Duvall CMLTI 2007-WFHE2 2011 Loan 157265091 PG 17 July Report

You might also like

Download as pdf or txt
Download as pdf or txt
You are on page 1of 22

Distribution Date:

Determination Date:

07/25/2011
07/15/2011

Citigroup Mortgage Loan Trust Inc.


Asset-Backed Pass-Through Certificates,
Series 2007-WFHE2

CONTACT INFORMATION

Depositor

Credit Risk Manager

Trust Administrator

PMI Insurer

CONTENTS

Citigroup Mortgage Loan Trust Inc.


390 Greenwich Street
New York, NY 10013

Distribution Summary

Distribution Summary (Factors)

Clayton Fixed Income Services Inc.


1700 Lincoln Street, Suite 1600
Denver, CO 80203

Interest Distribution

Principal Distribution

Reconciliation Detail

Collateral Summary

Delinquency Information

Citibank, N.A.
388 Greenwich Street, 14th Floor
New York City, NY 10013

United Guaranty Mortgage Indemnity Company


230 N. Elm Street
Greensboro, North Carolina 27401

Deal Contact:

Reports Available at www.sf.citidirect.com

Valerie Delgado
valerie.delgado@citi.com
Tel: (714) 845-4102
Fax: (714) 845-4107

Standard Prepayment and Default Information

10

Credit Enhancement

11

Distribution Waterfall Detail

12

Other Information

14

Loan Level Detail

16

Citibank, N.A.
Agency and Trust
388 Greenwich Street, 14th Floor
New York, NY 10013

Page 1 of 22

Copyright 2011 Citigroup

Distribution Date:
Determination Date:

Citigroup Mortgage Loan Trust Inc.


Asset-Backed Pass-Through Certificates,
Series 2007-WFHE2

07/25/2011
07/15/2011

Distribution Summary
DISTRIBUTION IN DOLLARS

Class

Original
Balance

Prior
Principal
Balance

PassThrough
Rate

Accrual
Day Count

Accrual
Dates

Interest
Distributed

Principal
Distributed

Total
Distributed

Deferred
Interest

Realized
Loss

Current
Principal
Balance

(1)

(2)

(3)

(4)

(5)

(6)

(7)

(8)

(9)=(7+8)

(10)

(11)

(12)=(3-8+10-11)

A1

418,372,000.00

0.00

0.295800%

28 / 360

06/27 - 07/24

0.00

0.00

0.00

0.00

0.00

0.00

A2

166,657,000.00

101,589,690.70

0.335800%

28 / 360

06/27 - 07/24

26,532.97

2,310,770.75

2,337,303.72

0.00

0.00

99,278,919.95

A3

104,265,000.00

104,265,000.00

0.365800%

28 / 360

06/27 - 07/24

29,664.55

0.00

29,664.55

0.00

0.00

104,265,000.00

A4

63,433,000.00

63,433,000.00

0.535800%

28 / 360

06/27 - 07/24

26,434.65

0.00

26,434.65

0.00

0.00

63,433,000.00

M1

40,086,000.00

40,086,000.00

0.585800%

28 / 360

06/27 - 07/24

18,264.07

0.00

18,264.07

0.00

0.00

40,086,000.00

06/27 - 07/24

22,025.52

0.00

22,025.52

0.00

0.00

44,540,000.00

M2

44,540,000.00

44,540,000.00

0.635800%

28 / 360

M3

20,291,000.00

20,291,000.00

0.655800%

28 / 360

06/27 - 07/24

10,349.76

0.00

10,349.76

0.00

0.00

20,291,000.00

M4

17,816,000.00

17,816,000.00

0.835800%

28 / 360

06/27 - 07/24

11,581.59

0.00

11,581.59

0.00

0.00

17,816,000.00

M5

15,836,000.00

15,836,000.00

0.985800%

28 / 360

06/27 - 07/24

12,141.99

0.00

12,141.99

0.00

0.00

15,836,000.00

M6

11,383,000.00

11,383,000.00

1.335800%

28 / 360

06/27 - 07/24

11,826.43

0.00

11,826.43

0.00

0.00

11,383,000.00

M7

10,887,000.00

3,230,706.00

2.135800%

28 / 360

06/27 - 07/24

5,366.78

0.00

5,366.78

0.00

1,135,886.23

2,094,819.77

M8

8,909,000.00

0.00

2.685800%

28 / 360

06/27 - 07/24

0.00

0.00

0.00

0.00

0.00

0.00

M9

13,856,000.00

0.00

2.685800%

28 / 360

06/27 - 07/24

0.00

0.00

0.00

0.00

0.00

0.00

M10

17,817,000.00

0.00

2.685800%

28 / 360

06/27 - 07/24

0.00

0.00

0.00

0.00

0.00

0.00

CE

35,632,482.63

0.00

0.000000%

30 / 360

06/01 - 06/30

0.00

0.00

0.00

0.00

0.00

0.00

100.00

100.00

0.000000%

30 / 360

0.00

0.00

0.00

0.00

0.00

100.00

0.00

0.00

0.00

0.00

0.00

0.00

0.00

0.00

0.00

0.00

0.00

0.00

174,188.31

2,310,770.75

2,484,959.06

0.00

1,135,886.23

419,023,839.72

P
R

0.00

0.00

0.000000%

30 / 360

RX

0.00

0.00

0.000000%

30 / 360

Totals

989,780,582.63

422,470,496.70

Reports Available at www.sf.citidirect.com

Page 2 of 22

Copyright 2011 Citigroup

Distribution Date:
Determination Date:

07/25/2011
07/15/2011

Citigroup Mortgage Loan Trust Inc.


Asset-Backed Pass-Through Certificates,
Series 2007-WFHE2
Distribution Summary (Factors)

PER $1,000 OF ORIGINAL BALANCE

Class

A1

CUSIP

Record
Date

17312BAA0

07/22/2011

A2

17312BAB8

A3

17312BAC6

A4
M1

Prior
Principal
Balance

Interest
Distributed

Principal
Distributed

Total
Distributed

Deferred
Interest

Realized
Loss

Current
Principal
Balance

(3/2 x 1000)

(7/2 x 1000)

(8/2 x 1000)

(9/2 x 1000)

(10/2 x 1000)

(11/2 x 1000)

(12/2 x 1000)

