Purchase and Sales by Report Date Composite

February 1, 2014 to February 28, 2014 View Date: March 11, 2014

Funds Included in Composite NJBQ COMMON B INFLATION LINKED NJBX COMMON B GLOBAL CREDIT FUNDS NJBY COMMON B HIGH GRADE NJDF COMMON B MID GRADE LOGAN NJDG COMMON B HIGH YIELD NJDM COMMON B US TREASURIES NJDN COMMON B SHORT TERM CASH EQUIV NJEG COMMON B HIGH YIELD LOGAN NJEH COMMON B HIGH YIELD POST NJEJ COMMON B HIGH YIELD PIMCO NJEL COMMON B HIGH YIELD NOMURA NJEV COMMON B HIGH YIELD ETFS

Page 1 Prepared by State Street

Purchase Report by Report Date Composite

February 1, 2014 to February 28, 2014 View Date: March 11, 2014

Base Currency: USD - US DOLLAR Asset ID Security Name/Description Trd Date Stl Date Fail Days Broker Name Stl Cur/Loc Comm Per Shr Shares/Par/Contracts Exchange Rate Fund Price Interest Commissions Taxes/Fees/Other Net Cost Units/Original Face

CASH EQUIVALENTS

US DOLLAR

85749P9B9 STATE STR INSTL LIQUID RESVS 0.061% 31 Dec 2099 03 Feb 2014 03 Feb 2014 STATE STREET BANK AND TRUST USD/CSW

597,016.460 1.000000 NJEH Local 100.000000 0.00 0.00 0.00 597,016.46 Base 100.000000 0.00 0.00 0.00 597,016.46

85749P9B9 STATE STR INSTL LIQUID RESVS 0.061% 31 Dec 2099 03 Feb 2014 03 Feb 2014 STATE STREET BANK AND TRUST USD/CSW

1,099,212.090 1.000000 NJEJ Local 100.000000 0.00 0.00 0.00 1,099,212.09 Base 100.000000 0.00 0.00 0.00 1,099,212.09

85749P9B9 STATE STR INSTL LIQUID RESVS 0.061% 31 Dec 2099 03 Feb 2014 03 Feb 2014 STATE STREET BANK AND TRUST USD/CSW

1,669,856.750 1.000000 NJEL Local 100.000000 0.00 0.00 0.00 1,669,856.75 Base 100.000000 0.00 0.00 0.00 1,669,856.75

85749P9B9 STATE STR INSTL LIQUID RESVS 1.000% 31 Dec 2099 04 Feb 2014 04 Feb 2014 STATE STREET BANK AND TRUST USD/CSW

2,556.700 1.000000 NJDF Local 100.000000 0.00 0.00 0.00 2,556.70 Base 100.000000 0.00 0.00 0.00 2,556.70

85749P9B9 STATE STR INSTL LIQUID RESVS 0.063% 31 Dec 2099 04 Feb 2014 04 Feb 2014 STATE STREET BANK AND TRUST USD/CSW

40,215.210 1.000000 NJDF Local 100.000000 0.00 0.00 0.00 40,215.21 Base 100.000000 0.00 0.00 0.00 40,215.21

85749P9B9 STATE STR INSTL LIQUID RESVS 0.063% 31 Dec 2099 04 Feb 2014 04 Feb 2014 STATE STREET BANK AND TRUST USD/CSW

3,665,823.760 1.000000 NJEH Local 100.000000 0.00 0.00 0.00 3,665,823.76 Base 100.000000 0.00 0.00 0.00 3,665,823.76

85749P9B9 STATE STR INSTL LIQUID RESVS 0.063% 31 Dec 2099 04 Feb 2014 04 Feb 2014 STATE STREET BANK AND TRUST USD/CSW

238,752.570 1.000000 NJEL Local 100.000000 0.00 0.00 0.00 238,752.57 Base 100.000000 0.00 0.00 0.00 238,752.57

Page 2 Prepared by State Street

Purchase Report by Report Date Composite

February 1, 2014 to February 28, 2014 View Date: March 11, 2014

85749P9B9 STATE STR INSTL LIQUID RESVS 0.061% 31 Dec 2099 05 Feb 2014 05 Feb 2014 STATE STREET BANK AND TRUST USD/CSW

890,435.900 1.000000 NJEJ Local 100.000000 0.00 0.00 0.00 890,435.90 Base 100.000000 0.00 0.00 0.00 890,435.90

85749P9B9 STATE STR INSTL LIQUID RESVS 0.061% 31 Dec 2099 05 Feb 2014 05 Feb 2014 STATE STREET BANK AND TRUST USD/CSW

529,299.370 1.000000 NJEL Local 100.000000 0.00 0.00 0.00 529,299.37 Base 100.000000 0.00 0.00 0.00 529,299.37

85749P9B9 STATE STR INSTL LIQUID RESVS 0.055% 31 Dec 2099 06 Feb 2014 06 Feb 2014 STATE STREET BANK AND TRUST USD/CSW

2,142,920.140 1.000000 NJEH Local 100.000000 0.00 0.00 0.00 2,142,920.14 Base 100.000000 0.00 0.00 0.00 2,142,920.14

85749P9B9 STATE STR INSTL LIQUID RESVS 0.055% 31 Dec 2099 06 Feb 2014 06 Feb 2014 STATE STREET BANK AND TRUST USD/CSW

0.020 1.000000 NJEJ Local 100.000000 0.00 0.00 0.00 0.02 Base 100.000000 0.00 0.00 0.00 0.02

85749P9B9 STATE STR INSTL LIQUID RESVS 0.055% 31 Dec 2099 06 Feb 2014 06 Feb 2014 STATE STREET BANK AND TRUST USD/CSW

2,000.000 1.000000 NJEL Local 100.000000 0.00 0.00 0.00 2,000.00 Base 100.000000 0.00 0.00 0.00 2,000.00

85749P9B9 STATE STR INSTL LIQUID RESVS 0.065% 31 Dec 2099 07 Feb 2014 07 Feb 2014 STATE STREET BANK AND TRUST USD/CSW

1,273,239.060 1.000000 NJEH Local 100.000000 0.00 0.00 0.00 1,273,239.06 Base 100.000000 0.00 0.00 0.00 1,273,239.06

85749P9B9 STATE STR INSTL LIQUID RESVS 0.065% 31 Dec 2099 07 Feb 2014 07 Feb 2014 STATE STREET BANK AND TRUST USD/CSW

146,731.000 1.000000 NJEL Local 100.000000 0.00 0.00 0.00 146,731.00 Base 100.000000 0.00 0.00 0.00 146,731.00

85749P9B9 STATE STR INSTL LIQUID RESVS 0.056% 31 Dec 2099 10 Feb 2014 10 Feb 2014 STATE STREET BANK AND TRUST USD/CSW

2,393,984.440 1.000000 NJEL Local 100.000000 0.00 0.00 0.00 2,393,984.44

Page 3 Prepared by State Street

Purchase Report by Report Date Composite

February 1, 2014 to February 28, 2014 View Date: March 11, 2014

Base 100.000000 0.00 0.00 0.00 2,393,984.44

85749P9B9 STATE STR INSTL LIQUID RESVS 0.065% 31 Dec 2099 11 Feb 2014 11 Feb 2014 STATE STREET BANK AND TRUST USD/CSW

655,989.940 1.000000 NJDF Local 100.000000 0.00 0.00 0.00 655,989.94 Base 100.000000 0.00 0.00 0.00 655,989.94

85749P9B9 STATE STR INSTL LIQUID RESVS 0.059% 31 Dec 2099 11 Feb 2014 11 Feb 2014 STATE STREET BANK AND TRUST USD/CSW

477,238.360 1.000000 NJEG Local 100.000000 0.00 0.00 0.00 477,238.36 Base 100.000000 0.00 0.00 0.00 477,238.36

