Wells Fargo Bank, N.A. General Information Statement

Transcription

1 The following information should be considered in conjunction with the Prior Securitized Pool reports: General Information Statement. The performance information for Prior Securitized Pools is based upon underlying mortgage loan data and is not derived from, and therefore may not correspond precisely with, the data contained in the related monthly remittance reports to certificateholders. For example, losses and prepayments in the Prior Securitized Pool reports are reported on a calendar month-end basis, while losses and prepayments on securitized mortgage loans are reported monthly to certificateholders in the related securitization using a mid-month prepayment remittance cycle.. For each Prior Securitized Pool in which the optional termination of the related trust was exercised, there will be no data listed for such Prior Securitized Pool in each quarter after the quarter in which the optional termination was exercised. 3. A significant number of the FICO scores obtained in connection with the origination of a mortgage loan are unavailable for mortgage loans originated in the years and. The following information should be considered in conjunction with the Vintage Year reports:. The information excludes performance of mortgage loans sold by ("Wells Fargo Bank") for which Wells Fargo Bank ceased to be the servicer after sale.. The information excludes performance of mortgage loans sold to Fannie Mae, Freddie Mac or the Federal Home Loan Banks, and mortgage loans insured or guaranteed by the Government National Mortgage Association, the Federal Housing Administration or the Department of Veterans Affairs. 3. The information includes mortgage loans originated in the years indicated whether they have been securitized by Wells Fargo Asset Securities Corporation or its predecessor (including for periods following the optional termination of the related securitization trust), sold on a whole loan basis or retained in Wells Fargo Bank s portfolio. 4. The information includes losses experienced by Wells Fargo Bank upon the sale of nonperforming mortgage loans from its retained portfolio. 5. The amount of losses experienced by Wells Fargo Bank on non-securitized mortgage loans may include an estimate of interest losses and unreimbursed advances that would have been recovered by a third party servicer servicing a securitized mortgage loan.. Mortgage loans classified as non-performing or mortgage loans which are classified as ineligible for sale due to severely defective documentation are included in the vintage year in which they are first so classified, rather than the year of origination.. FHA and VA insured mortgage loans repurchased by Wells Fargo Bank from GNMA pools are included in the vintage year in which repurchased. 