Report Account Number Security Number (Full) Coupon Rate Shares/Par Accrued Income Gross Request Date ------------------------- ------------------------------- ------------------- ------------------------ ---------------------- --------------- 820 SUB-COHORT 20X4521 2021820 09/30/2050 02010 3.179998800 3,044,640,421.1100 80,682,940.71 07/31/2012 20X4521 2021820 09/30/2050 02011 4.449999600 655,554,876.6900 24,310,157.83 07/31/2012 ------------------------ ---------------------- 3,700,195,297.8000 104,993,098.54 825 SUB-COHORT 20X4521 2021825 09/30/2050 02010 2.930000400 172,055,160.4700 4,201,014.07 07/31/2012 20X4521 2021825 09/30/2050 02011 4.060000800 24,778,997.2400 838,356.24 07/31/2012 ------------------------ ---------------------- 196,834,157.7100 5,039,370.31 BEACON SUB-COHORT 20X4521 2021BEACO 09/30/2050 02010 2.899000800 39,124,230.1300 945,176.45 07/31/2012 ------------------------ ---------------------- 39,124,230.1300 945,176.45 FISKER SUB-COHORT 20X4521 2021FISKE 09/30/2050 02009 4.699000800 192,255,000.0000 7,528,386.66 07/31/2012 ------------------------ ---------------------- 192,255,000.0000 7,528,386.66 FORD SUB-COHORT 20X4521 2021FORD 09/30/2050 02009 4.669999200 5,764,064,623.0000 224,318,143.15 07/31/2012 ------------------------ ---------------------- 5,764,064,623.0000 224,318,143.15 KAHUKU SUB-COHORT 20X4521 2021KAHUK 09/30/2050 02010 3.150000000 79,970,765.0300 2,099,232.58 07/31/2012 ------------------------ ---------------------- 79,970,765.0300 2,099,232.58 NISSAN SUB-COHORT 20X4521 2021NISSA 09/30/2050 02009 4.722998400 410,230,000.0000 16,145,963.61 07/31/2012 ------------------------ ---------------------- 410,230,000.0000 16,145,963.61 SOLYNDRA SUB-COHORT 20X4521 2021SOLYN 09/30/2050 02009 1.000000800 498,485,847.6100 4,154,052.05 07/31/2012 ------------------------ ---------------------- 498,485,847.6100 4,154,052.05 TESLA SUB-COHORT 20X4521 2021TESLA 09/30/2050 02009 4.668001200 431,791,672.0000 16,796,700.36 07/31/2012 ------------------------ ---------------------- 431,791,672.0000 16,796,700.36 ABOUND SUB-COHORT 20X4521 2021ABOUN 09/30/2050 02011 3.724999200 68,147,700.0000 2,115,417.73 07/31/2012 ------------------------ ---------------------- 68,147,700.0000 2,115,417.73 SWIPS SUB-COHORT 20X4521 2021SWIPS 09/30/2050 02011 4.340998800 133,292,393.8300 4,821,851.01 07/31/2012 ------------------------ ---------------------- 133,292,393.8300 4,821,851.01 AZSOLAR SUB-COHORT 20X4521 2021AZSOL 09/30/2050 02011 4.348000800 852,468,752.6600 30,887,790.15 07/31/2012 ------------------------ ---------------------- 852,468,752.6600 30,887,790.15 VPGROUP SUB-COHORT 20X4521 2021VPGRO 09/30/2050 02011 1.569999600 49,484,946.0000 647,427.88 07/31/2012 ------------------------ ---------------------- 49,484,946.0000 647,427.88 871 SUB-COHORT 20X4521 2021871 09/30/2050 02010 3.300001200 150,000,000.0000 4,125,001.50 07/31/2012 20X4521 2021871 09/30/2050 02011 3.300001200 499,000,000.0000 13,722,504.99 07/31/2012 ------------------------ ---------------------- 649,000,000.0000 17,847,506.49 SPONE SUB-COHORT 20X4521 2021SPONE 09/30/2050 02011 4.107999600 420,998,441.3000 14,412,178.57 07/31/2012 ------------------------ ---------------------- 420,998,441.3000 14,412,178.57 SPTWO SUB-COHORT 20X4521 2021SPTWO 09/30/2050 02011 4.214001600 434,827,562.7600 15,269,700.38 07/31/2012 ------------------------ ---------------------- 434,827,562.7600 15,269,700.38 SPEIG SUB-COHORT 20X4521 2021SPEIG 09/30/2050 02011 4.278999600 389,000,500.4900 13,871,108.22 07/31/2012 ------------------------ ---------------------- 389,000,500.4900 13,871,108.22 AGUACAL SUB-COHORT 20X4521 2021AGUAC 09/30/2050 02011 4.257000000 471,693,029.4300 16,733,310.22 07/31/2012 ------------------------ ---------------------- 471,693,029.4300 16,733,310.22 RECHILL SUB-COHORT 20X4521 2021RECHI 09/30/2050 02011 3.984001200 76,550,926.5000 2,541,491.53 07/31/2012 ------------------------ ---------------------- 76,550,926.5000 2,541,491.53 USG-OREG SUB-COHORT 20X4521 2021USGOR 09/30/2050 02011 4.095000000 64,156,863.6200 2,189,352.97 07/31/2012 ------------------------ ---------------------- 64,156,863.6200 2,189,352.97 TONOPAH SUB-COHORT 20X4521 2021TONOP 09/30/2050 02011 4.205001600 137,392,353.2800 4,814,458.88 07/31/2012 ------------------------ ---------------------- 137,392,353.2800 4,814,458.88 COGENTRX SUB-COHORT 20X4521 2021COGEN 09/30/2050 02011 4.048999200 84,517,003.6900 2,851,744.00 07/31/2012 ------------------------ ---------------------- 84,517,003.6900 2,851,744.00 MOJAVE SUB-COHORT 20X4521 2021MOJAV 09/30/2050 02011 4.173001200 396,904,312.4100 13,802,351.43 07/31/2012 ------------------------ ---------------------- 396,904,312.4100 13,802,351.43 HIGHPR SUB-COHORT 20X4521 2021HIGHP 09/30/2050 02011 4.132000800 398,757,634.3700 13,730,557.20 07/31/2012 ------------------------ ---------------------- 398,757,634.3700 13,730,557.20 AVSOLAR SUB-COHORT 20X4521 2021AVSOL 09/30/2050 02011 4.246999200 70,308,557.9000 2,488,336.58 07/31/2012 ------------------------ ---------------------- 70,308,557.9000 2,488,336.58 ======================== ====================== 16,010,452,571.5200 541,044,706.95 ============================================================================================================================ TRANSACTIONS ============================================================================================================================ Security Number (Full) Effective Date Tran Code Shares/Par Income Memo Number ------------------------------- --------------- ----------- ------------------------ ---------------------- ------------- 20X4521 2021KAHUK 09/30/2050 02010 03/30/2012 INT + 0.0000 435,264.54 313293 2021KAHUK 09/30/2050 02010 03/30/2012 INT + 0.0000 19,837.25 313295 2021KAHUK 09/30/2050 02010 06/29/2012 INT + 0.0000 15,843.19 313461 2021RECHI 09/30/2050 02011 03/30/2012 INT + 0.0000 8,924.16 313291 2021RECHI 09/30/2050 02011 04/30/2012 INT + 0.0000 458,160.14 313360 2021RECHI 09/30/2050 02011 06/29/2012 INT + 0.0000 18,884.16 313463 2021RECHI 09/30/2050 02011 07/31/2012 INT + 0.0000 11,017.22 313530 2021SOLYN 09/30/2050 02009 05/18/2012 INT + 0.0000 146,613.48 313386 2021820 09/30/2050 02010 01/31/2012 INT + 0.0000 467,460.00 313217 2021820 09/30/2050 02010 07/31/2012 INT + 0.0000 58,904.50 313534 2021820 09/30/2050 02011 03/30/2012 INT + 0.0000 142,400.00 313300 2021825 09/30/2050 02010 07/31/2012 INT + 0.0000 6,786.52 313536 2021825 09/30/2050 02011 04/04/2012 INT + 0.0000 2,783.59 313311 2021825 09/30/2050 02011 07/31/2012 INT + 0.0000 2,787.05 313539 ------------------------ ---------------------- 0.0000 1,795,665.80 ======================== ====================== 0.0000 1,795,665.80