0.000000

0.000000

0.000000

0.000000

0.000000

0.000000

0.000000

07/22/2011

609.573499

0.159207

13.865429

14.024636

0.000000

0.000000

595.708071

07/22/2011

1,000.000000

0.284511

0.000000

0.284511

0.000000

0.000000

1,000.000000

17312BAD4

07/22/2011

1,000.000000

0.416733

0.000000

0.416733

0.000000

0.000000

1,000.000000

17312BAE2

07/22/2011

1,000.000000

0.455622

0.000000

0.455622

0.000000

0.000000

1,000.000000

M2

17312BAF9

07/22/2011

1,000.000000

0.494511

0.000000

0.494511

0.000000

0.000000

1,000.000000

M3

17312BAG7

07/22/2011

1,000.000000

0.510067

0.000000

0.510067

0.000000

0.000000

1,000.000000

M4

17312BAH5

07/22/2011

1,000.000000

0.650067

0.000000

0.650067

0.000000

0.000000

1,000.000000

M5

17312BAJ1

07/22/2011

1,000.000000

0.766733

0.000000

0.766733

0.000000

0.000000

1,000.000000

M6

17312BAK8

07/22/2011

1,000.000000

1.038955

0.000000

1.038955

0.000000

0.000000

1,000.000000

M7

17312BAL6

07/22/2011

296.748967

0.492953

0.000000

0.492953

0.000000

104.334181

192.414786

M8

17312BAM4

07/22/2011

0.000000

0.000000

0.000000

0.000000

0.000000

0.000000

0.000000

M9

17312BAN2

07/22/2011

0.000000

0.000000

0.000000

0.000000

0.000000

0.000000

0.000000

M10

17312BAP7

07/22/2011

0.000000

0.000000

0.000000

0.000000

0.000000

0.000000

0.000000

CE

17312BAQ5

06/30/2011

0.000000

0.000000

0.000000

0.000000

0.000000

0.000000

0.000000

17312BAR3

06/30/2011

1,000.000000

0.000000

0.000000

0.000000

0.000000

0.000000

1,000.000000

17312BAS1

06/30/2011

0.000000

0.000000

0.000000

0.000000

0.000000

0.000000

0.000000

RX

17312BAT9

06/30/2011

0.000000

0.000000

0.000000

0.000000

0.000000

0.000000

0.000000

Reports Available at www.sf.citidirect.com

Page 3 of 22

Copyright 2011 Citigroup

Distribution Date:
Determination Date:

Citigroup Mortgage Loan Trust Inc.


Asset-Backed Pass-Through Certificates,
Series 2007-WFHE2

07/25/2011
07/15/2011

Interest Distribution Detail


DISTRIBUTION IN DOLLARS

Class

Prior
Principal
Balance

PassThrough
Rate

Next PassThrough
Rate

Interest
Accrual Day
Cnt Fraction

Optimal
Accrued
Interest

Prior
Unpaid
Interest

Interest on
Prior Unpaid
Interest

Non-Recov.
Interest
Shortfall

Interest
Due

Deferred
Interest

Interest
Distributed

Current
Unpaid
Interest

(1)

(2)

(3)

(4)

(5)

(6)

(7)

(8)

(9)

(10)=(6)+(7)+(8)-(9)

(11)

(12)

(13)=(10)-(11)-(12)

A1

0.00

0.29580%

0.29725%

28 / 360

0.00

0.00

0.00

0.00

0.00

0.00

0.00

0.00

A2

101,589,690.70

0.33580%

0.33725%

28 / 360

26,532.97

0.00

0.00

0.00

26,532.97

0.00

26,532.97

0.00

A3

104,265,000.00

0.36580%

0.36725%

28 / 360

29,664.55

0.00

0.00

0.00

29,664.55

0.00

29,664.55

0.00

A4

63,433,000.00

0.53580%

0.53725%

28 / 360

26,434.65

0.00

0.00

0.00

26,434.65

0.00

26,434.65

0.00

M1

40,086,000.00

0.58580%

0.58725%

28 / 360

18,264.07

0.00

0.00

0.00

18,264.07

0.00

18,264.07

0.00

M2

44,540,000.00

0.63580%

0.63725%

28 / 360

22,025.52

0.00

0.00

0.00

22,025.52

0.00

22,025.52

0.00

M3

20,291,000.00

0.65580%

0.65725%

28 / 360

10,349.76

0.00

0.00

0.00

10,349.76

0.00

10,349.76

0.00

M4

17,816,000.00

0.83580%

0.83725%

28 / 360

11,581.59

0.00

0.00

0.00

11,581.59

0.00

11,581.59

0.00

M5

15,836,000.00

0.98580%

0.98725%

28 / 360

12,141.99

0.00

0.00

0.00

12,141.99

0.00

12,141.99

0.00

M6

11,383,000.00

1.33580%

1.33725%

28 / 360

11,826.43

0.00

0.00

0.00

11,826.43

0.00

11,826.43

0.00

M7

3,230,706.00

2.13580%

2.13725%

28 / 360

5,366.78

0.00

0.00

0.00

5,366.78

0.00

5,366.78

0.00

M8

0.00

2.68580%

2.68725%

28 / 360

0.00

0.00

0.00

0.00

0.00

0.00

0.00

0.00

M9

0.00

2.68580%

2.68725%

28 / 360

0.00

0.00

0.00

0.00

0.00

0.00

0.00

0.00

M10

0.00

2.68580%

2.68725%

28 / 360

0.00

0.00

0.00

0.00

0.00

0.00

0.00

0.00

CE

0.00

0.00000%

0.00000%

30 / 360

0.00

0.00

0.00

0.00

0.00

0.00

0.00

0.00

100.00

0.00000%

0.00000%

30 / 360

0.00

0.00

0.00

0.00

0.00

0.00

0.00

0.00

0.00

0.00000%

0.00000%

30 / 360

0.00

0.00

0.00

0.00

0.00

0.00

0.00

0.00

RX

0.00

0.00000%

0.00000%

30 / 360

0.00

0.00

0.00

0.00

0.00

0.00

0.00

0.00

174,188.31

0.00

0.00

0.00

174,188.31

0.00

174,188.31

0.00

Totals

422,470,496.70

Reports Available at www.sf.citidirect.com

Page 4 of 22

Copyright 2011 Citigroup

Distribution Date:
Determination Date:

Citigroup Mortgage Loan Trust Inc.


Asset-Backed Pass-Through Certificates,
Series 2007-WFHE2

07/25/2011
07/15/2011

Principal Distribution Detail


DISTRIBUTION IN DOLLARS

Class

Original
Balance

Prior
Principal
Balance

Scheduled
Principal
Distribution

Unscheduled
Principal
Distribution

Accreted
Principal

Current
Realized
Losses

Current
Principal
Recoveries

Current
Principal
Balance

Cumulative
Realized
Losses

Original
Class
(%)

(1)

(2)

(3)

(4)

(5)

(6)

(7)

(8)

(9)=(3)-(4)-(5)+(6)-(7)+(8)

(10)

(11)

Current Original
Class
Credit
(%)
Support
(12)

(13)

Current
Credit
Support
(14)

