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Distribution Date:

Determination Date:

06/27/2011
06/15/2011

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

06/27/2011
06/15/2011

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

0.304000%

33 / 360

05/25 - 06/26

0.00

0.00

0.00

0.00

0.00

0.00

A2

166,657,000.00

104,712,197.32

0.344000%

33 / 360

05/25 - 06/26

33,019.25

3,122,506.62

3,155,525.87

0.00

0.00

101,589,690.70

A3

104,265,000.00

104,265,000.00

0.374000%

33 / 360

05/25 - 06/26

35,745.52

0.00

35,745.52

0.00

0.00

104,265,000.00

A4

63,433,000.00

63,433,000.00

0.544000%

33 / 360

05/25 - 06/26

31,631.92

0.00

31,631.92

0.00

0.00

63,433,000.00

M1

40,086,000.00

40,086,000.00

0.594000%

33 / 360

05/25 - 06/26

21,826.83

0.00

21,826.83

0.00

0.00

40,086,000.00

05/25 - 06/26

26,293.45

0.00

26,293.45

0.00

0.00

44,540,000.00

M2

44,540,000.00

44,540,000.00

0.644000%

33 / 360

M3

20,291,000.00

20,291,000.00

0.664000%

33 / 360

05/25 - 06/26

12,350.46

0.00

12,350.46

0.00

0.00

20,291,000.00

M4

17,816,000.00

17,816,000.00

0.844000%

33 / 360

05/25 - 06/26

13,783.65

0.00

13,783.65

0.00

0.00

17,816,000.00

M5

15,836,000.00

15,836,000.00

0.994000%

33 / 360

05/25 - 06/26

14,429.24

0.00

14,429.24

0.00

0.00

15,836,000.00

M6

11,383,000.00

11,383,000.00

1.344000%

33 / 360

05/25 - 06/26

14,023.86

0.00

14,023.86

0.00

0.00

11,383,000.00

M7

10,887,000.00

5,477,110.43

2.144000%

33 / 360

05/25 - 06/26

10,764.35

0.00

10,764.35

0.00

2,246,404.43

3,230,706.00

M8

8,909,000.00

0.00

2.694000%

33 / 360

05/25 - 06/26

0.00

0.00

0.00

0.00

0.00

0.00

M9

13,856,000.00

0.00

2.694000%

33 / 360

05/25 - 06/26

0.00

0.00

0.00

0.00

0.00

0.00

M10

17,817,000.00

0.00

2.694000%

33 / 360

05/25 - 06/26

0.00

0.00

0.00

0.00

0.00

0.00

CE

35,632,482.63

0.00

0.000000%

30 / 360

05/01 - 05/31

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

213,868.53

3,122,506.62

3,336,375.15

0.00

2,246,404.43

422,470,496.70

P
R

0.00

0.00

0.000000%

30 / 360

RX

0.00

0.00

0.000000%

30 / 360

Totals

989,780,582.63

427,839,407.75

Reports Available at www.sf.citidirect.com

Page 2 of 22

Copyright 2011 Citigroup

Distribution Date:
Determination Date:

