FRN Variable Rate Fix

LONDON--(BUSINESS WIRE)--

As Agent Bank, please be advised of the following rate determined on: 10-Feb-2010
Issue	¦ SWAN Trust Series 2006-1E USD 600,000,000 Class A1 Mortgage Backed Floating Rate Notes due May 2037
ISIN Number	¦ XS0254988107
ISIN Reference	¦
Issue Nomin USD	¦ 600,000,000.00
Period	¦ 12-Feb-2010 to 12-May-2010			Payment Date 12-May-2010
Number of Days	¦ 89
Rate	¦ 0.33000		Pool Factor: 0.29797245825
Denomination USD	¦ 100,000.00	¦			¦
Amount Payable per Denomination	¦ 24.31	¦			¦
Bank of New York
Rate Fix Desk		Telephone		¦ 44 1202 689580
Corporate Trust Services		Facsimile		¦ 44 1202 689601