85749P9B9 STATE STR INSTL LIQUID RESVS 0.061% 31 Dec 2099 12 Feb 2014 12 Feb 2014 STATE STREET BANK AND TRUST USD/CSW

756,656.250 1.000000 NJDF Local 100.000000 0.00 0.00 0.00 756,656.25 Base 100.000000 0.00 0.00 0.00 756,656.25

85749P9B9 STATE STR INSTL LIQUID RESVS 0.061% 31 Dec 2099 12 Feb 2014 12 Feb 2014 STATE STREET BANK AND TRUST USD/CSW

8,771,314.540 1.000000 NJEH Local 100.000000 0.00 0.00 0.00 8,771,314.54 Base 100.000000 0.00 0.00 0.00 8,771,314.54

85749P9B9 STATE STR INSTL LIQUID RESVS 0.068% 31 Dec 2099 13 Feb 2014 13 Feb 2014 STATE STREET BANK AND TRUST USD/CSW

1,433,564.450 1.000000 NJEG Local 100.000000 0.00 0.00 0.00 1,433,564.45 Base 100.000000 0.00 0.00 0.00 1,433,564.45

85749P9B9 STATE STR INSTL LIQUID RESVS 0.055% 31 Dec 2099 13 Feb 2014 13 Feb 2014 STATE STREET BANK AND TRUST USD/CSW

514,769.170 1.000000 NJEJ Local 100.000000 0.00 0.00 0.00 514,769.17 Base 100.000000 0.00 0.00 0.00 514,769.17

85749P9B9 STATE STR INSTL LIQUID RESVS 0.068% 31 Dec 2099 13 Feb 2014 13 Feb 2014 STATE STREET BANK AND TRUST USD/CSW

2,695,907.180 1.000000 NJDF Local 100.000000 0.00 0.00 0.00 2,695,907.18 Base 100.000000 0.00 0.00 0.00 2,695,907.18

85749P9B9 STATE STR INSTL LIQUID RESVS 0.063% 31 Dec 2099 14 Feb 2014 14 Feb 2014 STATE STREET BANK AND TRUST USD/CSW

Page 4 Prepared by State Street

Purchase Report by Report Date Composite

February 1, 2014 to February 28, 2014 View Date: March 11, 2014

14,678,336.830 1.000000 NJDF Local 100.000000 0.00 0.00 0.00 14,678,336.83 Base 100.000000 0.00 0.00 0.00 14,678,336.83

85749P9B9 STATE STR INSTL LIQUID RESVS 0.063% 31 Dec 2099 14 Feb 2014 14 Feb 2014 STATE STREET BANK AND TRUST USD/CSW

5,164,179.020 1.000000 NJEG Local 100.000000 0.00 0.00 0.00 5,164,179.02 Base 100.000000 0.00 0.00 0.00 5,164,179.02

85749P9B9 STATE STR INSTL LIQUID RESVS 0.068% 31 Dec 2099 18 Feb 2014 18 Feb 2014 STATE STREET BANK AND TRUST USD/CSW

2,424,807.870 1.000000 NJEL Local 100.000000 0.00 0.00 0.00 2,424,807.87 Base 100.000000 0.00 0.00 0.00 2,424,807.87

85749P9B9 STATE STR INSTL LIQUID RESVS 0.068% 31 Dec 2099 18 Feb 2014 18 Feb 2014 STATE STREET BANK AND TRUST USD/CSW

1,675,905.190 1.000000 NJEJ Local 100.000000 0.00 0.00 0.00 1,675,905.19 Base 100.000000 0.00 0.00 0.00 1,675,905.19

85749P9B9 STATE STR INSTL LIQUID RESVS 0.073% 31 Dec 2099 19 Feb 2014 19 Feb 2014 STATE STREET BANK AND TRUST USD/CSW

1,417,709.340 1.000000 NJDF Local 100.000000 0.00 0.00 0.00 1,417,709.34 Base 100.000000 0.00 0.00 0.00 1,417,709.34

85749P9B9 STATE STR INSTL LIQUID RESVS 0.070% 31 Dec 2099 20 Feb 2014 20 Feb 2014 STATE STREET BANK AND TRUST USD/CSW

1,751,865.040 1.000000 NJDF Local 100.000000 0.00 0.00 0.00 1,751,865.04 Base 100.000000 0.00 0.00 0.00 1,751,865.04

85749P9B9 STATE STR INSTL LIQUID RESVS 0.070% 31 Dec 2099 20 Feb 2014 20 Feb 2014 STATE STREET BANK AND TRUST USD/CSW

12,572,035.790 1.000000 NJEH Local 100.000000 0.00 0.00 0.00 12,572,035.79 Base 100.000000 0.00 0.00 0.00 12,572,035.79

85749P9B9 STATE STR INSTL LIQUID RESVS 0.070% 31 Dec 2099 20 Feb 2014 20 Feb 2014 STATE STREET BANK AND TRUST USD/CSW

4,937.490 1.000000 NJEJ Local 100.000000 0.00 0.00 0.00 4,937.49 Base 100.000000 0.00 0.00 0.00 4,937.49

85749P9B9 STATE STR INSTL LIQUID RESVS 1.000% 31 Dec 2099 21 Feb 2014 21 Feb 2014 STATE STREET BANK AND TRUST USD/CSW

Page 5 Prepared by State Street

Purchase Report by Report Date Composite

February 1, 2014 to February 28, 2014 View Date: March 11, 2014

6,842,072.100 1.000000 NJEG Local 100.000000 0.00 0.00 0.00 6,842,072.10 Base 100.000000 0.00 0.00 0.00 6,842,072.10

85749P9B9 STATE STR INSTL LIQUID RESVS 0.075% 31 Dec 2099 24 Feb 2014 24 Feb 2014 STATE STREET BANK AND TRUST USD/CSW

1,017,609.380 1.000000 NJEH Local 100.000000 0.00 0.00 0.00 1,017,609.38 Base 100.000000 0.00 0.00 0.00 1,017,609.38

85749P9B9 STATE STR INSTL LIQUID RESVS 0.075% 31 Dec 2099 24 Feb 2014 24 Feb 2014 STATE STREET BANK AND TRUST USD/CSW

728,774.250 1.000000 NJEJ Local 100.000000 0.00 0.00 0.00 728,774.25 Base 100.000000 0.00 0.00 0.00 728,774.25

85749P9B9 STATE STR INSTL LIQUID RESVS 0.075% 31 Dec 2099 24 Feb 2014 24 Feb 2014 STATE STREET BANK AND TRUST USD/CSW

272,535.710 1.000000 NJEL Local 100.000000 0.00 0.00 0.00 272,535.71 Base 100.000000 0.00 0.00 0.00 272,535.71

85749P9B9 STATE STR INSTL LIQUID RESVS 0.075% 31 Dec 2099 25 Feb 2014 25 Feb 2014 STATE STREET BANK AND TRUST USD/CSW

54,516.020 1.000000 NJEH Local 100.000000 0.00 0.00 0.00 54,516.02 Base 100.000000 0.00 0.00 0.00 54,516.02

85749P9B9 STATE STR INSTL LIQUID RESVS 0.075% 31 Dec 2099 26 Feb 2014 26 Feb 2014 STATE STREET BANK AND TRUST USD/CSW

3,458,914.930 1.000000 NJEH Local 100.000000 0.00 0.00 0.00 3,458,914.93 Base 100.000000 0.00 0.00 0.00 3,458,914.93

85749P9B9 STATE STR INSTL LIQUID RESVS 0.075% 31 Dec 2099 26 Feb 2014 26 Feb 2014 STATE STREET BANK AND TRUST USD/CSW

145,461.440 1.000000 NJEL Local 100.000000 0.00 0.00 0.00 145,461.44 Base 100.000000 0.00 0.00 0.00 145,461.44

85749P9B9 STATE STR INSTL LIQUID RESVS 0.072% 31 Dec 2099 27 Feb 2014 27 Feb 2014 STATE STREET BANK AND TRUST USD/CSW

545,970.140 1.000000 NJEH Local 100.000000 0.00 0.00 0.00 545,970.14 Base 100.000000 0.00 0.00 0.00 545,970.14

