The following information should be considered in conjunction with the Prior Securitized Pool reports: General Information Statement As of //. 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.. 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.. 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.. 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. 7. FHA and VA insured mortgage loans repurchased by Wells Fargo Bank from GNMA pools are included in the vintage year in which repurchased.. 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.
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: 4 7,9,4, 4, 4, 7,4 9,,,47,,99,7,,7,,99,9,,9,,4,,,9 4, 4,74,79 7,4,9 9..4 7. 7. 7.. 4 4 47 4 7 7 7 7 49 44 4 9 4 4 7 4 9 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 9 9 4 7 % 4 7 7 7 % 7 7 9 Distribution Of Assets by Mortgage Interest Rate: - %. - %. - 4 % 4. - %. - %. - 7. - %. - 9. -. -. -. -. - 4. - Over % % % % % % % % Geographic Concentrations (states ) Arizona % * * * % California % % Colorado * * * * Florida * * * % Maryland * * * % Texas * * * * * *Indicates a geographic concentration of less than five percent. Vintage - Page of 7
For Vintage Year: Q- Q4- Q- Q- Q- Q4-4 Q-4 Q-4 Q-4 Q4- Q- Q- Q- Q4- Q- Q- Q- Q4- Q- Q- 49,7,,4, 9,4, 7,99, 9,4,4 99,7,,,4 9,9,,44,94 9,994,4 49,,47 47,77,9,9,,,,, 7,974,,7, 4,,,99,9,7,74 9 94 9 4 9,7,,74,97,,97, 4, 4,7,,,44,4 4,47,9,,97 9,7, 9,4,9,,4,7,9,,7,4,,4,,7,9,79,7,,,47,,,9,, 47,, 44,44,,99,,,7,49,,7, 47 99 97 4 7 7 4 4 7 7 7 4 4,,,97,7,7,4,9,9,4,,4, 4,9,,4,7,7,494,,79,7,79,,99,4,47,9,,,,4,44,,,4,7,, 47,7 4 49 7 74 7 7 9 7,4,9,,7,74,7,,7,7,9,,,,9,79,94,,4,94 4,7,7 4,,4,,47,,79 4,44,,7,7,,49,,94 74,7 9 4 9 9 4,,9 7,97,,9,,,77,47,77,,4,,9,,4,74,,4,4,9,,4,7,,447 4,4,,99,4,,9,,4 77,7 7, 4 47 7,74,,, 4,94,,4,4,7,,,7,,,,,,,7,,97,,,74,,77,,7,,4,479 7,97,4 7 7 9 4,,97 4,,4,,9 7,,49 7,,7 7,74,,,979 9,,444,4,4,99,49,,97 4,4, 4,99,7,79,7 7,, 4,9,94,,,, 7, 4 44 7 7 4 7 7 4 4,4,7,,4 4,9,,944,,4,744,7,,,4,4,97,4,7,9,9,9,,,9,9,,,4,79,9 7, 9, 9 7 4 4 9 9,,,74,,4,,,4,79,4,,4,,9,,7,74,,9,9,4 7 4 7 7 7,, 4,97 474,4,7,9,4,4 7 Total Total Total Delinquent Loan as % as Aggregate of Vintage 7,, 7 %,44,94 9 % 9,47,4,,7,4,,4,4,7 % 4,47,744,,,4,4 %,49,7,9 %,,,47,4,7,9 % 47,,,,4,7 4,7,44,7 4,9 7,,47, 7,94,79,94,7,94,44,4,74,7,49,4,79 7,4,999 4,,7,47, of,44,47,74,,7, 7 9,9,4 99 9,7, 9,4,97,4,,7,,,,9,79 4,, 4,9,99,9,49 94,7,7 7,7,,7, 4,7,79 9, 4,4 of 4,4, 4,,74 4,,4 4,,9 47 