: Email: 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: www.usbank.com/abs * 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.
Merrill Lynch Mortgage Investors Trust Mortgage Loan Asset-Backed Certificates, Series 26-HE3 STATEMENT TO CERTIFICATEHOLDERS 312.332.753 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-1.22885% $212,657, $ $ $ $ $ $ $ A-2.26885% $88,758, $23,84,379.17 $5,384.9 $5,333.17 $55,717.26 $ $ $23,753,995.8 A-3.32885% $93,192, $81,726,339.89 $172,981.7 $22,396.42 $195,377.49 $ $ $81,553,358.82 A-4.42885% $33,212, $29,125,839.1 $61,647.43 $1,48.85 $72,56.28 $ $ $29,64,191.67 M-1.46885% $2,99, $ $ $ $ $ $ $ M-2.47885% $19,333, $ $ $ $ $ $ $ M-3.5885% $11,47, $ $ $ $ $ $ $ M-4.54885% $1,495, $ $ $ $ $ $ $ M-5.56885% $9,666, $ $ $ $ $ $ $ M-6.64885% $9,114, $ $ $ $ $ $ $ B-1 1.12885% $9,114, $ $ $ $ $ $ $ B-2 1.37885% $7,733, $ $ $ $ $ $ $ B-3 2.22885% $6,94, $ $ $ $ $ $ $ C N/A $552,381,269.37 $14,517,293.38 $ $ $ $ $ $13,39,99.23 P % $ $ $ $ $ $ $ $ R.22885% $1 $ $ $ $ $ $ $ Totals: $532,215,1 $134,656,558.16 $285,12.59 $38,138.44 $323,151.3 $ $ $134,371,545.57 (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-1 59212AA4 $ $ $ $ $ LIBOR.17885% A-2 59212AB2 $268.19418159 $.567656887 $.68664 $ $267.62652471 A-3 59212AC $876.9673357 $1.85617939 $.2432556 $ $875.11115568 A-4 59212AD8 $876.9673341 $1.85617939 $.313463 $ $875.1111547 M-1 59212AE6 $ $ $ $ $ M-2 59212AF3 $ $ $ $ $ M-3 59212AG1 $ $ $ $ $ M-4 59212AH9 $ $ $ $ $ M-5 59212AJ5 $ $ $ $ $ M-6 59212AK2 $ $ $ $ $ B-1 59212AL $ $ $ $ $ B-2 59212AM8 $ $ $ $ $ B-3 59212AN6 $ $ $ $ $ C 59212AP1 $189.21223288 $ $ $ $187.2659912 P 59212AQ9 $ $ $ $ $ R 59212AR7 $ $ $ $ $ Page 1 of 25
Merrill Lynch Mortgage Investors Trust Mortgage Loan Asset-Backed Certificates, Series 26-HE3 STATEMENT TO CERTIFICATEHOLDERS 312.332.753 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 Accrued @ 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-1.22885% $ $ $ $ $ $ $ $ A-2.26885% $5,333.17 $ $ $ $ $ $5,333.17 $ A-3.32885% $22,396.42 $ $ $ $ $ $22,396.42 $ A-4.42885% $1,48.85 $ $ $ $ $ $1,48.85 $ M-1.46885% $ $ $ $ $ $ $ $ M-2.47885% $ $ $ $ $ $ $ $ M-3.5885% $ $ $ $ $ $ $ $ M-4.54885% $ $ $ $ $ $ $ $ M-5.56885% $ $ $ $ $ $ $ $ M-6.64885% $ $ $ $ $ $ $ $ B-1 1.12885% $ $ $ $ $ $ $ $ B-2 1.37885% $ $ $ $ $ $ $ $ B-3 2.22885% $ $ $1,375.21 $ $1,375.21 $ $ $ 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
Merrill Lynch Mortgage Investors Trust Mortgage Loan Asset-Backed Certificates, Series 26-HE3 STATEMENT TO CERTIFICATEHOLDERS 312.332.753 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 2,583,642.99 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 49.48 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 38,138.44 Material changes to methodology regarding calculations of delinquencies and charge-offs NONE Total principal distributed 285,12.59 Extraordinary Trust Fund Expenses 391.2 323,542.5 (A) - (B): Page 3 of 25