06/27/2011
06/15/2011

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

06/24/2011

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

06/24/2011

628.309626

0.198127

18.736126

18.934253

0.000000

0.000000

609.573499

06/24/2011

1,000.000000

0.342833

0.000000

0.342833

0.000000

0.000000

1,000.000000

17312BAD4

06/24/2011

1,000.000000

0.498667

0.000000

0.498667

0.000000

0.000000

1,000.000000

17312BAE2

06/24/2011

1,000.000000

0.544500

0.000000

0.544500

0.000000

0.000000

1,000.000000

M2

17312BAF9

06/24/2011

1,000.000000

0.590333

0.000000

0.590333

0.000000

0.000000

1,000.000000

M3

17312BAG7

06/24/2011

1,000.000000

0.608667

0.000000

0.608667

0.000000

0.000000

1,000.000000

M4

17312BAH5

06/24/2011

1,000.000000

0.773667

0.000000

0.773667

0.000000

0.000000

1,000.000000

M5

17312BAJ1

06/24/2011

1,000.000000

0.911167

0.000000

0.911167

0.000000

0.000000

1,000.000000

M6

17312BAK8

06/24/2011

1,000.000000

1.232000

0.000000

1.232000

0.000000

0.000000

1,000.000000

M7

17312BAL6

06/24/2011

503.087208

0.988734

0.000000

0.988734

0.000000

206.338241

296.748967

M8

17312BAM4

06/24/2011

0.000000

0.000000

0.000000

0.000000

0.000000

0.000000

0.000000

M9

17312BAN2

06/24/2011

0.000000

0.000000

0.000000

0.000000

0.000000

0.000000

0.000000

M10

17312BAP7

06/24/2011

0.000000

0.000000

0.000000

0.000000

0.000000

0.000000

0.000000

CE

17312BAQ5

05/31/2011

0.000000

0.000000

0.000000

0.000000

0.000000

0.000000

0.000000

17312BAR3

05/31/2011

1,000.000000

0.000000

0.000000

0.000000

0.000000

0.000000

1,000.000000

17312BAS1

05/31/2011

0.000000

0.000000

0.000000

0.000000

0.000000

0.000000

0.000000

RX

17312BAT9

05/31/2011

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

06/27/2011
06/15/2011

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

0.30400%

0.29580%

33 / 360

0.00

0.00

0.00

0.00

0.00

0.00

0.00

0.00

A2

104,712,197.32

0.34400%

0.33580%

33 / 360

33,019.25

0.00

0.00

0.00

33,019.25

0.00

33,019.25

0.00

A3

104,265,000.00

0.37400%

0.36580%

33 / 360

35,745.52

0.00

0.00

0.00

35,745.52

0.00

35,745.52

0.00

A4

63,433,000.00

0.54400%

0.53580%

33 / 360

31,631.92

0.00

0.00

0.00

31,631.92

0.00

31,631.92

0.00

M1

40,086,000.00

0.59400%

0.58580%

33 / 360

21,826.83

0.00

0.00

0.00

21,826.83

0.00

21,826.83

0.00

M2

44,540,000.00

0.64400%

0.63580%

33 / 360

26,293.45

0.00

0.00

0.00

26,293.45

0.00

26,293.45

0.00

M3

20,291,000.00

0.66400%

0.65580%

33 / 360

12,350.46

0.00

0.00

0.00

12,350.46

0.00

12,350.46

0.00

M4

17,816,000.00

0.84400%

0.83580%

33 / 360

13,783.65

0.00

0.00

0.00

13,783.65

0.00

13,783.65

0.00

M5

15,836,000.00

0.99400%

0.98580%

33 / 360

14,429.24

0.00

0.00

0.00

14,429.24

0.00

14,429.24

0.00

M6

11,383,000.00

1.34400%

1.33580%

33 / 360

14,023.86

0.00

0.00

0.00

14,023.86

0.00

14,023.86

0.00

M7

5,477,110.43

2.14400%

2.13580%

33 / 360

10,764.35

0.00

0.00

0.00

10,764.35

0.00

10,764.35

0.00

M8

0.00

2.69400%

2.68580%

33 / 360

0.00

0.00

0.00

0.00

0.00

0.00

0.00

0.00

M9

0.00

2.69400%

2.68580%

33 / 360

0.00

0.00

0.00

0.00

0.00

0.00

0.00

0.00

M10

0.00

2.69400%

2.68580%

33 / 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

213,868.53

0.00

0.00

0.00

213,868.53

0.00

213,868.53

0.00

Totals

427,839,407.75

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

06/27/2011
06/15/2011

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

104,712,197.32

501,810.40

2,620,696.22

0.00

0.00

0.00

101,589,690.70

0.00

16.84%

24.05%

23.95%

36.26%

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%

24.68%

23.95%

36.26%

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%

15.01%

23.95%

36.26%

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%

9.49%

19.90%

26.77%

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%

10.54%

15.40%

16.23%

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%

4.80%

13.35%

11.42%

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%

4.22%

11.55%

7.21%

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%

3.75%

9.95%

3.46%

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%

2.69%

8.80%

0.76%

M7

10,887,000.00

5,477,110.43

0.00

0.00

0.00

2,246,404.43

0.00

3,230,706.00

7,656,294.00

1.10%

0.76%

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

427,839,307.75

501,810.40

2,620,696.22

0.00

2,246,404.43

0.00

422,470,396.70 83,870,394.97

100%

100%

Reports Available at www.sf.citidirect.com

Page 5 of 22

23.95% 100.00%

Copyright 2011 Citigroup

Distribution Date:
Determination Date:

06/27/2011
06/15/2011

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

PMI Insurer Fee

13,815.48

Servicing Fee

0.00

Relief Act Interest Shortfall

(1,062.10)

Interest Adjustments

14,032.20

Realized Loss in Excess of Principal Balance

Credit Risk Manager Fee

2,040,274.62

1,930,751.76

0.00

Other Expenses

0.00

Total Additional Fees, Expenses, etc.:


501,810.40

Curtailments

605,048.25

Interest Distribution

Prepayments in Full

429,617.77

Principal Distribution

Liquidation Principal

3,832,434.63

Trailing Recoveries/(Losses)

243,237.39

Extraordinary Trust Fund Expenses

Scheduled Principal

Realized Losses

171,835.36

Additional Fees, Expenses, etc.

Principal Funds Available

Repurchased Principal

66,588.90

Total Scheduled Fees:

(136,308.44)

Total Interest Funds Available:

4,813.13

0.00

Distribution to Certificateholders

Total Distribution to Certificateholders:

0.00

Total Funds Allocated

213,868.53
3,122,506.62
3,336,375.15
3,579,612.54

(3,749,317.11)
29,266.84

Total Principal Funds Available:

1,648,860.78

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
3,579,612.54

Page 6 of 22

Copyright 2011 Citigroup

Distribution Date:
Determination Date:

06/27/2011
06/15/2011

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

427,839,407.75

422,470,496.70

6,628

2,924

2,889

Weighted Average Coupon Rate (WAC)

8.621478%

5.991449%

Not Available

Net Weighted Average Coupon Rate (Net WAC)

8.121478%

5.291181%

Not Available

353

302

301

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

501,810.40
605,048.25
429,617.77
3,832,434.63
0.00
(3,749,317.11)
29,266.84

Scheduled Interest
Less:

1,648,860.78
3,749,317.11
136,308.44
(29,266.84)
179,696,489.40

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

2,040,274.62
171,835.36
4,813.13
66,588.90
(13,815.48)
0.00
1,062.10
0.00
(14,032.20)
0.00
136,308.44
1,687,514.37

Copyright 2011 Citigroup

Distribution Date:
Determination Date:

06/27/2011
06/15/2011

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

15,974,322.54
3.7812%
116
4.0152%

8,593,693.60
2.0342%
53
1.8345%

47,487,053.05
11.2403%
240
8.3074%

72,055,069.19
17.0556%
409
14.1571%

1,009,778.83
0.2390%
7
0.2423%

583,107.62
0.1380%
5
0.1731%

11,196,676.04
2.6503%
70
2.4230%

16,980,580.54
4.0194%
119
4.1191%

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

4,191,018.05
0.9920%
37
1.2807%

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

0.00

0.00

62,365,080.19

62,365,080.19

0.0000%
0
0.0000%

0.0000%
0
0.0000%

14.7620%
327
11.3188%

14.7620%
327
11.3188%

0.00
0.0000%
0
0.0000%

0.00
0.0000%
0
0.0000%

17,709,116.96
4.1918%
90
3.1153%

17,709,116.96
4.1918%
90
3.1153%

16,984,101.37
4.0202%
123
4.2575%

9,176,801.22
2.1722%
58
2.0076%

138,757,926.24
32.8444%
727
25.1644%

169,109,846.88
40.0288%
945
32.7103%

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

4,191,018.05
0.9920%
37
1.2807%

Principal and Interest Advances

Reports Available at www.sf.citidirect.com

2,214,048.45

Page 8 of 22

Copyright 2011 Citigroup

Distribution Date:
Determination Date:

Citigroup Mortgage Loan Trust Inc.