Page 6 Prepared by State Street

Purchase Report by Report Date Composite

February 1, 2014 to February 28, 2014 View Date: March 11, 2014

85749P9B9 STATE STR INSTL LIQUID RESVS 0.071% 31 Dec 2099 28 Feb 2014 28 Feb 2014 STATE STREET BANK AND TRUST USD/CSW

900,000.000 1.000000 NJEH Local 100.000000 0.00 0.00 0.00 900,000.00 Base 100.000000 0.00 0.00 0.00 900,000.00

85749P9B9 STATE STR INSTL LIQUID RESVS 0.071% 31 Dec 2099 28 Feb 2014 28 Feb 2014 STATE STREET BANK AND TRUST USD/CSW

815,501.870 1.000000 NJEJ Local 100.000000 0.00 0.00 0.00 815,501.87 Base 100.000000 0.00 0.00 0.00 815,501.87 85749P9B9 Total 84,468,615.770 Local 0.00 0.00 0.00 84,468,615.77 Base 0.00 0.00 0.00 84,468,615.77

US DOLLAR Total

84,468,615.770 Local 0.00 0.00 0.00 84,468,615.77 Base 0.00 0.00 0.00 84,468,615.77

CASH EQUIVALENTS Total 84,468,615.770 Base 0.00 0.00 0.00 84,468,615.77

EQUITY

US DOLLAR

172967333 CITIGROUP INC PREFERRED STOCK 6.87 06 Feb 2014 12 Feb 2014 WELLS FARGO SECURITIES LLC USD/DTC 40,000.000 1.000000 NJDG Local 24.630000 0.00 0.00 0.00 985,200.00 Base 24.630000 0.00 0.00 0.00 985,200.00

36186C509 ALLY FINANCIAL INC PREFERRED STOCK 12/4 30 Jan 2014 04 Feb 2014 BARCLAYS CAPITAL INC USD/DTC 60,000.000 1.000000 NJEH Local 25.300000 0.00 0.00 0.00 1,518,000.00 Base 25.300000 0.00 0.00 0.00 1,518,000.00

78409B207 SCE TRUST III PREFERRED STOCK VAR27 Feb 2014 J.P. MORGAN CLEARING CORP. USD/DTC 0.03 40,000.000 1.000000 NJDG Local 25.000000 0.00 1,200.00 0.00 1,001,200.00

Page 7 Prepared by State Street

Purchase Report by Report Date Composite

February 1, 2014 to February 28, 2014 View Date: March 11, 2014

Base 25.000000 0.00 1,200.00 0.00 1,001,200.00

ACI00P645 TPG SPECIALITY LENDING INC TSL LIMITED PARTNERSHIP 24 Feb 2014 24 Feb 2014 DIVIDEND REINVESTMENT USD/BOS 137,290.000 1.000000 NJBX Local 15.519999 0.00 0.00 0.00 2,130,740.78 Base 15.519999 0.00 0.00 0.00 2,130,740.78 US DOLLAR Total

277,290.000 Local 0.00 1,200.00 0.00 5,635,140.78 Base 0.00 1,200.00 0.00 5,635,140.78

EQUITY Total 277,290.000 Base 0.00 1,200.00 0.00 5,635,140.78

FIXED INCOME

US DOLLAR

00101JAF3 ADT CORP 3.5% 15 Jul 2022 27 Feb 2014 OPEN CREDIT SUISSE SECURITIES (USA) LLC USD/DTC 125,000.000 1.000000 NJEJ Local 91.500000 595.49 0.00 0.00 114,375.00 Base 91.500000 595.49 0.00 0.00 114,375.00

27 Feb 2014 OPEN DEUTSCHE BANK SECURITIES INC USD/DTC 125,000.000 1.000000 NJEJ Local 91.250000 595.49 0.00 0.00 114,062.50 Base 91.250000 595.49 0.00 0.00 114,062.50 00101JAF3 Total 250,000.000 Local 1,190.98 0.00 0.00 228,437.50 Base 1,190.98 0.00 0.00 228,437.50

00101JAG1 ADT CORP 4.875% 15 Jul 2042 19 Feb 2014 24 Feb 2014 JEFFERIES+ COMPANY INC USD/DTC 500,000.000 1.000000 NJEJ Local 79.300000 2,640.63 0.00 0.00 396,500.00 Base 79.300000 2,640.63 0.00 0.00 396,500.00

00507XAC9 ACTIVISION BLIZZARD INC 3.25% 11 Oct 2020 11 Feb 2014 PAYDOWN USD/OTH 63,750.000 1.000000 NJEG Local 100.000000 0.00 0.00 0.00 63,750.00 Base 100.000000 0.00 0.00 0.00 63,750.00

Page 8 Prepared by State Street

Purchase Report by Report Date Composite

February 1, 2014 to February 28, 2014 View Date: March 11, 2014

11 Feb 2014 CANCEL PAYDOWN USD/OTH -63,750.000 1.000000 NJEG Local 100.000000 0.00 0.00 0.00 -63,750.00 Base 100.000000 0.00 0.00 0.00 -63,750.00 00507XAC9 Total 0.000 Local 0.00 0.00 0.00 0.00 Base 0.00 0.00 0.00 0.00

01551UAB0 ALGECO SCOTSMAN GLOB FIN 10.75% 15 Oct 2019 07 Feb 2014 12 Feb 2014 DEUTSCHE BANK SECURITIES INC USD/DTC 500,000.000 1.000000 NJEJ Local 109.000000 17,468.75 0.00 0.00 545,000.00 Base 109.000000 17,468.75 0.00 0.00 545,000.00

016090AA0 WINDSTREAM HLDGS MIDWEST 6.75% 01 Apr 2028 26 Feb 2014 OPEN PERSHING LLC USD/DTC 425,000.000 1.000000 NJEL Local 96.000000 12,112.50 0.00 0.00 408,000.00 Base 96.000000 12,112.50 0.00 0.00 408,000.00

032801AA0 ANCESTRY.COM INC 9.625% 15 Oct 2018 18 Feb 2014 21 Feb 2014 MORGAN STANLEY CO INCORPORATED USD/DTC 250,000.000 1.000000 NJEJ Local 105.750000 10,293.40 0.00 0.00 264,375.00 Base 105.750000 10,293.40 0.00 0.00 264,375.00

03827FAU5 APPLIED SYS INC 1% 22 Jan 2022 12 Dec 2013 12 Feb 2014 15 COLIN HOCHSTIN USD/OTH 2,500,000.000 1.000000 NJEH Local 99.500000 0.00 0.00 0.00 2,487,500.00 Base 99.500000 0.00 0.00 0.00 2,487,500.00

04226QAD4 ARMORED AUTOGROUP INC 9.5% 01 Nov 2018 14 Feb 2014 20 Feb 2014 RBC CAPITAL MARKETS USD/DTC 150,000.000 1.000000 NJEL Local 98.250000 4,201.04 0.00 0.00 147,375.00 Base 98.250000 4,201.04 0.00 0.00 147,375.00

24 Feb 2014 27 Feb 2014 RBC CAPITAL MARKETS USD/DTC 25,000.000 1.000000 NJEL Local 98.500000 745.14 0.00 0.00 24,625.00 Base 98.500000 745.14 0.00 0.00 24,625.00 04226QAD4 Total 175,000.000 Local 4,946.18 0.00 0.00 172,000.00 Base 4,946.18 0.00 0.00 172,000.00

Page 9 Prepared by State Street

Purchase Report by Report Date Composite

February 1, 2014 to February 28, 2014 View Date: March 11, 2014

05578MAA0 BMC SOFTWARE FINANCE INC 8.125% 15 Jul 2021 20 Feb 2014 25 Feb 2014 CITIGROUPGLOBAL MARKETS INC SALOMON USD/DTC 250,000.000 1.000000 NJEJ Local 103.750000 2,256.94 0.00 0.00 259,375.00 Base 103.750000 2,256.94 0.00 0.00 259,375.00

