Transaction Details

The NGN Program is a series of thirteen securitization transactions. The terms and characteristics of each securitization vary and the table below provides a summary of each transaction, by closing date.

Transaction Details
Trust Name	Trust Type	Collateral Type	Closing Date	Note Tranches	Issued Balance	Contributing AMEs	Fixed/ Floating	Coupon	Cap	Maturity Date
Trust Name 2010-R1	Trust Type Grantor Trust	Collateral Type Private Label RMBS	Closing Date October 27, 2010	Note Tranches I-A	Issued Balance 3,280,000,000	Contributing AMEs US Central	Fixed/ Floating Floating	Coupon Libor+ 0.45%	Cap 7%	Maturity Date October 7, 2020
Trust Name 2010-R1	Trust Type Grantor Trust	Collateral Type Private Label RMBS	Closing Date October 27, 2010	Trust Name II-A	Trust Type 566,500,000	Collateral Type US Central	Closing Date Fixed	Note Tranches 1.84%	Issued Balance N/A	Maturity Date October 7, 2020
Trust Name 2010-C1	Trust Type REMIC	Collateral Type CMBS	Closing Date November 10, 2010	Note Tranches A1	Issued Balance 613,200,000	Contributing AMEs US Central Western Corp	Fixed/ Floating Fixed	Coupon 1.60%	Cap N/A	Maturity Date October 29, 2020
				Trust Name A2	Trust Type 1,360,800,000		Collateral Type Fixed	Closing Date 2.90%	Note Tranches N/A
				Trust Name A-PT	Trust Type 1,786,000,000		Collateral Type Fixed	Closing Date 2.65%	Note Tranches N/A
				Trust Name C (Not Offered)	Trust Type 179,000		Collateral Type See Offering Memorandum	Closing Date N/A	Note Tranches N/A
Trust Name 2010-R2	Trust Type Grantor Trust	Collateral Type Private Label RMBS	Closing Date November 17, 2010	Note Tranches I-A	Issued Balance 2,620,000,000	Contributing AMEs US Central	Fixed/ Floating Floating	Coupon Libor+ 0.37%	Cap 7.0%	Maturity Date November 6, 2017
						Trust Name Western Corp
						Trust Name Members United
						Trust Name Southwest
				Trust Name II-A	Trust Type 2,862,000,000	Collateral Type US Central	Closing Date Floating	Note Tranches Libor+ 0.47%	Issued Balance 7.0%	Contributing AMEs November 5, 2020
						Trust Name Western Corp
						Trust Name Members United
						Trust Name Southwest
Trust Name 2010-R3	Trust Type Grantor Trust	Collateral Type Private Label RMBS	Closing Date December 9, 2010	Note Tranches I-A	Issued Balance 1,548,000,000	Contributing AMEs US Central	Fixed/ Floating Floating	Coupon Libor + 0.56%	Cap 8.0%	Maturity Date December 8, 2020
						Trust Name Western Corp
						Trust Name Members United
						Trust Name Constitution
						Trust Name Southwest
				Trust Name II-A	Trust Type 1,600,200,000	Collateral Type US Central	Closing Date Floating	Note Tranches Libor + 0.56%	Issued Balance 8.0%	Contributing AMEs December 8, 2020
						Trust Name Western Corp
						Trust Name Members United
						Trust Name Constitution
						Trust Name Southwest
				Trust Name III-A	Trust Type 370,000,000	Collateral Type US Central	Closing Date Fixed	Note Tranches 2.40%	Issued Balance N/A	Contributing AMEs December 8, 2020
						Trust Name Western Corp
						Trust Name Members United
						Trust Name Constitution
						Trust Name Southwest
Trust Name 2010-A1	Trust Type Grantor Trust	Collateral Type Private Student Loans	Closing Date December 17, 2010	Note Tranches Senior	Issued Balance 1,160,863,000	Contributing AMEs US Central	Fixed/ Floating Floating	Coupon Libor + 0.35%	Cap 7.0%	Maturity Date December 10, 2020
						Trust Name Western Corp
						Trust Name Members United
						Trust Name Southwest
Trust Name 2011-R1	Trust Type Grantor Trust	Collateral Type Private Label RMBS	Closing Date January 27, 2011	Note Tranches Senior	Issued Balance 1,511,000,000	Contributing AMEs US Central	Fixed/ Floating Floating	Coupon Libor + 0.45%	Cap 8.0%	Maturity Date January 8, 2020
