06/11 FACE VALUE 10.000.00 (ID: 832248-A0-1) (21-53) 7/15 Accrued Int Paid VERSO PAPER HLDGS LLC IN 11 1/2% JUL 01 2014 DTD 01/01/2010 @ 107.25 BARCLAYS CAPITAL INC FIXED INCOME TRADE DATE 07/12/11 FACE VALUE 8,000.00 (ID: 925328-AB-5) (35:75) 7/15 Accrued Int Paid VERSO PAPER HLDGS LLC IN 11 1/2% JUL 01 2014

000.00 (ID: 92532BAB-5) 7/12 Purchase VERSO PAPER HLDGS LLC IN 11 1/2% JUL 01 2014 5,000.000 107.30 (5.362.50) 7/15 DTD 01/01/2010 0 107.25 BARCLAYS CAPITAL INC FIXED INCOME FACE VALUE 5,000.00 (ID: 92532B-AB-5) 7/13 Purchase VERSO PAPER HLDGS LLC IN 11 1/2% JUL 01 2014 12,000.000 107.30 (12,870.00) 7/

TRADE DATE 09/27/12 (ID: 780097-AP-6) 0.00 (23.57) 10/3 Accrued Int Paid ROYAL BANK SCOTLAND GRP PLC 5.05% JAN 08 2015 DID 12108/2004 @ 103.75 BARCLAYS CAPITAL INC FIXED INCOME TRADE DATE 0928/12 (ID: 780397-AP4) 0.00 (23115) Total Interest Purchased ($47.42) JP Morgan Page 21 of 23 Confidential Treatment

t Amount Market Cost Settled Securities Purchased 9/27 Purchase ROYAL BANK SCOTLAND GRP PLC 5.05% JAN 08 2015 10/3 DTD 12108/2004 (p 103.4375 BARCLAYS CAPITAL INC FIXED INCOME (ID: 780097-AP-8) 2,000.000 103.40 (2,088.75) 9/28 Purchase ROYAL BANK SCOTLAND GRP PLC 5.05% JAN 08 2015 10/3 DTD 12/08/2004 fp

Unit Amount 0.028 Amount (56.49) Amount (4,181.32) Accrued Int Paid ROYAL BANK SCOTLAND GRP PLC 5.05% JAN 08 2015 DTD 12/08/2004 @ 103.4375 BARCLAYS CAPITAL INC (23.57) 0.00 FIXED INCOME TRADE DATE 09/27/12 (ID: 780097-AP-6) 10/3 Accrued Int Paid ROYAL BANK SCOTLAND GRP PLC 5.05% JAN 08 2015 DTD 12/08/2