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Duvall CMLTI 2007-WFHE2 2011 Loan 157265091 PG 17 July Report
Duvall CMLTI 2007-WFHE2 2011 Loan 157265091 PG 17 July Report
Duvall CMLTI 2007-WFHE2 2011 Loan 157265091 PG 17 July Report
Determination Date:
07/25/2011
07/15/2011
CONTACT INFORMATION
Depositor
Trust Administrator
PMI Insurer
CONTENTS
Distribution Summary
Interest Distribution
Principal Distribution
Reconciliation Detail
Collateral Summary
Delinquency Information
Citibank, N.A.
388 Greenwich Street, 14th Floor
New York City, NY 10013
Deal Contact:
Valerie Delgado
valerie.delgado@citi.com
Tel: (714) 845-4102
Fax: (714) 845-4107
10
Credit Enhancement
11
12
Other Information
14
16
Citibank, N.A.
Agency and Trust
388 Greenwich Street, 14th Floor
New York, NY 10013
Page 1 of 22
Distribution Date:
Determination Date:
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
Page 2 of 22
Distribution Date:
Determination Date:
07/25/2011
07/15/2011
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
Page 3 of 22
Distribution Date:
Determination Date:
07/25/2011
07/15/2011
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
Page 4 of 22
Distribution Date:
Determination Date:
07/25/2011
07/15/2011
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%
Page 5 of 22
23.95% 100.00%
Distribution Date:
Determination Date:
07/25/2011
07/15/2011
SOURCE OF FUNDS
ALLOCATION OF FUNDS
Scheduled Fees
1,996,426.49
0.00
0.00
Servicing Fee
(757.12)
Curtailments
(76,360.97)
1,938,018.62
0.00
Other Expenses
0.00
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
Prepayments in Full
Repurchased Principal
169,342.62
65,651.38
18,710.22
4,752.67
0.00
174,188.31
2,310,770.75
2,484,959.06
2,724,705.73
(2,658,811.27)
(1,158.60)
786,687.11
0.00
Prepayment Penalties
0.00
Other Charges
0.00
0.00
2,724,705.73
Page 6 of 22
Distribution Date:
Determination Date:
07/25/2011
07/15/2011
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
8.621478%
5.953104%
Not Available
8.121478%
5.253125%
Not Available
353
301
300
Loan Count
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
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
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
Distribution Date:
Determination Date:
07/25/2011
07/15/2011
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%
2,324,338.50
Page 8 of 22
Distribution Date:
Determination Date:
07/25/2011
07/15/2011
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%
12
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
Cnt
20
20
16
Balance
20
Cnt
Total
( 2+, BK, FC & REO )
4/25/2011
8/25/2009
Page 9 of 22
1/25/2010
6/25/2010
11/26/2010
4/25/2011
Distribution Date:
Determination Date:
07/25/2011
07/15/2011
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
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
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
Distribution Date:
Determination Date:
07/25/2011
07/15/2011
Credit Enhancement
Overcollateralization and Trigger Information
Overcollateralization Target Amount
35,632,100.97
8.5036%
0.00
(2,659,969.87)
35,632,100.97
1,524,083.64
1,524,083.64
0.00
786,687.11
0.00
0.00
36.2860%
No
No
26-Apr-2010
36.5570%
47.9000%
No
Yes
Delinquency Percentage
34.2715%
12.7776%
Yes
18.4316%
5.1500%
Target Percentage
Page 11 of 22
Distribution Date:
Determination Date:
07/25/2011
07/15/2011
DISTRIBUTIONS
Remaining
Available
Funds
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
(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
Page 12 of 22
Distribution Date:
Determination Date:
07/25/2011
07/15/2011
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
Distribution Date:
Determination Date:
07/25/2011
07/15/2011
0.00
Deposits
0.00
Withdrawals
0.00
Ending Balance
0.00
0.00
Deposits
0.00
Withdrawals
0.00
Ending Balance
0.00
Expenses
Extraordinary Trust Fund Expenses
0.00
0.185800%
0.187250%
Loan Modifications
Loans 157006107, 156581761, 157195025, 157010752, 157281064, 157329384, and 157711557 were modified.
Page 14 of 22
Distribution Date:
Determination Date:
07/25/2011
07/15/2011
Page 15 of 22
Distribution Date:
Determination Date:
07/25/2011
07/15/2011
Loan Number
Prior
Loan Status
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%
Page 16 of 22
Distribution Date:
Determination Date:
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
161,500.00
(985.00)
(985.00)
0000000154513378
81,200.00
(777.04)
(777.04)
0000000155091465
23,300.00
730.79
730.79
0000000155584808
19,000.00
(191.40)
(191.40)
0000000155966369
171,000.00
2,852.72
2,852.72
0000000156120776
29,750.00
880.90
880.90
0000000156736076
59,998.00
(609.94)
(609.94)
0000000156768541
250,001.00
121.00
121.00
0000000156775413
375,250.00
(2,495.30)
(2,495.30)
0000000156788838
447,200.00
(1,274.69)
(1,274.69)
0000000156828402
183,920.00
(6,370.96)
(6,370.96)
0000000156894305
247,753.00
(929.78)
(929.78)
0000000156935348
201,450.00
(890.69)
(890.69)
0000000156980831
15,000.00
(243.64)
(243.64)
0000000157015082
28,500.00
15.00
15.00
0000000157024514
193,250.00
(1,350.60)
(1,350.60)
0000000157041286
109,000.00
(2,473.72)
(2,473.72)
0000000157086653
288,000.00
2,169.98
2,169.98
0000000157117292
221,000.00
107.47
107.47
0000000157123332
118,400.00
(762.45)
(762.45)
0000000157138264
412,000.00
(992.36)
(992.36)
0000000157161688
135,000.00
(555.27)
(555.27)
0000000157174459
118,640.00
183.71
183.71
0000000157197922
275,000.00
1,033.25
1,033.25
0000000157206806
286,900.00
(340.88)
(340.88)
0000000157218769
141,110.00
(636.10)
(636.10)
0000000157236845
46,000.00
90.00
90.00
0000000157265091
90,000.00
(132.00)
(132.00)
0000000157281924
350,100.00
(796.54)
(796.54)
Page 17 of 22
Distribution Date:
Determination Date:
07/25/2011
07/15/2011
Group 1
0000000157296625
92,000.00
(1,351.75)
(1,351.75)
0000000157372905
135,200.00
(244.00)
(244.00)
0000000157388661
19,800.00
26,289.41
26,289.41
0000000157405416
137,600.00
(2,217.80)
(2,217.80)
0000000157413014
75,650.00
20.00
20.00
0000000157426206
265,000.00
(725.99)
(725.99)
0000000157550823
516,000.00
(2,466.69)
(2,466.69)
0000000157584921
58,500.00
(15.00)
(15.00)
0000000157604471
148,261.00
(2,089.10)
(2,089.10)
0000000157627399
109,600.00
(811.00)
(811.00)
0000000157629643
179,920.00
35.00
35.00
0000000157632795
70,900.00
(198.21)
(198.21)
0000000157661158
153,000.00
(171.35)
(171.35)
0000000157697624
274,929.00
41.62
41.62
0000000157723396
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
Page 18 of 22
1,158.60
Distribution Date:
Determination Date:
07/25/2011
07/15/2011
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
Page 19 of 22
Distribution Date:
Determination Date:
07/25/2011
07/15/2011
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
Page 20 of 22
Distribution Date:
Determination Date:
07/25/2011
07/15/2011
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
Page 21 of 22
Distribution Date:
Determination Date:
07/25/2011
07/15/2011
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
Page 22 of 22