8. FICO scores obtained in connection with the origination of a mortgage loan were generally not available for any vintage years with respect to FHA and VA insured mortgage loans repurchased by Wells Fargo Bank from GNMA pools and a significant number of such FICO scores are unavailable for all other types of mortgage loans in the and vintage years.. With respect to Vintage Year reports for all Subprime asset classes and all Alt-A Minus asset classes, mortgage loans originated on or after January, will not have primary mortgage insurance except for mortgage loans held days or more since origination and not committed for sale.. With respect to Vintage Year reports for all Subprime asset classes, all Subprime mortgage loans originated on or after May 5, were underwritten to less restrictive underwriting guidelines and are included in the Vintage Year statistics.. With respect to Vintage Year reports for all Alt-A asset classes, all Alt-A mortgage loans which were originated on or after July, were originated in accordance with less restrictive underwriting guidelines and are included in the Vintage Year statistics. / /

2 Original Pool Characteristics: of Pool Assets Original Pool Average Initial Loan Weighted Average Mortgage Interest Rate Weighted Average Original Term Weighted Average Loan-To-Value Weighted Average FICO Minimum FICO Maximum FICO Vintage: ,34 33,4 3,44 8,3 8,583 3,5,5,5,3 4,3,8,34,38,54,485,433,84,8 4,4,4,,4,44, 4,, 4, 58,85,44, Product Characteristics: (% of Original Pool ) nd Liens Prepayment Penalties Interest Only Relocation Primary Residence Arms For Arms: Wtd Avg Months to First Adjustment Date Balloons Cashout Distribution Of Assets by Mortgage Interest Rate: - %. - 3 % % % 5. - % % Over % Vintage - Page of

3 Original Pool Characteristics: *Indicates a geographic concentration of less than five percent. Geographic Concentrations (states ) California % Colorado * * * * Florida * * * * Maryland * * * Minnesota * * * * * New Jersey * * * * * New York * * * * * Vintage - Page 3 of

4 For Vintage Year: Q4- Q3- Q- Q- Q4-5 Q3-5 Q-5 Q-5 Q4-4 Q3-4 Q-4 Q-4 Q4-3 Q3-3 Q-3 Q-3 Q4- Q3- Q- Q-,,,, 8,5,5 5,,3,44, 3,, 3,3,35 5,,43 84,,8 33,, 85,83,854 34,44,53 443,8, 58,5,3 3,4,8,3,34 8,3,54,3,48,8,8,4,8,43,35,55 8,,8,,33,,8,44,444,8 3,554 4, 5,,3,34 8,,,55,3,484,33 8,8,,,4,,8,84,4,5,84,333,3,4,3,,,48,4 3,4,34 3,,84,5, 5,3,5,4,4 3,44,5 8,,5 3,45,3 8,,84 58,58, ,, 5,, 5,3,8 4,, 4,3,544,3,8 5,,8,4,5,,33,,35 3,4,8,34,8 3,44,3,8,3 8,38,,,38,8,4,44,8,3,5 8,4, ,,8 3,34,3 4,4,5,8,3 4,3,85 3,5,33 3,3,5 3,8,33,44,44 5,485,45 5,,45 4,8,8,8,,358,3 8,8,55,4,45 3,4,4,5,,,,53, ,5,35,8,4,4,8,,35,84,3 