Professional Documents
Culture Documents
Determination Date:
06/27/2011
06/15/2011
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:
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
Page 2 of 22
Distribution Date:
Determination Date:
06/27/2011
06/15/2011
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
Page 3 of 22
Distribution Date:
Determination Date:
06/27/2011
06/15/2011
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
0.30400%
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
Page 4 of 22
Distribution Date:
Determination Date:
06/27/2011
06/15/2011
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
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%
Page 5 of 22
23.95% 100.00%
Distribution Date:
Determination Date:
06/27/2011
06/15/2011
SOURCE OF FUNDS
ALLOCATION OF FUNDS
Scheduled Fees
13,815.48
Servicing Fee
0.00
(1,062.10)
Interest Adjustments
14,032.20
2,040,274.62
1,930,751.76
0.00
Other Expenses
0.00
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
Scheduled Principal
Realized Losses
171,835.36
Repurchased Principal
66,588.90
(136,308.44)
4,813.13
0.00
Distribution to Certificateholders
0.00
213,868.53
3,122,506.62
3,336,375.15
3,579,612.54
(3,749,317.11)
29,266.84
1,648,860.78
0.00
Prepayment Penalties
0.00
Other Charges
0.00
0.00
3,579,612.54
Page 6 of 22
Distribution Date:
Determination Date:
06/27/2011
06/15/2011
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
8.621478%
5.991449%
Not Available
8.121478%
5.291181%
Not Available
353
302
301
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
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
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
Distribution Date:
Determination Date:
06/27/2011
06/15/2011
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%
2,214,048.45
Page 8 of 22
Distribution Date:
Determination Date:
06/27/2011
06/15/2011
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
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%
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
184,869,146.22 1,011
24
20
16
Cnt
20
Balance
4
0
3/25/2011
7/27/2009
Page 9 of 22
12/28/2009
5/25/2010
10/25/2010
3/25/2011
Distribution Date:
Determination Date:
06/27/2011
06/15/2011
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
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
/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
Distribution Date:
Determination Date:
06/27/2011
06/15/2011
Credit Enhancement
Overcollateralization and Trigger Information
Overcollateralization Target Amount
35,632,100.97
8.4342%
0.00
(3,720,050.27)
35,632,100.97
1,473,645.84
1,473,645.84
0.00
1,648,860.78
0.00
0.00
36.2588%
No
No
26-Apr-2010
36.7905%
47.9000%
No
Yes
Delinquency Percentage
35.0166%
12.8023%
Yes
18.1552%
5.1500%
Target Percentage
Page 11 of 22
Distribution Date:
Determination Date:
06/27/2011
06/15/2011
DISTRIBUTIONS
Remaining
Available
Funds
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
(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
Page 12 of 22
Distribution Date:
Determination Date:
06/27/2011
06/15/2011
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
Distribution Date:
Determination Date:
06/27/2011
06/15/2011
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
0.194000%
0.185800%
Loan Modifications
Loans 157449554, 157207937, 157137795, 157388109, 157573015, 157627183, 157628884, 157651498, 157165796,
157387028, 157432113, 155532385, 156944068, 156984379, 157234022, and 157404328 were modified.
Page 14 of 22
Distribution Date:
Determination Date:
06/27/2011
06/15/2011
Page 15 of 22
Distribution Date:
Determination Date:
06/27/2011
06/15/2011
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
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%
Page 16 of 22
Distribution Date:
Determination Date:
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
150,001.00
(226.79)
(226.79)
0000000154876924
57,000.00
(1,232.31)
(1,232.31)
0000000155293061
265,905.00
(5,504.60)
(5,504.60)
0000000155417199
247,500.00
(294.53)
(294.53)
0000000155584808
19,000.00
(191.40)
(191.40)
0000000155592876
100,300.00
(4,758.25)
(4,758.25)
0000000155935224
39,600.00
1,539.08
1,539.08
0000000156718504
134,000.00
(949.57)
(949.57)
0000000156732521
138,700.00
(742.21)
(742.21)
0000000156736076
59,998.00
(609.93)
(609.93)
0000000156739989
11,400.00
200.00
200.00
0000000156754269
259,120.00
179.62
179.62
0000000156810186
24,400.00
1,275.68
1,275.68
0000000156819344
58,400.00
(560.73)
(560.73)
0000000156862567
33,900.00
(708.97)
(708.97)
0000000156945271
169,000.00
(1,606.00)
(1,606.00)
0000000157046525
264,000.00
20.79
20.79
0000000157092628
190,400.00
46.46
46.46
Page 17 of 22
Distribution Date:
Determination Date:
06/27/2011
06/15/2011
Group 1
0000000157111519
411,025.00
(13.24)
(13.24)
0000000157121435
84,600.00
(681.00)
(681.00)
0000000157147067
86,000.00
50.00
50.00
0000000157175316
54,150.00
(532.00)
(532.00)
0000000157253147
31,500.00
(439.96)
(439.96)
0000000157376567
199,500.00
8.27
8.27
0000000157398348
270,000.00
(75.40)
(75.40)
0000000157417809
374,303.00
(1,452.00)
(1,452.00)
0000000157469354
54,825.00
(811.00)
(811.00)
0000000157507922
65,200.00
(830.99)
(830.99)
0000000157520743
51,000.00
(943.48)
(943.48)
0000000157525361
169,200.00
(816.81)
(816.81)
0000000157547878
133,200.00
122.32
122.32
0000000157574062
121,992.00
26.99
26.99
0000000157584921
58,500.00
(1,042.22)
(1,042.22)
0000000157613209
45,000.00
(88.35)
(88.35)
0000000157626771
309,000.00
(68.06)
(68.06)
0000000157673526
229,500.00
(2,768.88)
(2,768.88)
0000000157691197
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
Page 18 of 22
Distribution Date:
Determination Date:
06/27/2011
06/15/2011
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
228,517.56
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
Page 19 of 22
Distribution Date:
Determination Date:
06/27/2011
06/15/2011
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
Page 20 of 22
Distribution Date:
Determination Date:
06/27/2011
06/15/2011
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
Page 21 of 22
Distribution Date:
Determination Date:
06/27/2011
06/15/2011
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
Page 22 of 22