Merrill Lynch Mortgage Investors Trust Mortgage Loan Asset-Backed Certificates, Series 26-HE3 STATEMENT TO CERTIFICATEHOLDERS 312.332.753 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 52,94,932.32 Required Percentage % B) Ending Collateral Balance 13,39,99.23 Required Percentage for purposes of Stepdown % C) Current Delinquency Rate (A / B) 51.299% D) Rolling Three Month Delinquency Rate 52.3657% 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) 22,251,737.53 2) later of (x) July 29 YES G) Cut-off Collateral Balance 552,381,269.37 (y) Date Class A cert prin balance is <= 54.9% of stated prin balance NO H) Cumulative Loss % ( F / G) 36.6145% 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 174,739.43 Available Funds Cap: Available Funds Cap 5.579575% Page 4 of 25
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 14,517,293.38 11,273.16 1,97,29.92 13,39,99.23 14,63.98 373,69.3-116,15.9-251,914.95 11,273.16 143,73.86 23,426.89-93,131.44 212,778.41 49.48 323,542.5 634 627.187265991 6.7957% 5.57957% 12.91825% 588,32.84 1,769.36 23,426.89 COLLATERAL / REMITTANCE SUMMARY - GROUP 14,517,293.38 11,273.16 1,97,29.92 13,39,99.23 14,63.98 373,69.3-116,15.9-251,914.95 11,273.16 143,73.86 23,426.89-93,131.44 212,778.41 49.48 323,542.5 634 627.187265991 6.7957% 5.57957% 12.91825% 588,32.84 1,769.36 23,426.89 Page 5 of 25
Remaining Principal Balance MORTGAGE LOAN CHARACTERISTICS Balance Count Balance % K to 99.99K 194 13,243,395.21 12.82% 1K to 199.99K 258 36,687,16.7 35.51% 2K to 299.99K 114 27,483,832.5 26.6% 3K to 399.99K 34 11,768,83.83 11.39% 4K to 499.99K 15 6,595,66 6.38% 5K to 599.99K 6 3,288,463.32 3.18% 6K to 699.99K 4 2,517,683.89 2.44% 8K to 899.99K 2 1,725,765.23 1.67% Total 627 13,39,99.23 1% 4M 35.M 3M 25.M Balance 2M 15.M 1M 5.M M Group 1 K to 99.99K 1K to 199.99K 2K to 299.99K 3K to 399.99K 4K to 499.99K 5K to 599.99K 6K to 699.99K 8K to 899.99K 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
Gross Rate MORTGAGE LOAN CHARACTERISTICS Gross Rate Count Balance ($) % 1.% - 1.49% 3 19,329.4.11% 2.% - 2.49% 11 21,332,253.24 2.65% 2.5% - 2.99% 13 3,44,41.74 2.95% 3.% - 3.49% 2 3,84,854.32 3.68% 3.5% - 3.99% 9 2,82,359.49 2.71% 4.% - 4.49% 24 4,686,73.68 4.54% 4.5% - 4.99% 14 2,996,3.9 2.9% 5.% - 5.49% 17 2,96,77.66 2.3% 5.5% - 5.99% 12 2,186,631.19 2.12% 6.% - 6.49% 28 4,548,913.99 4.4% 6.5% - 6.99% 3 5,27,159.43 5.4% 7.% - 7.49% 37 5,536,911.86 5.36% 7.5% - 7.99% 67 1,882,643.75 1.53% 8.% - 8.49% 53 8,327,854.52 8.6% 8.5% - 8.99% 91 12,83,183.3 12.39% 9.% - 9.49% 34 5,4,835.65 4.88% 9.5% - 9.99% 32 3,742,185.86 3.62% 1% - 1.49% 9 1,124,688.73 1.9% 1.5% - 1.99% 21 2,143,497.68 2.7% 11.% - 11.49% 5 21,765.16.2% 11.5% - 11.99% 4 258,334.14.25% 12.% - 12.49% 1 243,988.83.24% 12.5% - 12.99% 2 179,45.34.17% Total 627 13,39,99.23 1% Group 1 Weighted Average Rate: 6.7% Property Type Type Count Balance ($) % 2 Units 15 2,187,514.77 2.12% 3 Units 5 1,212,747.83 1.17% 4 Units 3 1,166,119.8 1.13% Condominium 26 3,711,589.95 3.59% Planned Unit Developmen 33 6,417,42.54 6.21% Single Family 532 86,447,4.16 83.68% Townhouse 13 2,167,575.18 2.1% Total 627 13,39,99.23 1% Year of First Payment Date Year Count Balance ($) % 25 1 2,111,535.1 2.4% 26 617 11,198,455.22 97.96% Total 627 13,39,99.23 1% 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