7,4,74,, 9,4,7 9,47, 9,99,4 7,979,47,474,,49,,,7 7,79, 4,7,4,974,94 7,99,4,9,,9,7 9, of 4,,4,4, 7,94,7 7,979,9,,9,,4,4,7,7,74 9,79,4 9,, 9 9,, 9 9,494,44 9 7,7,97 79,,79,99,7,4,7,,4 9, Weighted Average Delinquency Period of Weighted Average Delinquency Period of Weighted Average Delinquency Period of days days 4 days days 7 days 74 days days days 4 days days 7 days days 9 days 74 days 7 days days days days days 4 days 9 days days days 47 days days days days days days 49 days 7 days 4 days 4 days 7 days 7 days 44 days days days days days 7 days days days 4 days days days 4 days days 9 days 4 days days 7 days days days days days days days days days Cumulative Net as % of Original Loan,,97,.% 4,9,79,.,9,4,. 4,7,4,. 4,,,49.,,4,47.,7,7 7,7.,9,9,7.,9,,79.,447,9,7. 94,9 4,.,,. 79,7,7. 4,,9.,,. 4,47,4. 4,7,.,7 4,4.,7 4,4.. Cumulative Net as % of Original Loan of Loans Experiencing a Original Loan of Loans Experiencing a as % of Original Loan % % % Pool Factor,797,,49,9,,94 79,94,4 4,99,4 7,74, % 7,,7 9,49,7 4,4,4 94,4, 4,9, 47,97,94,7,7 7,4, 7,7,7 7,49,7 9,,47,4, 9,79,749,,9 Vintage - Page of 7
For Vintage Year: Q- Q4- Q- Q- Q- Q4-4 Q-4 Q-4 Q-4 Q4- Q- Q- Q- Q4- Q- Q- Q- 9,, 4,7,7 4,,,,99,77,77 77,4,7,,,74,,,,47,9,4,,,,94,,44,,9,,99,9,4,9,,9,,,74 9,9,,4,7,,,99 4,7,7,, 9,,7, 4,4,77 7,,9,99,794,7,7,9,,79,7,74,7,94,9,4 4,7,97,7,9 9,4,,,4,,9 9,9,,4,9 7,4,4,,,,7,497,9,,4 7 4 4 447 49 9 7 79 4 9 7,9,7,,,7,7,9,7,7, 7,,4,,9,4,,,74,,9,,,,,,94,4, 4,,,9 7 7 4 7,9,,7,7,4,74,4,7,949,7,,4,,9,7,4,4,94,9,,79,7,,,97, 7,9,4 9, 9, 4 7 7 4 9 4,4,4 7,94,,,,,9,9,,,99 7,7,7 7,,9 7,4, 9,7,79 9,,4 9,, 7,4,97,, 7, 4 7 4 4 4 4 9 7,4,,9,7,4,97 4,,997,9,,9,9 7,,74,799,99 7,, 7,9, 7,,77 4,4, 4,4,,,9,79 7 4 49 4 9 49 7 9,4,7,9,,7,4 7,9,,,4,99,7,9, 7,,7,947,7,,,,47 4,,,7, 9, 7,4 9 74 7 7 7 4,9,9,94, 7,79,7,,4,77,74,94,4,4,999,7,,,7 9,7,9,7, 7,7,97 7 4 4 4 9 4,4,7,,7 4,47, 4,9,9 4,4,7,,7,4,,4 47 44 4 4,9, 49, 7,47 Total Total Total Delinquent Loan as % as Aggregate of Vintage,4,,7 % 44,, 4,9,4, 4,99 % 4,9,,7 7,4,,7 9,4,79 7,79,,,99 9,94,9,7,97,94,,7,4,,,74,,9,7,47,,44,,4, 7,47,,,49,,44,7,7,9,4,4,, 9,7,,94,7,,9 of,,7 7,7,9,4,9,9,,,,,9 4,7,7 7,7,,,9 7,, 74 7,97,9 4 7,, 44,, 7 4,47,49 9,9,9 7 9, of 4,,9 4,, 7,44,497 7,4,9,97, 7,9,7,97, 7,,9 7,, 4,9,99 7,7,,4,7 7,9, 4,,4 97,947,7 of,4,4,7, 9,4,7,,7,7,,99,,94,9,,,9,7 7 4,,9,4, 7,7,77,49,79,9 Weighted Average Delinquency Period of Weighted Average Delinquency Period of Weighted Average Delinquency Period of 4 days days days 7 days 7 days days days days days days 7 days days days days 49 days days 7 days 4 days days days 4 days days days 4 days days 4 days days 7 days 4 days days 7 days 4 days days days days days days 4 days days days days days days days days days days days days days days Cumulative Net as % of Original Loan,,,.,47,74,.,77,7,7.,,7,4. 