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

06/27/2011
06/15/2011

Historical Delinquency Information


Distribution
Date

1 Month
Balance

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

Total
Cnt

( 2+, BK, FC & REO )

Cnt

Balance

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

Reports Available at www.sf.citidirect.com

10/25/2010

39.319%

31.4%
31.8%

24
20

12

12

16

12

0
5/25/2010

39.249%

16

12/28/2009

31.6%

189,466,332.46 1,042

20

7/27/2009

39.274%

186,668,734.08 1,014

16

12

One Month Bal Pct (%)


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

184,869,146.22 1,011

24

20

16

Cnt

Historical BK, FC & REO Trend Chart

20

Balance

4
0

Bankruptcy Bal Pct (%)


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

3/25/2011

7/27/2009

Page 9 of 22

12/28/2009

5/25/2010

10/25/2010

3/25/2011

Copyright 2011 Citigroup

Distribution Date:
Determination Date:

Citigroup Mortgage Loan Trust Inc.


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

06/27/2011
06/15/2011

Standard Prepayment and Default Information


Payment
Date

Wtd. Avg.
Age
(Months)

Current
Collateral
Balance

Scheduled
Principal

Unscheduled
Principal

Liquidation
Principal

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
25-Aug-2010

53.32
52.31
51.31
50.31
49.31
48.31
47.31
46.30
45.30
44.31
43.32

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
481,863,859.66

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
508,606.84

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
6,576,176.79

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
6,144,886.22

SMM
1.139%
1.687%
0.743%
0.861%
1.312%
1.475%
0.956%
1.673%
0.923%
1.196%
1.346%

CPR

PSA

MDR

CDR

12.843%
18.472%
8.560%
9.852%
14.660%
16.334%
10.887%
18.328%
10.531%
13.440%
15.012%

214%
308%
143%
164%
244%
272%
181%
305%
176%
224%
250%

0.896%
1.666%
0.776%
0.853%
1.286%
1.246%
0.902%
1.544%
0.825%
1.156%
1.257%

10.235%
18.263%
8.924%
9.773%
14.387%
13.974%
10.305%
17.035%
9.459%
13.027%
14.081%

SDA
171%
304%
149%
163%
240%
233%
172%
284%
158%
217%
235%

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
5/
25

/2
01
1
3/
25

/2
01
1
1/
25

/2
6

/2
01
0

/2
01
0
11

9/
27

/2
01
0

7/
26

/2
01
0
5/
25

/2
01
0
3/
25

/2
01
0
1/
25

/2
00
9

7/
27

5/
25

3/
25

1/
25

/2
01
0
/2
6

11

9/
27

7/
26

5/
25

3/
25

1/
25

/2
00
9
/2
5

11

9/
25

7/
27

Reports Available at www.sf.citidirect.com

/2
5

0.0

11

0.0

9/
25

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

06/27/2011
06/15/2011

Credit Enhancement
Overcollateralization and Trigger Information
Overcollateralization Target Amount

35,632,100.97

Beginning Overcollateralization Amount

8.4342%

0.00
(3,720,050.27)

Overcollateralization Decrease Due to Realized Losses


Overcollateralization Deficiency Amount

35,632,100.97

Excess Spread Available for Overcollateralization Increase

1,473,645.84
1,473,645.84

Overcollateralization Increase Amount


Excess Overcollateralization Amount

0.00

Principal Available for Overcollateralization Reduction

1,648,860.78
0.00

Overcollateralization Reduction Amount


Current Overcollateralization

0.00

Current Senior Enhancement Percentage

36.2588%
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

36.7905%

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

35.0166%

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

12.8023%
Yes

Is a Cumulative Realized Loss Trigger Event in Effect?


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

18.1552%

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:

06/27/2011
06/15/2011

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
(33,019.25)
(35,745.52)
(31,631.92)

1,687,514.37
1,687,514.37
1,654,495.12
1,618,749.60
1,587,117.68

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

(21,826.83)
(26,293.45)
(12,350.46)
(13,783.65)
(14,429.24)
(14,023.86)
(10,764.35)
0.00
0.00
0.00

1,587,117.68
1,565,290.85
1,538,997.40
1,526,646.94
1,512,863.29
1,498,434.05
1,484,410.19
1,473,645.84
1,473,645.84
1,473,645.84
1,473,645.84

0.00
(1,648,860.78)
0.00
0.00
0.00
0.00
0.00
0.00
0.00
0.00
0.00
0.00
0.00
0.00

1,648,860.78
1,648,860.78
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:

06/27/2011
06/15/2011

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
(1,473,645.84)
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

1,473,645.84
1,473,645.84
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:

06/27/2011
06/15/2011

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

0.194000%
0.185800%

Loan Modifications
Loans 157449554, 157207937, 157137795, 157388109, 157573015, 157627183, 157628884, 157651498, 157165796,
157387028, 157432113, 155532385, 156944068, 156984379, 157234022, and 157404328 were modified.