A1

418,372,000.00

0.00

0.00

0.00

0.00

0.00

0.00

0.00

0.00

42.27%

0.00%

A2

166,657,000.00

101,589,690.70

500,523.22

1,810,247.53

0.00

0.00

0.00

99,278,919.95

0.00

16.84%

23.69%

23.95%

36.29%

A3

104,265,000.00

104,265,000.00

0.00

0.00

0.00

0.00

0.00

104,265,000.00

0.00

10.53%

24.88%

23.95%

36.29%

A4

63,433,000.00

63,433,000.00

0.00

0.00

0.00

0.00

0.00

63,433,000.00

0.00

6.41%

15.14%

23.95%

36.29%

M1

40,086,000.00

40,086,000.00

0.00

0.00

0.00

0.00

0.00

40,086,000.00

0.00

4.05%

9.57%

19.90%

26.72%

M2

44,540,000.00

44,540,000.00

0.00

0.00

0.00

0.00

0.00

44,540,000.00

0.00

4.50%

10.63%

15.40%

16.09%

M3

20,291,000.00

20,291,000.00

0.00

0.00

0.00

0.00

0.00

20,291,000.00

0.00

2.05%

4.84%

13.35%

11.25%

M4

17,816,000.00

17,816,000.00

0.00

0.00

0.00

0.00

0.00

17,816,000.00

0.00

1.80%

4.25%

11.55%

7.00%

M5

15,836,000.00

15,836,000.00

0.00

0.00

0.00

0.00

0.00

15,836,000.00

0.00

1.60%

3.78%

9.95%

3.22%

M6

11,383,000.00

11,383,000.00

0.00

0.00

0.00

0.00

0.00

11,383,000.00

0.00

1.15%

2.72%

8.80%

0.50%

M7

10,887,000.00

3,230,706.00

0.00

0.00

0.00

1,135,886.23

0.00

2,094,819.77

8,792,180.23

1.10%

0.50%

7.70%

0.00%

M8

8,909,000.00

0.00

0.00

0.00

0.00

0.00

0.00

0.00

8,909,000.00

0.90%

0.00%

6.80%

0.00%

M9

13,856,000.00

0.00

0.00

0.00

0.00

0.00

0.00

0.00 13,856,000.00

1.40%

0.00%

5.40%

0.00%

M10

17,817,000.00

0.00

0.00

0.00

0.00

0.00

0.00

0.00 17,817,000.00

1.80%

0.00%

3.60%

0.00%

CE

35,632,482.63

0.00

0.00

0.00

0.00

0.00

0.00

0.00 35,632,100.97

3.60%

0.00%

0.00%

0.00%

Totals

989,780,482.63

422,470,396.70

500,523.22

1,810,247.53

0.00

1,135,886.23

0.00

419,023,739.72 85,006,281.20

100%

100%

Reports Available at www.sf.citidirect.com

Page 5 of 22

23.95% 100.00%

Copyright 2011 Citigroup

Distribution Date:
Determination Date:

07/25/2011
07/15/2011

Citigroup Mortgage Loan Trust Inc.


Asset-Backed Pass-Through Certificates,
Series 2007-WFHE2
Reconciliation Detail

SOURCE OF FUNDS

ALLOCATION OF FUNDS
Scheduled Fees

Interest Funds Available


Scheduled Interest
PMI Adjustments
Uncompensated PPIS
Relief Act Interest Shortfall
Interest Adjustments
Realized Loss in Excess of Principal Balance

Credit Risk Manager Fee

1,996,426.49
0.00

PMI Insurer Fee

0.00

Servicing Fee

(757.12)

Curtailments

(76,360.97)
1,938,018.62

0.00

Other Expenses

0.00

Total Additional Fees, Expenses, etc.:


500,523.22

Interest Distribution

402,547.72

Principal Distribution

Liquidation Principal

2,788,751.62

Trailing Recoveries/(Losses)

0.00

Distribution to Certificateholders

(245,165.58)

Realized Losses

239,746.67

Extraordinary Trust Fund Expenses

Prepayments in Full
Repurchased Principal

169,342.62

Additional Fees, Expenses, etc.

Principal Funds Available


Scheduled Principal

65,651.38

Total Scheduled Fees:

18,710.22

Total Interest Funds Available:

4,752.67

Total Distribution to Certificateholders:

0.00

Total Funds Allocated

174,188.31
2,310,770.75
2,484,959.06
2,724,705.73

(2,658,811.27)
(1,158.60)

Total Principal Funds Available:

786,687.11

Other Funds Available


Cap Contract Amount

0.00

Prepayment Penalties

0.00

Other Charges

0.00

Total Other Funds Available:


Total Funds Available

Reports Available at www.sf.citidirect.com

0.00
2,724,705.73

Page 6 of 22

Copyright 2011 Citigroup

Distribution Date:
Determination Date:

07/25/2011
07/15/2011

Citigroup Mortgage Loan Trust Inc.


Asset-Backed Pass-Through Certificates,
Series 2007-WFHE2
Collateral Summary

ASSET CHARACTERISTICS

Cut-Off
Aggregate Stated Principal Balance

Prior

Current

989,780,582.63

422,470,496.70

419,023,839.72

6,628

2,889

2,869

Weighted Average Coupon Rate (WAC)

8.621478%

5.953104%

Not Available

Net Weighted Average Coupon Rate (Net WAC)

8.121478%

5.253125%

Not Available

353

301

300

Loan Count

Weighted Average Remaining Term (WART in months)

AVAILABLE PRINCIPAL

Scheduled Principal
Curtailments
Principal Prepayments
Liquidation Principal
Repurchased Principal
Current Realized Losses
Trailing Recoveries/(Losses)
TOTAL AVAILABLE PRINCIPAL
Current Realized Losses
Realized Loss in Excess of Liquidated Loan Balance
Trailing Loss/(Income)
Cumulative Realized Losses

Reports Available at www.sf.citidirect.com

AVAILABLE INTEREST

500,523.22
(245,165.58)
402,547.72
2,788,751.62
0.00
(2,658,811.27)
(1,158.60)

Scheduled Interest
Less:

786,687.11
2,658,811.27
76,360.97
1,158.60
182,432,820.24

Servicing Fee
Credit Risk Manager Fee
PMI Insurer Fee
PMI Adjustments
Uncompensated PPIS
Relief Act Interest Shortfall
Non-Recoverable Advance
Net Interest Adjustment
Trust Expenses
Realized Loss in Excess of Liquidated Loan Balance

TOTAL AVAILABLE INTEREST

Page 7 of 22

1,996,426.49
169,342.62
4,752.67
65,651.38
0.00
0.00
757.12
0.00
(18,710.22)
0.00
76,360.97
1,698,271.95

Copyright 2011 Citigroup

Distribution Date:
Determination Date:

07/25/2011
07/15/2011

Citigroup Mortgage Loan Trust Inc.


Asset-Backed Pass-Through Certificates,
Series 2007-WFHE2
Delinquency Information
Less Than
30 Days

30-59 Days

60-89 Days

90+ Days

Totals

16,495,628.39
3.9367%
122
4.2524%

8,585,824.68
2.0490%
53
1.8473%

38,244,849.96
9.1271%
208
7.2499%

63,326,303.03
15.1128%
383
13.3496%

578,627.49
0.1381%
6
0.2091%

961,964.10
0.2296%
5
0.1743%

11,208,418.68
2.6749%
70
2.4399%

16,885,618.36
4.0298%
117
4.0781%

Delinquency
Scheduled Principal Balance
Percentage of Total Pool Balance
Number of Loans
Percentage of Total Loans
Bankruptcy
Scheduled Principal Balance
Percentage of Total Pool Balance
Number of Loans
Percentage of Total Loans

4,136,608.09
0.9872%
36
1.2548%

Foreclosure
Scheduled Principal Balance
Percentage of Total Pool Balance
Number of Loans
Percentage of Total Loans

0.00

0.00

66,254,089.53

66,254,089.53

0.0000%
0
0.0000%

0.0000%
0
0.0000%

15.8115%
337
11.7463%

15.8115%
337
11.7463%

0.00
0.0000%
0
0.0000%

0.00
0.0000%
0
0.0000%

18,350,668.06
4.3794%
94
3.2764%

18,350,668.06
4.3794%
94
3.2764%

17,074,255.88
4.0748%
128
4.4615%

9,547,788.78
2.2786%
58
2.0216%

134,058,026.23
31.9929%
709
24.7124%

164,816,678.98
39.3335%
931
32.4503%

REO
Scheduled Principal Balance
Percentage of Total Pool Balance
Number of Loans
Percentage of Total Loans
Total
Scheduled Principal Balance
Percentage of Total Pool Balance
Number of Loans
Percentage of Total Loans

4,136,608.09
0.9872%
36
1.2548%

Principal and Interest Advances

Reports Available at www.sf.citidirect.com

2,324,338.50

Page 8 of 22

Copyright 2011 Citigroup

Distribution Date:
Determination Date:

Citigroup Mortgage Loan Trust Inc.


