Series 2007-1E Swan Trust



Issue Name:               SERIES 2007-1E SWAN TRUST
                          EUR 675,000,000 Class A3 Mortgage Backed Floating Rate Notes due
                          June 2038
ISIN Code:                XS0302448690
Interest Rate:            4.638000%
Base Rate:                4.558000%
Interest Period:          12-Mar-08 to 12-Jun-08
Day Count Method:         Actual/360
Number of Days in Period: 92
Payment Date:             12-Jun-08
Next Pool Factor:         0.792092106760

Denomination:             Coupon:
----------------          ----------------
100,000.00                EUR 938.84
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