121206AN6 BURGER KING CORP 1% 28 Sep 2019 13 Nov 2013 CANCEL JP MORGANCHASE BANK USD/OTH -1,072,285.350 1.000000 NJDF Local 100.750000 0.00 0.00 0.00 -1,080,327.49 Base 100.750000 0.00 0.00 0.00 -1,080,327.49

121206AN6 BURGER KING CORP 1% 28 Sep 2019 13 Nov 2013 CANCEL BANK OF AMERICA N A USD/OTH -423,926.770 1.000000 NJEG Local 100.749999 0.00 0.00 0.00 -427,106.22 Base 100.749999 0.00 0.00 0.00 -427,106.22

121206AN6 BURGER KING CORP 1% 28 Sep 2019 13 Nov 2013 JP MORGANCHASE BANK USD/OTH 1,072,285.350 1.000000 NJDF Local 100.750000 0.00 0.00 0.00 1,080,327.49 Base 100.750000 0.00 0.00 0.00 1,080,327.49

13 Nov 2013 CANCEL JP MORGANCHASE BANK USD/OTH -1,072,285.350 1.000000 NJDF Local 100.750000 0.00 0.00 0.00 -1,080,327.49 Base 100.750000 0.00 0.00 0.00 -1,080,327.49

121206AN6 BURGER KING CORP 1% 28 Sep 2019 13 Nov 2013 19 Feb 2014 BANK OF AMERICA N A USD/OTH 423,926.770 1.000000 NJEG Local 100.750000 0.00 0.00 0.00 427,106.22 Base 100.750000 0.00 0.00 0.00 427,106.22

121206AN6 BURGER KING CORP 1% 28 Sep 2019 13 Nov 2013 19 Feb 2014 JP MORGANCHASE BANK USD/OTH 1,072,285.350 1.000000 NJDF Local 100.750000 0.00 0.00 0.00 1,080,327.49 Base 100.750000 0.00 0.00 0.00 1,080,327.49 121206AN6 Total 0.000 Local 0.00 0.00 0.00 0.00 Base 0.00 0.00 0.00 0.00

1248EPAZ6 CCO HLDGS LLC/CAP CORP 5.125% 15 Feb 2023 19 Feb 2014 24 Feb 2014 MORGAN STANLEY CO INCORPORATED USD/DTC 150,000.000 1.000000 NJEL Local 96.875000 192.19 0.00 0.00 145,312.50 Base 96.875000 192.19 0.00 0.00 145,312.50

19 Feb 2014 24 Feb 2014 RBC CAPITAL MARKETS USD/DTC

Page 10 Prepared by State Street

Purchase Report by Report Date Composite

February 1, 2014 to February 28, 2014 View Date: March 11, 2014

150,000.000 1.000000 NJEL Local 96.875000 192.19 0.00 0.00 145,312.50 Base 96.875000 192.19 0.00 0.00 145,312.50 1248EPAZ6 Total 300,000.000 Local 384.38 0.00 0.00 290,625.00 Base 384.38 0.00 0.00 290,625.00

12505MAC0 CBS OUTDOOR AMERICAS CAP LLC 1% 31 Jan 2021 17 Jan 2014 27 Feb 2014 RESTRUCTURING USD/OTH 485,000.000 1.000000 NJDF Local 99.750000 0.00 0.00 0.00 483,787.50 Base 99.750000 0.00 0.00 0.00 483,787.50

17 Jan 2014 CITIBANK,N.A. USD/OTH 485,000.000 1.000000 NJDF Local 101.125000 0.00 0.00 0.00 490,456.25 Base 101.125000 0.00 0.00 0.00 490,456.25

17 Jan 2014 CANCEL CITIBANK,N.A. USD/OTH -485,000.000 1.000000 NJDF Local 101.125000 0.00 0.00 0.00 -490,456.25 Base 101.125000 0.00 0.00 0.00 -490,456.25

12505MAC0 CBS OUTDOOR AMERICAS CAP LLC 1% 31 Jan 2021 17 Jan 2014 27 Feb 2014 RESTRUCTURING USD/OTH 195,000.000 1.000000 NJEG Local 99.750000 0.00 0.00 0.00 194,512.50 Base 99.750000 0.00 0.00 0.00 194,512.50

17 Jan 2014 CITIBANK,N.A. USD/OTH 195,000.000 1.000000 NJEG Local 101.125000 0.00 0.00 0.00 197,193.75 Base 101.125000 0.00 0.00 0.00 197,193.75

17 Jan 2014 CANCEL CITIBANK,N.A. USD/OTH -195,000.000 1.000000 NJEG Local 101.125000 0.00 0.00 0.00 -197,193.75 Base 101.125000 0.00 0.00 0.00 -197,193.75

17 Jan 2014 27 Feb 2014 1 CITIBANK,N.A. USD/OTH 195,000.000 1.000000 NJEG Local 101.125000 0.00 0.00 0.00 197,193.75 Base 101.125000 0.00 0.00 0.00 197,193.75

12505MAC0 CBS OUTDOOR AMERICAS CAP LLC 1% 31 Jan 2021 17 Jan 2014 27 Feb 2014 1 CITIBANK,N.A. USD/OTH 485,000.000 1.000000 NJDF Local 101.125000 0.00 0.00 0.00 490,456.25 Base 101.125000 0.00 0.00 0.00 490,456.25

Page 11 Prepared by State Street

Purchase Report by Report Date Composite

February 1, 2014 to February 28, 2014 View Date: March 11, 2014

12505MAC0 Total 1,360,000.000 Local 0.00 0.00 0.00 1,365,950.00 Base 0.00 0.00 0.00 1,365,950.00

12543KAK0 CHS / COMMUNITY HEALTH SYS INC 100% 22 Jan 2021 22 Jan 2014 CANCEL CREDIT SUISSE FIRST BOSTON USD/OTH -500,000.000 1.000000 NJEG Local 99.500000 0.00 0.00 0.00 -497,500.00 Base 99.500000 0.00 0.00 0.00 -497,500.00

12543KAK0 CHS / COMMUNITY HEALTH SYS INC 100% 22 Jan 2021 22 Jan 2014 CANCEL CREDIT SUISSE FIRST BOSTON USD/OTH -1,250,000.000 1.000000 NJDF Local 99.500000 0.00 0.00 0.00 -1,243,750.00 Base 99.500000 0.00 0.00 0.00 -1,243,750.00

22 Jan 2014 07 Feb 2014 CREDIT SUISSE FIRST BOSTON USD/OTH 1,250,000.000 1.000000 NJDF Local 99.500000 0.00 0.00 0.00 1,243,750.00 Base 99.500000 0.00 0.00 0.00 1,243,750.00

12543KAK0 CHS / COMMUNITY HEALTH SYS INC 100% 22 Jan 2021 22 Jan 2014 07 Feb 2014 CREDIT SUISSE FIRST BOSTON USD/OTH 500,000.000 1.000000 NJEG Local 99.500000 0.00 0.00 0.00 497,500.00 Base 99.500000 0.00 0.00 0.00 497,500.00 12543KAK0 Total 0.000 Local 0.00 0.00 0.00 0.00 Base 0.00 0.00 0.00 0.00

12545DAB4 CHC HELICOPTER SA 9.25% 15 Oct 2020 28 Feb 2014 SHARE ADJUSTMENT USD/DTC 4,125.000 1.000000 NJEL Local 0.000000 0.00 0.00 0.00 0.00 Base 0.000000 0.00 0.00 0.00 0.00

28 Feb 2014 CANCEL SHARE ADJUSTMENT USD/DTC -4,125.000 1.000000 NJEL Local 0.000000 0.00 0.00 0.00 0.00 Base 0.000000 0.00 0.00 0.00 0.00

28 Feb 2014 28 Feb 2014 SHARE ADJUSTMENT USD/DTC 4,125.000 1.000000 NJEL Local 0.000000 0.00 0.00 0.00 0.00 Base 0.000000 0.00 0.00 0.00 0.00