Asset-Backed Pass-Through Certificates,
Series 2007-WFHE2

07/25/2011
07/15/2011

Historical Delinquency Information


Distribution
Date

1 Month
Balance

07/25/2011
06/27/2011
05/25/2011
04/25/2011
03/25/2011
02/25/2011
01/25/2011
12/27/2010
11/26/2010
10/25/2010
09/27/2010
08/25/2010

2 Month

3 + Month
Cnt

Balance

Bankruptcy
Cnt

Balance

Foreclosure
Cnt

REO

Balance

Cnt

Balance

16,495,628.39

122

8,585,824.68

53

38,244,849.96

208

16,885,618.36

117

66,254,089.53

337

18,350,668.06

94

148,321,050.59

809

3.937%

4.3%

2.049%

1.8%

9.127%

7.2%

4.030%

4.1%

15.812%

11.7%

4.379%

3.3%

35.397%

28.2%

15,974,322.54

116

8,593,693.60

53

47,487,053.05

240

16,980,580.54

119

62,365,080.19

327

17,709,116.96

90

153,135,524.34

829

3.781%

4.0%

2.034%

1.8%

11.240%

8.3%

4.019%

4.1%

14.762%

11.3%

4.192%

3.1%

36.248%

28.7%

16,042,971.06

107

6,611,840.51

41

47,919,590.99

248

16,900,543.51

113

65,827,508.44

349

18,044,477.96

90

155,303,961.41

841

3.750%

3.7%

1.545%

1.4%

11.200%

8.5%

3.950%

3.9%

15.386%

11.9%

4.218%

3.1%

36.300%

28.8%

17,305,423.69

104

5,478,683.92

40

52,690,442.44

268

14,793,062.08

105

66,605,378.61

355

23,354,355.20

115

162,921,922.25

883

3.972%

3.5%

1.257%

1.3%

12.094%

9.0%

3.395%

3.5%

15.287%

12.0%

5.360%

3.9%

37.394%

29.8%

17,115,560.25

113

10,062,679.41

61

61,567,549.34

326

14,381,862.68

102

60,772,512.79

313

23,340,782.71

121

170,125,386.93

923

3.895%

3.8%

2.290%

2.0%

14.010%

10.9%

3.273%

3.4%

13.829%

10.4%

5.311%

4.0%

38.713%

30.8%

21,790,195.67

141

9,200,150.26

66

57,282,314.06

309

14,767,602.94

108

66,319,322.83

336

24,240,102.62

126

171,809,492.71

945

4.910%

4.7%

2.073%

2.2%

12.908%

10.2%

3.328%

3.6%

14.944%

11.1%

5.462%

4.2%

38.715%

31.2%

18,648,025.92

142

10,664,718.20

70

58,228,639.50

311

15,389,691.25

112

65,845,950.39

335

25,268,407.77

133

175,397,407.11

961

4.142%

4.6%

2.369%

2.3%

12.935%

10.2%

3.419%

3.7%

14.627%

10.9%

5.613%

4.3%

38.962%

31.4%

20,453,178.23

148

9,428,043.85

62

57,622,219.14

303

13,953,223.87

107

68,844,256.57

359

27,091,990.93

142

176,939,734.36

973

4.471%

4.8%

2.061%

2.0%

12.597%

9.8%

3.050%

3.4%

15.050%

11.6%

5.923%

4.6%

38.682%

31.3%

19,343,774.71

137

12,435,936.28

79

61,840,855.49

344

13,541,685.69

103

66,135,414.81

324

27,499,748.35

147

181,453,640.62

997

4.184%

4.4%

2.690%

2.5%

13.376%

10.9%

2.929%

3.3%

14.304%

10.3%

5.948%

4.7%

39.247%

31.7%

20,849,133.70

153

10,317,593.31

66

62,166,971.40

339

12,933,521.01

105

69,213,400.89

340

30,237,659.61

161

4.429%

4.8%

2.192%

2.1%

13.207%

10.6%

2.748%

3.3%

14.704%

10.6%

6.424%

5.0%

17,881,600.87

137

12,120,085.95

64

54,480,051.34

318

13,114,659.57

103

77,044,660.59

369

29,909,276.63

160

3.760%

4.2%

2.548%

2.0%

11.455%

9.8%

2.757%

3.2%

16.199%

11.4%

6.289%

5.0%

18,630,109.96

127

8,851,259.05

59

61,538,029.80

336

14,063,619.22

112

74,256,713.19

365

30,756,711.20

170

3.866%

3.9%

1.837%

1.8%

12.771%

10.3%

2.919%

3.4%

15.410%

11.1%

6.383%

5.2%

Historical One, Two and Three Month Trend Chart

12

Reports Available at www.sf.citidirect.com

31.6%
31.4%

189,466,332.46 1,042
39.319%

31.8%

20
16
12
8
4

8/25/2009

39.249%

6/25/2010

39.274%

186,668,734.08 1,014

1/25/2010

Cnt

184,869,146.22 1,011

12

12

11/26/2010

Balance

16

16

One Month Bal Pct (%)


Two Month Bal Pct (%)
Three + Month Bal Pct (%)

Cnt

20

20

16

Balance

Historical BK, FC & REO Trend Chart

20

Cnt

Total
( 2+, BK, FC & REO )

Bankruptcy Bal Pct (%)


Foreclosure Bal Pct (%)
REO Bal Pct (%)

4/25/2011

8/25/2009

Page 9 of 22

1/25/2010

6/25/2010

11/26/2010

4/25/2011

Copyright 2011 Citigroup

Distribution Date:
Determination Date:

Citigroup Mortgage Loan Trust Inc.


Asset-Backed Pass-Through Certificates,
Series 2007-WFHE2

07/25/2011
07/15/2011

Standard Prepayment and Default Information


Payment
Date

Wtd. Avg.
Age
(Months)

Current
Collateral
Balance

Scheduled
Principal

Unscheduled
Principal

Liquidation
Principal

25-Jul-2011
27-Jun-2011
25-May-2011
25-Apr-2011
25-Mar-2011
25-Feb-2011
25-Jan-2011
27-Dec-2010
26-Nov-2010
25-Oct-2010
27-Sep-2010

54.32
53.32
52.31
51.31
50.31
49.31
48.31
47.31
46.30
45.30
44.31

419,023,839.72
422,470,496.70
427,839,407.75
435,686,688.50
439,454,983.04
443,775,190.51
450,180,495.34
457,421,940.74
462,341,067.34
470,711,705.90
475,602,585.01

500,523.22
501,810.40
503,786.73
507,066.93
505,549.37
503,875.78
501,059.11
504,359.05
503,811.15
505,738.78
506,124.66

2,946,133.76
4,867,100.65
7,343,494.02
3,261,227.61
3,814,658.10
5,901,429.05
6,740,386.29
4,414,767.55
7,866,827.41
4,385,140.33
5,755,149.99

2,788,751.62
3,832,434.63
7,260,453.75
3,409,829.29
3,786,893.01
5,789,635.75
5,701,706.43
4,171,328.37
7,268,904.77
3,922,165.86
5,572,025.19