Remaining Term to Maturity MORTGAGE LOAN CHARACTERISTICS Month Count Balance ($) % 25-48 2 43,631.5.4% 73-96 24 1,15,159.95.98% 145-168 7 493,615.69.48% 193-216 1 91,694.24.9% 241-264 6 1,733,994.26 1.68% 265-288 587 99,931,895.4 96.73% Total 627 13,39,99.23 1% Group 1 Weighted Average Remaining Months: 267 Note: Prior to December 28, the stratification tables above were based on loan characteristics as of deal inception. Going forward, the tables are adjusted to account for modified loan terms. Page 8 of 25
Geographic Distribution by State State Count Balance ($) % ALABAMA 6 53,561.94.51% ARIZONA 9 1,569,76.82 1.52% ARKANSAS 2 242,6.17.23% CALIFORNIA 85 22,857,378.8 22.13% COLORADO 22 3,335,329.22 3.23% CONNECTICUT 9 2,555,662.9 2.47% DELAWARE 1 144,998.68.14% FLORIDA 151 25,85,551.47 24.28% GEORGIA 2 2,629,176.44 2.54% HAWAII 3 553,415.34.54% IDAHO 2 21,111.98.2% ILLINOIS 33 5,187,594.6 5.2% INDIANA 1 973,569.69.94% KANSAS 1 95,117.22.9% KENTUCKY 2 385,858.66.37% LOUISIANA 19 1,936,188.79 1.87% MARYLAND 1 1,963,18.64 1.9% MASSACHUSETTS 3 662,275.14.64% MICHIGAN 18 2,25,796.64 2.14% MINNESOTA 2 288,955.82.28% MISSOURI 1 823,913.99.8% NEBRASKA 3 44,26.68.39% NEVADA 14 2,327,398.89 2.25% NEW JERSEY 7 1,656,186.86 1.6% NEW MEXICO 4 1,256,51.98 1.22% NEW YORK 4 1,599,89.68 1.55% NORTH CAROLINA 1 855,559.47.83% OHIO 21 2,48,822.11 1.98% OKLAHOMA 7 56,242.9.54% OREGON 11 1,883,915.7 1.82% PENNSYLVANIA 15 2,385,879.97 2.31% RHODE ISLAND 4 872,187.8.84% SOUTH CAROLINA 3 675,167.8.65% TENNESSEE 7 494,299.99.48% TEXAS 61 5,335,92.94 5.16% UTAH 2 313,347.38.3% VIRGINIA 1 1,377,697.58 1.33% WASHINGTON 16 3,612,53.72 3.5% WISCONSIN 9 1,253,594.6 1.21% WYOMING 1 161,226.11.16% Total 627 13,39,99.23 1% 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
GROUP 1 28 MORTGAGE LOAN CHARACTERISTICS Collateral Balance Distribution by State 24 2 16 12 8 4 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
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 321 29 7 6 8 443 46,598,13.54 3,86,954.37 1,24,399.49 764,316.33 14,825,289.5 67,199,62.78 45.11% 3.68% 1.17%.74% 14.35% 65.5% 46,693,491.51 3,826,119.58 1,213,157.5 768,28.7 14,889,769.94 67,39,567.23 11 1 3 1 26 42 2,225,232.57 171,1.64 516,69.34 97,524.58 5,32,132.1 8,42,581.23 2.15%.17%.5%.9% 4.87% 7.78% 2,228,873.7 172,24.41 52,39.21 97,767.92 5,46,366.11 8,65,251.35 1 13 131 197,757.97 25,415,273.97 25,613,31.94.19% % % % 24.6% 24.79% 197,757.97 25,524,989.61 25,722,747.58 11 11 2,455,314.28 2,455,314.28 % % % % 2.38% 2.38% 2,458,381.24 2,458,381.24 333 3 1 7 247 627 49,21,94.8 3,977,956.1 1,721,89.83 861,84.91 47,728,9.4 13,39,99.23 47.45% 3.85% 1.67%.83% 46.2% 1% 49,12,123.18 3,998,323.99 1,733,196.71 865,796.62 47,919,56.9 13,636,947.4 12 + days Current 3-59 6 days - 89 9 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
