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 2,754,143,106.8900 58,387,811.83 05/31/2012 20X4521 2021820 09/30/2050 02011 4.449999600 544,605,789.6900 16,156,636.98 05/31/2012 ------------------------ ---------------------- 3,298,748,896.5800 74,544,448.81 825 SUB-COHORT 20X4521 2021825 09/30/2050 02010 2.930000400 159,650,987.0000 3,118,516.37 05/31/2012 20X4521 2021825 09/30/2050 02011 4.060000800 18,373,674.5400 497,314.22 05/31/2012 ------------------------ ---------------------- 178,024,661.5400 3,615,830.59 BEACON SUB-COHORT 20X4521 2021BEACO 09/30/2050 02010 2.899000800 39,124,230.1300 756,141.16 05/31/2012 ------------------------ ---------------------- 39,124,230.1300 756,141.16 FISKER SUB-COHORT 20X4521 2021FISKE 09/30/2050 02009 4.699000800 192,255,000.0000 6,022,709.33 05/31/2012 ------------------------ ---------------------- 192,255,000.0000 6,022,709.33 FORD SUB-COHORT 20X4521 2021FORD 09/30/2050 02009 4.669999200 5,409,103,053.0000 168,403,379.53 05/31/2012 ------------------------ ---------------------- 5,409,103,053.0000 168,403,379.53 KAHUKU SUB-COHORT 20X4521 2021KAHUK 09/30/2050 02010 3.150000000 80,976,682.1000 1,700,510.32 05/31/2012 ------------------------ ---------------------- 80,976,682.1000 1,700,510.32 NISSAN SUB-COHORT 20X4521 2021NISSA 09/30/2050 02009 4.722998400 266,876,000.0000 8,403,032.81 05/31/2012 ------------------------ ---------------------- 266,876,000.0000 8,403,032.81 SOLYNDRA SUB-COHORT 20X4521 2021SOLYN 09/30/2050 02009 1.000000800 498,485,847.6100 3,323,241.64 05/31/2012 ------------------------ ---------------------- 498,485,847.6100 3,323,241.64 TESLA SUB-COHORT 20X4521 2021TESLA 09/30/2050 02009 4.668001200 368,610,768.0000 11,471,170.05 05/31/2012 ------------------------ ---------------------- 368,610,768.0000 11,471,170.05 ABOUND SUB-COHORT 20X4521 2021ABOUN 09/30/2050 02011 3.724999200 68,147,700.0000 1,692,334.19 05/31/2012 ------------------------ ---------------------- 68,147,700.0000 1,692,334.19 SWIPS SUB-COHORT 20X4521 2021SWIPS 09/30/2050 02011 4.340998800 123,798,061.3200 3,582,714.90 05/31/2012 ------------------------ ---------------------- 123,798,061.3200 3,582,714.90 AZSOLAR SUB-COHORT 20X4521 2021AZSOL 09/30/2050 02011 4.348000800 778,060,943.9800 22,553,397.38 05/31/2012 ------------------------ ---------------------- 778,060,943.9800 22,553,397.38 VPGROUP SUB-COHORT 20X4521 2021VPGRO 09/30/2050 02011 1.569999600 49,484,946.0000 517,942.30 05/31/2012 ------------------------ ---------------------- 49,484,946.0000 517,942.30 871 SUB-COHORT 20X4521 2021871 09/30/2050 02010 3.300001200 150,000,000.0000 3,300,001.20 05/31/2012 20X4521 2021871 09/30/2050 02011 3.300001200 269,000,000.0000 5,918,002.15 05/31/2012 ------------------------ ---------------------- 419,000,000.0000 9,218,003.35 SPONE SUB-COHORT 20X4521 2021SPONE 09/30/2050 02011 4.107999600 385,846,365.3600 10,567,044.76 05/31/2012 ------------------------ ---------------------- 385,846,365.3600 10,567,044.76 SPTWO SUB-COHORT 20X4521 2021SPTWO 09/30/2050 02011 4.214001600 409,200,580.7000 11,495,812.68 05/31/2012 ------------------------ ---------------------- 409,200,580.7000 11,495,812.68 SPEIG SUB-COHORT 20X4521 2021SPEIG 09/30/2050 02011 4.278999600 355,076,394.3500 10,129,145.00 05/31/2012 ------------------------ ---------------------- 355,076,394.3500 10,129,145.00 AGUACAL SUB-COHORT 20X4521 2021AGUAC 09/30/2050 02011 4.257000000 404,629,893.3000 11,483,396.37 05/31/2012 ------------------------ ---------------------- 404,629,893.3000 11,483,396.37 RECHILL SUB-COHORT 20X4521 2021RECHI 09/30/2050 02011 3.984001200 78,051,999.9900 2,073,061.74 05/31/2012 ------------------------ ---------------------- 78,051,999.9900 2,073,061.74 USG-OREG SUB-COHORT 20X4521 2021USGOR 09/30/2050 02011 4.095000000 64,156,863.6200 1,751,482.38 05/31/2012 ------------------------ ---------------------- 64,156,863.6200 1,751,482.38 TONOPAH SUB-COHORT 20X4521 2021TONOP 09/30/2050 02011 4.205001600 108,962,584.4900 3,054,585.61 05/31/2012 ------------------------ ---------------------- 108,962,584.4900 3,054,585.61 COGENTRX SUB-COHORT 20X4521 2021COGEN 09/30/2050 02011 4.048999200 71,601,338.4000 1,932,758.41 05/31/2012 ------------------------ ---------------------- 71,601,338.4000 1,932,758.41 0348 20X4521 2021MOJAV 09/30/2050 02011 4.173001200 291,543,001.4500 8,110,728.63 05/31/2012 ------------------------ ---------------------- 291,543,001.4500 8,110,728.63 0349 20X4521 2021HIGHP 09/30/2050 02011 4.132000800 239,280,665.2000 6,591,386.00 05/31/2012 ------------------------ ---------------------- 239,280,665.2000 6,591,386.00 0351 20X4521 2021AVSOL 09/30/2050 02011 4.246999200 69,401,787.4700 1,964,995.57 05/31/2012 ------------------------ ---------------------- 69,401,787.4700 1,964,995.57 ======================== ====================== 14,248,448,264.5900 384,959,253.51 ============================================================================================================================ 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 2021RECHI 09/30/2050 02011 04/30/2012 INT + 0.0000 458,160.14 313360 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 02011 03/30/2012 INT + 0.0000 142,400.00 313300 2021825 09/30/2050 02011 04/04/2012 INT + 0.0000 2,783.59 313311 ------------------------ ---------------------- 0.0000 1,681,443.16 ======================== ====================== 0.0000 1,681,443.16