FRN Variable Rate Fix - AMENDMENT
23 Mars 2010 - 1:03PM
UK Regulatory
TIDM83JS
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: 0.325630%
Base Rate: 0.255630%
Interest Period: 12-Mar-10 to 15-Jun-10
Day Count Method: Actual/360
Number of Days in Period: 95
Payment Date: 15-Jun-10
Next Pool Factor: 0.432952097500
Denomination: Coupon:
100,000.00 USD 37.20
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