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 ($) % of Bal* Delinquent 29 3,86,954.37 7.1% 7 1,24,399.49 2.22% 6 764,316.33 1.41% 8 14,825,289.5 27.31% 122 2,6,959.24 37.95% Bankruptcy 1 171,1.64.31% 3 516,69.34.95% 1 97,524.58.18% 26 5,32,132.1 9.27% 31 5,817,348.66 1.72% Foreclosure % % % 13 25,415,273.97 46.81% 13 25,415,273.97 46.81% REO % % % 11 2,455,314.28 4.52% 11 2,455,314.28 4.52% TOTAL 3 3,977,956.1 7.33% 1 1,721,89.83 3.17% 7 861,84.91 1.59% 247 47,728,9.4 87.91% 294 54,288,896.15 1% % 1 8 6 4 2 87.91 1.59 3.17 7.33 % 1 8 6 4 2 % 5 4 3 2 1 4.52 46.81 1.72 37.95 % 5 4 3 2 1 3-59 days Delinquent 6-89 days Bankruptcy Group 1 9-12 days Group 1 Foreclosure 12 + days REO Distribution of Delinquencies By Group and Days. (total 1%) Distribution of Delinquencies By Group and Status Type. (total 1%) * Percentages are based on scheduled balance as a percent of total delinquent scheduled balance. Page 12 of 25
DELINQUENCY HISTORY REPORT - SIX MONTHS * Delinquency counts and amounts include loans in Bankruptcy, Forclosure and REO's May 213 June 213 July 213 August 213 September 213 October 213 Count Balance ($) Count Balance ($) Count Balance ($) Count Balance ($) Count Balance ($) Count Balance ($) 3-59 days 2 2,733,93.1 17 2,27,457.31 17 1,955,822.75 2 2,942,923.34 21 3,466,212.16 3 3,977,956.1 6-89 days 9 1,835,126.73 6 664,26.23 6 634,11.3 11 1,285,27.58 8 1,2,54.5 1 1,721,89.83 9-12 days 5 599,495.51 9 1,665,67.2 8 1,31,759.61 8 1,2,29.9 13 1,52,487.74 7 861,84.91 12 + days 281 57,139,628.55 27 54,359,381.54 261 52,38,4.18 256 5,64,732.84 248 48,379,927.61 247 47,728,9.4 Bankruptcy 37 6,152,78.41 36 5,954,83.1 34 5,645,39.1 38 7,194,781.67 4 7,48,549. 42 8,42,581.23 Foreclosure 86 17,792,56.52 87 17,189,472.26 1 19,99,787.75 111 21,999,516.53 118 23,842,586.99 131 25,613,31.94 REO 23 5,114,346.25 21 4,51,898.32 19 4,173,42.94 14 2,883,979.78 12 2,635,32.86 11 2,455,314.28 1M 3-59 days 1M 6-89 days 1M 9-12 days 1M 12 + days 9M 9M 9M 9M 8M 8M 8M 8M 7M 7M 7M 7M Balance ($) 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
BANKRUPTCY LOAN DETAIL REPORT Bankruptcy Count Balance ($) % 42 8,42,581.23 1% Loan Number Original Balance Ending Balance Rate % Next Due Date Orig Term State Lien 32961369 18, 11,344.11 7.49% 12/1/211 36 GA 1 32962427 182,4 166,674.84 7.72% 1/1/213 36 PA 1 35861978 156, 149,834.55 9.85% 4/1/211 36 KY 1 3856544 332, 23,678.95 2.98% 1/1/213 36 RI 1 39315 375, 318,398.37 2.% 4/1/211 36 CA 1 4412124 232,1 153,21.8 2.% 1/1/213 36 WI 1 44126417 559,92 611,625.7 3.96% 2/1/213 36 CA 1 442643 129,1 129,951.32 8.22% 12/1/212 36 AR 1 534788 19, 15,869.12 8.8% 3/1/21 36 GA 1 534874 368, 286,375.71 2.% 7/1/213 36 LA 1 535439 88, 83,886.53 2.% 2/1/213 36 AL 1 535571 46, 454,78.64 8.88% 12/1/28 36 WA 1 53682 12, 116,98.95 9.38% 5/1/212 36 GA 1 53683 11,6 97,524.58 7.25% 6/1/213 36 CO 1 536612 62,4 57,41.16 8.