10-D 1 dal07ar2_10d-200706.txt UNITED STATES SECURITIES AND EXCHANGE COMMISSION Washington D.C. 20549 FORM 10-D ASSET-BACKED ISSUER DISTRIBUTION REPORT PURSUANT TO SECTION 13 OR 15(d) OF THE SECURITIES EXCHANGE ACT OF 1934 For the monthly distribution period from: May 26, 2007 to June 25, 2007 Commission File Number of issuing entity: 333-131600-14 Deutsche Alt-A Securities Mortgage Loan Trust, Series 2007-AR2 (Exact name of issuing entity as specified in its charter) Commission File Number of depositor: 333-131600 Deutsche Alt-A Securities, Inc. (Exact name of depositor as specified in its charter) DB Structured Products, Inc. (Exact name of sponsor as specified in its charter) New York (State or other jurisdiction of incorporation or organization of the issuing entity) 54-2198859 54-2198860 54-2198861 54-2198862 (I.R.S. Employer Identification No.) c/o Wells Fargo Bank, N.A. 9062 Old Annapolis Road Columbia, MD 21045 (Address of principal executive offices of the issuing entity) (Zip Code) (410) 884-2000 (Telephone number, including area code) Not Applicable (Former name, former address, if changed since last report) Registered/reporting pursuant to (check one) Title of Section Section Section Name of Exchange Class 12(b) 12(g) 15(d) (If Section 12(b)) A-1 _____ _____ __X___ ____________ A-2 _____ _____ __X___ ____________ A-3 _____ _____ __X___ ____________ A-4 _____ _____ __X___ ____________ A-5 _____ _____ __X___ ____________ A-6 _____ _____ __X___ ____________ A-7 _____ _____ __X___ ____________ M-1 _____ _____ __X___ ____________ M-2 _____ _____ __X___ ____________ M-3 _____ _____ __X___ ____________ M-4 _____ _____ __X___ ____________ M-5 _____ _____ __X___ ____________ M-6 _____ _____ __X___ ____________ M-7 _____ _____ __X___ ____________ M-8 _____ _____ __X___ ____________ M-9 _____ _____ __X___ ____________ M-10 _____ _____ __X___ ____________ CE _____ _____ __X___ ____________ P _____ _____ __X___ ____________ R _____ _____ __X___ ____________

Indicate by check mark whether the registrant (1) has filed all reports required to be filed by Section 13 or 15(d) of the Securities Exchange Act of 1934 during the preceding 12 months (or for such shorter period that the registrant was required to file such reports), and (2) has been subject to such filing requirements for the past 90 days. Yes __X__ No ____ Part I - DISTRIBUTION INFORMATION Item 1. Distribution and Pool Performance Information On June 25, 2007 a distribution was made to holders of Deutsche Alt-A Securities Mortgage Loan Trust, Series 2007-AR2. The distribution report is attached as an Exhibit to this Form 10-D. Please see Item 9(b), Exhibit 99.1 for the related information. Part II - OTHER INFORMATION Item 9. Exhibits. (a) The following is a list of documents filed as part of this Report on Form 10-D: (99.1) Monthly report distributed to holders of Deutsche Alt-A Securities Mortgage Loan Trust, Series 2007-AR2, relating to the June 25, 2007 distribution. (b) The exhibits required to be filed by the Registrant pursuant to this Form are listed above and in the Exhibit Index that immediately follows the signature page hereof. SIGNATURES Pursuant to the requirements of the Securities Exchange Act of 1934, the registrant has duly caused this report to be signed on its behalf by the undersigned thereunto duly authorized. Deutsche Alt-A Securities Mortgage Loan Trust, Series 2007-AR2 (Issuing Entity) Wells Fargo Bank, N.A. (Master Servicer) /s/ Kelly Rentz Kelly Rentz, Officer Date: July 3, 2007 EXHIBIT INDEX Exhibit Number Description EX-99.1 Monthly report distributed to holders of Deutsche Alt-A Securities Mortgage Loan Trust, Series 2007-AR2, relating to the June 25, 2007 distribution. EX-99.1 DEUTSCHE ALT-A SECURITIES, INC Mortgage-Backed Pass-Through Certificate Distribution Date: 6/25/2007 DEUTSCHE ALT-A SECURITIES, INC Mortgage-Backed Pass-Through Certificate Series 2007-AR2 Contact: Customer Service - CTSLink Wells Fargo Bank, N.A. Securities Administration Services 7485 New Horizon Way Frederick, MD 21703 www.ctslink.com Telephone: (301) 815-6600 Fax: (301) 815-6660

Certificateholder Distribution Summary Class CUSIP Record Certificate Beginning Interest Date Pass-Through Certificate Distribution Rate Balance A-1 25151UAA5 0506/2422/2007 5.47000% ~~578~~566,~~198~~902,~~335~~905.0847 2,~~635~~670,~~620~~270.7619 A-2 25151UAB3 0506/2422/2007 5.49000% 4847,~~147~~206,~~336~~751.5626 ~~220~~223,~~274~~169.0792 A-3 25151UAC1 0506/2422/2007 5.53000% 8281,~~722~~106,~~285~~259.8144 ~~381~~386,~~211~~223.8751 A-4 25151UAD9 0506/2422/2007 5.45500% 7170,~~684~~099,~~139~~411.1662 ~~325~~329,~~864~~282.1525 A-5 25151UAE7 0506/2422/2007 5.50500% 9,436,000.00 4344,~~287~~730.6557 A-6 25151UAF4 0506/2422/2007 5.47000% 32,~~727~~004,~~712~~179.9695 ~~149~~150,~~183~~748.8358 A-7 25151UAG2 0506/2422/2007 5.53750% 4,309,000.00 1920,~~884~~547.2405 M-1 25151UAH0 0506/2422/2007 5.60000% 15,316,000.00 7173,~~474~~857.6716 M-2 25151UAJ6 0506/2422/2007 5.62000% 7,208,000.00 3334,~~757~~882.4772 M-3 25151UAK3 0506/2422/2007 5.65000% 4,054,000.00 19,~~087~~723.5884 M-4 25151UAL1 0506/2422/2007 5.75000% 3,153,000.00 15,~~108~~611.1373 M-5 25151UAM9 0506/2422/2007 5.77000% 3,154,000.00 15,~~165~~671.4800 M-6 25151UAN7 0506/2422/2007 5.80000% 3,153,000.00 15,~~239~~747.5048 M-7 25151UAP2 0506/2422/2007 5.42000% 3,154,000.00 14,~~245~~720.5742 M-8 25151UAQ0 0506/2422/2007 6.47000% 3,153,000.00 1617,~~999~~566.9359 M-9 25151UAR8 0506/2422/2007 6.47000% 3,153,000.00 1617,~~999~~566.9359 M-10 25151UAS6 0506/2422/2007 6.47000% 4,505,000.00 2425,~~289~~099.4611 CE 111408894 0405/3031/2007 0.00000% 3,153,354.42 ~~797~~860,~~577~~344.1321 P 111408886 0405/3031/2007 0.00000% 100.00 1628,~~797~~958.6933 R 111411393 0405/3031/2007 0.00000% 0.00 0.00 Totals ~~880~~864,~~381~~220,~~263~~962.9916 4,~~832~~964,~~069~~721.1125

