Deal Name: 2007-1

HTML clipboardFollowing is a list of recent downgrades by Fitch Ratings: Deal Name Current Pool Bal. $mln Orig. Pool Bal $mln DXMark (collateral value, % of par)* Class Size $mln Fitch New Rating Fitch Old Rating Reason for Rating Action ...

  ClassAmt$mlnSubLevel%AvgLife (yrs)RatingFitchRatingMoody'sFinalPricing (bp)BnchmarkA-157.0030.003.43AAAAaa+16swapsA-1A640.4830.00NAAAAAaaNAswapsA-2293.0030.004.85AAAAaa+18swapsA-3444.0030.006.74AAAAaa+26swapsA-AB68.4730.007.19AAAAaa+23swapsA-4698.7030.009.81AAAAaa+23swapsA-MFX214.5220.009.88AAAAaa+26swapsA-MFL100.0020.009.88AAAAaa+16.5LiborA-J259.4811.759.95AAAAaa+30swapsB27.5210.8759.97AA+Aa1+32swapsC35.389.759.97AAAa2+34swapsD27.528.8759.97AA-Aa3+37swapsE39.327.6259.97AA2+41swapsF39.326.3759.97A-A3+45swapsG35.385.259.97BBB+Baa1+62swapsH35.384.1259.97BBBBaa2+70swapsJ39.322.8759.97BBB-Baa3+90swapsK7.862.6259.97BB+Ba1NAswapsL11.802.259.99BBBa2NAswapsM7.862.0010.14BB-Ba3NAswapsN3.931.87511.71B+B1NAswapsO7.861.62511.80BB2NAswapsP11.801.2511.82B-B3NAswapsQ39.320.0014.14NRNRNATreasX-P3,080.00*NANAAAAAaaNATreasX-C3,145.21*NANAAAAAaaNATreas*Notional amount, interest onlyCollateral balance: $3,145.25 millionBookrunner(s): Banc of America SecuritiesLead Managers: Banc of America SecuritiesCo-managers: Citigroup, Commerzbank Capital Markets, Merrill LynchB-piece Buyer: American Capital StrategiesMaster Servicer: Bank of AmericaSpecial Servicer: LNR PartnersTrustee: LaSalle BankOriginators: Bank of ...