3,,535 3,34,4 3,,4 3,5, 4,,35 4,,35 3,33,354 4,8, 8,55,3 5,,84,58,8,3,54,,4,3,,448, ,38,5,33,384,48,,535,5 3,,544,58,83,4,4 3,, 4,8,,583,8 3,3,4 5,5,343 5,538,,,355 4,3,4,3,38 8,45,38,3,8,,4 4,3, ,45,8,5,,4,,53,,4, 4,4, 5,85,55,5,84,43,5,8,38,5,3 8,5,35,54,84,543, 35,84,45 38,4,45,8,8 3,,3,5,,4, ,8,,5,8,5,55,,5,8,4,,83 5,844,83,3,54 4,8, 8,34,,5,3 3,3, 33,83, 3,,,4,3 8,8,5,8,33 8,34,5 3,53,38, ,,84 4,585, 4,45,3 5,53,4,333, 5,43,,453,8 8,5,8,,,5,,5,3 4,84,,,43,3, 854, 38, ,434,3,58,8,43,43,,85,5,,8,55,8,8,,434 4,33 4,4 3, Total Total Total Delinquent Loan as % as Aggregate of Vintage 3,3,84,343 4,84,5,4 4 33,35,,4 3 4,8,,8 3,35,4, 4 8,,, 3,48,5,4 3 4,48,,8 3 8,5,5 3, ,,8 3,5 3 43,35,45 4,3 484,5,5 4,5 % 58,83,44 5,4 3,384,48,58,8,4,8,4,4,83 8,8,55,,3,4,,34,5,38,43,,,535,5,54,4,338 of,8, ,4,53 4,53,5 3,, 4,8, 48,,3 3,4, 4 3,8,34 4,,3 4,4,54,,5 8 8,8,5 3,8,84 3,,4 3,,4 8,,3 45,85, 8,,5 3,5,84 8 8,,35 8 of,8,3,5,,8,8,,34,3,85 3,44,845,3,58,3,38 8,3,5 8,,4 3,8,4 3,5,85 43,,8 3 33,43,4 33,, 3 34,4, ,3,38 3,8,4 38,8,4 48 3,35,5 of,, ,4,44 8 4,58, 3,43, 4,5, 3,4,54,, 3 3,358, 8,, 8,4, 3,5,5,,3,8,,35,35 8,553,5 5,8, 8 5,3,8,,3,48,4,88,5 33 Weighted Average Delinquency Period of Weighted Average Delinquency Period of Weighted Average Delinquency Period of days 345 days days days days 5 days 3 days 35 days 85 days 48 days 33 days days 33 days 3 days days 34 days 335 days 3 days 4 days 3 days 38 days 4 days 38 days days days 3 days days 4 days 3 days 53 days 38 days 3 days 554 days days days 5 days 4 days 4 days 48 days days 8 days 48 days days 4 days 434 days 8 days 8 days 38 days 5 days 5 days 345 days days days 33 days 5 days days days 34 days 3 days days,3,34 4,33 4,48,4 4,4,3,5 3,,,3 3,4,43,,,4,458 3,,, 3,854,,4 3,3 5,45, 3,445 3,8,4 3,8,8, 3,558,3,345 3,8 8,,8 3,38,33, 4,8 5,8,45 4,33 4,,545 4,4 4,,54,3 3,8,338,45,,,,, 4,8 Cumulative Net Loss as % of Original Loan Cumulative Net Loss as % of Original Loan of Loans Original Loan of Loans as % of Original Loan % % Pool Factor,3,43,,3,,,38,3,4,3,8,5,355,3,4,33,,,3,8,53,,5,4,,43,4,,85,3,5,585,5,8,3,3 3,, ,,8 5,3,4 554,5,4 43,, 3,, 8 3,8,53,,8 Vintage - Page 4 of

5 For Vintage Year: Q4- Q3- Q- Q- Q4-5 Q3-5 Q-5 Q-5 Q4-4 Q3-4 Q-4 Q-4 Q4-3 Q3-3 Q-3 Q-3 Q4- Q3- Q- Q- 44,58,33 48,8,45 53,4,3,5,,, 8,5,,,,5,,383,35,,,5,38,35,45,5,38,435,5,8,,83,44 3,,3,8 3,553,548,845 3,44,3,5 4,,,5,,5,,538,88,,835,8 4,8 4,54 4,4 5,,3,3 8,43,83, 3,55 5, 8,,5 3,85,8 8,58 3,,833,3 5,3 33,,8,5,5 34,83,485 3,8,3 5,8,4,4,84 8,3,8 5,88, 83,33,5,8,4,53,8,5,458 4,44,,,4 3,5, 34,,8,38,53,3,54,8,35 3,5, ,33,,,43,448, 5 3,38,,,5,,4 4,85,54,44,44 3,53,5 3,3,,33,58 3,,85 34,, 3,,4 3,3, 3,34, 43,3, 48,5, 34,4,5,5,,5, 3,443, ,48,48,85,4 8,344,,,44 3,,8,8,3,38,,5,,8,3,84,4 