Certificateholder Distribution Summary (continued) Class Principal Current Ending Total Cumulative Distribution Realized Certificate Distribution Realized Loss Balance Losses A-1 117,~~295~~397,~~429~~641.6106 0.00 ~~566~~559,~~902~~505,~~905~~264.4742 1310,~~931~~067,~~050~~911.3725 0.00 A-2 ~~940~~616,~~585~~011.2931 0.00 4746,~~206~~590,~~751~~739.2695 1839,~~160,859~~181.3623 0.00 A-3 1,~~616~~058,~~026~~373.3747 0.00 8180,~~106~~047,~~259~~885.4497 1,~~997~~444,~~238~~596.2498 0.00 A-4 1,~~584~~037,~~727~~875.5313 0.00 7069,~~099~~061,~~411~~536.6249 1,~~910~~367,~~591~~157.6838 0.00 A-5 0.00 0.00 9,436,000.00 4344,~~287~~730.6557 0.00 A-6 ~~723~~473,~~533~~858.0169 0.00 3231,~~004~~530,~~179~~321.9525 ~~872~~624,~~716~~607.8427 0.00 A-7 0.00 0.00 4,309,000.00 1920,~~884~~547.2405 0.00 M-1 0.00 0.00 15,316,000.00 7173,~~474~~857.6716 0.00 M-2 0.00 0.00 7,208,000.00 3334,~~757~~882.4772 0.00 M-3 0.00 0.00 4,054,000.00 19,~~087~~723.5884 0.00 M-4 0.00 0.00 3,153,000.00 15,~~108~~611.1373 0.00 M-5 0.00 0.00 3,154,000.00 15,~~165~~671.4800 0.00 M-6 0.00 0.00 3,153,000.00 15,~~239~~747.5048 0.00 M-7 0.00 0.00 3,154,000.00 14,~~245~~720.5742 0.00 M-8 0.00 0.00 3,153,000.00 1617,~~999~~566.9359 0.00 M-9 0.00 0.00 3,153,000.00 1617,~~999~~566.9359 0.00 M-10 0.00 0.00 4,505,000.00 2425,~~289~~099.4611 0.00 CE 0.00 0.00 3,153,354.42 ~~797~~860,~~577~~344.1321 0.00 P 0.00 0.00 100.00 1628,~~797~~958.6933 0.00 R 0.00 0.00 0.00 0.00 0.00 Totals 1610,~~160~~583,~~301~~759.8166 0.00 ~~864~~853,~~220~~637,~~962~~202.1650 2015,~~992~~548,~~370~~480.9291 0.00 As Master Servicer, Wells Fargo Bank, N.A. has independently calculated collateral information based on loan level data received from external parties, which may include the Servicers, Issuer and other parties to the transaction. Wells Fargo Bank, N.A. expressly disclaims any responsibility for the accuracy or completeness of information furnished to it by those third parties. All Record Dates are based upon the governing documents and logic set forth as of closing.

Principal Distribution Statement Class Original Beginning Scheduled UnScheduled Accretion ~~Realized~~ Face Certificate Principal Principal ~~Loss~~ Amount Balance Distribution Distribution A-1 592,581,000.00 ~~578~~566,~~198~~902,~~335~~905.0847 0.00 117,~~295~~397,~~429~~641.6106 0.00 ~~0.00~~ A-2 49,345,000.00 4847,~~147~~206,~~336~~751.5626 0.00 ~~940~~616,~~585~~011.2931 0.00 ~~0.00~~ A-3 84,780,000.00 8281,~~722~~106,~~285~~259.8144 0.00 1,~~616~~058,~~026~~373.3747 0.00 ~~0.00~~ A-4 73,702,000.00 7170,~~684~~099,~~139~~411.1662 0.00 1,~~584~~037,~~727~~875.5313 0.00 ~~0.00~~ A-5 9,436,000.00 9,436,000.00 0.00 0.00 0.00 ~~0.00~~ A-6 33,649,000.00 32,~~727~~004,~~712~~179.9695 0.00 ~~723~~473,~~533~~858.0169 0.00 ~~0.00~~ A-7 4,309,000.00 4,309,000.00 0.00 0.00 0.00 ~~0.00~~ M-1 15,316,000.00 15,316,000.00 0.00 0.00 0.00 ~~0.00~~ M-2 7,208,000.00 7,208,000.00 0.00 0.00 0.00 ~~0.00~~ M-3 4,054,000.00 4,054,000.00 0.00 0.00 0.00 ~~0.00~~ M-4 3,153,000.00 3,153,000.00 0.00 0.00 0.00 ~~0.00~~ M-5 3,154,000.00 3,154,000.00 0.00 0.00 0.00 ~~0.00~~ M-6 3,153,000.00 3,153,000.00 0.00 0.00 0.00 ~~0.00~~ M-7 3,154,000.00 3,154,000.00 0.00 0.00 0.00 ~~0.00~~ M-8 3,153,000.00 3,153,000.00 0.00 0.00 0.00 ~~0.00~~ M-9 3,153,000.00 3,153,000.00 0.00 0.00 0.00 ~~0.00~~ M-10 4,505,000.00 4,505,000.00 0.00 0.00 0.00 ~~0.00~~ CE 3,153,406.47 3,153,354.42 0.00 0.00 0.00 ~~0.00~~ P 100.00 100.00 0.00 0.00 0.00 ~~0.00~~ R 0.00 0.00 0.00 0.00 0.00 ~~0.00~~ Totals 900,958,506.47 ~~880~~864,~~381~~220,~~263~~962.9916 0.00 1610,~~160~~583,~~301~~759.8166 0.00 ~~0.00~~

Principal Distribution Statement (continued) Class Realized Total Ending Ending Total Loss Principal Certificate Certificate Principal Reduction Balance Percentage Distribution A-1 110.00 7,~~295~~397,~~429~~641.6106 ~~566~~559,~~902~~505,~~905~~264.4742 0.~~95666737~~94418360 117,~~295~~397,~~429~~641.6106 A-2 ~~940~~0.00 616,~~585~~011.2931 4746,~~206~~590,~~751~~739.2695 0.~~95666737~~94418360 ~~940~~616,~~585~~011.2931 A-3 0.00 1,~~616~~058,~~026~~373.3747 8180,~~106~~047,~~259~~885.4497 0.~~95666737~~94418360 1,~~616~~058,~~026~~373.3747 A-4 0.00 1,~~584~~037,~~727~~875.5313 7069,~~099~~061,~~411~~536.6249 0.~~95111953~~93703748 1,~~584~~037,~~727~~875.5313 A-5 0.00 0.00 9,436,000.00 1.00000000 0.00 A-6 ~~723~~0.00 473,~~533~~858.0169 3231,~~004~~530,~~179~~321.9525 0.~~95111831~~93703591 ~~723~~473,~~533~~858.0169 A-7 0.00 0.00 4,309,000.00 1.00000000 0.00 M-1 0.00 0.00 15,316,000.00 1.00000000 0.00 M-2 0.00 0.00 7,208,000.00 1.00000000 0.00 M-3 0.00 0.00 4,054,000.00 1.00000000 0.00 M-4 0.00 0.00 3,153,000.00 1.00000000 0.00 M-5 0.00 0.00 3,154,000.00 1.00000000 0.00 M-6 0.00 0.00 3,153,000.00 1.00000000 0.00 M-7 0.00 0.00 3,154,000.00 1.00000000 0.00 M-8 0.00 0.00 3,153,000.00 1.00000000 0.00 M-9 0.00 0.00 3,153,000.00 1.00000000 0.00 M-10 0.00 0.00 4,505,000.00 1.00000000 0.00 CE 0.00 0.00 3,153,354.42 0.99998349 0.00 P 0.00 0.00 100.00 1.00000000 0.00 R 0.00 0.00 0.00 0.00000000 0.00 Totals 16$0.00 10,~~160~~583,~~301~~759.8166 ~~864~~853,~~220~~637,~~962~~202.1650 0.~~95922393~~94747671 1610,~~160~~583,~~301~~759.8166

