FRN Variable Rate Fix
10 März 2009 - 2:35PM
UK Regulatory
TIDM83JS
As Agent Bank, please be advised of the following rate determined on: 10-Mar-2009
Issue ¦ SERIES 2007-1E SWAN TRUST
USD 800,000,000 Class A1 Mortgage Backed Floating Rate Notes due June 2038
ISIN Number ¦ XS0302448187
ISIN Reference ¦
Issue Nomin USD ¦ 800,000,000.00
Period ¦ 12-Mar-2009 to 12-Jun-2009 Payment Date 12-Jun-2009
Number of Days ¦ 92
Rate ¦ 1.40125 Pool Factor: 0.599227987500
Denomination USD ¦ 100,000.00 ¦ ¦
Amount Payable per Denomination ¦ 214.58 ¦ ¦
Bank of New York
Rate Fix Desk Telephone ¦ 44 1202 689580
Corporate Trust Services Facsimile ¦ 44 1202 689601
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