9,4,74,9. 7,4,,.,,97,4.,,,49. 4,,97,. 4,7,,.,47,7,.,,4,7. 97,9,7. 9,,7. 7,,... Cumulative Net as % of Original Loan of Loans Experiencing a Original Loan of Loans Experiencing a as % of Original Loan Pool Factor,9,4,7,4,, %,,7,,97,4,,,,7,77,74, 4,4,49, 4,,9,94,9,4,74 4,7, 7,97,,4,9,,9 9 97,4,,,,77,,7 Vintage - Page of 7
For Vintage Year: Q- Q4- Q- Q- Q- Q4-4 Q-4 Q-4 Q-4 Q4- Q- Q- Q- Q4-,,7,,49,,4,979,997,,,9,9,,,94,,,,,997,4 4,,,7 4,4,9,4,,7,,,,,,99,74,9,79,7,,4,97,,4,7,7 7,7,94 4, 4,9,9 4,7,94 4,,7,, 4,,,47,,,49,9,,4,9 47,,,,79,,,74,,9,,94,, 49 9,9,7 44,9,,7 9 4 4,94,,,4,74,7,,7 7,9,94 4,,9 44,,4,,,4,49,7,,, 4,99,99 4 9 9 9 7,9, 7,, 7,9, 7,4,7,7,,94,,9,4,,47,47,,,4,77,47,,4 4 4 9 49 4 44 9,,44 4,497,47,,7 7,4,7,7,74 4,9,4,,,4,9 9,9,4,7,,74,4 4, 7 7 7 4 9 7 7 9,,7,,,7,4 7,7,,9,9 4,94,,,9,7,7 7,,,74,4,,7 4 7 7 4 94 4 7,7,,7, 4,,9 7,7,79 4,7,4,,,4,9 7,4,997 9,9,9,79,9,4,4 4 4 7 4 79,,9 4,4,,49,,44,9,,9,4,,74,,,77 4 9,9,44,,9,,49, Total Total Total Delinquent Loan as % as Aggregate of Vintage,7,,9,74,,,9,947,,, 7,,7,9,,,,,9,,74,, 7, 4,,7,,99 4,,99,77,,,4,,79,,,4,99,7,,4,,,7, 4,7,4,,99,, of,,97 4,4,47,, 7,, 9,474,,,9 7,77,74 7,,4 7,,4 9,,,4,4 4,,79 4,94 of,,4,7, 7,,4,, 49,9,47 99,,4 4,9, 4 4,,,7,4,, 7 9,49,9 7,97,7 7 of 7,, 7,, 74,4,9 4,4,4 4,4, 4 4,7,,,,749,,7,7,,4 7,,7 4 Weighted Average Delinquency Period of Weighted Average Delinquency Period of Weighted Average Delinquency Period of days days 447 days 9 days 7 days 4 days 9 days 4 days 4 days 9 days days 7 days days 4 days days days 49 days days 94 days 4 days 7 days 7 days days days 49 days 44 days days days days 4 days 4 days 4 days days days 9 days days days days days days days days Cumulative Net as % of Original Loan,,9,7.,4,4,.,,4 4,.,4, 4,7.,,7,4.,,79,4.,,,79.,,,. 4,,7,.,,,4. 7,,7.,,7... Cumulative Net as % of Original Loan of Loans Experiencing a Original Loan of Loans Experiencing a as % of Original Loan % % Pool Factor %,7,,9,9,4,,,, 4,,,9,44,74, %,7,4, 7,,,44,4,47 9 4,7, 9,4,7 4,4,9,44,747,4,47 9 Vintage - Page 4 of 7
