02635P-TD-5 B /B3 1.00 14,758.65 14758.65 14758.65 20,000.00 4.42 0.34 0.03%1 96.00 20,000.00 19,200.00 (800.00) 1.170.00 292.50 8.34% FORD MOTOR CREDIT CO NOTES 7% OCT 1 2013 DTD 9/23/2003 345397-124 BB- /BA2 106.71 10,000.00 10,670.60 10,775.00 (104.40) 700.00 291.66 3.63% VERSO PAPER HLDGS L

-TD-5 B A33 1.00 18,896.50 18,896.50 18.896.50 20,000.00 5.66 0.45 0.03%' 16.09% 85.50 20,000.00 17,100.00 (2,900.00) 1,170.00 390.00 FORD MOTOR CREDIT CO NOTES 7% OCT 1 2013 DTD 9/23/2003 345397-124 BB- /BA2 105.01 10,000.00 10,501.20 10,775.00 (273.80) 700.00 350.00 4.36% VERSO PAPER HLDGS L

90.63 20.000.00 18,125.00 20,000.00 (1,875.00) 1.170 00 12.55% MEDIUM TERM NOTES 5.85% JUN 1 2013 487.50 DTD 6/12/2006 02635P-TD-5 B /63 FORD MOTOR CREDIT CO 107.54 10,000.00 10,754.20 10,775.00 (20.60) 700.00 2.92% NOTES 7% OCT 1 2013 58.33 DTD 9/23/2003 345397-T2-6 BB• /6A1 VERSO PAPER HLDGS

84.75 20,000.00 16,960.00 20,000.00 (3,050.00) 1,170.00 17.86% MEDIUM TERM NOTES 5.85% JUN 1 2013 585.00 DID 6/12/2006 02636P-TD-5 B /B3 FORD MOTOR CREDIT CO 105.57 10,000.00 10,55680 10,775.00 (218.20) 700.00 3.82% NOTES 7% OCT 1 2013 116.66 DTD 9/23/2003 34539717-6 BB+ /BA1 VERSO PAPER HLDOS

E 88.00 20,000.00 17,600.00 20,000.00 (2,400.00) 1,170.00 15.60% MEDIUM TERM NOTES 5.85% JUN 1 2013 97.50 DID 6/12/2006 02635P-TD-5 8 /83 FORD MOTOR CREDIT CO 106.03 10,000.00 10,803.30 10,775.00 (171.70) 700.00 3.41 % NOTES 7% OCT 1 2013 175.00 DID 9/23/2003 345397-17-6 88+ /BAI VERSO PAPER HUM

E 91.75 20,000.00 18,350.00 20,000.00 (1,650.00) 1,170.00 12.76% MEDIUM TERM NOTES 5.85% JUN 1 2013 19590 DID 6/12/2006 02635P-TD-5 B /B3 FORD MOTOR CREDIT CO 106.99 10000.00 10,699.30 10,775.00 (75.70) 700.00 2.68% NOTES 7% OCT 1 2013 233.33 DTD 9/23/2003 345397174 BB+ /BA1 VERSO PAPER HLDOS LL

0 18,200.00 20,000.00 (1,800 00) 1,17000 13.88% MEDIUM TERM NOTES 5.85% JUN 1 2013 292 50 DTD 6/12/2006 02635P-TD-5 CC /B3 US Fixed Income FORD MOTOR CREDIT CO 107.08 10,000.00 10,707.90 10775.00 (67.10) 700.00 2.43% NOTES 7% OCT 1 2013 291.66 DTD 9/23/2003 345397-17-6 8B• /8A1 JP Morgan Page 5

. Annual Income Yield Original Cost Accrued Interest Cash US DOLLAR 1.00 40113.83 46.113.83 46,113.83 4.61 0.01 %' 0.45 US Fixed Income FORD MOTOR CREDIT CO 106.63 10.000.00 10,662.80 10,775.00 (112.20) 700.00 2.47% NOTES 7% OCT 1 2013 351.94 DTD 9,23/2003 345397-T2-6 BB+ iBA1 LENNAR CORPORATI

st. Annual Income Yield Original Cost Accrued Interest Cash US DOLLAR 1.00 31,927.37 31.92737 31,927.37 3.19 0.01% 0.32 US Fixed Income FORD MOTOR CREDIT CO 106.99 10,000.00 10,699.40 10,775.00 (75.60) 700.00 1.97% NOTES 7% OCT 1 2013 58.33 DTD 923/2003 345397-TZ-6 BB• /BA1 LENNAR CORPOFtATION

595.00) (7,595 00) 9 222 50 (7,595.00) 1.00 9,222 50 9.222 50 Total Cash 522,988.32 522,988.32 $0.00 $2.13 0.01% $0.28 US Fixed Income FORD MOTOR CREDIT CO 108.76 10000 00 10,675 50 10,775.00 (99 50) 700 00 I 85% NOTES 7% OCT 1 2013 116.66 DTD 9/23/2003 345397-7Z-6 BB+ /BM LENNAR CORPORATION