SMM
0.698%
1.139%
1.687%
0.743%
0.861%
1.312%
1.475%
0.956%
1.673%
0.923%
1.196%

CPR

PSA

MDR

CDR

8.064%
12.843%
18.472%
8.560%
9.852%
14.660%
16.334%
10.887%
18.328%
10.531%
13.440%

134%
214%
308%
143%
164%
244%
272%
181%
305%
176%
224%

0.660%
0.896%
1.666%
0.776%
0.853%
1.286%
1.246%
0.902%
1.544%
0.825%
1.156%

7.640%
10.235%
18.263%
8.924%
9.773%
14.387%
13.974%
10.305%
17.035%
9.459%
13.027%

SDA
127%
171%
304%
149%
163%
240%
233%
172%
284%
158%
217%

SMM (Single Month Mortality) = (Beginning Balance - Ending Balance - Scheduled Principal) / (Beginning Balance - Scheduled Principal)

MDR (Monthly Default Rate) = Beginning Balance of Liquidated Asset / Total Beginning Balance

CPR (Constant Prepayment Rate) = 1 - ((1-SMM)^12)

CDR (Conditional Default Rate) = 1 - ((1-MDR)^12)

PSA (Public Securities Association) = CPR / (min(.2% * Age, 6%))

SDA (Standard Default Assumption) = CDR / (min(.2% * Age, 6%))

CPR

Page 10 of 22

/2
01
1
6/
27

/2
01
1
4/
25

/2
01
1
2/
25

/2
01
0
/2
7

12

/2
5

/2
01
0

/2
01
0
10

8/
25

/2
01
0
6/
25

/2
01
0
4/
26

/2
01
0

/2
00
9
/2
6

10

8/
25

6/
27

4/
25

2/
25

12

/2
7

/2
01
0
/2
5

10

8/
25

6/
25

4/
26

2/
25

/2
8

/2
00
9
12

/2
6
10

8/
25

Reports Available at www.sf.citidirect.com

2/
25

0.0

/2
8

0.0

12

5.0

/2
00
9

5.0

/2
01
1

10.0

/2
01
1

10.0

/2
01
1

15.0

/2
01
0

15.0

/2
01
0

20.0

/2
01
0

20.0

/2
01
0

25.0

/2
01
0

25.0

/2
00
9

30.0

/2
00
9

30.0

/2
00
9

CDR

Copyright 2011 Citigroup

Distribution Date:
Determination Date:

Citigroup Mortgage Loan Trust Inc.


Asset-Backed Pass-Through Certificates,
Series 2007-WFHE2

07/25/2011
07/15/2011

Credit Enhancement
Overcollateralization and Trigger Information
Overcollateralization Target Amount

35,632,100.97

Beginning Overcollateralization Amount

8.5036%

0.00
(2,659,969.87)

Overcollateralization Decrease Due to Realized Losses


Overcollateralization Deficiency Amount

35,632,100.97

Excess Spread Available for Overcollateralization Increase

1,524,083.64
1,524,083.64

Overcollateralization Increase Amount


Excess Overcollateralization Amount

0.00

Principal Available for Overcollateralization Reduction

786,687.11
0.00

Overcollateralization Reduction Amount


Current Overcollateralization

0.00

Current Senior Enhancement Percentage

36.2860%
No

Are Stepdown Principal Distributions Allowed This Month?


(Has the Stepdown Date Occured and Are There No Trigger Events in Effect?)

No

Has the Stepdown Date Occured?


(Has the 3rd Anniversary Distribution Date Occurred and Does the Senior Enhancement Percentage Equal or Exceed the Target Percentage?)

26-Apr-2010

3rd Anniversary Distribution Date


Stepdown Date Senior Enhancement Percentage

36.5570%

Senior Enhancement Target Percentage

47.9000%
No

Is a Trigger Event in Effect?


(Has the Stepdown Date Occurred, and Is a Delinquency Trigger Event in Effect or Is a Cumulative Realized Loss Trigger in Effect?)

Yes

Is a Delinquency Trigger Event in Effect?


(Does the Delinquency Percentage Exceed the Target Percentage?)

Delinquency Percentage

34.2715%

Target Percentage (46.00% of the Prior Senior Enhancement Percentage)

12.7776%
Yes

Is a Cumulative Realized Loss Trigger Event in Effect?


(Does the Cumulative Loss Percentage Exceed the Target Percentage?)

18.4316%

Cumulative Loss Percentage

5.1500%

Target Percentage

Reports Available at www.sf.citidirect.com

Page 11 of 22

Copyright 2011 Citigroup

Distribution Date:
Determination Date:

07/25/2011
07/15/2011

Citigroup Mortgage Loan Trust Inc.


Asset-Backed Pass-Through Certificates,
Series 2007-WFHE2
Waterfall Detail
Amount
Distributed

DISTRIBUTIONS

Remaining
Available
Funds

Senior Interest Remittance Funds


Class A-1 Certificates, the Senior Interest Distribution Amount
Class A-2 Certificates, the Senior Interest Distribution Amount
Class A-3 Certificates, the Senior Interest Distribution Amount
Class A-4 Certificates, the Senior Interest Distribution Amount

0.00
(26,532.97)
(29,664.55)
(26,434.65)

1,698,271.95
1,698,271.95
1,671,738.98
1,642,074.43
1,615,639.78

Remaining Interest Remittance Funds


Class M-1 Interest Distribution Amount
Class M-2 Interest Distribution Amount
Class M-3 Interest Distribution Amount
Class M-4 Interest Distribution Amount
Class M-5 Interest Distribution Amount
Class M-6 Interest Distribution Amount
Class M-7 Interest Distribution Amount
Class M-8 Interest Distribution Amount
Class M-9 Interest Distribution Amount
Class M-10 Interest Distribution Amount

(18,264.07)
(22,025.52)
(10,349.76)
(11,581.59)
(12,141.99)
(11,826.43)
(5,366.78)
0.00
0.00
0.00

1,615,639.78
1,597,375.71
1,575,350.19
1,565,000.43
1,553,418.84
1,541,276.85
1,529,450.42
1,524,083.64
1,524,083.64
1,524,083.64
1,524,083.64

0.00
(786,687.11)
0.00
0.00
0.00
0.00
0.00
0.00
0.00
0.00
0.00
0.00
0.00
0.00

786,687.11
786,687.11
0.00
0.00
0.00
0.00
0.00
0.00
0.00
0.00
0.00
0.00
0.00
0.00
0.00

Principal Remittance Amount Less Any OC Reduction Amount


Class A-1 Certificates
Class A-2 Certificates
Class A-3 Certificates
Class A-4 Certificates
Class M-1 Certificates
Class M-2 Certificates
Class M-3 Certificates
Class M-4 Certificates
Class M-5 Certificates
Class M-6 Certificates
Class M-7 Certificates
Class M-8 Certificates
Class M-9 Certificates
Class M-10 Certificates

Reports Available at www.sf.citidirect.com

Page 12 of 22

Copyright 2011 Citigroup

Distribution Date:
Determination Date:

07/25/2011
07/15/2011

Citigroup Mortgage Loan Trust Inc.