Principal Distribution Factors Statement Class Original Beginning Scheduled UnScheduled Accretion Face Certificate Principal Principal Amount Balance Distribution Distribution A-1 592,581,000.00 ~~975~~956.~~72877814~~66736779 0.00000000 1912.~~06141036~~48376350 0.00000000 A-2 49,345,000.00 ~~975~~956.~~72877819~~66736772 0.00000000 1912.~~06141027~~48376350 0.00000000 A-3 84,780,000.00 ~~975~~956.~~72877813~~66736778 0.00000000 1912.~~06141036~~48376351 0.00000000 A-4 73,702,000.00 ~~972~~951.~~62135573~~11953027 0.00000000 2114.~~50182532~~08204838 0.00000000 A-5 9,436,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 A-6 33,649,000.00 ~~972~~951.~~62067105~~11830812 0.00000000 2114.~~50236292~~08240037 0.00000000 A-7 4,309,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 M-1 15,316,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 M-2 7,208,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 M-3 4,054,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 M-4 3,153,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 M-5 3,154,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 M-6 3,153,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 M-7 3,154,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 M-8 3,153,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 M-9 3,153,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 M-10 4,505,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 CE 3,153,406.47 999.98349404 0.00000000 0.00000000 0.00000000 P 100.00 1000.00000000 0.00000000 0.00000000 0.00000000 R 0.00 0.00000000 0.00000000 0.00000000 0.00000000

Principal Distribution Factors Statement (continued) Class Realized Total Ending Ending Total Loss Principal Certificate Certificate Principal Reduction Balance Percentage Distribution A-1 0.00000000 1912.~~06141036~~48376350 ~~956~~944.~~66736779~~18360430 0.~~95666737~~94418360 1912.~~06141036~~48376350 A-2 0.00000000 1912.~~06141027~~48376350 ~~956~~944.~~66736772~~18360422 0.~~95666737~~94418360 1912.~~06141027~~48376350 A-3 0.00000000 1912.~~06141036~~48376351 ~~956~~944.~~66736778~~18360427 0.~~95666737~~94418360 1912.~~06141036~~48376351 A-4 0.00000000 2114.~~50182532~~08204838 ~~951~~937.~~11953027~~03748189 0.~~95111953~~93703748 2114.~~50182532~~08204838 A-5 0.00000000 0.00000000 1000.00000000 1.00000000 0.00000000 A-6 0.00000000 2114.~~50236292~~08240037 ~~951~~937.~~11830812~~03590746 0.~~95111831~~93703591 2114.~~50236292~~08240037 A-7 0.00000000 0.00000000 1000.00000000 1.00000000 0.00000000 M-1 0.00000000 0.00000000 1000.00000000 1.00000000 0.00000000 M-2 0.00000000 0.00000000 1000.00000000 1.00000000 0.00000000 M-3 0.00000000 0.00000000 1000.00000000 1.00000000 0.00000000 M-4 0.00000000 0.00000000 1000.00000000 1.00000000 0.00000000 M-5 0.00000000 0.00000000 1000.00000000 1.00000000 0.00000000 M-6 0.00000000 0.00000000 1000.00000000 1.00000000 0.00000000 M-7 0.00000000 0.00000000 1000.00000000 1.00000000 0.00000000 M-8 0.00000000 0.00000000 1000.00000000 1.00000000 0.00000000 M-9 0.00000000 0.00000000 1000.00000000 1.00000000 0.00000000 M-10 0.00000000 0.00000000 1000.00000000 1.00000000 0.00000000 CE 0.00000000 0.00000000 999.98349404 0.99998349 0.00000000 P 0.00000000 0.00000000 1000.00000000 1.00000000 0.00000000 R 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 NOTE: All classes per $1,000 denomination.

Interest Distribution Statement Class Accrual Accrual Current Beginning Current Payment of Dates Days Certificate Certificate/ Accrued Unpaid Interest Rate Notional Interest Shortfall (1) Balance A-1 0405/25/07 - 0506/24/07 3031 5.47000% ~~578~~566,~~198~~902,~~335~~905.0847 2,~~635~~670,~~620~~270.7416 0.00 A-2 0405/25/07 - 0506/24/07 3031 5.49000% 4847,~~147~~206,~~336~~751.5626 ~~220~~223,~~274~~169.0692 0.00 A-3 0405/25/07 - 0506/24/07 3031 5.53000% 8281,~~722~~106,~~285~~259.8144 ~~381~~386,~~211~~223.8750 0.00 A-4 0405/25/07 - 0506/24/07 3031 5.45500% 7170,~~684~~099,~~139~~411.1662 ~~325~~329,~~864~~282.1525 0.00 A-5 0405/25/07 - 0506/24/07 3031 5.50500% 9,436,000.00 4344,~~287~~730.6557 0.00 A-6 0405/25/07 - 0506/24/07 3031 5.47000% 32,~~727~~004,~~712~~179.9695 ~~149~~150,~~183~~748.8258 0.00 A-7 0405/25/07 - 0506/24/07 3031 5.53750% 4,309,000.00 1920,~~884~~547.2405 0.00 M-1 0405/25/07 - 0506/24/07 3031 5.60000% 15,316,000.00 7173,~~474~~857.6716 0.00 M-2 0405/25/07 - 0506/24/07 3031 5.62000% 7,208,000.00 3334,~~757~~882.4772 0.00 M-3 0405/25/07 - 0506/24/07 3031 5.65000% 4,054,000.00 19,~~087~~723.5884 0.00 M-4 0405/25/07 - 0506/24/07 3031 5.75000% 3,153,000.00 15,~~108~~611.1373 0.00 M-5 0405/25/07 - 0506/24/07 3031 5.77000% 3,154,000.00 15,~~165~~671.4800 0.00 M-6 0405/25/07 - 0506/24/07 3031 5.80000% 3,153,000.00 15,~~239~~747.5048 0.00 M-7 0405/25/07 - 0506/24/07 3031 5.42000% 3,154,000.00 14,~~245~~720.5742 0.00 M-8 0405/25/07 - 0506/24/07 3031 6.47000% 3,153,000.00 1617,~~999~~566.9359 ~~198~~973.9242 M-9 0405/25/07 - 0506/24/07 3031 6.47000% 3,153,000.00 1617,~~999~~566.9359 ~~198~~973.9242 M-10 0405/25/07 - 0506/24/07 3031 6.47000% 4,505,000.00 2425,~~289~~099.4611 ~~284~~1,390.2283 CE N/A N/A 0.00000% 3,153,354.42 0.00 0.00 P N/A N/A 0.00000% 100.00 0.00 0.00 R N/A N/A 0.00000% 0.00 0.00 0.00 Totals 4,~~017~~075,~~694~~418.2567 ~~682~~3,337.0667

Interest Distribution Statement (continued) Class Current Non-Supported Total Remaining Ending Interest Interest Interest Unpaid Interest Certificate/ Shortfall(1) Shortfall Distribution Shortfall(1) Notional Balance A-1 0.00 (0.0103) 2,~~635~~670,~~620~~270.7619 0.00 ~~566~~559,~~902~~505,~~905~~264.4742 A-2 0.00 0.00 ~~220~~223,~~274~~169.0792 0.00 4746,~~206~~590,~~751~~739.2695 A-3 0.00 0.00 ~~381~~386,~~211~~223.8751 0.00 8180,~~106~~047,~~259~~885.4497 A-4 0.00 0.00 ~~325~~329,~~864~~282.1525 0.00 7069,~~099~~061,~~411~~536.6249 A-5 0.00 0.00 4344,~~287~~730.6557 0.00 9,436,000.00 A-6 0.00 0.00 ~~149~~150,~~183~~748.8358 0.00 3231,~~004~~530,~~179~~321.9525 A-7 0.00 0.00 1920,~~884~~547.2405 0.00 4,309,000.00 M-1 0.00 0.00 7173,~~474~~857.6716 0.00 15,316,000.00 M-2 0.00 0.00 3334,~~757~~882.4772 0.00 7,208,000.00 M-3 0.00 0.00 19,~~087~~723.5884 0.00 4,054,000.00 M-4 0.00 0.00 15,~~108~~611.1373 0.00 3,153,000.00 M-5 0.00 0.00 15,~~165~~671.4800 0.00 3,154,000.00 M-6 0.00 0.00 15,~~239~~747.5048 0.00 3,153,000.00 M-7 0.00 0.00 14,~~245~~720.5742 0.00 3,154,000.00 M-8 ~~198~~973.9242 0.00 1617,~~999~~566.9359 0.00 3,153,000.00 M-9 ~~198~~973.9242 0.00 1617,~~999~~566.9359 0.00 3,153,000.00 M-10 ~~284~~1,390.2283 0.00 2425,~~289~~099.4611 0.00 4,505,000.00 CE 0.00 0.00 ~~797~~860,~~577~~344.1321 0.00 3,153,354.42 P 0.00 0.00 1628,~~797~~958.6933 0.00 100.00 R 0.00 0.00 0.00 0.00 0.00 Totals ~~682~~3,337.0667 (0.0103) 4,~~832~~964,~~069~~721.1125 0.00 (1) Amount also includes Coupon Cap or Basis Risk Shortfalls, if applicable.