Reports Available at www.sf.citidirect.com

Page 14 of 22

Copyright 2011 Citigroup

Distribution Date:
Determination Date:

06/27/2011
06/15/2011

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:

06/27/2011
06/15/2011

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
0000000153117379

Delinquent

11/01/2010

41,200.00

42,120.37

41,917.05

42,805.02

42,805.02

102.118%

0000000155532385

Delinquent

07/01/2011

121,500.00

120,536.09

118,059.53

35,100.00

35,100.00

29.731%

0000000156679888

Delinquent

07/01/2007

674,500.00

673,681.94

664,671.37

636,891.94

636,891.94

95.821%

0000000156942682

Delinquent

11/01/2010

32,800.00

32,332.15

32,279.68

33,844.20

33,844.20

104.847%

0000000156944068

Delinquent

05/01/2011

389,561.00

381,645.94

372,566.20

116,300.00

116,300.00

31.216%

0000000156949273

Delinquent

08/01/2010

50,000.00

54,823.35

54,788.20

55,872.85

55,872.85

101.980%

0000000157074691

Delinquent

11/01/2010

13,600.00

13,396.29

13,373.21

14,055.81

14,055.81

105.104%

0000000157109463

Delinquent

09/01/2009

170,000.00

176,554.15

173,535.01

150.00

150.00

0.086%

0000000157120726

Delinquent

05/01/2011

247,950.00

242,486.81

242,102.63

150.00

150.00

0.062%

0000000157173923

Delinquent

05/01/2010

151,050.00

177,089.10

173,574.91

74,731.04

74,731.04

43.054%

0000000157234022

Delinquent

06/01/2011

266,330.00

304,200.35

300,070.96

74,700.00

74,700.00

24.894%

0000000157236845

Delinquent

11/01/2010

46,000.00

45,294.04

45,235.24

46,848.89

46,848.89

103.567%

0000000157248139

Delinquent

04/01/2011

123,600.00

120,672.48

120,481.29

15,442.26

15,442.26

12.817%

0000000157265091

Delinquent

07/01/2007

90,000.00

89,756.85

88,511.78

124,595.99

124,595.99

140.768%

0000000157281049

Delinquent

11/01/2010

64,223.00

69,303.70

68,957.61

70,154.16

70,154.16

101.735%

0000000157433517

Delinquent

10/01/2008

85,000.00

86,356.87

83,484.20

94,539.64

94,539.64

113.243%

0000000157486309

Delinquent

08/01/2009

306,000.00

310,862.74

303,204.44

256,265.17

256,265.17

84.519%

0000000157516501

Delinquent

04/01/2011

30,900.00

30,210.83

30,176.89

30,065.04

30,065.04

99.629%

0000000157640061

Delinquent

04/01/2011

95,950.00

100,061.54

99,830.42

150.00

150.00

0.150%

0000000157651498

Delinquent

07/01/2011

242,500.00

267,339.61

264,363.95

200,171.87

200,171.87

75.718%

0000000156589236

Bankruptcy

03/01/2009

25,400.00

25,189.55

25,136.04

27,499.76

27,499.76

109.404%

0000000157413014

Foreclosure

07/01/2010

75,650.00

73,885.52

73,470.84

84,924.93

84,924.93

115.590%

0000000157582271

Foreclosure

11/01/2010

155,920.00

154,289.57

152,572.25

150.00

150.00

0.098%

0000000156304537

REO

11/01/2008

43,500.00

43,316.63

43,033.29

61,303.61

61,303.61

142.456%

0000000156607871

REO

10/01/2009

74,700.00

73,226.93

72,077.28

89,602.30

89,602.30

124.314%

0000000156788838

REO

11/01/2009

447,200.00

455,315.33

442,638.44

126,418.85

126,418.85

28.560%

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

06/27/2011
06/15/2011

Group 1
0000000156833246

REO

11/01/2010

41,400.00

42,006.65

41,854.61

41,713.17

41,713.17

99.662%

0000000157026675

REO

07/01/2009