Asset-Backed Pass-Through Certificates,
Series 2007-WFHE2

Net Monthly Excess Cashflow


Class A-1 Certificates
Class A-2 Certificates
Class A-3 Certificates
Class A-4 Certificates
Class M-1 Certificates
Class M-2 Certificates
Class M-3 Certificates
Class M-4 Certificates
Class M-5 Certificates
Class M-6 Certificates
Class M-7 Certificates
Class M-8 Certificates
Class M-9 Certificates
Class M-10 Certificates
To the Mezzanine Certificates, any Interest Carry Forward Amounts
To the Mezzanine Certificates, the related Allocated Realized Loss Amount
To the Net Wac Rate Carryover Reserve Account, any Net Wac Rate Carryover Amounts
To the Servicer, any reimbursement for advances
To the Class CE Certificates, the Interest Distribution Amount
To the Class CE Certificates, the Overcollateralization Reduction Amount
To the Class R Certificates, any remaining amounts
Prepayment Penalties
Class P Prepayment Penalties
Distribution of Class P outstanding Certificate Principal Balance

Reports Available at www.sf.citidirect.com

Page 13 of 22

0.00
(1,524,083.64)
0.00
0.00
0.00
0.00
0.00
0.00
0.00
0.00
0.00
0.00
0.00
0.00
0.00
0.00
0.00
0.00
0.00
0.00
0.00

1,524,083.64
1,524,083.64
0.00
0.00
0.00
0.00
0.00
0.00
0.00
0.00
0.00
0.00
0.00
0.00
0.00
0.00
0.00
0.00
0.00
0.00
0.00
0.00

0.00
0.00

0.00
0.00
0.00

Copyright 2011 Citigroup

Distribution Date:
Determination Date:

07/25/2011
07/15/2011

Citigroup Mortgage Loan Trust Inc.


Asset-Backed Pass-Through Certificates,
Series 2007-WFHE2
Other Information

Cap Account Information


Beginning Balance

0.00

Deposits

0.00

Withdrawals

0.00

Ending Balance

0.00

Net WAC Rate Carryover Reserve Account Information


Beginning Balance

0.00

Deposits

0.00

Withdrawals

0.00

Ending Balance

0.00

Expenses
Extraordinary Trust Fund Expenses

0.00

Rate Reset Information


Current LIBOR
Next LIBOR

0.185800%
0.187250%

Loan Modifications
Loans 157006107, 156581761, 157195025, 157010752, 157281064, 157329384, and 157711557 were modified.

Reports Available at www.sf.citidirect.com

Page 14 of 22

Copyright 2011 Citigroup

Distribution Date:
Determination Date:

07/25/2011
07/15/2011

Citigroup Mortgage Loan Trust Inc.


Asset-Backed Pass-Through Certificates,
Series 2007-WFHE2

Certificate Interest Rates limited by the Net WAC Rate


None of the Certificate Rates were limited
Net WAC Rate Carryover Amounts
None
Unpaid Net WAC Rate Carryover Amounts
None

Reports Available at www.sf.citidirect.com

Page 15 of 22

Copyright 2011 Citigroup

Distribution Date:
Determination Date:

07/25/2011
07/15/2011

Citigroup Mortgage Loan Trust Inc.


Asset-Backed Pass-Through Certificates,
Series 2007-WFHE2

LIQUIDATION LOSS DETAIL

Loan Number

Prior
Loan Status

Next Due Date


at Liquidation

Original Principal
Balance

Unpaid Principal
Balance at
Liquidation

Scheduled
Principal Balance
at Liquidation

Current
Realized Loss
Amount

Subsequent
Loss / (Recovery)
Amount

Total Realized
Loss Amount

Loss Severity

Group 1
0000000155447279

Delinquent

08/01/2010

62,400.00

67,597.72

67,272.24

77,233.22

77,233.22

114.807%

0000000155932841

Delinquent

11/01/2009

60,000.00

64,035.74

63,893.99

66,958.57

66,958.57

104.796%

0000000156460347

Delinquent

07/01/2011

221,600.00

218,080.54

208,319.82

125,041.41

125,041.41

60.024%

0000000157001868

Delinquent

12/01/2010

227,525.00

239,898.64

237,197.19

150.00

150.00

0.063%

0000000157037094

Delinquent

07/01/2011

296,000.00

334,802.86

332,519.37

94,242.17

94,242.17

28.342%

0000000157081548

Delinquent

12/01/2010

43,000.00

42,326.86

42,274.29

43,861.72

43,861.72

103.755%

0000000157084401

Delinquent

07/01/2011

211,500.00

207,511.98

206,824.75

16,023.42

16,023.42

7.747%

0000000157105545

Delinquent

08/01/2011

110,500.00

109,368.90

109,286.99

35,798.53

35,798.53

32.756%

0000000157136748

Delinquent

07/01/2011

262,500.00

265,659.71

263,205.10

100,924.22

100,924.22

38.344%

0000000157195025

Delinquent

08/01/2011

468,000.00

489,284.46

479,149.06

45,300.00

45,300.00

9.454%

0000000157332396

Delinquent

08/01/2011

112,500.00

115,998.05

113,881.55

34,815.42

34,815.42

30.572%

0000000157465857

Delinquent

01/01/2009

115,600.00

114,973.62

113,924.02

116,835.57

116,835.57

102.556%

0000000157540261

Delinquent

07/01/2011

180,810.00

188,232.66

185,100.87

23,771.93

23,771.93

12.843%

0000000156546913

Foreclosure

05/01/2010

76,500.00

74,846.48

74,352.65

93,003.90

93,003.90

125.085%

0000000157358953

Foreclosure

05/01/2010

288,000.00

333,211.35

330,007.85

150.00

150.00

0.045%

0000000156048894

REO

07/01/2009

148,200.00

145,227.29

142,488.11

53,202.52

53,202.52

37.338%

0000000156703555

REO

05/01/2010

73,600.00

91,711.84

89,038.16

41,005.04

41,005.04

46.053%

0000000156811101

REO

11/01/2008

480,000.00

475,338.31

468,072.13

310,604.08

310,604.08

66.358%

0000000157011123

REO

04/01/2010

95,000.00

92,485.14

91,314.78

75,400.51

75,400.51

82.572%

0000000157016007

REO

10/01/2009

260,300.00

254,992.98

249,272.33

240,259.78

240,259.78

96.384%

0000000157186461

REO

08/01/2008

131,750.00

130,507.94

129,411.99

160,199.27

160,199.27

123.790%

0000000157229295

REO

06/01/2009

273,600.00

275,203.91

269,563.66

235,984.68

235,984.68

87.543%

0000000157229352

REO

04/01/2008

188,000.00

194,240.87

185,315.09

123,664.43

123,664.43

66.732%

0000000157395799

REO

07/01/2008

160,000.00

157,825.15

153,714.42

163,112.32

163,112.32

106.114%

0000000157444514

REO

02/01/2010

86,000.00

84,060.64

83,459.79

73,210.36

73,210.36

87.719%

0000000157511593

REO

10/01/2009

159,000.00

140,390.57

127,049.08

80,255.24

80,255.24

63.169%

Reports Available at www.sf.citidirect.com

Page 16 of 22

Copyright 2011 Citigroup

Distribution Date:
Determination Date:

Citigroup Mortgage Loan Trust Inc.