Interest Distribution Factors Statement Class Original Current Beginning Current Payment of Face Certificate Certificate/ Accrued Unpaid Interest Amount Rate Notional Interest Shortfall (1) Balance A-1 592,581,000.00 5.47000% ~~975~~956.~~72877814~~66736779 4.~~44769701~~50616905 0.00000000 A-2 49,345,000.00 5.49000% ~~975~~956.~~72877819~~66736772 4.~~46395906~~52264505 0.00000000 A-3 84,780,000.00 5.53000% ~~975~~956.~~72877813~~66736778 4.~~49648349~~55559684 0.00000000 A-4 73,702,000.00 5.45500% ~~972~~951.~~62135573~~11953027 4.~~42137459~~46775189 0.00000000 A-5 9,436,000.00 5.50500% 1000.00000000 4.~~58750000~~74041649 0.00000000 A-6 33,649,000.00 5.47000% ~~972~~951.~~62067105~~11830812 4.~~43352908~~48003150 0.00000000 A-7 4,309,000.00 5.53750% 1000.00000000 4.~~61458343~~76840334 0.00000000 M-1 15,316,000.00 5.60000% 1000.00000000 4.~~66666688~~82222251 0.00000000 M-2 7,208,000.00 5.62000% 1000.00000000 4.~~68333380~~83944506 0.00000000 M-3 4,054,000.00 5.65000% 1000.00000000 4.~~70833251~~86527874 0.00000000 M-4 3,153,000.00 5.75000% 1000.00000000 4.~~79166825~~95138915 0.00000000 M-5 3,154,000.00 5.77000% 1000.00000000 4.~~80833228~~96861129 0.00000000 M-6 3,153,000.00 5.80000% 1000.00000000 4.~~83333333~~99444339 0.00000000 M-7 3,154,000.00 5.42000% 1000.00000000 4.~~51666772~~66722257 0.00000000 M-8 3,153,000.00 6.47000% 1000.00000000 5.~~39166825~~57138915 0.~~06308912~~30872820 M-9 3,153,000.00 6.47000% 1000.00000000 5.~~39166825~~57138915 0.~~06308912~~30872820 M-10 4,505,000.00 6.47000% 1000.00000000 5.~~39166704~~57138957 0.~~06308990~~30873030 CE 3,153,406.47 0.00000% 999.98349404 0.00000000 0.00000000 P 100.00 0.00000% 1000.00000000 0.00000000 0.00000000 R 0.00 0.00000% 0.00000000 0.00000000 0.00000000

Interest Distribution Factors Statement (continued) Class Current Non-Supported Total Remaining Unpaid Ending Interest Interest Interest Interest Certificate/ Shortfall(1) Shortfall Distribution Shortfall(1) Notional Balance A-1 0.00000000 (0.~~00000002~~00000005) 4.~~44769704~~50616910 0.00000000 ~~956~~944.~~66736779~~18360430 A-2 0.00000000 0.00000000 4.~~46395927~~52264505 0.00000000 ~~956~~944.~~66736772~~18360422 A-3 0.00000000 0.00000000 4.~~49648349~~55559696 0.00000000 ~~956~~944.~~66736778~~18360427 A-4 0.00000000 0.00000000 4.~~42137459~~46775189 0.00000000 ~~951~~937.~~11953027~~03748189 A-5 0.00000000 0.00000000 4.~~58750000~~74041649 0.00000000 1000.00000000 A-6 0.00000000 0.00000000 4.~~43352938~~48003150 0.00000000 ~~951~~937.~~11830812~~03590746 A-7 0.00000000 0.00000000 4.~~61458343~~76840334 0.00000000 1000.00000000 M-1 0.00000000 0.00000000 4.~~66666688~~82222251 0.00000000 1000.00000000 M-2 0.00000000 0.00000000 4.~~68333380~~83944506 0.00000000 1000.00000000 M-3 0.00000000 0.00000000 4.~~70833251~~86527874 0.00000000 1000.00000000 M-4 0.00000000 0.00000000 4.~~79166825~~95138915 0.00000000 1000.00000000 M-5 0.00000000 0.00000000 4.~~80833228~~96861129 0.00000000 1000.00000000 M-6 0.00000000 0.00000000 4.~~83333333~~99444339 0.00000000 1000.00000000 M-7 0.00000000 0.00000000 4.~~51666772~~66722257 0.00000000 1000.00000000 M-8 0.~~06308912~~30872820 0.00000000 5.~~39166825~~57138915 0.00000000 1000.00000000 M-9 0.~~06308912~~30872820 0.00000000 5.~~39166825~~57138915 0.00000000 1000.00000000 M-10 0.~~06308990~~30873030 0.00000000 5.~~39166704~~57138957 0.00000000 1000.00000000 CE 0.00000000 0.00000000 ~~252~~272.~~92557036~~83010236 0.00000000 999.98349404 P 0.00000000 0.00000000 ~~167976~~289583.~~90000000~~30000000 0.00000000 1000.00000000 R 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 (1) Amount also includes Coupon Cap or Basis Risk Shortfalls, if applicable. NOTE: All classes per $1,000 denomination.

Certificateholder Account Statement CERTIFICATE ACCOUNT Beginning Balance 0.00 Deposits Payments of Interest and Principal 2015,~~009~~647,~~913~~958.9108 Reserve Funds and Credit Enhancements 0.00 Proceeds from Repurchased Loans ~~1,044,837~~0.00 Servicer Advances ~~473~~389,~~553~~262.7404 Gains & Subsequent Recoveries (Realized Losses) 0.00 Prepayment Penalties 1628,~~797~~958.6933 Swap/Cap Payments ~~124~~236,~~092~~058.3990 Total Deposits 2116,~~669~~302,~~194~~237.7335 Withdrawals Swap Payments 0.00 Reserve Funds and Credit Enhancements 0.00 Reimbursement for Servicer Advances ~~391~~473,~~448~~553.8574 Total Administration Fees ~~285~~280,~~374~~202.9670 Payment of Interest and Principal 2015,~~992~~548,~~370~~480.9291 Total Withdrawals (Pool Distribution Amount) 2116,~~669~~302,~~194~~237.7335 Ending Balance 0.00 Servicer Advances are calculated as delinquent scheduled principal and interest.

ADMINISTRATION FEES Gross Servicing Fee* ~~275~~270,~~119~~069.1510 Credit Risk Management Fee- Clayton Fixed Income 6,~~602~~481.8463 Lender Paid Primary Mortgage Insurance* 3,~~652~~651.97 Supported Prepayment/Curtailment Interest Shortfall 0.00 Total Administration Fees ~~285~~280,~~374~~202.9670 *Servicer Payees include: COUNTRYWIDE HOME LOANS SERVICING LP; GMAC MORTGAGE CORPORATION; GREENPOINT MORTGAGE FUNDING, INC.; INDYMAC BANK, F.S.B.