5,,4,,3 8,8,53,5,5,,33,, 4,4,45 3,,4 84, ,55,53 5,8,545 4,8,3,85,38 3,3,34,43,3 8,54,4,35,543,4,445,8, 3,8,4,48,44 8,,4,35,8,, 3,3, 8,485, 3,8,34 54, ,8,4 4,,34 5,54,44,,3 8,8,3,,4,,,,3,4,34 4,5,,35,48,84, 4,8,55 4,,8,5,,8,3 4,3,4,4, ,3,4,,5 8,38,3 33,3,58 3,33, 3,,845 3,8,4 4,,3 4,4,83 48,,38 53,8,,,4 53,, 43,,54 8,8,48 4,5, 4,53,85 8, ,,48 3,4,3,55, 3,3, 33,4,54 3,4,34 4,8, 4,5,35 48,5,3 5,,3 45,4,,,,533,4 8,,4,8,4 4, ,4,4,8,,38,55,3,5,8,8,4,45,4,8 8,4,38,43,8 3,4,85 8, ,,8 3,4,8 3,855, 3,335,4,4,,4, Total Total Total Delinquent Loan as % as Aggregate of Vintage 5,, 5,48,8,43, 84,5,35,8,5,448,3 8,33, 8,,,8,,,,4,,5,3,5,585,,8,45,83 3,,,8,,8,3,,4 8,53,,4,8, 3,3,3,35 3, 3,44,,45,45 3,854,,8 8, 4,4,343, 3, 4,34,8,5 3,,,,4,4,5,355,43, 83,3,444 5,54 of,, ,8, 3,585, 3 34,84, 3 48,5,3 5 45,5,3 4 4,,5 4 4,54, 4 5,3,4 4 5,,8 48 5,, 48 5,45, ,, ,,38 3 8,58, 4,8,8 8 8,84,4 8,, 8,4,4 4 5, of,33,,4,85 4 4,8,84 3,3,8 33,3, ,, ,,5 45,4, ,3, 4 54,38, ,4, 48 53,8, 483 4,8,4 5,3,58 5 5,8, ,5,4 33,538,48 33,,4 8,84 5 of 3,834, ,8,5 48 3,3, ,, ,4,4 38 3,, 48,8, 4 45,48,4 4 5,, 45 4,5, 4 4,44, 48 38,,3 344,833, ,84,4 48,3,33,35,8 84,8,85 Weighted Average Delinquency Period of Weighted Average Delinquency Period of Weighted Average Delinquency Period of 3 days 33 days 33 days 8 days 3 days 35 days 3 days 353 days days 38 days 3 days 58 days 4 days 8 days 55 days 4 days days 5 days days 4 days 5 days days 4 days 53 days days 8 days 45 days days 4 days 43 days days days 4 days 5 days days 3 days 43 days 83 days 3 days 8 days 3 days days 8 days 4 days 44 days days 4 days days 53 days days days days days 3 days days 8 days days days days days 38,54,, 35,5,83,5 3,43,5,58,8,8,5,5,3 8,8,8,555,,4,54,858 8,83,5, 5,54, 8,5,,8,8,,,84,3,35,44 8,35,58,3,8,448,5 5,45, 3, 3,,555 4,348,5,4,44,,3 Cumulative Net Loss as % of Original Loan Cumulative Net Loss as % of Original Loan of Loans Original Loan of Loans as % of Original Loan Pool Factor 3,4,5,55 3,5,5,3 3,553,48,3 3,4,,33 3,43,5,8 3,,3, % 3,4,8, 3,58,4,384 3,4,, 4,3,8,5 5,45,58,84 5,85,45,,38,,8 8,4,4 8,8,4 3,3,4 4,,54 53,8,8,,8 8, Vintage - Page 5 of

6 For Vintage Year: 3 Q4- Q3- Q- Q- Q4-5 Q3-5 Q-5 Q-5 Q4-4 Q3-4 Q-4 Q-4 Q4-3 Q3-3 Q-3 Q-3 Q4-,5,,,,3,8,,3,5,544,4,,,58,4 3,5,5, 4,458,,4 5,,5, 5,8,4,53,3,45,84,4,,3 8,,58, 8,43,8,8 5,838,438,8 3,5,58,5,35,4,35,53, 4,5 5,8,54,84,,45,8 38,3 4, 4,53 5,83 5,3 5, 3,5,8,3 5 83,,3,38, 84,43, 83,88,5,838, 5,5,3 3,,3,33,4,5,,, 45,33,8,35,5,4,5 5,, 44,8, 3,5,5 53, ,48,,58,43,4,,,3, ,4, 3,4,84 38,8,38 4,,,83,35,8,84 53,5,5,3,54 8,, 4,45,45,43,854 45,,33 35,35,4,,8,, ,8,,,8,,,3,,5,4 3,438,5 8,,33,,8 33,385,4 3,85, 8,8,4 5,43,83,844,,4,4 4,85, ,54,35,, 4,, 8,,33,4,58,3,33 4,38,3,,,34,5 8,5,8,535, 5,,3,43, 4,,, ,8,8 