Asset-Backed Pass-Through Certificates,
Series 2007-WFHE2

07/25/2011
07/15/2011

Group 1
0000000157569583

REO

08/01/2008

261,250.00

271,313.04

265,002.31

186,295.46

186,295.46

70.300%

0000000157710765

REO

01/01/2009

181,800.00

179,356.13

173,332.58

117,868.47

117,868.47

68.001%

0000000153316997

N/A - Prior Liquidation

161,500.00

(985.00)

(985.00)

0000000154513378

N/A - Prior Liquidation

81,200.00

(777.04)

(777.04)

0000000155091465

N/A - Prior Liquidation

23,300.00

730.79

730.79

0000000155584808

N/A - Prior Liquidation

19,000.00

(191.40)

(191.40)

0000000155966369

N/A - Prior Liquidation

171,000.00

2,852.72

2,852.72

0000000156120776

N/A - Prior Liquidation

29,750.00

880.90

880.90

0000000156736076

N/A - Prior Liquidation

59,998.00

(609.94)

(609.94)

0000000156768541

N/A - Prior Liquidation

250,001.00

121.00

121.00

0000000156775413

N/A - Prior Liquidation

375,250.00

(2,495.30)

(2,495.30)

0000000156788838

N/A - Prior Liquidation

447,200.00

(1,274.69)

(1,274.69)

0000000156828402

N/A - Prior Liquidation

183,920.00

(6,370.96)

(6,370.96)

0000000156894305

N/A - Prior Liquidation

247,753.00

(929.78)

(929.78)

0000000156935348

N/A - Prior Liquidation

201,450.00

(890.69)

(890.69)

0000000156980831

N/A - Prior Liquidation

15,000.00

(243.64)

(243.64)

0000000157015082

N/A - Prior Liquidation

28,500.00

15.00

15.00

0000000157024514

N/A - Prior Liquidation

193,250.00

(1,350.60)

(1,350.60)

0000000157041286

N/A - Prior Liquidation

109,000.00

(2,473.72)

(2,473.72)

0000000157086653

N/A - Prior Liquidation

288,000.00

2,169.98

2,169.98

0000000157117292

N/A - Prior Liquidation

221,000.00

107.47

107.47

0000000157123332

N/A - Prior Liquidation

118,400.00

(762.45)

(762.45)

0000000157138264

N/A - Prior Liquidation

412,000.00

(992.36)

(992.36)

0000000157161688

N/A - Prior Liquidation

135,000.00

(555.27)

(555.27)

0000000157174459

N/A - Prior Liquidation

118,640.00

183.71

183.71

0000000157197922

N/A - Prior Liquidation

275,000.00

1,033.25

1,033.25

0000000157206806

N/A - Prior Liquidation

286,900.00

(340.88)

(340.88)

0000000157218769

N/A - Prior Liquidation

141,110.00

(636.10)

(636.10)

0000000157236845

N/A - Prior Liquidation

46,000.00

90.00

90.00

0000000157265091

N/A - Prior Liquidation

90,000.00

(132.00)

(132.00)

0000000157281924

N/A - Prior Liquidation

350,100.00

(796.54)

(796.54)

Reports Available at www.sf.citidirect.com

Page 17 of 22

Copyright 2011 Citigroup

Distribution Date:
Determination Date:

Citigroup Mortgage Loan Trust Inc.


Asset-Backed Pass-Through Certificates,
Series 2007-WFHE2

07/25/2011
07/15/2011

Group 1
0000000157296625

N/A - Prior Liquidation

92,000.00

(1,351.75)

(1,351.75)

0000000157372905

N/A - Prior Liquidation

135,200.00

(244.00)

(244.00)

0000000157388661

N/A - Prior Liquidation

19,800.00

26,289.41

26,289.41

0000000157405416

N/A - Prior Liquidation

137,600.00

(2,217.80)

(2,217.80)

0000000157413014

N/A - Prior Liquidation

75,650.00

20.00

20.00

0000000157426206

N/A - Prior Liquidation

265,000.00

(725.99)

(725.99)

0000000157550823

N/A - Prior Liquidation

516,000.00

(2,466.69)

(2,466.69)

0000000157584921

N/A - Prior Liquidation

58,500.00

(15.00)

(15.00)

0000000157604471

N/A - Prior Liquidation

148,261.00

(2,089.10)

(2,089.10)

0000000157627399

N/A - Prior Liquidation

109,600.00

(811.00)

(811.00)

0000000157629643

N/A - Prior Liquidation

179,920.00

35.00

35.00

0000000157632795

N/A - Prior Liquidation

70,900.00

(198.21)

(198.21)

0000000157661158

N/A - Prior Liquidation

153,000.00

(171.35)

(171.35)

0000000157697624

N/A - Prior Liquidation

274,929.00

41.62

41.62

0000000157723396

N/A - Prior Liquidation

100,700.00

(313.00)

(313.00)

12,651,217.00

5,358,483.38

5,254,244.17

2,735,172.24

2,736,330.84

52.056%

TOTALS

Reports Available at www.sf.citidirect.com

Page 18 of 22

1,158.60

Copyright 2011 Citigroup

Distribution Date:
Determination Date:

07/25/2011
07/15/2011

Citigroup Mortgage Loan Trust Inc.


Asset-Backed Pass-Through Certificates,
Series 2007-WFHE2

REO DETAIL
REO
Acquisition
Date

Original
Principal
Balance

Unpaid Principal
Balance at
Acquisition

Current
Scheduled
Principal
Balance

REO
Book
Value

Group
No.

State

0000000154294565

RI

Not Available

220,500.00

Not Available

228,147.53

Not Available

0000000154808448

AL

Not Available

237,500.00

Not Available

225,306.47

Not Available

0000000154882567

MI

Not Available

83,300.00

Not Available

83,413.96

Not Available

0000000155120546

WI

Not Available

48,450.00

Not Available

46,350.68

Not Available

0000000155806508

UT

Not Available

375,250.00

Not Available

371,527.69

Not Available

0000000156001323

FL

Not Available

186,291.00

Not Available

176,034.99

Not Available

0000000156017139

WI

Not Available

50,000.00

Not Available

48,026.76

Not Available

0000000156207409

IL

Not Available

44,650.00

Not Available

43,057.88

Not Available

0000000156223448

MI

Not Available

167,450.00

Not Available

171,301.96

Not Available

0000000156265589

OK

Not Available

55,100.00

Not Available

53,678.82

Not Available

0000000156343709

MA

Not Available

220,000.00

Not Available

210,973.86

Not Available

0000000156395691

KS

Not Available

52,200.00

Not Available

49,916.71

Not Available

0000000156443731

AL

Not Available

62,700.00

Not Available

60,133.14

Not Available

0000000156496093

FL

Not Available

167,192.00

Not Available

162,720.87

Not Available

0000000156688343

TN

Not Available

45,600.00

Not Available

52,212.28

Not Available

0000000156799694

WI

Not Available

50,000.00

Not Available

44,340.73

Not Available

0000000156806556

CA

Not Available

460,000.00

Not Available

437,277.82

Not Available

0000000156859985

TX

Not Available

112,263.00

Not Available

105,680.43

Not Available

0000000156896854

CO

Not Available

256,500.00

Not Available

244,811.95

Not Available

0000000156910473

CO

Not Available

188,800.00

Not Available

188,800.00

Not Available

0000000156944423

TX

Not Available

90,250.00

Not Available

87,494.79

Not Available

0000000156951824

OK

Not Available

131,165.00

Not Available

137,456.34

Not Available

0000000156952202

IL

Not Available

165,000.00

Not Available

174,221.71

Not Available

0000000156952822

MI

Not Available

77,900.00

Not Available

75,560.05

Not Available

0000000156960593

IL

Not Available

209,700.00

Not Available

206,656.01

Not Available

Loan Number

Reports Available at www.sf.citidirect.com

Page 19 of 22

Copyright 2011 Citigroup

Distribution Date:
Determination Date:

07/25/2011
07/15/2011

Citigroup Mortgage Loan Trust Inc.