						Trust Name Western Corp
						Trust Name Members United
						Trust Name Constitution
						Trust Name Southwest
Trust Name 2011-R2	Trust Type Grantor Trust	Collateral Type RMBS	Closing Date February 11, 2011	Note Tranches Senior	Issued Balance 1,253,000,000	Contributing AMEs US Central	Fixed/ Floating Floating	Coupon Libor + 0.40%	Cap 8.0%	Maturity Date February 6, 2020
						Trust Name Western Corp
						Trust Name Members United
						Trust Name Constitution
						Trust Name Southwest
Trust Name 2011-C1	Trust Type Grantor Trust	Collateral Type CMBS	Closing Date February 28, 2011	Note Tranches I-A	Issued Balance 235,000,000	Contributing AMEs Western Corp	Fixed/ Floating Floating	Coupon Libor + 0.33%	Cap None	Maturity Date February 28, 2020
				Note Tranches I-A	Issued Balance 235,000,000	Trust Name Members United	Fixed/ Floating Floating	Coupon Libor + 0.33%	Cap None	Maturity Date February 28, 2020
				Trust Name II-A	Trust Type 605,000,000	Collateral Type US Central	Closing Date Floating	Note Tranches Libor + 0.53%	Issued Balance 8.0%	Contributing AMEs March 9, 2021
						Trust Name Western Corp
						Trust Name Members United
						Trust Name Constitution
Trust Name 2011-R3	Trust Type Grantor Trust	Collateral Type RMBS	Closing Date March 1, 2011	Note Tranches Senior	Issued Balance 1,096,000,000	Contributing AMEs US Central	Fixed/ Floating Floating	Coupon Libor + 0.40%	Cap 8.0%	Maturity Date March 11, 2020
						Trust Name Western Corp
						Trust Name Members United
						Trust Name Southwest
						Trust Name Constitution
Trust Name 2011-R4	Trust Type Grantor Trust	Collateral Type Private Label RMBS	Closing Date March 31, 2011	Note Tranches Senior	Issued Balance 1,525,000,000	Contributing AMEs US Central	Fixed/ Floating Floating	Coupon Libor + 0.38%	Cap 7.5%	Maturity Date March 6, 2020
						Trust Name Western Corp
						Trust Name Members United
						Trust Name Southwest
Trust Name 2011-R5	Trust Type Grantor Trust	Collateral Type Private Label RMBS	Closing Date April 14, 2011	Note Tranches Senior	Issued Balance 1,165,000,000	Contributing AMEs US Central	Fixed/ Floating Floating	Coupon Libor + 0.38%	Cap 7.5%	Maturity Date April 6, 2020
						Trust Name Western Corp
						Trust Name Members United
						Trust Name Southwest
						Trust Name Constitution
Trust Name 2011-R6	Trust Type Grantor Trust	Collateral Type Private Label RMBS	Closing Date May 5, 2011	Note Tranches Senior	Issued Balance 965,000,000	Contributing AMEs US Central	Fixed/ Floating Floating	Coupon Libor + 0.38%	Cap 7.5%	Maturity Date May 7, 2020
						Trust Name Western Corp
						Trust Name Members United
						Trust Name Southwest
						Trust Name Constitution
Trust Name 2011-M1	Trust Type Grantor Trust	Collateral Type RMBS Student Loan ABS Receivable ABS Corporate Debt CDOs	Closing Date June 15, 2011	Note Tranches A1	Issued Balance 730,000,000	Contributing AMEs US Central Western Corp Members United Southwest Constitution	Fixed/ Floating Floating	Coupon Libor + 0.02%	Cap None	Maturity Date June 12, 2013
				Trust Name A2	Trust Type 425,000,000		Collateral Type Fixed	Closing Date 1.40%	Note Tranches None	Issued Balance June 12, 2015
				Trust Name A3	Trust Type 380,000,000		Collateral Type Fixed	Closing Date 2.35%	Note Tranches None	Issued Balance June 12, 2017
				Trust Name A4	Trust Type 300,000,000		Collateral Type Fixed	Closing Date 3.00%	Note Tranches None	Issued Balance June 12, 2019
				Trust Name A5	Trust Type 375,000,000		Collateral Type Fixed	Closing Date 3.45%	Note Tranches None	Issued Balance June 12, 2021
Trust Name Issued Balance Total					Trust Type 28,332,742,000	Collateral Type

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