% 9/1/213 36 LA 1 537589 14,8 14,595.85 8.5% 2/1/211 36 GA 1 537621 112,5 16,849.4 1.43% 12/1/212 36 MO 1 53895 88,8 83,761.3 9.5% 12/1/212 36 TN 1 538927 296, 286,946.15 8.7% 3/1/21 36 OR 1 5216784 38, 29,79.49 9.13% 4/1/212 36 NJ 1 5216176 256, 24,393.79 8.6% 5/1/212 36 NJ 1 52166598 264, 257,35.37 8.6% 3/1/212 36 HI 1 52166658 12, 113,772.7 7.75% 1/1/211 36 HI 1 52246226 13,4 127,71.43 9.9% 8/1/29 36 TX 1 52246382 7,2 68,713.54 1.75% 2/1/21 36 TX 1 52346266 128,8 122,495.61 9.13% 4/1/212 36 TX 1 5246572 648, 845,78.41 2.75% 1/1/213 36 CA 1 52461588 148, 138,6.95 7.94% 3/1/213 36 CA 1 524361715 155,15 155,15 7.87% 12/1/28 36 NV 1 524362718 417,6 417,6 1.86% 2/1/29 36 CA 1 52496266 128, 87,389.11 7.69% 7/1/213 36 AZ 1 52576744 195,7 142,925.52 7.25% 7/1/213 36 CO 1 52676418 188,5 171,1.64 3.77% 8/1/213 36 UT 1 52886557 14, 134,937.23 8.38% 5/1/21 36 TX 1 529161339 151, 144,45.94 2.% 1/1/213 36 IL 1 52985223 75, 68,974.83 8.54% 11/1/213 36 TN 1 52986798 92, 87,56.41 1.35% 9/1/213 36 TN 1 52996531 13,5 125,749.46 8.1% 1/1/213 36 GA 1 5299615 163,5 146,71.54 6.5% 5/1/213 36 GA 1 5299616 137, 165,297.99 5.4% 1/1/212 36 GA 1 529961371 185, 138,417.88 6.35% 1/1/213 36 GA 1 6278 217,5 27,241.89 6.95% 1/1/213 36 CA 1 Page 14 of 25
BANKRUPTCY LOAN DETAIL REPORT Total: 42 8,57,47 8,42,581.23 Page 15 of 25
FORECLOSURE LOAN DETAIL REPORT Foreclosure Count Balance ($) % 131 25,613,31.94 1% Loan Number Original Balance Ending Balance Rate % Next Due Date Orig Term State Lien 111472 14,8 16,81.17 7.88% 5/1/212 36 NJ 1 11148 2, 196,988.57 9.13% 11/1/21 36 CT 1 1561432 211,5 25,167.14 8.28% 8/1/29 36 FL 1 1561866 256,5 254,154.1 7.% 1/1/28 36 FL 1 1565265 292,5 397,937.45 2.% 2/1/211 36 FL 1 1565278 176, 164,676.99 6.8% 5/1/211 36 FL 1 156781 54,9 535,89.38 1.13% 5/1/29 36 MI 1 17126241 22, 216,783.64 6.84% 6/1/211 36 CO 1 25315238 346,75 343,157.5 8.% 5/1/29 36 NY 1 2531563 57, 555,3.16 9.5% 6/1/28 36 CT 1 253154813 157,6 154,74.4 8.18% 1/1/211 36 MI 1 32757732 132, 127,974.23 8.89% 12/1/29 36 FL 1 3276828 228, 224,184.47 7.66% 11/1/28 36 FL 1 327683 172,8 17,482.28 7.75% 11/1/28 36 FL 1 3276849 224,9 226,645.84 9.14% 9/1/28 36 FL 1 32761256 12, 11,196.3 6.% 1/1/29 36 WI 1 32761642 344, 336,91.15 8.44% 3/1/27 36 FL 1 32761825 26,4 237,963.67 4.65% 1/1/21 36 FL 1 32761858 24, 23,61.37 7.18% 2/1/29 36 FL 1 32761876 455, 44,766.9 7.74% 7/1/212 36 FL 1 329581 123,9 127,228.17 3.37% 12/1/211 36 NC 1 3296122 133, 13,456.61 9.99% 1/1/29 36 FL 1 329617 18, 171,855.26 9.25% 7/1/211 36 CT 1 32961749 112, 98,637.76 1.99% 4/1/21 36 NC 1 3296217 188, 181,766.94 7.21% 5/1/29 36 FL 1 3296219 3, 33,425.2 8.4% 8/1/29 36 FL 1 32962284 223,9 216,686.93 7.99% 7/1/29 36 FL 1 32962577 188, 256,892.64 7.46% 3/1/213 36 FL 1 32962613 2, 193,246.71 7.35% 7/1/28 36 FL 1 32962653 228,5 22,944.98 7.94% 7/1/29 36 FL 1 32962677 269,5 263,245.62 8.99% 12/1/27 36 FL 1 3296276 148, 144,998.68 9.17% 1/1/28 36 DE 1 32962832 64, 6,472.31 7.8% 5/1/211 36 VA 1 32962872 17,2 17,2 9.24% 6/1/29 36 FL 1 3586693 288, 28,624.48 1.63% 1/1/29 36 FL 1 3586761 172, 168,827.52 8.95% 11/1/27 36 FL 1 358692 88, 86,172.42 9.39% 6/1/28 36 IN 1 35861184 21, 23,132.97 7.5% 4/1/29 36 PA 1 35861456 278,4 27,239.81 8.7% 9/1/29 36 RI 1 35861473 88,8 84,528.44 8.25% 9/1/211 36 MD 1 35861833 112, 112,72.24 9.85% 9/1/212 36 LA 1 35861954 312, 32,541.8 7.96% 11/1/28 36 FL 1 35862535 115,5 111,9.22 7.35% 12/1/28 36 FL 1 Page 16 of 25