Page 12 Prepared by State Street

Purchase Report by Report Date Composite

February 1, 2014 to February 28, 2014 View Date: March 11, 2014

12545DAB4 Total 4,125.000 Local 0.00 0.00 0.00 0.00 Base 0.00 0.00 0.00 0.00

12545DAF5 CHC HELICOPTER SA 9.375% 01 Jun 2021 18 Feb 2014 21 Feb 2014 MORGAN STANLEY CO INCORPORATED USD/DTC 1,000,000.000 1.000000 NJEJ Local 105.000000 20,833.33 0.00 0.00 1,050,000.00 Base 105.000000 20,833.33 0.00 0.00 1,050,000.00

125581GS1 CIT GROUP INC 3.875% 19 Feb 2019 12 Feb 2014 19 Feb 2014 MORGAN STANLEY CO INCORPORATED USD/DTC 1,000,000.000 1.000000 NJDG Local 100.000000 0.00 0.00 0.00 1,000,000.00 Base 100.000000 0.00 0.00 0.00 1,000,000.00

125581GS1 CIT GROUP INC 3.875% 19 Feb 2019 12 Feb 2014 19 Feb 2014 MORGAN STANLEY CO INCORPORATED USD/DTC 375,000.000 1.000000 NJEL Local 100.000000 0.00 0.00 0.00 375,000.00 Base 100.000000 0.00 0.00 0.00 375,000.00 125581GS1 Total 1,375,000.000 Local 0.00 0.00 0.00 1,375,000.00 Base 0.00 0.00 0.00 1,375,000.00

135087C77 CANADA GOVERNMENT 1.625% 27 Feb 2019 20 Feb 2014 STATE STREET BANK AND TRUST COMPANY USD/DTC 60,000,000.000 1.000000 NJBY Local 99.842000 0.00 0.00 0.00 59,905,200.00 Base 99.842000 0.00 0.00 0.00 59,905,200.00

20 Feb 2014 CANCEL STATE STREET BANK AND TRUST COMPANY USD/DTC -60,000,000.000 1.000000 NJBY Local 99.842000 0.00 0.00 0.00 -59,905,200.00 Base 99.842000 0.00 0.00 0.00 -59,905,200.00

20 Feb 2014 RBC CAPITAL MARKETS USD/DTC 60,000,000.000 1.000000 NJBY Local 99.842000 0.00 0.00 0.00 59,905,200.00 Base 99.842000 0.00 0.00 0.00 59,905,200.00

20 Feb 2014 CANCEL RBC CAPITAL MARKETS USD/DTC -60,000,000.000 1.000000 NJBY Local 99.842000 0.00 0.00 0.00 -59,905,200.00 Base 99.842000 0.00 0.00 0.00 -59,905,200.00

20 Feb 2014 27 Feb 2014 RBC CAPITAL MARKETS USD/DTC

Page 13 Prepared by State Street

Purchase Report by Report Date Composite

February 1, 2014 to February 28, 2014 View Date: March 11, 2014

60,000,000.000 1.000000 NJBY Local 99.842000 0.00 0.00 0.00 59,905,200.00 Base 99.842000 0.00 0.00 0.00 59,905,200.00 135087C77 Total 60,000,000.000 Local 0.00 0.00 0.00 59,905,200.00 Base 0.00 0.00 0.00 59,905,200.00

156700AM8 CENTURYLINK INC 7.6% 15 Sep 2039 24 Feb 2014 27 Feb 2014 CITIGROUPGLOBAL MARKETS INC SALOMON USD/DTC 150,000.000 1.000000 NJEL Local 93.500000 5,130.00 0.00 0.00 140,250.00 Base 93.500000 5,130.00 0.00 0.00 140,250.00

24 Feb 2014 27 Feb 2014 BNP PARIBAS SECURITIES CORP./FIXED USD/DTC 150,000.000 1.000000 NJEL Local 93.000000 5,130.00 0.00 0.00 139,500.00 Base 93.000000 5,130.00 0.00 0.00 139,500.00 156700AM8 Total 300,000.000 Local 10,260.00 0.00 0.00 279,750.00 Base 10,260.00 0.00 0.00 279,750.00

16961UAA4 CHINOS INTERMED HLDGS A 7.75% 01 May 2019 18 Feb 2014 21 Feb 2014 DEUTSCHE BANK SECURITIES INC USD/DTC 500,000.000 1.000000 NJEJ Local 103.250000 11,517.36 0.00 0.00 516,250.00 Base 103.250000 11,517.36 0.00 0.00 516,250.00

17121EAB3 CHRYSLER GP/CG CO ISSUER 8% 15 Jun 2019 03 Feb 2014 06 Feb 2014 BANK OF AMERICA SECURITIES LLC USD/DTC 2,065,000.000 1.000000 NJDF Local 109.125000 23,403.33 0.00 0.00 2,253,431.25 Base 109.125000 23,403.33 0.00 0.00 2,253,431.25

17121EAB3 CHRYSLER GP/CG CO ISSUER 8% 15 Jun 2019 03 Feb 2014 06 Feb 2014 BANK OF AMERICA SECURITIES LLC USD/DTC 885,000.000 1.000000 NJEG Local 109.125000 10,030.00 0.00 0.00 965,756.25 Base 109.125000 10,030.00 0.00 0.00 965,756.25

17121EAB3 CHRYSLER GP/CG CO ISSUER 8% 15 Jun 2019 05 Feb 2014 10 Feb 2014 MORGAN STANLEY CO INCORPORATED USD/DTC 2,000,000.000 1.000000 NJDG Local 108.875000 24,444.44 0.00 0.00 2,177,499.99 Base 108.875000 24,444.44 0.00 0.00 2,177,499.99 17121EAB3 Total 4,950,000.000 Local 57,877.77 0.00 0.00 5,396,687.49 Base 57,877.77 0.00 0.00 5,396,687.49

Page 14 Prepared by State Street

Purchase Report by Report Date Composite

February 1, 2014 to February 28, 2014 View Date: March 11, 2014

17121EAE7 CHRYSLER GP/CG CO ISSUER 8% 15 Jun 2019 04 Feb 2014 07 Feb 2014 BANK OF AMERICA SECURITIES LLC USD/DTC 500,000.000 1.000000 NJDG Local 108.250000 5,777.78 0.00 0.00 541,250.00 Base 108.250000 5,777.78 0.00 0.00 541,250.00

17275RAR3 CISCO SYSTEMS INC 2.125% 01 Mar 2019 24 Feb 2014 OPEN DEUTSCHE BANK SECURITIES INC USD/DTC 40,000,000.000 1.000000 NJBY Local 99.929000 0.00 0.00 0.00 39,971,600.00 Base 99.929000 0.00 0.00 0.00 39,971,600.00

181593AJ3 CLARKE AMERN CORP 1% 31 Aug 2019 28 Jan 2014 CANCEL CREDIT SUISSE AG, SINGAPORE BRANCH USD/OTH -500,000.000 1.000000 NJEL Local 99.500000 0.00 0.00 0.00 -497,500.00 Base 99.500000 0.00 0.00 0.00 -497,500.00

28 Jan 2014 13 Feb 2014 CREDIT SUISSE AG, SINGAPORE BRANCH USD/OTH 500,000.000 1.000000 NJEL Local 99.500000 0.00 0.00 0.00 497,500.00 Base 99.500000 0.00 0.00 0.00 497,500.00 181593AJ3 Total 0.000 Local 0.00 0.00 0.00 0.00 Base 0.00 0.00 0.00 0.00

184502BP6 CLEAR CHANNEL COMMUNICAT 14% 01 Feb 2021 03 Feb 2014 05 Feb 2014 2 AUTREPAT-INT RE USD/DTC 5,000.000 1.000000 NJEJ Local 100.000000 0.00 0.00 0.00 5,000.00 Base 100.000000 0.00 0.00 0.00 5,000.00

184502BQ4 CLEAR CHANNEL COMMUNICAT 14% 01 Feb 2021 20 Feb 2014 21 Feb 2014 1 EXCHANGE OFFER (NON CASH) USD/DTC 505,000.000 1.000000 NJEJ Local 93.547176 3,198.33 0.00 0.00 472,413.24 Base 93.547176 3,198.33 0.00 0.00 472,413.24