PROCEEDS FROM PENDING SALES 1.00 6,330.00 6,330.00 6,330.00 Total Cash $40,170.37 $40,170.37 $0.00 $3.38 0.01% 50.25 US Fixed Income P FORD MOTOR CREDIT CO 106.70 6,000.00 6,402.12 6,485.00 (62.86) 420.00 1.56% NOTES 7% OCT 7 2013 778.12 DTD 9/232003 345397-174 BB+ IBAA LENNAR CORPORATION 10

8 32,939.88 32,939.88 9.88 0.69 US Fixed Income AMERICAN GENERAL FINANCE MEDIUM TERM NOTES 5.85% JUN 1 2013 DTD 6/12/2006 02635P-TD-5 B /B3 FORD MOTOR CREDIT CO NOTES 7% OCT 1 2013 DTD 9/23/2003 345397-TZ-6 BB+ /BA1 VERSO PAPER HLDGS LLC IN 11 1/2% JUL 01 2014 DTD 01/01/2010 92532B-AB-5 BB- /BA2 LENNAR

9 21,550.99 21,550.99 6.46 0.70 US Fixed Income AMERICAN GENERAL FINANCE MEDIUM TERM NOTES 5.85% JUN 1 2013 DTD 6/12/2006 02635P-TD-5 B /B3 FORD MOTOR CREDIT CO NOTES 7% OCT 1 2013 DTD 9/23/2003 345397-TZ-6 BB+ /BA1 VERSO PAPER HLDGS LLC IN 11 1/2% JUL 01 2014 DTD 01/01/2010 92532B-AB-5 BB- /BA2 LENNAR

7 19,108.27 19,108.27 1.91 0.23 US Fixed Income AMERICAN GENERAL FINANCE MEDIUM TERM NOTES 5.85% JUN 1 2013 DTD 6/12/2006 02635P-TD-5 B /B3 FORD MOTOR CREDIT CO NOTES 7% OCT 1 2013 DTD 9/23/2003 345397-TZ-6 BB+ /BA1 VERSO PAPER HLDGS LLC IN 11 1/2% JUL 01 2014 DTD 01/01/2010 92532B-AB-5 BB- /BA2 LENNAR

additional information. ** Cash & Fixed Income Detail Price Cash US DOLLAR 1.00 46,113.83 46,113.83 46,113.83 4.61 0.45 US Fixed Income FORD MOTOR CREDIT CO NOTES 7% OCT 1 2013 DTD 9/23/2003 345397-TZ-6 BB+ /BA1 LENNAR CORPORATION 5.6% MAY 31 2015 DTD 4/28/2005 526057-AS-3 B+ /B2 COMMUNITY HEALTH SY

(7,595.00) 9,222.50 21,360.82 (7,595.00) 9,222.50 $22,988.32 21,360.82 (7,595.00) 9,222.50 $22,988.32 $0.00 $2.13 $0.28 US Fixed Income FORD MOTOR CREDIT CO NOTES 7% OCT 1 2013 DTD 9/23/2003 345397-TZ-6 BB+ /BAA LENNAR CORPORATION 5.6% MAY 31 2015 DTD 4/28/2005 526057-AS-3 B+ /B2 103.00 10,000.00

come Detail Price Cash US DOLLAR US Fixed Income AMERICAN GENERAL FINANCE MEDIUM TERM NOTES 5.85% JUN 1 2013 DTD 6/12/2006 02635P-TD-5 B /B3 FORD MOTOR CREDIT CO NOTES 7% OCT 1 2013 DTD 9/23/2003 345397-TZ-6 BB- /BA2 VERSO PAPER HLDGS LLC IN 11 1/2% JUL 01 2014 DTD 01/01/2010 92532B-AB-5 BB- /BA2 LENNAR

come Detail Price Cash US DOLLAR US Fixed Income AMERICAN GENERAL FINANCE MEDIUM TERM NOTES 5.85% JUN 1 2013 DTD 6/12/2006 02635P-TD-5 B /B3 FORD MOTOR CREDIT CO NOTES 7% OCT 1 2013 DTD 9/23/2003 345397-TZ-6 BB- /BA2 VERSO PAPER HLDGS LLC IN 11 1/2% JUL 01 2014 DTD 01/01/2010 92532B-AB-5 BB- /BA2 LENNAR

2 $0.00 $4.88 $0.28 Short Term AMERICAN GENERAL FINANCE MEDIUM TERM NOTES 5.85% JUN 1 2013 DTD 6/12/2006 02635P-TD-5 CC /B3 US Fixed Income FORD MOTOR CREDIT CO NOTES 7% OCT 1 2013 DTD 9/23/2003 345397-TZ-6 BB+ /BA1 91.00 20,000.00 18,200.00 20,000.00 (1,800.00) 1,170.00 292.50 13.88% 0.01% 4.88 0

2635P-TD-5 B /B3 1.00 10,946.53 10,946.53 10,946.53 20,000.00 3.28 9.49 0.03%' 99.20 20,000.00 19,840.00 (160.00) 1,170.00 19560 8.31% FORD MOTOR CREDIT CO NOTES 7% OCT 1 2013 DTD 9/23/2003 345397-124 BB- /BA2 107.53 10,000.00 10,753.30 10,775.00 (21.70) 700.00 233.33 3.36% VERSO PAPER HLDGS LL