Series 2007-1E Swan Trust



Issue Name:               SERIES 2007-1E SWAN TRUST
                          USD 800,000,000 Class A1 Mortgage Backed Floating Rate
                          Notes due June 2038
ISIN Code:                XS0302448187
Interest Rate:            5.202500%
Base Rate:                5.132500%
Interest Period:          12-Sep-07 to 12-Mar-08
Day Count Method:         Actual/360
Number of Days in Period: 91
Payment Date:             12-Mar-08
Next Pool Factor:         0.854616997930
Denomination:             Coupon:
----------------          ----------------
      100,000.00          USD     1,123.89
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