Reserve and Guaranty Funds Account Name Beginning Current Current Ending Balance Withdrawals Deposits Balance Reserve Fund- Wells Fargo Bank, N.A. 1,000.00 ~~682~~3,337.0767 ~~682~~3,337.0767 1,000.00 Subordinate Certificate Cap Account 0.00 0.00 0.00 0.00 Certificate Swap Account 0.00 ~~124~~236,~~092~~058.3890 ~~124~~236,~~092~~058.3890 0.00 Hedge Funds Account Name Funds In (A) Funds Out(B) Net Amount(A - B) Cap Payment- Deutsche Bank AG, New York 0.00 0.00 0.00 Net Swap Payment- Deutsche Bank AG, New York 3,~~667~~631,~~619~~607.3567 3,~~543~~395,~~526~~548.9677 ~~124~~236,~~092~~058.3990

Collateral Statement Total Collateral Description Mixed ARM Weighted Average Coupon Rate 6.~~783271~~914769 Weighted Average Net Rate 6.~~403290~~534696 Weighted Average Pass-Through Rate 6.~~394289~~525696 Weighted Average Remaining Term ~~356~~355 Principal And Interest Constant 5,~~092~~004,~~838~~347.9532 Beginning Loan Count 2,~~844~~794 Loans Paid in Full 5026 Ending Loan Count 2,~~794~~768 Beginning Scheduled Balance ~~880~~864,~~381~~220,~~263~~962.9917 Ending Scheduled Balance ~~864~~853,~~220~~637,~~962~~202.1751 Actual Ending Collateral Balance ~~864~~853,~~314~~696,~~477~~039.1249 Scheduled Principal 7680,~~218~~645.9012 Unscheduled Principal 1610,~~084~~503,~~082~~114.9255 Negative Amortized Principal 0.00 Scheduled Interest 54,~~016~~923,~~620~~702.0520 Servicing Fees ~~275~~270,~~119~~069.1510 Master Servicing Fees 0.00 Trustee Fee 0.00 FRY Amount 0.00 Special Hazard Fee 0.00 Other Fee 10,~~255~~133.8160 Pool Insurance Fee 0.00 Spread 1 0.00 Spread 2 0.00 Spread 3 0.00 Net Interest 4,~~731~~643,~~245~~499.0950 Realized Loss Amount 0.00 Cumulative Realized Loss 0.00 Percentage of Cumulative Losses 0.0000 Prepayment Penalty Waived Amount 0.00 Prepayment Penalty Waived Count 0 Prepayment Penalty Paid Amount 1628,~~797~~958.6933 Prepayment Penalty Paid Count 53 Special Servicing Fee 0.00 Ending Scheduled Balance for Premium Loans ~~864~~853,~~220~~637,~~962~~202.1751

Additional Reporting - Deal Level Prefunding Reporting Prefunding Amount In Loans 0.00 Prefunding Amount Paid As Principal 0.00 Prefunding Beginning Balance 0.00 Structural Reporting Three-Month Rolling Delinquency Average 01.~~522835~~327050% Credit Enhancement Percentage 6.~~150794~~227055% LIBOR 5.320000% Net Monthly Excess Cashflow ~~674~~627,~~166~~623.8403 Extra Principal Distribution Amount 0.00 Target Overcollateralization Amount 3,153,354.42 Overcollateralization Amount 3,153,354.42 Overcollateralization Increase Amount 0.00 Overcollateralization Reduction Amount 0.00 Trigger Event Reporting Stepdown Occured NO Trigger Event Occured NO Enhancement Delinquency Trigger Trigger Result N/A Threshold Value 0.000000% Calculated Value 0.000000% Cumulative Loss Trigger Trigger Result Pass Threshold Value 0.200000% Calculated Value 0.000000% Trigger Trigger Result N/A

Delinquency Status DELINQUENT BANKRUPTCY FORECLOSURE REO Total No. of Loans No. of Loans No. of Loans No. of Loans No. of Loans Actual Balance Actual Balance Actual Balance Actual Balance Actual Balance 0-29 Days 0 0 0 0 0.00 0.00 0.00 0.00 30 Days 4344 0 0 0 4344 1517,~~186~~800,~~875~~578.9022 0.00 0.00 0.00 1517,~~186~~800,~~875~~578.9022 60 Days 2524 0 0 0 2524 9,~~409~~559,~~998~~904.2148 0.00 0.00 0.00 9,~~409~~559,~~998~~904.2148 90 Days 58 02 014 0 524 23,~~072~~083,~~000~~693.0040 0181,700.0077 05,788,705.0071 0.00 29,~~072~~054,~~000~~099.0088 120 Days 01 0 04 0 05 0324,000.00 0.00 01,664,000.00 0.00 01,988,000.00 150 Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 180+ Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 Totals 7377 02 018 0 7397 2630,~~668~~768,~~874~~176.1110 0181,700.0077 07,452,705.0071 0.00 2638,~~668~~402,~~874~~582.1158 No. of Loans No. of Loans No. of Loans No. of Loans No. of Loans Actual Balance Actual Balance Actual Balance Actual Balance Actual Balance 0-29 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 30 Days 1.~~539012~~589595% 0.000000% 0.000000% 0.000000% 1.~~539012~~589595% 12.~~757101~~085119% 0.000000% 0.000000% 0.000000% 12.~~757101~~085119% 60 Days 0.~~894775~~867052% 0.000000% 0.000000% 0.000000% 0.~~894775~~867052% 1.~~088724~~119825% 0.000000% 0.000000% 0.000000% 1.~~088724~~119825% 90 Days 0.~~178955~~289017% 0.~~000000~~072254% 0.~~000000~~505780% 0.000000% 0.~~178955~~867052% 0.~~239728~~361217% 0.~~000000~~021284% 0.~~000000~~678076% 0.000000% 01.~~239728~~060577% 120 Days 0.~~000000~~036127% 0.000000% 0.~~000000~~144509% 0.000000% 0.~~000000~~180636% 0.~~000000~~037953% 0.000000% 0.~~000000~~194917% 0.000000% 0.~~000000~~232870% 150 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 180+ Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% Totals 2.~~612742~~781792% 0.~~000000~~072254% 0.~~000000~~650289% 0.000000% 23.~~612742~~504335% 3.~~085552~~604114% 0.~~000000~~021284% 0.~~000000~~872993% 0.000000% 34.~~085552~~498391%

Current Period Class A Insufficient Funds 0.00 Principal Balance of Contaminated Properties 0.00 Periodic Advance ~~473~~389,~~553~~262.7404

Foreclosure Detail - All Mortgage Loans in Foreclosure during Current Period

Summary 12 Month Foreclosure ~~Detail~~History* -New ~~All~~Foreclosure ~~Mortgage~~Loans Month Foreclosure Percentage Loans in Foreclosure ~~during~~18 Jul-06 0.000% Original Principal Balance 7,455,722.00 Aug-06 0.000% Current ~~Period~~Actual ~~Summary~~Balance 7,452,705.71 Sep-06 No0.000% Oct-06 0.000% Current Foreclosure ~~Information~~Total toNov-06 0.000% Loans in Foreclosure 18 Dec-06 0.000% Original Principal Balance 7,455,722.00 Jan-07 0.000% Current Actual Balance 7,452,705.71 Feb-07 0.000% Mar-07 0.000% Apr-07 0.081% May-07 0.000% Jun-07 0.873% *The text reported in the above table is presented graphically on the monthly bond remittance report. ~~this~~The ~~period~~monthly bond remittance report can be viewed online at www.ctslink.com.