For Vintage Year: 4 Q- Q4- Q- Q- Q- Q4-4 Q-4 Q-4 Q-4 Q4-,9,,4,9,4, 4,,9, 4,9,44,9,7,499,4,,7, 4,4,7,7,49,4, 97,,79,4,,,,,,7 7,4 7,4,9,9,,4,9,9,9,7,,4,97 4,,47,94,,4,9,,,,,77,7 97,7,,4,47, 7,7, 49,, 7,,,7,9,44,4,7,44 4 4 99 4 7 4 4,,99 9,,4,94,7 7,7, 7,47,,4,4,9,9,,4 44 7 7,7,4 7,,,,,7, 4,979,77,9,7 4,97, 7,9,4,494,4,4 7,,,7,9 9,,9,9,749,, 9,,,9,9 7,,,49,7,, 7,9, 9, 7 4 9 9,,7,,9,9,4,7, 494, 44, Total Total Total Delinquent Loan as % as Aggregate of Vintage,,,9, 4,7,7,,9 4,4,7,9,7,4,,9 4,4,,9, 7,,747,,, 4,,,,7,7,9, 7,79 97,4,9,9,4 of,,9 9,7,9 47 9,,9,4,9 4,,47 4,,,,44 49,44,7 of 7,,7 7,4,,9,4 4,4,9 7 4,494, 7,7,9,,9 9,, of,,4 7,79,,,,, 7,, 7,97,4,4 Weighted Average Delinquency Period of Weighted Average Delinquency Period of Weighted Average Delinquency Period of days days 4 days days days 44 days days 4 days days days days 7 days days days days days days days days days 7 days days 9 days days days days days days days days Cumulative Net as % of Original Loan,,7,4. 9,4,,4.,4,,. 4,9,4,4.,74,,.,,,7., 4,47.... Cumulative Net as % of Original Loan of Loans Experiencing a Original Loan of Loans Experiencing a as % of Original Loan Pool Factor,4,,7,9,4, 7,,,,,9,944,44,7 9,49,,9,74,99,49,, Vintage - Page of 7
For Vintage Year: Q- Q4- Q- Q- Q- 7,,, 7,9,99,7,,4,9,,7,4,7,,47 4,49 4,9 4,4,,,,7,,7 4,9, 4,,4,,,,7 99 7 7,4,7,,,44,74 7,, 4 4 4,4,,,4,44,7,7, 4 7,,,7,7,99,7 9, 9 4 7,99,4,9,7,94,9 4,7,9 7,,4 4, 7, Total Total Total Delinquent Loan as % as Aggregate of Vintage 7,,, 4,947 7,7,,9 4,9,7,7,,,74,9,7,,4,4,7, of,47,97 97 7,9,7,,9 4,7,7, of,7, 79,,4,44,,4,9 of 9,,947 7,,49 7,97 4 Weighted Average Delinquency Period of Weighted Average Delinquency Period of Weighted Average Delinquency Period of 9 days days days 9 days 7 days days days 4 days 4 days days 97 days days days days days Cumulative Net as % of Original Loan 7,,4.,74,,94. 74,7 7,9. 7,94 7,94.. Cumulative Net as % of Original Loan of Loans Experiencing a Original Loan of Loans Experiencing a as % of Original Loan Pool Factor 797,4, 9 4,,7,,4 9 47,,7 4,,79 Vintage - Page of 7
For Vintage Year: Q- Q4-,,4,4,, 7,4,4,9 4, Total Total Total Delinquent Loan as % as Aggregate of Vintage of of of Weighted Average Delinquency Period of Weighted Average Delinquency Period of Weighted Average Delinquency Period of,9,9,7 7,4 days days days,, days days days Cumulative Net as % of Original Loan Cumulative Net as % of Original Loan of Loans Experiencing a Original Loan of Loans Experiencing a as % of Original Loan Pool Factor.,7,. Vintage - Page 7 of 7