18911XAA5 CLOUD PEAK ENRGY RES/FIN 6.375% 15 Mar 2024 27 Feb 2014 OPEN GOLDMAN SACHS + CO USD/DTC 750,000.000 1.000000 NJEH Local 100.000000 0.00 0.00 0.00 750,000.00 Base 100.000000 0.00 0.00 0.00 750,000.00

27 Feb 2014 OPEN GOLDMAN SACHS + CO USD/DTC 125,000.000 1.000000 NJEH Local 103.125000 0.00 0.00 0.00 128,906.25 Base 103.125000 0.00 0.00 0.00 128,906.25

18911XAA5 CLOUD PEAK ENRGY RES/FIN 6.375% 15 Mar 2024 27 Feb 2014 OPEN GOLDMAN SACHS + CO USD/DTC

Page 15 Prepared by State Street

Purchase Report by Report Date Composite

February 1, 2014 to February 28, 2014 View Date: March 11, 2014

125,000.000 1.000000 NJEL Local 100.000000 0.00 0.00 0.00 125,000.00 Base 100.000000 0.00 0.00 0.00 125,000.00

27 Feb 2014 OPEN GOLDMAN SACHS + CO USD/DTC 125,000.000 1.000000 NJEL Local 103.250000 0.00 0.00 0.00 129,062.50 Base 103.250000 0.00 0.00 0.00 129,062.50

27 Feb 2014 OPEN PERSHING LLC USD/DTC 125,000.000 1.000000 NJEL Local 103.250000 0.00 0.00 0.00 129,062.50 Base 103.250000 0.00 0.00 0.00 129,062.50 18911XAA5 Total 1,250,000.000 Local 0.00 0.00 0.00 1,262,031.25 Base 0.00 0.00 0.00 1,262,031.25

19416QEF3 COLGATE PALMOLIVE CO 1.75% 15 Mar 2019 26 Feb 2014 OPEN CITIGROUPGLOBAL MARKETS INC SALOMON USD/DTC 85,000,000.000 1.000000 NJBY Local 99.880000 0.00 0.00 0.00 84,898,000.00 Base 99.880000 0.00 0.00 0.00 84,898,000.00

22282EAF9 COVANTA HOLDING CORP 5.875% 01 Mar 2024 20 Feb 2014 OPEN BARCLAYS CAPITAL INC. USD/DTC 1,050,000.000 1.000000 NJDF Local 100.000000 0.00 0.00 0.00 1,050,000.00 Base 100.000000 0.00 0.00 0.00 1,050,000.00

22282EAF9 COVANTA HOLDING CORP 5.875% 01 Mar 2024 20 Feb 2014 OPEN BARCLAYS CAPITAL INC. USD/DTC 400,000.000 1.000000 NJEG Local 100.000000 0.00 0.00 0.00 400,000.00 Base 100.000000 0.00 0.00 0.00 400,000.00

22282EAF9 COVANTA HOLDING CORP 5.875% 01 Mar 2024 20 Feb 2014 OPEN PERSHING LLC USD/DTC 550,000.000 1.000000 NJEL Local 101.625000 0.00 0.00 0.00 558,937.50 Base 101.625000 0.00 0.00 0.00 558,937.50

20 Feb 2014 OPEN BARCLAYS CAPITAL INC. USD/DTC 225,000.000 1.000000 NJEL Local 100.000000 0.00 0.00 0.00 225,000.00 Base 100.000000 0.00 0.00 0.00 225,000.00

24 Feb 2014 OPEN BARCLAYS CAPITAL INC. USD/DTC 25,000.000 1.000000 NJEL Local 101.875000 0.00 0.00 0.00 25,468.75 Base 101.875000 0.00 0.00 0.00 25,468.75

Page 16 Prepared by State Street

Purchase Report by Report Date Composite

February 1, 2014 to February 28, 2014 View Date: March 11, 2014

22282EAF9 Total 2,250,000.000 Local 0.00 0.00 0.00 2,259,406.25 Base 0.00 0.00 0.00 2,259,406.25

22822TAT3 CROWN CASTLE OPERATING CO 1% 31 Jan 2021 13 Dec 2013 CANCEL RESTRUCTURING USD/OTH -430,000.000 1.000000 NJEG Local 99.500000 0.00 0.00 0.00 -427,850.00 Base 99.500000 0.00 0.00 0.00 -427,850.00

22822TAT3 CROWN CASTLE OPERATING CO 1% 31 Jan 2021 13 Dec 2013 CANCEL RESTRUCTURING USD/OTH -1,070,000.000 1.000000 NJDF Local 99.500000 0.00 0.00 0.00 -1,064,650.00 Base 99.500000 0.00 0.00 0.00 -1,064,650.00

22822TAT3 CROWN CASTLE OPERATING CO 1% 31 Jan 2021 13 Dec 2013 05 Feb 2014 BANK OF AMERICA N.A. USD/OTH 430,000.000 1.000000 NJEG Local 99.500000 0.00 0.00 0.00 427,850.00 Base 99.500000 0.00 0.00 0.00 427,850.00

22822TAT3 CROWN CASTLE OPERATING CO 1% 31 Jan 2021 13 Dec 2013 05 Feb 2014 BANK OF AMERICA N.A. USD/OTH 1,070,000.000 1.000000 NJDF Local 99.500000 0.00 0.00 0.00 1,064,650.00 Base 99.500000 0.00 0.00 0.00 1,064,650.00 22822TAT3 Total 0.000 Local 0.00 0.00 0.00 0.00 Base 0.00 0.00 0.00 0.00

252603AA3 DIAMOND FOODS INC 7% 15 Mar 2019 13 Feb 2014 19 Feb 2014 CREDIT SUISSE SECURITIES (USA) LLC USD/DTC 500,000.000 1.000000 NJEJ Local 100.000000 0.00 0.00 0.00 500,000.00 Base 100.000000 0.00 0.00 0.00 500,000.00

25456NAD7 DIRECTBUY HLDGS INC 12% 31 Oct 2019 01 Feb 2014 03 Feb 2014 2 AUTREPAT-INT RE USD/DTC 2,100.000 1.000000 NJEL Local 100.000000 0.00 0.00 0.00 2,100.00 Base 100.000000 0.00 0.00 0.00 2,100.00

30204GAB1 EXGEN RENEWABLES I LLC 1% 14 Feb 2021 05 Feb 2014 BARCLAYS CAPITAL INC, NEW YORK USD/OTH 100,000.000 1.000000 NJEG Local 99.500000 0.00 0.00 0.00 99,500.00 Base 99.500000 0.00 0.00 0.00 99,500.00

05 Feb 2014 CANCEL BARCLAYS CAPITAL INC, NEW YORK USD/OTH

Page 17 Prepared by State Street

Purchase Report by Report Date Composite

February 1, 2014 to February 28, 2014 View Date: March 11, 2014

-100,000.000 1.000000 NJEG Local 99.500000 0.00 0.00 0.00 -99,500.00 Base 99.500000 0.00 0.00 0.00 -99,500.00

30204GAB1 EXGEN RENEWABLES I LLC 1% 14 Feb 2021 05 Feb 2014 BARCLAYS CAPITAL INC, NEW YORK USD/OTH 245,000.000 1.000000 NJDF Local 99.500000 0.00 0.00 0.00 243,775.00 Base 99.500000 0.00 0.00 0.00 243,775.00

05 Feb 2014 CANCEL BARCLAYS CAPITAL INC, NEW YORK USD/OTH -245,000.000 1.000000 NJDF Local 99.500000 0.00 0.00 0.00 -243,775.00 Base 99.500000 0.00 0.00 0.00 -243,775.00

05 Feb 2014 20 Feb 2014 BARCLAYS CAPITAL INC, NEW YORK USD/OTH 245,000.000 1.000000 NJDF Local 99.500000 0.00 0.00 0.00 243,775.00 Base 99.500000 0.00 0.00 0.00 243,775.00

