Subject: What do bank swallows do with the sand when they build their nest?

I'm interested in knowing what the bank swallows do with the sand 
while building their nests.  We haven't noticed any sand/dirt 
under the nests.  Do they eat it and digest it later, or do they 
store it in their beaks and spit it out away from their nests?  I 
have noticed that they go into the nest then fly out and in a 
circle away from the nest before returning to the nest, then 
start the cycle again.  Can you help solve the mystery?

Re: What do bank swallows do with the sand when they build their nest?