145,350.00

143,015.84

139,775.64

43,576.41

43,576.41

31.176%

0000000157067521

REO

10/01/2007

122,500.00

122,076.49

118,279.90

138,108.37

138,108.37

116.764%

0000000157174459

REO

12/01/2008

118,640.00

118,013.96

116,187.74

74,952.94

74,952.94

64.510%

0000000157280041

REO

11/01/2008

110,000.00

109,229.01

108,267.95

108,099.78

108,099.78

99.845%

0000000157411091

REO

08/01/2009

400,720.00

400,720.00

400,720.00

264,811.68

264,811.68

66.084%

0000000157449448

REO

03/01/2009

122,500.00

120,208.62

116,408.12

129,105.35

129,105.35

110.908%

0000000157557026

REO

10/01/2009

120,000.00

128,497.03

124,890.55

80,068.61

80,068.61

64.111%

0000000157639428

REO

09/01/2009

196,000.00

193,610.69

190,896.13

188,580.82

188,580.82

98.787%

0000000157648163

REO

02/01/2010

94,500.00

92,105.46

90,832.94

85,556.47

85,556.47

94.191%

0000000157676644

REO

05/01/2009

199,000.00

197,644.32

195,468.57

43,817.49

43,817.49

22.417%

0000000157678186

REO

10/01/2009

214,700.00

209,176.24

206,197.39

124,618.07

124,618.07

60.436%

0000000157697624

REO

12/01/2008

274,929.00

273,627.36

270,314.70

249,883.06

249,883.06

92.442%

0000000153244785

N/A - Prior Liquidation

150,001.00

(226.79)

(226.79)

0000000154876924

N/A - Prior Liquidation

57,000.00

(1,232.31)

(1,232.31)

0000000155293061

N/A - Prior Liquidation

265,905.00

(5,504.60)

(5,504.60)

0000000155417199

N/A - Prior Liquidation

247,500.00

(294.53)

(294.53)

0000000155584808

N/A - Prior Liquidation

19,000.00

(191.40)

(191.40)

0000000155592876

N/A - Prior Liquidation

100,300.00

(4,758.25)

(4,758.25)

0000000155935224

N/A - Prior Liquidation

39,600.00

1,539.08

1,539.08

0000000156718504

N/A - Prior Liquidation

134,000.00

(949.57)

(949.57)

0000000156732521

N/A - Prior Liquidation

138,700.00

(742.21)

(742.21)

0000000156736076

N/A - Prior Liquidation

59,998.00

(609.93)

(609.93)

0000000156739989

N/A - Prior Liquidation

11,400.00

200.00

200.00

0000000156754269

N/A - Prior Liquidation

259,120.00

179.62

179.62

0000000156810186

N/A - Prior Liquidation

24,400.00

1,275.68

1,275.68

0000000156819344

N/A - Prior Liquidation

58,400.00

(560.73)

(560.73)

0000000156862567

N/A - Prior Liquidation

33,900.00

(708.97)

(708.97)

0000000156945271

N/A - Prior Liquidation

169,000.00

(1,606.00)

(1,606.00)

0000000157046525

N/A - Prior Liquidation

264,000.00

20.79

20.79

0000000157092628

N/A - Prior Liquidation

190,400.00

46.46

46.46

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

06/27/2011
06/15/2011

Group 1
0000000157111519

N/A - Prior Liquidation

411,025.00

(13.24)

(13.24)

0000000157121435

N/A - Prior Liquidation

84,600.00

(681.00)

(681.00)

0000000157147067

N/A - Prior Liquidation

86,000.00

50.00

50.00

0000000157175316

N/A - Prior Liquidation

54,150.00

(532.00)

(532.00)

0000000157253147

N/A - Prior Liquidation

31,500.00

(439.96)

(439.96)

0000000157376567

N/A - Prior Liquidation

199,500.00

8.27

8.27

0000000157398348

N/A - Prior Liquidation

270,000.00

(75.40)

(75.40)

0000000157417809

N/A - Prior Liquidation

374,303.00

(1,452.00)

(1,452.00)

0000000157469354

N/A - Prior Liquidation

54,825.00

(811.00)