30204GAB1 EXGEN RENEWABLES I LLC 1% 14 Feb 2021 05 Feb 2014 20 Feb 2014 BARCLAYS CAPITAL INC, NEW YORK USD/OTH 100,000.000 1.000000 NJEG Local 99.500000 0.00 0.00 0.00 99,500.00 Base 99.500000 0.00 0.00 0.00 99,500.00 30204GAB1 Total 345,000.000 Local 0.00 0.00 0.00 343,275.00 Base 0.00 0.00 0.00 343,275.00

30283FAB7 CHS/COMMUNITY HEALTH SYS 6.875% 01 Feb 2022 07 Feb 2014 12 Feb 2014 JPMORGAN SECURITIES INC USD/DTC 250,000.000 1.000000 NJEJ Local 104.125000 716.15 0.00 0.00 260,312.50 Base 104.125000 716.15 0.00 0.00 260,312.50

07 Feb 2014 12 Feb 2014 JPMORGAN SECURITIES INC USD/DTC 250,000.000 1.000000 NJEJ Local 103.875000 716.15 0.00 0.00 259,687.50 Base 103.875000 716.15 0.00 0.00 259,687.50 30283FAB7 Total 500,000.000 Local 1,432.30 0.00 0.00 520,000.00 Base 1,432.30 0.00 0.00 520,000.00

31679BAF7 FIFTH STREET FINANCE CORP 4.875% 01 Mar 2019 14 Feb 2014 26 Feb 2014 GOLDMAN SACHS + CO USD/DTC 5,000,000.000 1.000000 NJDG Local 99.451000 0.00 0.00 0.00 4,972,550.00 Base 99.451000 0.00 0.00 0.00 4,972,550.00

Page 18 Prepared by State Street

Purchase Report by Report Date Composite

February 1, 2014 to February 28, 2014 View Date: March 11, 2014

319963BK9 FIRST DATA CORPORATION 11.75% 15 Aug 2021 06 Jun 2013 CANCEL DEUTSCHE BANK SECURITIES INC USD/DTC -200,000.000 1.000000 NJEL Local 94.000000 -783.33 0.00 0.00 -188,000.00 Base 94.000000 -783.33 0.00 0.00 -188,000.00

07 Jun 2013 CANCEL CITIGROUPGLOBAL MARKETS INC SALOMON USD/DTC -200,000.000 1.000000 NJEL Local 94.000000 -848.61 0.00 0.00 -188,000.00 Base 94.000000 -848.61 0.00 0.00 -188,000.00

17 Jun 2013 CANCEL MORGAN STANLEY CO INCORPORATED USD/DTC -75,000.000 1.000000 NJEL Local 93.875000 -514.06 0.00 0.00 -70,406.25 Base 93.875000 -514.06 0.00 0.00 -70,406.25

11 Jul 2013 CANCEL MORGAN STANLEY CO INCORPORATED USD/DTC -100,000.000 1.000000 NJEL Local 94.875000 -1,534.03 0.00 0.00 -94,875.00 Base 94.875000 -1,534.03 0.00 0.00 -94,875.00

16 Jul 2013 CANCEL CITIGROUPGLOBAL MARKETS INC SALOMON USD/DTC -200,000.000 1.000000 NJEL Local 98.000000 -3,263.89 0.00 0.00 -196,000.00 Base 98.000000 -3,263.89 0.00 0.00 -196,000.00

22 Oct 2013 CANCEL JPMORGAN SECURITIES INC USD/DTC -240,000.000 1.000000 NJEL Local 101.750000 -11,593.33 0.00 0.00 -244,200.00 Base 101.750000 -11,593.33 0.00 0.00 -244,200.00

22 Oct 2013 CANCEL MORGAN STANLEY CO INCORPORATED USD/DTC -725,000.000 1.000000 NJEL Local 102.500000 -35,021.53 0.00 0.00 -743,125.00 Base 102.500000 -35,021.53 0.00 0.00 -743,125.00

06 Jun 2013 DEUTSCHE BANK SECURITIES INC USD/DTC 200,000.000 1.000000 NJEL Local 94.000500 718.06 0.00 0.00 188,001.00 Base 94.000500 718.06 0.00 0.00 188,001.00

06 Jun 2013 CANCEL DEUTSCHE BANK SECURITIES INC USD/DTC -200,000.000 1.000000 NJEL Local 94.000500 -718.06 0.00 0.00 -188,001.00 Base 94.000500 -718.06 0.00 0.00 -188,001.00

22 Oct 2013 21 Jan 2014 88 JPMORGAN SECURITIES INC USD/DTC 240,000.000 1.000000 NJEL Local 101.750000 11,358.33 0.00 0.00 244,200.00 Page 19 Prepared by State Street

Purchase Report by Report Date Composite

February 1, 2014 to February 28, 2014 View Date: March 11, 2014

Base 101.750000 11,358.33 0.00 0.00 244,200.00

06 Jun 2013 11 Jun 2013 DEUTSCHE BANK SECURITIES INC USD/DTC 200,000.000 1.000000 NJEL Local 94.000000 783.33 0.00 0.00 188,000.00 Base 94.000000 783.33 0.00 0.00 188,000.00

16 Jul 2013 19 Jul 2013 CITIGROUPGLOBAL MARKETS INC SALOMON USD/DTC 200,000.000 1.000000 NJEL Local 98.000105 3,198.40 0.00 0.00 196,000.21 Base 98.000105 3,198.40 0.00 0.00 196,000.21

06 Jun 2013 11 Jun 2013 DEUTSCHE BANK SECURITIES INC USD/DTC 200,000.000 1.000000 NJEL Local 94.000000 718.06 0.00 0.00 188,000.00 Base 94.000000 718.06 0.00 0.00 188,000.00

11 Jul 2013 16 Jul 2013 MORGAN STANLEY CO INCORPORATED USD/DTC 100,000.000 1.000000 NJEL Local 94.875000 1,501.39 0.00 0.00 94,875.00 Base 94.875000 1,501.39 0.00 0.00 94,875.00

17 Jun 2013 20 Jun 2013 MORGAN STANLEY CO INCORPORATED USD/DTC 75,000.000 1.000000 NJEL Local 93.875000 489.58 0.00 0.00 70,406.25 Base 93.875000 489.58 0.00 0.00 70,406.25

22 Oct 2013 25 Oct 2013 MORGAN STANLEY CO INCORPORATED USD/DTC 725,000.000 1.000000 NJEL Local 102.499998 34,311.64 0.00 0.00 743,124.99 Base 102.499998 34,311.64 0.00 0.00 743,124.99 319963BK9 Total 0.000 Local -1,198.05 0.00 0.00 0.20 Base -1,198.05 0.00 0.00 0.20

335934AD7 FIRST QUANTUM MINERALS L 6.75% 15 Feb 2020 07 Feb 2014 EXCHANGE OFFER USD/DTC 1,150,000.000 1.000000 NJDG Local 100.000000 0.00 0.00 0.00 1,150,000.00 Base 100.000000 0.00 0.00 0.00 1,150,000.00

07 Feb 2014 CANCEL EXCHANGE OFFER USD/DTC -1,150,000.000 1.000000 NJDG Local 100.000000 0.00 0.00 0.00 -1,150,000.00 Base 100.000000 0.00 0.00 0.00 -1,150,000.00

335934AD7 FIRST QUANTUM MINERALS L 6.75% 15 Feb 2020 07 Feb 2014 EXCHANGE OFFER USD/DTC

Page 20 Prepared by State Street

Purchase Report by Report Date Composite

February 1, 2014 to February 28, 2014 View Date: March 11, 2014

565,000.000 1.000000 NJEJ Local 100.000000 0.00 0.00 0.00 565,000.00 Base 100.000000 0.00 0.00 0.00 565,000.00

07 Feb 2014 CANCEL EXCHANGE OFFER USD/DTC -565,000.000 1.000000 NJEJ Local 100.000000 0.00 0.00 0.00 -565,000.00 Base 100.000000 0.00 0.00 0.00 -565,000.00

