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 2,593,477,432.1000 41,236,275.61 03/31/2012 20X4521 2021820 09/30/2050 02011 4.449999600 468,632,872.1900 10,427,080.47 03/31/2012 ------------------------ ---------------------- 3,062,110,304.2900 51,663,356.08 825 SUB-COHORT 20X4521 2021825 09/30/2050 02010 2.930000400 156,406,254.0000 2,291,351.93 03/31/2012 20X4521 2021825 09/30/2050 02011 4.060000800 8,420,189.0000 170,929.87 03/31/2012 ------------------------ ---------------------- 164,826,443.0000 2,462,281.80 BEACON SUB-COHORT 20X4521 2021BEACO 09/30/2050 02010 2.899000800 39,124,230.1300 567,105.87 03/31/2012 ------------------------ ---------------------- 39,124,230.1300 567,105.87 FISKER SUB-COHORT 20X4521 2021FISKE 09/30/2050 02009 4.699000800 192,255,000.0000 4,517,031.99 03/31/2012 ------------------------ ---------------------- 192,255,000.0000 4,517,031.99 FORD SUB-COHORT 20X4521 2021FORD 09/30/2050 02009 4.669999200 5,260,733,053.0000 122,838,095.74 03/31/2012 ------------------------ ---------------------- 5,260,733,053.0000 122,838,095.74 KAHUKU SUB-COHORT 20X4521 2021KAHUK 09/30/2050 02010 3.150000000 80,976,682.1000 1,275,382.74 03/31/2012 ------------------------ ---------------------- 80,976,682.1000 1,275,382.74 NISSAN SUB-COHORT 20X4521 2021NISSA 09/30/2050 02009 4.722998400 266,876,000.0000 6,302,274.60 03/31/2012 ------------------------ ---------------------- 266,876,000.0000 6,302,274.60 SOLYNDRA SUB-COHORT 20X4521 2021SOLYN 09/30/2050 02009 1.000000800 527,808,544.5000 2,639,044.83 03/31/2012 ------------------------ ---------------------- 527,808,544.5000 2,639,044.83 TESLA SUB-COHORT 20X4521 2021TESLA 09/30/2050 02009 4.668001200 360,517,380.0000 8,414,477.81 03/31/2012 ------------------------ ---------------------- 360,517,380.0000 8,414,477.81 ABOUND SUB-COHORT 20X4521 2021ABOUN 09/30/2050 02011 3.724999200 68,147,700.0000 1,269,250.64 03/31/2012 ------------------------ ---------------------- 68,147,700.0000 1,269,250.64 SWIPS SUB-COHORT 20X4521 2021SWIPS 09/30/2050 02011 4.340998800 123,798,061.3200 2,687,036.18 03/31/2012 ------------------------ ---------------------- 123,798,061.3200 2,687,036.18 AZSOLAR SUB-COHORT 20X4521 2021AZSOL 09/30/2050 02011 4.348000800 708,744,136.4400 15,408,100.36 03/31/2012 ------------------------ ---------------------- 708,744,136.4400 15,408,100.36 VPGROUP SUB-COHORT 20X4521 2021VPGRO 09/30/2050 02011 1.569999600 49,484,946.0000 388,456.73 03/31/2012 ------------------------ ---------------------- 49,484,946.0000 388,456.73 871 SUB-COHORT 20X4521 2021871 09/30/2050 02010 3.300001200 150,000,000.0000 2,475,000.90 03/31/2012 20X4521 2021871 09/30/2050 02011 3.049999200 169,000,000.0000 2,577,249.32 03/31/2012 ------------------------ ---------------------- 319,000,000.0000 5,052,250.22 SPONE SUB-COHORT 20X4521 2021SPONE 09/30/2050 02011 4.107999600 347,864,344.7000 7,145,132.94 03/31/2012 ------------------------ ---------------------- 347,864,344.7000 7,145,132.94 SPTWO SUB-COHORT 20X4521 2021SPTWO 09/30/2050 02011 4.214001600 372,402,431.2500 7,846,522.21 03/31/2012 ------------------------ ---------------------- 372,402,431.2500 7,846,522.21 SPEIG SUB-COHORT 20X4521 2021SPEIG 09/30/2050 02011 4.278999600 318,785,276.6600 6,820,410.36 03/31/2012 ------------------------ ---------------------- 318,785,276.6600 6,820,410.36 AGUACAL SUB-COHORT 20X4521 2021AGUAC 09/30/2050 02011 4.257000000 233,489,999.0900 4,969,834.63 03/31/2012 ------------------------ ---------------------- 233,489,999.0900 4,969,834.63 RECHILL SUB-COHORT 20X4521 2021RECHI 09/30/2050 02011 3.984001200 101,051,999.9800 2,012,956.45 03/31/2012 ------------------------ ---------------------- 101,051,999.9800 2,012,956.45 USG-OREG SUB-COHORT 20X4521 2021USGOR 09/30/2050 02011 4.095000000 31,630,334.5400 647,631.10 03/31/2012 ------------------------ ---------------------- 31,630,334.5400 647,631.10 TONOPAH SUB-COHORT 20X4521 2021TONOP 09/30/2050 02011 4.205001600 85,553,247.9800 1,798,757.72 03/31/2012 ------------------------ ---------------------- 85,553,247.9800 1,798,757.72 COGENTRX SUB-COHORT 20X4521 2021COGEN 09/30/2050 02011 4.048999200 68,356,989.1400 1,383,886.97 03/31/2012 ------------------------ ---------------------- 68,356,989.1400 1,383,886.97 0348 20X4521 2021MOJAV 09/30/2050 02011 4.173001200 185,846,855.8100 3,877,695.76 03/31/2012 ------------------------ ---------------------- 185,846,855.8100 3,877,695.76 0349 20X4521 2021HIGHP 09/30/2050 02011 4.132000800 138,212,007.9200 2,855,460.64 03/31/2012 ------------------------ ---------------------- 138,212,007.9200 2,855,460.64 ======================== ====================== 13,107,595,967.8500 264,842,434.37 ============================================================================================================================ 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 2021RECHI 09/30/2050 02011 03/30/2012 INT + 0.0000 8,924.16 313291 2021820 09/30/2050 02010 01/31/2012 INT + 0.0000 467,460.00 313217 2021820 09/30/2050 02011 03/30/2012 INT + 0.0000 142,400.00 313300 ------------------------ ---------------------- 0.0000 1,073,885.95 ======================== ====================== 0.0000 1,073,885.95