Foreclosure Loan Detail - All Mortgage Loans in Foreclosure during Current Period Month Loan First Original Loan Entered Payment LTV at Principal Group Number FC Date State Origination Balance NoSummary ~~Foreclosure~~0113821906 ~~Loans~~Jun-2007 ~~this~~01-Dec-2006 ~~Period~~AZ 70.00 181,572.00 Summary 0113839119 Jun-2007 01-Jan-2007 CA 80.00 476,000.00 Summary 0113862459 Jun-2007 01-Dec-2006 MA 80.00 256,000.00 Summary 0113934821 Jun-2007 01-Nov-2006 AZ 80.00 440,000.00 Summary 0113992661 Jun-2007 01-Dec-2006 CA 80.00 320,000.00 Summary 0114017821 Jun-2007 01-Jan-2007 FL 80.00 372,000.00 Summary 0114043360 Jun-2007 01-Jan-2007 CA 80.00 788,000.00 Summary 0114043550 Jun-2007 01-Jan-2007 AZ 80.00 479,200.00 Summary 0114043700 Jun-2007 01-Jan-2007 CA 80.00 791,200.00 Summary 0114046037 Jun-2007 01-Jan-2007 CA 80.00 716,000.00 Summary 0114081245 Jun-2007 01-Jan-2007 CA 80.00 311,200.00 Summary 0114238240 Jun-2007 01-Feb-2007 FL 84.33 253,000.00 Summary 0114500274 Jun-2007 01-Jan-2007 MA 70.00 357,000.00 Summary 0114500323 Jun-2007 01-Feb-2007 CA 70.00 353,500.00 Summary 0114500336 Jun-2007 01-Jan-2007 CA 70.00 430,500.00 Summary 0114500621 Jun-2007 01-Feb-2007 VA 80.00 408,000.00 Summary 0114500769 Jun-2007 01-Jan-2007 FL 80.00 379,350.00 Summary 0114659496 Jun-2007 01-Feb-2007 OH 80.00 143,200.00

Foreclosure Loan Detail - All Mortgage Loans in Foreclosure during Current Period (continued) Current Paid Current Approximate Loan Actual To Months Loan Delinquent Group Number Balance Date Delinquent Rate Interest NoSummary ~~Foreclosure~~0113821906 ~~Loans~~181,572.00 ~~this~~01-Jan-2007 ~~Period~~3 7.750% 4,463.64 Summary 0113839119 476,000.00 01-Jan-2007 3 7.250% 10,908.32 Summary 0113862459 256,000.00 01-Dec-2006 4 6.750% 5,440.00 Summary 0113934821 440,000.00 01-Jan-2007 3 7.375% 10,266.68 Summary 0113992661 320,000.00 01-Dec-2006 4 7.250% 7,333.32 Summary 0114017821 372,000.00 01-Dec-2006 4 7.500% 8,835.00 Summary 0114043360 788,000.00 01-Jan-2007 3 6.750% 16,745.00 Summary 0114043550 476,451.46 01-Jan-2007 3 7.250% 10,918.68 Summary 0114043700 791,200.00 01-Jan-2007 3 6.750% 16,813.00 Summary 0114046037 716,000.00 01-Dec-2006 4 6.875% 15,513.32 Summary 0114081245 311,199.99 01-Jan-2007 3 7.375% 7,261.32 Summary 0114238240 253,000.00 01-Jan-2007 3 7.750% 6,219.60 Summary 0114500274 357,000.00 01-Jan-2007 3 7.000% 5,912.82 Summary 0114500323 353,500.00 01-Jan-2007 3 7.000% 5,854.83 Summary 0114500336 430,500.00 01-Jan-2007 3 7.000% 7,130.16 Summary 0114500621 408,000.00 01-Jan-2007 3 7.500% 7,267.50 Summary 0114500769 379,082.26 01-Jan-2007 3 7.750% 6,974.32 Summary 0114659496 143,200.00 01-Jan-2007 3 6.625% 3,013.16

Bankruptcy Detail - All Mortgage Loans in Bankruptcy during Current Period

Summary 12 Month Bankruptcy ~~Detail~~History* -New ~~All~~Bankruptcy ~~Mortgage~~Loans Month Bankruptcy Percentage Loans in Bankruptcy ~~during~~2 Jul-06 0.000% Original Principal Balance 182,000.00 Aug-06 0.000% Current ~~Period~~Actual ~~Summary~~Balance 181,700.77 Sep-06 No0.000% Oct-06 0.000% Current Bankruptcy ~~Information~~Total toNov-06 0.000% Loans in Bankruptcy 2 Dec-06 0.000% Original Principal Balance 182,000.00 Jan-07 0.000% Current Actual Balance 181,700.77 Feb-07 0.000% Mar-07 0.000% Apr-07 0.000% May-07 0.000% Jun-07 0.021% *The text reported in the above table is presented graphically on the monthly bond remittance report. ~~this~~The ~~period~~monthly bond remittance report can be viewed online at www.ctslink.com.

Bankruptcy Detail - All Mortgage Loans in Bankruptcy during Current Period Group Loan Month Loan First State LTV at Original Number Entered Payment Origination Principal Bankruptcy Date Balance NoSummary ~~Bankruptcy~~0113992687 ~~Loans~~Jun-2007 ~~this~~01-Jan-2007 ~~Period~~GA 70.00 87,500.00 Summary 0113992688 Jun-2007 01-Jan-2007 GA 70.00 94,500.00

Bankruptcy Detail - All Mortgage Loans in Bankruptcy during Current Period (continued) Group Loan Current Paid To Months Current Approximate Number Actual Date Delinquent Loan Rate Delinquent Balance Interest NoSummary ~~Bankruptcy~~0113992687 ~~Loans~~87,356.14 ~~this~~01-Jan-2007 ~~Period~~3 7.000% 1,925.08 Summary 0113992688 94,344.63 01-Jan-2007 3 7.000% 2,079.10

Prepayment Detail - Prepayments during Current Period Summary Loans Paid In Full Repurchased Loans Original Current Original Current Principal Scheduled Principal Scheduled Group Count Balance Balance Count Balance Balance Total 4727 1511,~~136~~317,~~589~~555.00 1411,~~980~~305,~~377~~593.7909 30 ~~1,039,200~~0.00 ~~1,039,200~~0.00

Prepayment Detail - Prepayments during Current Period (continued) Summary Substitution Loans Liquidated Loans Curtailments Original Current Original Current Principal Scheduled Principal Scheduled Curtailment Group Count Balance Balance Count Balance Balance Amount Total 0 0.00 0.00 0 0.00 0.00 67(800,~~116~~262.3567)