(811.00)

0000000157507922

N/A - Prior Liquidation

65,200.00

(830.99)

(830.99)

0000000157520743

N/A - Prior Liquidation

51,000.00

(943.48)

(943.48)

0000000157525361

N/A - Prior Liquidation

169,200.00

(816.81)

(816.81)

0000000157547878

N/A - Prior Liquidation

133,200.00

122.32

122.32

0000000157574062

N/A - Prior Liquidation

121,992.00

26.99

26.99

0000000157584921

N/A - Prior Liquidation

58,500.00

(1,042.22)

(1,042.22)

0000000157613209

N/A - Prior Liquidation

45,000.00

(88.35)

(88.35)

0000000157626771

N/A - Prior Liquidation

309,000.00

(68.06)

(68.06)

0000000157673526

N/A - Prior Liquidation

229,500.00

(2,768.88)

(2,768.88)

0000000157691197

N/A - Prior Liquidation

544,005.00

(4,787.37)

(4,787.37)

11,740,397.00

6,313,880.40

6,220,206.95

3,885,625.55

(29,266.84)

3,856,358.71

62.468%

TOTALS

Reports Available at www.sf.citidirect.com

Page 18 of 22

Copyright 2011 Citigroup

Distribution Date:
Determination Date:

06/27/2011
06/15/2011

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

228,517.56

Not Available

0000000154882567

MI

Not Available

83,300.00

Not Available

83,526.43

Not Available

0000000155120546

WI

Not Available

48,450.00

Not Available

46,406.77

Not Available

0000000155806508

UT

Not Available

375,250.00

Not Available

371,983.38

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

171,581.84

Not Available

0000000156265589

OK

Not Available

55,100.00

Not Available

53,711.11

Not Available

0000000156343709

MA

Not Available

220,000.00

Not Available

211,222.11

Not Available

0000000156395691

KS

Not Available

52,200.00

Not Available

49,982.12

Not Available

0000000156806556

CA

Not Available

460,000.00

Not Available

437,763.23

Not Available

0000000156859985

TX

Not Available

112,263.00

Not Available

105,804.79

Not Available

0000000156896854

CO

Not Available

256,500.00

Not Available

245,132.72

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

87,555.66

Not Available

0000000156951824

OK

Not Available

131,165.00

Not Available

137,678.33

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

0000000156966913

IL

Not Available

179,000.00

Not Available

184,326.91

Not Available

0000000156967226

PA

Not Available

103,900.00

Not Available

99,303.23

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

117,458.52

Not Available

0000000157011123

PA

Not Available

95,000.00

Not Available

91,314.78

Not Available

0000000157015116

TX

Not Available

179,000.00

Not Available

171,013.76

Not Available

0000000157016007

NV

Not Available

260,300.00

Not Available

249,272.33

Not Available

Loan Number

Reports Available at www.sf.citidirect.com

Page 19 of 22

Copyright 2011 Citigroup

Distribution Date:
Determination Date:

06/27/2011
06/15/2011

Citigroup Mortgage Loan Trust Inc.


