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 3,273,428,816.3100 95,420,413.99 08/31/2012 20X4521 2021820 09/30/2050 02011 4.449999600 750,076,358.2800 30,596,862.03 08/31/2012 20X4521 2021820 09/30/2050 02012 4.449999600 1,054,158.7900 43,000.89 08/31/2012 ------------------------ ---------------------- 4,024,559,333.3800 126,060,276.91 825 SUB-COHORT 20X4521 2021825 09/30/2050 02010 2.930000400 180,234,585.4700 4,840,801.24 08/31/2012 20X4521 2021825 09/30/2050 02011 4.060000800 27,927,404.2400 1,039,365.10 08/31/2012 20X4521 2021825 09/30/2050 02012 4.060000800 2,733,694.0000 101,739.00 08/31/2012 ------------------------ ---------------------- 210,895,683.7100 5,981,905.34 BEACON SUB-COHORT 20X4521 2021BEACO 09/30/2050 02010 2.899000800 39,124,230.1300 1,039,694.10 08/31/2012 ------------------------ ---------------------- 39,124,230.1300 1,039,694.10 FISKER SUB-COHORT 20X4521 2021FISKE 09/30/2050 02009 4.699000800 192,255,000.0000 8,281,225.32 08/31/2012 ------------------------ ---------------------- 192,255,000.0000 8,281,225.32 FORD SUB-COHORT 20X4521 2021FORD 09/30/2050 02009 4.669999200 5,900,584,623.0000 252,594,150.13 08/31/2012 ------------------------ ---------------------- 5,900,584,623.0000 252,594,150.13 KAHUKU SUB-COHORT 20X4521 2021KAHUK 09/30/2050 02010 3.150000000 79,970,765.0300 2,309,155.84 08/31/2012 ------------------------ ---------------------- 79,970,765.0300 2,309,155.84 NISSAN SUB-COHORT 20X4521 2021NISSA 09/30/2050 02009 4.722998400 410,230,000.0000 17,760,559.97 08/31/2012 ------------------------ ---------------------- 410,230,000.0000 17,760,559.97 SOLYNDRA SUB-COHORT 20X4521 2021SOLYN 09/30/2050 02009 1.000000800 469,163,150.7200 4,300,665.66 08/31/2012 ------------------------ ---------------------- 469,163,150.7200 4,300,665.66 TESLA SUB-COHORT 20X4521 2021TESLA 09/30/2050 02009 4.668001200 465,047,000.0000 19,899,366.25 08/31/2012 ------------------------ ---------------------- 465,047,000.0000 19,899,366.25 ABOUND SUB-COHORT 20X4521 2021ABOUN 09/30/2050 02011 3.724999200 68,147,700.0000 2,326,959.51 08/31/2012 ------------------------ ---------------------- 68,147,700.0000 2,326,959.51 SWIPS SUB-COHORT 20X4521 2021SWIPS 09/30/2050 02011 4.340998800 152,449,637.9700 6,066,350.54 08/31/2012 ------------------------ ---------------------- 152,449,637.9700 6,066,350.54 AZSOLAR SUB-COHORT 20X4521 2021AZSOL 09/30/2050 02011 4.348000800 909,816,659.9900 36,262,266.02 08/31/2012 ------------------------ ---------------------- 909,816,659.9900 36,262,266.02 VPGROUP SUB-COHORT 20X4521 2021VPGRO 09/30/2050 02011 1.569999600 49,484,946.0000 712,170.67 08/31/2012 ------------------------ ---------------------- 49,484,946.0000 712,170.67 871 SUB-COHORT 20X4521 2021871 09/30/2050 02010 3.300001200 175,000,000.0000 5,293,751.93 08/31/2012 20X4521 2021871 09/30/2050 02011 3.300001200 499,000,000.0000 15,094,755.49 08/31/2012 ------------------------ ---------------------- 674,000,000.0000 20,388,507.42 SPONE SUB-COHORT 20X4521 2021SPONE 09/30/2050 02011 4.107999600 435,593,683.1900 16,403,004.53 08/31/2012 ------------------------ ---------------------- 435,593,683.1900 16,403,004.53 SPTWO SUB-COHORT 20X4521 2021SPTWO 09/30/2050 02011 4.214001600 442,773,656.6400 17,103,614.89 08/31/2012 ------------------------ ---------------------- 442,773,656.6400 17,103,614.89 SPEIG SUB-COHORT 20X4521 2021SPEIG 09/30/2050 02011 4.278999600 404,475,272.7700 15,865,204.03 08/31/2012 ------------------------ ---------------------- 404,475,272.7700 15,865,204.03 AGUACAL SUB-COHORT 20X4521 2021AGUAC 09/30/2050 02011 4.257000000 504,295,986.5900 19,678,890.14 08/31/2012 ------------------------ ---------------------- 504,295,986.5900 19,678,890.14 RECHILL SUB-COHORT 20X4521 2021RECHI 09/30/2050 02011 3.984001200 76,550,926.5000 2,795,640.68 08/31/2012 ------------------------ ---------------------- 76,550,926.5000 2,795,640.68 USG-OREG SUB-COHORT 20X4521 2021USGOR 09/30/2050 02011 4.095000000 71,866,318.3500 2,697,681.93 08/31/2012 ------------------------ ---------------------- 71,866,318.3500 2,697,681.93 TONOPAH SUB-COHORT 20X4521 2021TONOP 09/30/2050 02011 4.205001600 157,093,445.4500 6,055,300.07 08/31/2012 ------------------------ ---------------------- 157,093,445.4500 6,055,300.07 COGENTRX SUB-COHORT 20X4521 2021COGEN 09/30/2050 02011 4.048999200 84,517,003.6900 3,136,918.40 08/31/2012 ------------------------ ---------------------- 84,517,003.6900 3,136,918.40 MOJAVE SUB-COHORT 20X4521 2021MOJAV 09/30/2050 02011 4.173001200 396,904,312.4100 15,182,586.58 08/31/2012 ------------------------ ---------------------- 396,904,312.4100 15,182,586.58 HIGHPR SUB-COHORT 20X4521 2021HIGHP 09/30/2050 02011 4.132000800 451,889,782.8900 17,116,081.99 08/31/2012 ------------------------ ---------------------- 451,889,782.8900 17,116,081.99 AVSOLAR SUB-COHORT 20X4521 2021AVSOL 09/30/2050 02011 4.246999200 70,308,557.9000 2,737,170.23 08/31/2012 ------------------------ ---------------------- 70,308,557.9000 2,737,170.23 ======================== ====================== 16,741,997,676.3100 622,755,347.15 ============================================================================================================================ 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 2021SOLYN 09/30/2050 02009 08/16/2012 INT + 0.0000 146,613.48 313570 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 1,942,279.28 ======================== ====================== 0.0000 1,942,279.28