Prepayment Loan Detail - Prepayments during Current Period First Original Loan LTV at Payment Principal Prepayment Group Number State Origination Date Balance Amount Summary ~~0113397980~~0113731494 NMFL 80.00 01-~~Nov~~Dec-2006 ~~128~~148,000.00 ~~128~~148,000.00 Summary ~~0113543823~~0113792334 ORIL 8073.0081 01-~~Nov~~Dec-2006 ~~163~~465,~~920.00 163,008.52 Summary 0113862471 CA 60.00 01-Jan-2007 519,~~000.00 ~~519~~465,000.00 Summary ~~0113862491~~0113821920 ORNM 80.00 01-~~Jan-2007 168,800.00 73,072.75 Summary 0113940669 AZ 80.00 01-~~Dec-2006 ~~440~~305,~~000~~404.00 ~~440~~305,~~000~~404.00 Summary ~~0113992644~~0113862525 FL ~~41.94 01-Nov-2006 65,000.00 64,620.42 Summary 0113992686 CA 68.36 01-Jan-2007 417,000.00 416,085.12 Summary 0113992693 CO~~ 80.00 01-~~Jan~~Dec-~~2007~~2006 ~~315~~181,600.00 ~~315~~181,600.00 Summary ~~0113992699~~0114043634 FLCA 80.00 01-Jan-2007 ~~147~~720,~~120~~000.00 ~~147~~720,~~120~~000.00 Summary ~~0113992711~~0114043714 UTCA 7075.00 01-Jan-2007 ~~201~~322,~~780~~500.00 ~~201~~322,~~780~~500.00 Summary ~~0114026074~~0114081241 ~~CA 80.00 01-Nov-2006 310,000.00 310,000.00 Summary 0114043325~~ UT 80.00 01-Jan-2007 ~~791~~116,~~200~~400.00 ~~791~~116,~~200~~400.00 Summary ~~0114043518~~0114089640 CA 70.00 01-Jan-2007 ~~333~~1,~~900.00 333~~244,~~900~~221.00 ~~Summary 0114043642 CA 79.56 01-Jan-2007 288,000.00 286,650.42 Summary 0114081191 CA 56.66 01-Jan-2007~~ 1,~~000~~244,~~000~~221.00 ~~999,999.99~~ Summary ~~0114088469~~0114220417 WAMD 8042.0050 01-~~Jan~~Dec-~~2007~~2006 ~~156~~170,000.00 ~~156~~170,000.00 Summary ~~0114088553~~0114223663 DEIL 9067.0080 01-Jan-2007 ~~267~~1,~~300.00 266,320.32 Summary 0114088630 WA 72.22 01-Jan-2007 650,~~000~~.00 650~~,000.00 ~~Summary 0114089027 AZ 80.00 01-Jan-2007 101~~994,~~600~~093.0043 ~~101,598.20~~ Summary ~~0114089320~~0114223761 ~~FL 80.00 01-Jan-2007 232,800.00 232,800.00 Summary 0114089617~~ CA 7066.0067 01-Jan-2007 ~~682~~250,~~500~~000.00 ~~680~~250,~~500~~000.00 Summary ~~0114208011~~0114238302 CANJ 80.00 01-~~Dec-2006 303,200.00 303,200.00 Summary 0114214250 CA 77.91 01-Feb-2007 206,465.00 206,465.00 Summary 0114223702 IL 72.16 01-~~Jan-2007 ~~700~~260,000.00 ~~696~~260,~~723.67 Summary 0114223707 CA 71.11 01-Jan-2007 800,~~000.00 ~~796,344.59~~ Summary ~~0114223882~~0114339962 NCCA 80.00 01-Jan-2007 ~~159~~548,~~920~~000.00 ~~159~~544,~~920~~839.0032 Summary ~~0114223995~~0114374615 CATN 80.00 01-~~Jan~~Nov-~~2007~~2006 ~~351~~697,~~920~~100.00 ~~351~~692,~~647~~434.1835 Summary ~~0114374593~~0114374626 WANY 75.00 01-~~Oct~~Jan-~~2006 107,250.00 89,102.23 Summary 0114374670 CA 80.00 01-Feb-~~2007 ~~440~~600,000.00 ~~440~~600,000.00 Summary ~~0114374748~~0114374921 ~~UT 74.26 01-Feb-2007 196,800.00 196,800.00 Summary 0114374850~~ CA 8061.0096 01-Feb-2007 ~~296~~272,000.00 ~~296~~272,000.00 Summary ~~0114374889~~0114500101 VAAL 3470.~~84 01-Feb-2007 150,000.~~00 ~~149,453.18 Summary 0114374903 MI 80.00~~ 01-Jan-2007 52105,~~800.00 52,800.00 Summary 0114374907 CA 63.01 01-Feb-2007 261,500.00 261,500.00 Summary 0114374967 CA 77.17 01-Feb-2007 497,~~000.00 ~~497~~105,000.00 Summary ~~0114500022~~0114500186 MOCA 7061.0046 01-Jan-2007 ~~247~~288,~~450~~850.00 ~~217~~288,~~950~~850.00 Summary ~~0114500118~~0114500242 MICO 80.00 01-Jan-2007 88156,000.00 88156,000.00 Summary ~~0114500168~~0114500259 MAAZ 6675.~~79 01-Jan-2007 354,000.~~00 ~~353,927.62 Summary 0114500270 IL 64.57~~ 01-Jan-2007 ~~410~~213,~~000~~870.00 ~~410~~213,~~000~~870.00 Summary ~~0114500366~~0114500319 NYCA 6170.4000 01-~~Jan~~Feb-2007 ~~350~~525,000.00 ~~350~~525,000.00 Summary ~~0114500534~~0114500507 COFL 8075.00 01-~~Jan~~Feb-2007 ~~228~~336,~~800~~750.00 ~~228~~336,~~800~~750.00 Summary ~~0114500698~~0114500704 MNNV 8070.00 01-Feb-2007 ~~153~~115,~~264~~500.00 ~~153~~115,~~140~~055.5612 Summary ~~0114500706~~0114500710 ORCA ~~70.00 01-Jan-2007 187,250.00 187,165.03 Summary 0114500782 OR~~ 80.00 01-Feb-2007 ~~640~~156,~~000~~760.00 ~~640~~156,~~000~~760.00 Summary ~~0114500877~~0114500728 FLCA 70.00 01-Feb-2007 1,190,~~400~~000.00 1,190,~~400~~000.00 Summary ~~0114500879~~0114501065 ILOR 70.00 01-Feb-2007 91770,000.00 91770,000.00 Summary ~~0114500948~~0114501175 VAWA ~~79.98 01-Feb-2007 274,700.00 274,700.00 Summary 0114500986 NV 65.00 01-Feb-2007 412,750.00 412,750.00 Summary 0114501081 IL~~ 70.00 01-~~Feb~~Mar-2007 ~~246~~159,~~800~~600.00 ~~245~~159,~~921~~600.~~77 Summary 0114501187 CT 70.~~00 ~~01-Feb-2007 399,000.00 399,000.00~~

Prepayment Loan Detail - Prepayments during Current Period (continued) Current Loan PIF Months Loan Original Group Number Type Delinquent Rate Term Seasoning Summary ~~0113397980~~0113731494 Loan Paid in Full 0 7.~~125~~750% 360 6 Summary ~~0113543823~~0113792334 Loan Paid in Full (1) 76.~~250~~875% 360 6 Summary ~~0113862471~~0113821920 Loan Paid in Full ~~(1)~~0 7.~~375~~750% 360 46 Summary ~~0113862491~~0113862525 Loan Paid in Full (1) 76.~~500~~875% 360 46 Summary ~~0113940669~~0114043634 ~~Repurchase 2 7.750% 360 5 Summary 0113992644~~ Loan Paid in Full 0 ~~7.000% 360~~ 6 ~~Summary 0113992686 Loan Paid in Full (1) 7~~.~~250~~625% 360 45 Summary ~~0113992693~~0114043714 Loan Paid in Full ~~(1)~~0 76.~~000~~875% 360 45 Summary ~~0113992699~~0114081241 Loan Paid in Full ~~(1) 7.375% 360 4 Summary 0113992711 Loan Paid in Full~~ 0 76.~~125~~875% 360 45 Summary ~~0114026074~~0114089640 Loan Paid in Full 0 7.~~750~~500% 360 65 Summary ~~0114043325~~0114220417 Loan Paid in Full 0 6.~~875~~250% 360 46 Summary ~~0114043518~~0114223663 Loan Paid in Full 0 6.~~875~~125% 360 45 Summary ~~0114043642~~0114223761 Loan Paid in Full ~~(1) 6.375% 360 4 Summary 0114081191 Loan Paid in Full~~ 0 6.~~625~~250% 360 45 Summary ~~0114088469~~0114238302 Loan Paid in Full 0 7.375% 360 45 Summary ~~0114088553~~0114339962 Loan Paid in Full 0 ~~7.625% 360 4 Summary 0114088630 Loan Paid in Full 0~~ 6.~~750~~250% 360 45 Summary ~~0114089027~~0114374615 Loan Paid in Full 0 7.~~375~~000% 360 ~~4 Summary 0114089320 Loan Paid in Full (1)~~ 7~~.500%~~ ~~360 4~~ Summary ~~0114089617~~0114374626 Loan Paid in Full 0 ~~7.750% 360 4 Summary 0114208011 Repurchase 0~~ 6.~~125~~875% 360 5 Summary ~~0114214250~~0114374921 Loan Paid in Full ~~1 6.375% 360 3 Summary 0114223702 Loan Paid in Full~~ (1) 6.375% 360 4 Summary ~~0114223707~~0114500101 Loan Paid in Full ~~(1)~~0 6.~~500~~875% 360 45 Summary ~~0114223882~~0114500186 Loan Paid in Full 0 6.~~625~~875% 360 45 Summary ~~0114223995~~0114500242 Loan Paid in Full ~~(1)~~0 67.~~625~~500% 360 45 Summary ~~0114374593~~0114500259 Loan Paid in Full (1) 7.~~250~~125% 360 75 Summary ~~0114374670~~0114500319 Loan Paid in Full 0 7.~~000% 360 3 Summary 0114374748 Loan Paid in Full 0 6.375% 360 3 Summary 0114374850 Repurchase 0 6.375% 360 3 Summary 0114374889 Loan Paid in Full 0 6.~~500% 360 ~~3 Summary 0114374903 Loan Paid in Full 0 6.875% 360~~ 4 Summary ~~0114374907~~0114500507 Loan Paid in Full 0 67.~~250% 360 3 Summary 0114374967 Loan Paid in Full 0 6.~~750% 360 ~~3 Summary 0114500022 Loan Paid in Full (1) 7.250% 360~~ 4 Summary ~~0114500118~~0114500704 Loan Paid in Full 0 ~~8.125% 360 4 Summary 0114500168 Loan Paid in Full 0~~ 7.375% 360 4 Summary ~~0114500270~~0114500710 Loan Paid in Full 0 6.~~875~~750% 360 4 Summary ~~0114500366~~0114500728 Loan Paid in Full 0 6.~~375~~750% 360 4 Summary ~~0114500534~~0114501065 Loan Paid in Full 0 6.750% 360 4 Summary ~~0114500698~~0114501175 Loan Paid in Full (1) ~~7.500% 360 3 Summary 0114500706 Loan Paid in Full (1) 7.000% 360 4 Summary 0114500782 Loan Paid in Full 0~~ 6.875% 360 3 Summary 0114500877 Loan Paid in Full 0 6.625% 360 3 Summary 0114500879 Loan Paid in Full 0 6.875% 360 3 Summary 0114500948 Loan Paid in Full (1) 6.750% 360 3 Summary 0114500986 Loan Paid in Full 0 6.625% 360 3 Summary 0114501081 Loan Paid in Full (1) 6.625% 360 3 Summary 0114501187 Loan Paid in Full 0 6.750% 360 3