FORECLOSURE LOAN DETAIL REPORT Loan Number Original Balance Ending Balance Rate % Next Due Date Orig Term State Lien 35862676 12, 114,119.3 7.99% 1/1/213 36 OH 1 35862828 24, 21,25.81 7.93% 11/1/28 36 FL 1 363641 113,6 113,39.96 2.79% 8/1/211 36 FL 1 3766131 236, 233,28.39 8.25% 6/1/28 36 IL 1 3766162 8, 79,59.4 7.9% 8/1/29 36 IL 1 37661777 212,5 233,833.23 6.25% 7/1/211 36 IL 1 3836872 153,25 149,884.33 9.73% 8/1/29 36 CT 1 3836998 648, 65,871.4 7.7% 11/1/211 36 CT 1 3836132 412, 457,3.61 6.% 12/1/28 36 CT 1 3856825 143, 173,463.1 9.75% 6/1/21 36 RI 1 34214 115, 118,14.24 5.75% 3/1/211 36 PA 1 34582 584, 575,892.11 7.68% 11/1/28 36 FL 1 34956 444, 432,927.83 6.75% 8/1/211 36 CA 1 35559 29, 23,922.63 6.63% 7/1/26 36 PA 1 36898 252, 24,847.58 6.99% 1/1/21 36 FL 1 3842 126, 15,685.52 7.% 9/1/212 36 FL 1 3843 14, 96,83.14 7.45% 5/1/212 36 VA 1 38742 183,752. 183,752. 6.25% 1/1/27 36 FL 1 38799 216, 214,16.25 8.38% 8/1/28 36 NV 1 38925 124, 122,657.21 6.25% 12/1/28 36 FL 1 4416144 66,4 67,497.41 7.39% 11/28/211 36 NC 1 44126167 36,4 34,323.44 8.85% 1/1/27 36 NJ 1 44126346 152, 148,954.29 7.88% 6/1/28 36 FL 1 44126446 16, 157,175.7 12.6% 6/1/28 36 NJ 1 44126552 13,2 11,29.76 9.79% 12/1/28 36 FL 1 44126562 162,4 156,5.61 6.38% 2/1/211 36 MI 1 44126627 15, 146,166.87 8.% 11/1/29 36 FL 1 4412665 11, 12,967.9 8.7% 11/1/211 36 OH 1 442668 14, 137,599.15 1.64% 2/1/29 36 TX 1 4426686 18,3 12,381.22 7.18% 11/1/21 36 TX 1 535128 8,75 77,248.4 11.61% 2/1/213 36 OH 1 535961 189, 187,75.74 7.% 1/1/27 36 OH 1 536275 236, 232,365.42 5.88% 3/1/29 36 OR 1 536515 88,2 86,688.78 1.55% 3/1/28 36 WI 1 537153 299,25 298,3.63 8.8% 12/1/26 36 SC 1 537316 246,5 243,988.83 12.% 6/1/28 36 FL 1 537393 83,3 88,66.22 5.% 12/1/21 36 LA 1 53762 11, 13,423.42 5.% 6/1/212 36 FL 1 537618 187,5 183,151.2 8.75% 3/1/28 36 FL 1 53779 193,5 165,739.64 8.8% 5/1/211 36 OH 1 537822 16, 156,265.34 8.7% 5/1/28 36 FL 1 537863 121,9 112,362.3 7.88% 12/1/212 36 AL 1 537912 239,3 237,493.15 9.25% 9/1/27 36 NV 1 53823 119, 111,356.92 7.% 4/1/212 36 CA 1 53858 69,2 67,838.72 6.% 4/1/21 36 OR 1 53813 14, 114,524.71 3.7% 1/1/21 36 OH 1 538345 285, 294,821.27 8.25% 5/1/29 36 CA 1 538476 16,8 11,99.4 8.1% 12/1/29 36 WA 1 538819 28, 276,535.3 7.6% 9/1/28 36 WA 1 53921 18, 178,29.76 8.55% 11/1/28 36 OR 1 539763 71,2 67,497.96 9.4% 5/1/212 36 OH 1 512228 385, 384,985.45 8.53% 8/1/27 36 CA 1 5226755 173, 167,937.89 8.5% 11/1/29 36 TX 1 52286928 84, 82,654.11 1.88% 7/1/29 36 TX 1 52461531 21,6 224,132.35 2.% 1/1/21 36 OR 1 52436298 58, 55,349.94 8.54% 4/1/211 36 CA 1 52546586 37, 32,495.88 7.44% 1/1/28 36 CA 1 52556271 238,5 238,147.4 8.25% 12/1/29 36 WA 1 Page 17 of 25
FORECLOSURE LOAN DETAIL REPORT Loan Number Original Balance Ending Balance Rate % Next Due Date Orig Term State Lien 52556829 123,25 118,44.66 8.35% 1/1/211 36 ID 1 52556134 169,15 174,145.23 9.63% 6/1/29 36 WA 1 5257639 156,75 167,879.24 2.% 1/1/211 36 CO 1 52596265 245, 236,97.25 9.2% 5/1/211 36 CA 1 5264666 147, 14,261.76 7.85% 1/1/21 36 FL 1 52646114 12,368. 114,855.47 7.98% 7/1/21 36 FL 1 5272641 288, 197,757.97 6.