8,5,834 3,43,8,8,4 5,84, 3,84,8 4,,833,3,5 3,,4,48,8 5,33,348,,8 5,8,445,83, ,5, 4,,,4, 4,,34 33,5,3 8,,5,,5 58,55,5 4,, 43,8,4,3,3 4,3,5 4,45,3,35, ,838,43,3,83,4,5 4,545,4 4,3,84 3,,,8,54,45,3,,8 4,,84,8,84 58, ,835,5,3,44 4,,5 3,83,5,3,,3,88 4, 53, 4 8,55 3,4 3,4 8 Total Total Total Delinquent Loan as % as Aggregate of Vintage,8,8,85,3,,,5,4,45,854,8,83,,3,3,4 3,8,,8, 4,4,83, 3,33 4,8,358, 3, 5,5,,8 4,48,33,38,43 45,5,5,54,55 5,3,85,,4 54,8 8,53,,4 58,3 8,,,85, 5,,, 4,5 3,8,8,583,43,38,8,45,3,83, of,85,44 8,,84 3 3,3,4 34 3,4,8 35,4, 55 4,3,45 4 4,, 43 5,33,5 8 48,8,5 4 45,, 38 3,54,44 3,8,54 4 5,3,44 3,4,53 4 3,,3 4,48 3 of,33,8 3 35,, 33 45,35, ,84, ,33,5 4 5,544, ,, ,,54 85,,3 5 83,8,3 3,35, ,,5,34, 3 3,,45 5 3,4,3 of 3,5,8 3 3,8,55,, ,3, 33 8,54,85,85,84,4,5,,3 4,,35 8 5,,8,5, 85 4,,8,,8,,55 4 Weighted Average Delinquency Period of Weighted Average Delinquency Period of Weighted Average Delinquency Period of 5 days 3 days 45 days 5 days days 4 days 43 days 5 days 4 days days days days 4 days 3 days 4 days 4 days days 3 days 5 days 3 days 3 days days 58 days 33 days days 4 days 3 days days 4 days days 8 days 3 days 4 days 5 days 4 days days 4 days days 5 days days 4 days 8 days days 3 days days days days days days days days 53,,3,5 5,3,8,3 44,84,33,8 3,558,43,5 3,5,55 3, 34,3,58 3,44,585,3 3,8,3, 4,84,,34,53 3,,8 8,8 8,45,4,34,8,33,3 3,33,5,5,8,43,8 4,,45 Cumulative Net Loss as % of Original Loan Cumulative Net Loss as % of Original Loan of Loans Original Loan of Loans as % of Original Loan Pool Factor,8,3,8,,853,,,4,58 3 5,4,,85 3 5,58,5, 4 4,85,34,38 5 4,8,85,8 3,35,,,,3,4,,848,3 8,3,44,84 4,4,3 34,355, 8,,4 8,38,8 3,5,48 Vintage - Page of

7 For Vintage Year: 4 Q4- Q3- Q- Q- Q4-5 Q3-5 Q-5 Q-5 Q4-4 Q3-4 Q-4 Q-4 Q4-3 4,4,35, 5,58,3,455,5,8,,,348,38,4,85,33 8,45,,5,3,38,5,,8,33,,, 8,353,85,5 5,44,,835,,4, 4,5,4 33,3 3, 45,88 48,4 54,484,8 8,5,4 5,4,,84 8,5,8,,4,,4 4,5,8,5, 43,48,5 33,53,545 48,45,55 4,4,84 3,438,48 5,,3 5,,,5,3,3, 3, 3,,5,8,83,4 4 3,,8,4, 8,,338 5,,5 45,,355,4,83,,8,4,8 58,3,,4,4,8, ,3, ,3, 5,53,3 5,8,8 43,88,5,5, 5,4,445 4,,3 8,,,34,4,5,,4, ,, 35,4, 3,3,38 45,3,,5,35,,,38,,44,5 5,434,4,43,84,8, ,5,35 38,4,5,4,5 45,44,858 3,3,83 3,3,35,,8,,3,554,355 4,84, ,,4 8,4,8 3,,4 3,3,8 3,334,53,8, 4,,8 34,,8 4,43,3,3,,5 5,, ,, 4,3, 5,3,48 45,,5,, 4,,3,33,8,5,, ,384,85 3,,333,,5, Total Total Total Delinquent Loan as % as Aggregate of Vintage 4,,548,35 33,4 5,,8,5 3,88,5,,48 45,4,5,5,35 5, 8,3,3,34 55,53,8,,54,84,,55,,5,3,58,455,,3,55,8,3 8,543,,3 53,8 5,,35,5 33,45,,4,3,88 4,5 of 8,4, 33 8,48,3 3,3,8 3 8,5,4 5,83,4 8 8,,35 5 5,5,33 3 3,43, 3,8,555 8,,8 8,455,38 3 of 4,353,8, 3,5,4, 8,5,4,4 43,,445,34,38,84,3,444,85 8,8,3 8,,4 4,8,83 4,,3,83,53 of,58,3, 3,,4,4 8,4, 8,48,43 