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

0000000157037235

CO

Not Available

117,000.00

Not Available

111,755.14

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

678,605.78

Not Available

0000000157186461

GA

Not Available

131,750.00

Not Available

129,411.99

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

184,246.18

Not Available

0000000157251349

GA

Not Available

125,800.00

Not Available

123,788.43

Not Available

0000000157280868

AL

Not Available

192,500.00

Not Available

188,646.39

Not Available

0000000157400664

GA

Not Available

174,500.00

Not Available

167,793.77

Not Available

0000000157407149

MN

Not Available

241,200.00

Not Available

230,606.76

Not Available

0000000157419714

IL

Not Available

240,000.00

Not Available

234,490.38

Not Available

0000000157440611

AZ

Not Available

304,550.00

Not Available

296,906.86

Not Available

0000000157444514

RI

Not Available

86,000.00

Not Available

83,459.79

Not Available

0000000157529223

FL

Not Available

360,000.00

Not Available

352,632.91

Not Available

0000000157539024

FL

Not Available

312,000.00

Not Available

306,120.10

Not Available

0000000157569583

FL

Not Available

261,250.00

Not Available

265,002.31

Not Available

0000000157571761

MI

Not Available

59,850.00

Not Available

57,320.00

Not Available

0000000157581695

MO

Not Available

531,000.00

Not Available

507,422.59

Not Available

0000000157584848

FL

Not Available

239,200.00

Not Available

234,727.08

Not Available

0000000156048894

AL

Not Available

148,200.00

Not Available

142,488.11

Not Available

0000000156437683

MD

Not Available

230,000.00

Not Available

219,548.49

Not Available

0000000156638991

IA

Not Available

70,300.00

Not Available

67,531.61

Not Available

0000000156703555

NE

Not Available

73,600.00

Not Available

89,038.16

Not Available

0000000156760779

GA

Not Available

301,000.00

Not Available

296,080.81

Not Available

0000000156811101

MA

Not Available

480,000.00

Not Available

468,072.13

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

165,380.35

Not Available

Reports Available at www.sf.citidirect.com

Page 20 of 22

Copyright 2011 Citigroup

Distribution Date:
Determination Date:

06/27/2011
06/15/2011

Citigroup Mortgage Loan Trust Inc.


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

0000000156981037

AL

Not Available

180,000.00

Not Available

172,848.32

Not Available

0000000157031055

WA

Not Available

324,975.00

Not Available

306,225.38

Not Available

0000000157053331

CA

Not Available

155,000.00

Not Available

153,387.52

Not Available

0000000157110115

MD

Not Available

213,000.00

Not Available

216,749.64

Not Available

0000000157130584

TX

Not Available

540,000.00

Not Available

510,653.94

Not Available

0000000157204892

WI

Not Available

118,800.00

Not Available

143,043.43

Not Available

0000000157229295

VA

Not Available

273,600.00

Not Available

269,563.66

Not Available

0000000157229352

DE

Not Available

188,000.00

Not Available

185,315.09

Not Available

0000000157259946

NM

Not Available

150,100.00

Not Available

161,171.36

Not Available

0000000157339508

LA

Not Available

111,920.00

Not Available

106,226.88

Not Available

0000000157387713

OH

Not Available

104,000.00

Not Available

100,439.80

Not Available

0000000157395799

AZ

Not Available

160,000.00

Not Available

153,714.42

Not Available

0000000157418617

VA

Not Available

159,920.00

Not Available

161,601.45

Not Available

0000000157418674

NY

Not Available

427,500.00

Not Available

418,874.46

Not Available

0000000157424482

MS

Not Available

148,200.00

Not Available

142,033.31

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

122,693.43

Not Available

0000000157470576

PA

Not Available

475,000.00

Not Available

463,378.23

Not Available

0000000157479841

WA

Not Available

234,320.00

Not Available

221,018.32

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

189,925.90

Not Available

0000000157511593

CA

Not Available

159,000.00

Not Available

127,049.08

Not Available

0000000157546797

AZ

Not Available

199,500.00

Not Available

190,980.71

Not Available

0000000157582107

IL

Not Available

162,900.00

Not Available

156,110.37

Not Available

0000000157596156

KS

Not Available

84,550.00

Not Available

89,068.39

Not Available

0000000157616822

OH

Not Available

100,000.00

Not Available

97,190.52

Not Available

0000000157618034

TX

Not Available

159,378.00

Not Available

154,432.39

Not Available

0000000157624271

PA

Not Available

196,650.00

Not Available

188,700.33

Not Available

0000000157650094

WI

Not Available

124,000.00

Not Available

117,797.55

Not Available

0000000157653643

MD

Not Available

95,200.00

Not Available

94,206.67

Not Available

Reports Available at www.sf.citidirect.com

Page 21 of 22

Copyright 2011 Citigroup

Distribution Date:
Determination Date:

06/27/2011
06/15/2011

Citigroup Mortgage Loan Trust Inc.


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

0000000157671645

AK

Not Available

229,600.00

Not Available

215,834.64

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

217,154.97

Not Available

0000000157710765

OH

Not Available

181,800.00

Not Available

173,332.58

Not Available

0000000157791633

IL

Not Available

94,775.00

Not Available

99,891.24

Not Available

18,122,786.00

Not Available

17,709,116.96

Not Available

TOTALS

Reports Available at www.sf.citidirect.com

Page 22 of 22

Copyright 2011 Citigroup

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