Asset-Backed Pass-Through Certificates,
Series 2007-WFHE2

0000000156966913

IL

Not Available

179,000.00

Not Available

184,326.91

Not Available

0000000156967226

PA

Not Available

103,900.00

Not Available

99,174.14

Not Available

0000000156970824

IL

Not Available

246,600.00

Not Available

238,232.24

Not Available

0000000156987919

PA

Not Available

123,920.00

Not Available

117,269.13

Not Available

0000000157015116

TX

Not Available

179,000.00

Not Available

170,812.77

Not Available

0000000157037235

CO

Not Available

117,000.00

Not Available

111,621.10

Not Available

0000000157047713

CA

Not Available

357,000.00

Not Available

357,000.00

Not Available

0000000157053778

GA

Not Available

79,000.00

Not Available

76,894.86

Not Available

0000000157104076

NV

Not Available

695,000.00

Not Available

678,120.42

Not Available

0000000157160599

RI

Not Available

250,000.00

Not Available

244,865.19

Not Available

0000000157161175

FL

Not Available

306,000.00

Not Available

295,432.39

Not Available

0000000157227034

OH

Not Available

157,500.00

Not Available

152,157.88

Not Available

0000000157235821

MD

Not Available

482,000.00

Not Available

476,938.74

Not Available

0000000157245382

GA

Not Available

192,000.00

Not Available

184,016.08

Not Available

0000000157251349

GA

Not Available

125,800.00

Not Available

123,722.69

Not Available

0000000157280868

AL

Not Available

192,500.00

Not Available

188,522.83

Not Available

0000000157283979

WA

Not Available

224,800.00

Not Available

224,593.78

Not Available

0000000157400664

GA

Not Available

174,500.00

Not Available

167,588.41

Not Available

0000000157407149

MN

Not Available

241,200.00

Not Available

230,337.08

Not Available

0000000157419714

IL

Not Available

240,000.00

Not Available

234,302.14

Not Available

0000000157440611

AZ

Not Available

304,550.00

Not Available

296,688.24

Not Available

0000000157529223

FL

Not Available

360,000.00

Not Available

352,421.63

Not Available

0000000157539024

FL

Not Available

312,000.00

Not Available

306,120.10

Not Available

0000000157571761

MI

Not Available

59,850.00

Not Available

57,246.96

Not Available

0000000157581695

MO

Not Available

531,000.00

Not Available

506,776.04

Not Available

0000000157584848

FL

Not Available

239,200.00

Not Available

234,727.08

Not Available

0000000157590266

FL

Not Available

114,000.00

Not Available

108,426.33

Not Available

0000000155835747

GA

Not Available

76,000.00

Not Available

71,896.30

Not Available

0000000156437683

MD

Not Available

230,000.00

Not Available

219,315.61

Not Available

0000000156638991

IA

Not Available

70,300.00

Not Available

67,447.27

Not Available

Reports Available at www.sf.citidirect.com

Page 20 of 22

Copyright 2011 Citigroup

Distribution Date:
Determination Date:

07/25/2011
07/15/2011

Citigroup Mortgage Loan Trust Inc.


Asset-Backed Pass-Through Certificates,
Series 2007-WFHE2

0000000156760779

GA

Not Available

301,000.00

Not Available

296,080.81

Not Available

0000000156889834

CA

Not Available

145,000.00

Not Available

138,215.35

Not Available

0000000156901985

NH

Not Available

125,000.00

Not Available

120,393.73

Not Available

0000000156980203

DE

Not Available

168,000.00

Not Available

165,321.42

Not Available

0000000156981037

AL

Not Available

180,000.00

Not Available

172,689.93

Not Available

0000000157031055

WA

Not Available

324,975.00

Not Available

305,750.26

Not Available

0000000157053331

CA

Not Available

155,000.00

Not Available

153,144.90

Not Available

0000000157086414

WA

Not Available

113,900.00

Not Available

112,337.07

Not Available

0000000157110115

MD

Not Available

213,000.00

Not Available

216,465.58

Not Available

0000000157130584

TX

Not Available

540,000.00

Not Available

509,830.55

Not Available

0000000157204892

WI

Not Available

118,800.00

Not Available

142,692.06

Not Available

0000000157242025

MD

Not Available

76,000.00

Not Available

77,510.53

Not Available

0000000157259946

NM

Not Available

150,100.00

Not Available

161,018.84

Not Available

0000000157339508

LA

Not Available

111,920.00

Not Available

106,065.23

Not Available

0000000157363235

VA

Not Available

400,000.00

Not Available

369,636.91

Not Available

0000000157387713

OH

Not Available

104,000.00

Not Available

100,439.80

Not Available

0000000157418617

VA

Not Available

159,920.00

Not Available

161,437.01

Not Available

0000000157418674

NY

Not Available

427,500.00

Not Available

418,615.90

Not Available

0000000157424482

MS

Not Available

148,200.00

Not Available

141,866.38

Not Available

0000000157439076

MN

Not Available

185,400.00

Not Available

185,260.88

Not Available

0000000157460569

IL

Not Available

365,000.00

Not Available

358,188.19

Not Available

0000000157466137

AL

Not Available

125,375.00

Not Available

122,629.25

Not Available

0000000157470576

PA

Not Available

475,000.00

Not Available

462,709.97

Not Available

0000000157479841

WA

Not Available

234,320.00

Not Available

220,648.07

Not Available

0000000157492935

FL

Not Available

357,000.00

Not Available

341,005.08

Not Available

0000000157496084

CA

Not Available

184,000.00

Not Available

189,735.04

Not Available

0000000157546797

AZ

Not Available

199,500.00

Not Available

190,748.56

Not Available

0000000157582107

IL

Not Available

162,900.00

Not Available

155,894.96

Not Available

0000000157596156

KS

Not Available

84,550.00

Not Available

88,978.88

Not Available

0000000157616822

OH

Not Available

100,000.00

Not Available

97,190.52

Not Available

Reports Available at www.sf.citidirect.com

Page 21 of 22

Copyright 2011 Citigroup

Distribution Date:
Determination Date:

07/25/2011
07/15/2011

Citigroup Mortgage Loan Trust Inc.


Asset-Backed Pass-Through Certificates,
Series 2007-WFHE2

0000000157618034

TX

Not Available

159,378.00

Not Available

154,319.28

Not Available

0000000157624271

PA

Not Available

196,650.00

Not Available

188,478.55

Not Available

0000000157650094

WI

Not Available

124,000.00

Not Available

117,668.07

Not Available

0000000157653643

MD

Not Available

95,200.00

Not Available

94,206.67

Not Available

0000000157671645

AK

Not Available

229,600.00

Not Available

215,473.08

Not Available

0000000157677279

OH

Not Available

56,900.00

Not Available

55,178.81

Not Available

0000000157679978

WA

Not Available

216,125.00

Not Available

216,829.87

Not Available

0000000157696246

GA

Not Available

465,160.00

Not Available

464,023.06

Not Available

0000000157791633

IL

Not Available

94,775.00

Not Available

99,891.24

Not Available

18,794,529.00

Not Available

18,350,668.06

Not Available

TOTALS

Reports Available at www.sf.citidirect.com

Page 22 of 22

Copyright 2011 Citigroup

You might also like