4 4,33,543 3,,8 84,,,8,5 5,3,4 5,483 Weighted Average Delinquency Period of Weighted Average Delinquency Period of Weighted Average Delinquency Period of days days 45 days days days days days days 38 days 5 days 8 days 345 days days 3 days 33 days days 45 days 3 days 8 days 35 days 4 days 83 days days 4 days days days days 34 days 5 days days 5 days days days days days days days days days,8,8,84,,5,,34,4,43 3,8,,55 3,3,55,4,438,,,55,58,5 4,5,,48,854,5 5, 3,3,335 Cumulative Net Loss as % of Original Loan Cumulative Net Loss as % of Original Loan of Loans Original Loan of Loans as % of Original Loan Pool Factor 3,8,8,8 4,55,433, 5 5,4,83, 4,3,, 3,3,48,,5,4,38 8,,5,,3,348,55 5,43,4 5,58,334 48,88,45,,5 Vintage - Page of

8 For Vintage Year: 5 Q4- Q3- Q- Q- Q4-5 Q3-5 Q-5 Q-5 8,5,5,4,8,3,44,,35,8,,8,4,,4,5,8,4,,45,3,,58,, 53,55,8,84 4,334,8,35 3,5,4,,3,8,84 55,438,48 34,5,4 4,83,8 8,8, 8,3,,4, 4,58 3,3 3,5,48 3,,8 3 58,85, 35,4, 4,4,44,5,,3,55 54,8,4 5,,,4,5, ,34, 3,,4 8,3,8 5,,45,4,5,38,3 4,, ,,43 85,84,53,, 53,333,8 4,4, 4,38, 88, ,455,84,38,3 4,85, 35,,45,48,3,4, ,, 5,83,34,,4 5,8,58,4,,48,35,3,8 5 4,34,4,,338,8,48, Total Total Total Delinquent Loan as % as Aggregate of Vintage,4,,4 3,,83,8,58,53,8,5,84 4,5,,,, 3,533,,8 8,,,8, 4,8,53,84,5 4,43,58,4,4, of 8,3,,, ,83, 3,8,34 34,44,3 8,35,84 5,5,5 3, 3 of 33,,84,3,48,8,8 5,5,45, 4,5,3,8, 3,8,5 4,5,84 of 4,,,4, 4,3, 33,55,,58,8 54,,54 8 Weighted Average Delinquency Period of Weighted Average Delinquency Period of Weighted Average Delinquency Period of days days 4 days 53 days 5 days 4 days 3 days 43 days days 8 days 34 days days days 4 days 4 days 4 days days days days 4 days days days days days 3,,53,,,58 8, 4,43, 5,3 8,,45,3,8,33 58,4 8,33,4,4 Cumulative Net Loss as % of Original Loan Cumulative Net Loss as % of Original Loan of Loans Original Loan of Loans as % of Original Loan Pool Factor 4,43,,5 3,5,545, 8,3,84, 8,5,,4,,8 33,54,84 8,5,85,4,434 Vintage - Page 8 of

9 For Vintage Year: Q4- Q3- Q- Q- Q4-5,4,3, 8,,3,4 4,,35,3,,5,53,,4 3,3 5,4,5,4 55,83,,58,54 8,35,3,3,3 4,, 548,5,4,8,45,8,5 8,5, ,3,33 3,448,533,5, ,4,8 8,34,4 3,385, ,35,8,4,84 4, ,5,,, 5 Total Total Total Delinquent Loan as % as Aggregate of Vintage,533,5,44,4 8,83,,4 53,4 5,,, 3,,8,845,8,5,,4 of 3,34,4 3,,5 53,58, of 8,4,,5 4,,5 34,8,4 55 of 8,3,8 33 3,4,,5 3 Weighted Average Delinquency Period of Weighted Average Delinquency Period of Weighted Average Delinquency Period of 4 days days days days days 8 days days days 3 days days days days days days days,3,8 33,4,4,58,45,543 3, Cumulative Net Loss as % of Original Loan..... Cumulative Net Loss as % of Original Loan of Loans Original Loan of Loans as % of Original Loan Pool Factor,4,3 38,8,33 3,485,3,8, Vintage - Page of