% 11/1/213 36 NV 1 52776125 146,5 144,128.88 8.75% 3/1/211 36 IL 1 528253723 162, 175,23.91 9.38% 1/1/212 36 IL 1 528265 12, 118,266.82 8.5% 3/1/21 36 IL 1 52826219 136, 131,254.15 8.5% 1/1/211 36 IL 1 52826293 8, 75,76.45 8.5% 12/1/211 36 IL 1 528761536 75,92 74,273.72 8.75% 1/1/212 36 IN 1 528761798 133,98 129,459.67 8.75% 3/1/21 36 OH 1 52886577 99,2 92,323.96 8.38% 5/1/212 36 TX 1 52886126 15, 11,14.9 2.% 5/1/211 36 TX 1 52896152 75,6 73,33.5 8.25% 2/1/213 36 MN 1 52926511 28, 218,532.6 2.% 8/1/21 36 FL 1 52926551 168, 165,267.69 7.5% 8/1/29 36 FL 1 52926719 222,4 24,972.91 5.38% 4/1/212 36 FL 1 529268 22,5 245,64.28 2.% 8/1/212 36 FL 1 52966413 76,475. 75,243.78 9.85% 11/1/28 36 LA 1 611214 78,75 67,19.98 9.3% 12/1/29 18 FL 1 612625 327,2 32,99.38 3.38% 6/1/21 36 CA 1 621518 67,5 665,21.4 9.7% 4/1/27 36 CA 1 846718 323, 377,283.4 4.8% 8/1/212 36 CA 1 849795 8,1 76,84.3 1.2% 5/1/212 36 NM 1 856365 3, 289,469.2 8.68% 1/1/29 36 FL 1 856982 27, 22,895.13 8.3% 2/1/211 36 GA 1 86194 216,872. 214,233.55 8.25% 7/1/28 36 FL 1 Total: 131 25,777,167. 25,613,31.94 Page 18 of 25
REO LOAN DETAIL REPORT REO Count All ($) % Count New ($) % 11 2,455,314.28 1% 1 175,421.26 1% TOTAL: 11 2,455,314.28 1% 1 175,421.26 1% 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) 3276784 176, 175,421.26 7.55% 12/1/28 36 Yes Not Available FL 1 Not Available 175,421.26 35862281 177, 173,636.13 9.84% 3/1/29 36 Not Available MI 1 Not Available 173,85.69 37661613 187, 186,997.66 6.% 9/1/21 36 Not Available IL 1 Not Available 186,997.66 38935 85, 83,67.63 9.75% 2/1/29 36 Not Available TX 1 Not Available 83,67.63 531382 88, 879,984.82 9.13% 3/1/29 36 Not Available NM 1 Not Available 879,984.82 535816 153,9 146,17.77 8.13% 2/1/21 36 Not Available IL 1 Not Available 146,772.56 538756 227,7 236,24.11 7.64% 5/1/29 36 Not Available KY 1 Not Available 236,517.9 52136711 11, 16,721.61 8.58% 3/1/21 36 Not Available WA 1 Not Available 16,93.67 52236238 171, 164,225.53 8.75% 8/1/21 36 Not Available CO 1 Not Available 164,948.55 527761483 14, 12,697.9 8.75% 4/1/21 36 Not Available IL 1 Not Available 12,697.9 52916148 22,5 2,519.86 8.75% 7/1/28 36 Not Available IL 1 Not Available 21,218.6 Total: 11 2,474,1 2,455,314.28 Page 19 of 25
PREPAYMENT & LIQUIDATION LOAN DETAIL REPORT.28% Original Group Count Balance Prepayment Liquidation Begin Balance 11 1,775,27 295,728.67-251,914.95 14,517,293.38 99.72% 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 1533816 171, 158,459.9 158,459.9 Voluntary PIF 9/25/213 8.525% NC 1 5226154 113,6 13,63.21 13,63.21 Voluntary PIF 1/9/213 7.525% TX 1 52236444 121,5 111,626.92 111,626.92 Voluntary PIF 9/3/213 8.75% CO 1 111445 114,3 1,769.36-1,769.36 Liquidation % IL 1 37661589 144, 139,793.9-66,27.48 26,64.38 Liquidation 1/14/213 8.15% 147.41% IL 1 39277 144,72-122.5 122.5 Liquidation 8/15/213 % WA 1 4426181 172,4 167,881.91-39,164.38 129,18.68 77,865.61 Liquidation 9/13/213 8.89% 123.33% TX 1 534975 16, 187,789.5-115,517.98 161,647.26 141,66.22 Liquidation 9/18/213 6.% 161.51% GA 1 512232 4, 421,55.93 249.95-77,961.36 257,82.13 Modification Loss 2.% 6.98% CA 1 5235266 95, 92,567.53-32,575.47 125,143. Liquidation 1/14/213 7.25% 135.19% PA 1 52156681 138,75-33.5 33.5 Liquidation 8/15/213 % FL 1 Total: 11 1,775,27 1,383,273.8 249.95 295,728.67-251,914.95 879,273.45 217,756.47 Page 2 of 25