Prepayment Penalty Detail - Prepayment Penalty Paid during Current Period Prepayment Prepayment Summary Loan Prior Penalty Penalty Count Balance Amount Waived Total 53 ~~676~~1,~~012~~022,629.8650 1628,~~797~~958.6933 0.00

Prepayment Penalty Loan Detail - Prepayment Penalty Paid during Current Period Paid In Prepayment Prepayment Loan Full Prior Penalty Penalty Group Number Date Balance Amount Waived Summary ~~0113992644~~0113731494 0506/1107/2007 64148,~~675~~000.6000 14,~~808~~588.6400 0.00 Summary ~~0113992699~~0113862525 05/0931/2007 ~~147~~181,~~120~~600.00 4,~~340~~994.~~04 0.~~00 ~~Summary 0114043642 05/09/2007 286,922.89 7,309.66~~ 0.00 Summary ~~0114374593~~0114374615 0406/1712/2007 89693,~~294~~029.3750 219,~~459~~376.3533 0.00 ~~Summary 0114500118 04/18/2007 88,000.00 880.00 0.00~~

Prepayment Rates

Summary SMM CPR PSA Current Month 1.~~827~~215% Current Month 1913.~~851~~649% Current Month 21,~~549~~394.~~857~~404% 3 Month Average 1.~~449~~498% 3 Month Average 16.~~011~~531% 3 Month Average 2,~~760~~242.~~196~~266% 12 Month Average 0.000% 12 Month Average 0.000% 12 Month Average 0.000% CPR: Current vs. 12mo Average* PSA: Current vs. 12mo Average* Month Current 12mo Avg. Month Current 12mo Avg. ~~Jun-2006 N/A N/A Jun-2006 N/A N/A~~ Jul-2006 N/A N/A Jul-2006 N/A N/A Aug-2006 N/A N/A Aug-2006 N/A N/A Sep-2006 N/A N/A Sep-2006 N/A N/A Oct-2006 N/A N/A Oct-2006 N/A N/A Nov-2006 N/A N/A Nov-2006 N/A N/A Dec-2006 N/A N/A Dec-2006 N/A N/A Jan-2007 N/A N/A Jan-2007 N/A N/A Feb-2007 N/A N/A Feb-2007 N/A N/A Mar-2007 12.087% N/A Mar-2007 2,948.194% N/A Apr-2007 16.095% N/A Apr-2007 2,782.539% N/A May-2007 19.851% N/A May-2007 2,549.857% N/A Jun-2007 13.649% N/A Jun-2007 1,394.404% N/A *The text reported in the above table is presented *The text reported in the above table is presented graphically on the monthly bond remittance report. The graphically on the monthly bond remittance report. The monthly bond remittance report can be viewed online at monthly bond remittance report can be viewed online at www.ctslink.com. www.ctslink.com. Calculation Methodology: Single Month Mortality (SMM): (Partial and full prepayments + Repurchases) / (Beginning Scheduled Balance - Scheduled Principal) Conditional PrePayment Rate (CPR): 1 - ((1 - SMM)^12) PSA Standard Prepayment Model: 100 * CPR / (0.2 * MIN(30,WAS)) Weighted Average Seasoning (WAS): sum((Original Term - Remaining Term)*(Current Scheduled Balance/Deal Scheduled Principal Balance))

Repurchases Current Loan Scheduled Current Current Number Balance Rate Payment ~~0114208011~~No ~~303,200.00~~Repurchases ~~6.125%~~this ~~1,547.58~~Period

Breaches Current Loan Scheduled Current Current Number Balance Rate Payment ~~0113940669~~No ~~440,000.00~~Breaches ~~7.750%~~this 2,841.67 0114374850 296,000.00 6.375% 1,572.50 Loans reported as breaches were repurchased due to a breach of the representations and warrants or transaction covenants of the governing transaction document(s).Period

Interest Rate Stratification Summary Current Number of Outstanding Percentage of Interest Rate Loans Scheduled Balance(%) Range(%) Balance($) < 4.000 0 0.00 0.000 4.000 4.249 0 0.00 0.000 4.250 4.499 0 0.00 0.000 4.500 4.749 0 0.00 0.000 4.750 4.999 0 0.00 0.000 5.000 5.249 1 210,~~547~~404.0129 0.~~024~~025 5.250 5.499 1 300,000.00 0.035 5.500 5.749 4 1,251,~~966~~831.0289 0.~~145~~147 5.750 5.999 6 2,~~581~~580,~~099~~999.9647 0.~~299~~302 6.000 6.249 9796 3837,~~288~~289,~~141~~598.6897 4.~~430~~368 6.250 6.499 ~~411~~407 ~~140~~139,~~469~~215,~~849~~779.3117 16.~~254~~309 6.500 6.749 ~~543~~542 ~~172~~171,~~411~~675,~~592~~297.6736 1920.~~950~~111 6.750 6.999 ~~713~~703 ~~211~~208,~~470~~159,~~280~~008.1780 24.~~469~~385 7.000 7.249 ~~337~~335 8887,~~359~~438,~~268~~015.3049 10.~~224~~243 7.250 7.499 ~~317~~315 93,~~799~~416,~~872~~010.2098 10.~~854~~943 7.500 7.749 ~~225~~222 7270,~~293~~360,~~697~~952.5458 8.~~365~~242 7.750 7.999 ~~123~~120 3635,~~273~~228,~~070~~404.2718 4.~~197~~127 8.000 8.249 10 4,354,~~940~~815.2998 0.~~504~~510 8.250 8.499 4 ~~937~~936,~~175~~759.5524 0.~~108~~110 8.500 8.749 2 1,219,~~461~~324.2011 0.~~141~~143 8.750 8.999 0 0.00 0.000 9.000 9.249 0 0.00 0.000 9.250 9.499 0 0.00 0.000 9.500 9.749 0 0.00 0.000 9.750 9.999 0 0.00 0.000 10.000 10.249 0 0.00 0.000 10.250 10.499 0 0.00 0.000 10.500 10.749 0 0.00 0.000 10.750 10.999 0 0.00 0.000 >= 11.000 0 0.00 0.000 Total 2,~~794~~768 ~~864~~853,~~220~~637,~~962~~202.1751 100.000

Filing Compare · Deutsche Alt-A Securities Mortgage Loan Trust, Series 2007-AR2