SUBSTITUTION IN/OUT LOAN DETAIL REPORT Sub Period: # None # TOTAL SUBSTITUTIONS OUT: IN: Page 21 of 25
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 45344195 1 Original Amounts: 7.6% 1,479.93 192,732.29 3/1/236 12 + days Delinquent Modified Amounts: 2.475% 1,23.1 212,82.11 211,64.2 211,65.59 3/1/236 Current Current 512232 1 Original Amounts: 7.99% 2,663.33 46,582.36 3/1/236 12 + days Delinquent Modified Amounts: 2.% 952.53 26,477.99 242,18.21 242,728.19 3/1/236 Current Current 52726551 1 Original Amounts: 8.5% 1,191.28 161,482.9 5/1/236 12 + days Delinquent Modified Amounts: 4.125% 78.67 166,453.15 166,179.7 166,316.66 5/1/236 Current Current 1/25/213 52966563 1 Original Amounts: 7.875% 667.6 84,61.43 5/1/236 12 + days Delinquent Modified Amounts: 4.25% 384.26 88,616.61 88,429.91 88,429.91 5/1/236 Current Current NationStar Loan Count: 4 NationStar Sub-Total: 899,398.17 Total Loan Count: 4 Grand Total: 899,398.17 NationStar Sub-Total: 728,367.86 77,853.84 79,125.35 Modified Balance / Pool Balance Grand Total: 728,367.86 77,853.84 79,125.35.69% * 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
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 8/1/213 45344195 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 15,87.82 9/1/213 9/1/213 512232 Original Amounts: 6.95% 1.% 6.% 3/1/211 3/1/211 6 ARM 57 Modified Amounts % % % FIX 17,22.73 5/1/241 38,964.81 239,879.4 17,22.73 52726551 Original Amounts: 7.5% 1.5% 7.% 5/1/28 5/1/28 6 ARM Modified Amounts % % % FIX 8/1/236 5,163.44 9/1/213 NationStar Loan Count: 52966563 Original Amounts: % % % 12/3/1899 12/3/1899 FIX Modified Amounts 4 % % % FIX 5/1/236 4,15.18 NationStar Sub-Total: 63,231.25 239,879.4 17,22.73 Total Loan Count: 4 Grand Total: 63,231.25 239,879.4 17,22.73 * 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
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: 17,86.97 3,77.29 3, Sub- Total Cumulative: 17,86.97 3,77.29 3, NationStar Newly Reported HAMP Loans 52726551 9/1/18 52966563 9/1/18 45344195 8/1/18 Sub Total New HAMP Loan Count: 3 % CURRENT CUMULATIVE 9,544.56 % CURRENT CUMULATIVE % CURRENT CUMULATIVE NationStar 32962719 35862798 52461948 52996126 44126559 Previously Reported HAMP Loans with Current Month Activity % CURRENT 5.31 CUMULATIVE 5.31 % CURRENT 138.2 CUMULATIVE 2,898.42 % CURRENT 147. CUMULATIVE 15 2,793. % CURRENT 82.61 CUMULATIVE 82.61 % CURRENT 72.54 CUMULATIVE 26.67 562.11 Sub- Total Current: 49.48 Sub- Total Prior: 1,876.67 22,245.19 1,567.81 Sub- Total Cumulative: 1,876.67 22,735.67 1,567.81 NationStarTX No Current Activity on HAMP Loans Sub- Total Current: Sub- Total Prior: 3,91.83 28,941.2 8,45.34 Sub- Total Cumulative: 3,91.83 28,941.2 8,45.34 Total Current 49.48 Total Prior: 32,787.5 249,47.18 85,5.44 3, Total Cumulative 32,787.5 249,537.66 85,5.44 3, Page 24 of 25
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