335934AD7 FIRST QUANTUM MINERALS L 6.75% 15 Feb 2020 07 Feb 2014 12 Feb 2014 5 EXCHANGE OFFER USD/DTC 1,150,000.000 1.000000 NJDG Local 100.750000 0.00 0.00 0.00 1,158,625.00 Base 100.750000 0.00 0.00 0.00 1,158,625.00

335934AD7 FIRST QUANTUM MINERALS L 6.75% 15 Feb 2020 07 Feb 2014 12 Feb 2014 5 EXCHANGE OFFER USD/DTC 565,000.000 1.000000 NJEJ Local 100.750000 0.00 0.00 0.00 569,237.50 Base 100.750000 0.00 0.00 0.00 569,237.50 335934AD7 Total 1,715,000.000 Local 0.00 0.00 0.00 1,727,862.50 Base 0.00 0.00 0.00 1,727,862.50

335934AF2 FIRST QUANTUM MINERALS L 7% 15 Feb 2021 07 Feb 2014 EXCHANGE OFFER USD/DTC 1,150,000.000 1.000000 NJDG Local 100.000000 0.00 0.00 0.00 1,150,000.00 Base 100.000000 0.00 0.00 0.00 1,150,000.00

07 Feb 2014 CANCEL EXCHANGE OFFER USD/DTC -1,150,000.000 1.000000 NJDG Local 100.000000 0.00 0.00 0.00 -1,150,000.00 Base 100.000000 0.00 0.00 0.00 -1,150,000.00

335934AF2 FIRST QUANTUM MINERALS L 7% 15 Feb 2021 07 Feb 2014 EXCHANGE OFFER USD/DTC 565,000.000 1.000000 NJEJ Local 100.000000 0.00 0.00 0.00 565,000.00 Base 100.000000 0.00 0.00 0.00 565,000.00

07 Feb 2014 CANCEL EXCHANGE OFFER USD/DTC -565,000.000 1.000000 NJEJ Local 100.000000 0.00 0.00 0.00 -565,000.00 Base 100.000000 0.00 0.00 0.00 -565,000.00

335934AF2 FIRST QUANTUM MINERALS L 7% 15 Feb 2021 07 Feb 2014 12 Feb 2014 5 EXCHANGE OFFER USD/DTC 1,150,000.000 1.000000 NJDG Local 101.000000 0.00 0.00 0.00 1,161,500.00 Base 101.000000 0.00 0.00 0.00 1,161,500.00

Page 21 Prepared by State Street

Purchase Report by Report Date Composite

February 1, 2014 to February 28, 2014 View Date: March 11, 2014

335934AF2 FIRST QUANTUM MINERALS L 7% 15 Feb 2021 07 Feb 2014 12 Feb 2014 5 EXCHANGE OFFER USD/DTC 565,000.000 1.000000 NJEJ Local 101.000000 0.00 0.00 0.00 570,650.00 Base 101.000000 0.00 0.00 0.00 570,650.00 335934AF2 Total 1,715,000.000 Local 0.00 0.00 0.00 1,732,150.00 Base 0.00 0.00 0.00 1,732,150.00

346091AZ4 FOREST OIL CORPORATION 7.25% 15 Jun 2019 26 Feb 2014 OPEN WELLS FARGO SECURITIES LLC USD/DTC 500,000.000 1.000000 NJDG Local 93.500000 7,854.17 0.00 0.00 467,500.00 Base 93.500000 7,854.17 0.00 0.00 467,500.00

27 Feb 2014 OPEN GOLDMAN SACHS + CO USD/DTC 1,000,000.000 1.000000 NJDG Local 87.500000 15,909.72 0.00 0.00 875,000.00 Base 87.500000 15,909.72 0.00 0.00 875,000.00 346091AZ4 Total 1,500,000.000 Local 23,763.89 0.00 0.00 1,342,500.00 Base 23,763.89 0.00 0.00 1,342,500.00

35804GAJ7 FRESENIUS US FINANCE II 4.25% 01 Feb 2021 11 Feb 2014 14 Feb 2014 JPMORGAN CHASE BANK/RBS SECURITIES USD/DTC 1,000,000.000 1.000000 NJDG Local 100.000000 0.00 0.00 0.00 1,000,000.00 Base 100.000000 0.00 0.00 0.00 1,000,000.00

37045XAG1 GENERAL MOTORS FINL CO 2.75% 15 May 2016 31 Jan 2014 06 Feb 2014 6 EXCHANGE OFFER (NON CASH) USD/DTC 150,000.000 1.000000 NJEJ Local 100.000000 870.83 0.00 0.00 150,000.00 Base 100.000000 870.83 0.00 0.00 150,000.00

37045XAJ5 GENERAL MOTORS FINL CO 3.25% 15 May 2018 31 Jan 2014 06 Feb 2014 6 EXCHANGE OFFER (NON CASH) USD/DTC 500,000.000 1.000000 NJEJ Local 100.375000 3,430.56 0.00 0.00 501,875.00 Base 100.375000 3,430.56 0.00 0.00 501,875.00

37045XAJ5 GENERAL MOTORS FINL CO 3.25% 15 May 2018 31 Jan 2014 06 Feb 2014 6 EXCHANGE OFFER (NON CASH) USD/DTC 100,000.000 1.000000 NJEL Local 100.000000 686.11 0.00 0.00 100,000.00 Base 100.000000 686.11 0.00 0.00 100,000.00

Page 22 Prepared by State Street

Purchase Report by Report Date Composite

February 1, 2014 to February 28, 2014 View Date: March 11, 2014

37045XAJ5 Total 600,000.000 Local 4,116.67 0.00 0.00 601,875.00 Base 4,116.67 0.00 0.00 601,875.00

37045XAL0 GENERAL MOTORS FINL CO 4.25% 15 May 2023 31 Jan 2014 06 Feb 2014 6 EXCHANGE OFFER (NON CASH) USD/DTC 1,000,000.000 1.000000 NJEJ Local 97.125000 8,972.22 0.00 0.00 971,250.00 Base 97.125000 8,972.22 0.00 0.00 971,250.00

37045XAL0 GENERAL MOTORS FINL CO 4.25% 15 May 2023 31 Jan 2014 06 Feb 2014 6 EXCHANGE OFFER (NON CASH) USD/DTC 725,000.000 1.000000 NJEL Local 95.708332 6,504.86 0.00 0.00 693,885.41 Base 95.708332 6,504.86 0.00 0.00 693,885.41 37045XAL0 Total 1,725,000.000 Local 15,477.08 0.00 0.00 1,665,135.41 Base 15,477.08 0.00 0.00 1,665,135.41

37953DAB6 GLOBAL AVIATION HLDGS INC 1% 13 Feb 2018 03 Feb 2014 18 Feb 2014 15 PAYMENT IN KIND USD/OTH 23.760 1.000000 NJEL Local 100.000000 0.00 0.00 0.00 23.76 Base 100.000000 0.00 0.00 0.00 23.76

38259PAD4 GOOGLE INC 3.375% 25 Feb 2024 20 Feb 2014 25 Feb 2014 BANK OF AMERICA SECURITIES LLC USD/DTC 30,000,000.000 1.000000 NJBY Local 99.983000 0.00 0.00 0.00 29,994,900.00 Base 99.983000 0.00 0.00 0.00 29,994,900.00

398433AG7 GRIFFON CORPORATION 5.25% 01 Mar 2022 12 Feb 2014 27 Feb 2014 DEUTSCHE BANK SECURITIES INC USD/DTC 2,000,000.000 1.000000 NJDG Local 100.000000 0.00 0.00 0.00 2,000,000.00 Base 100.000000 0.00 0.00 0.00 2,000,000.00

404119BF5 HCA INC 8.5% 15 Apr 2019 06 Feb 2014 11 Feb 2014 GOLDMAN SACHS + CO USD/DTC 1,000,000.000 1.000000 NJEL Local 105.450000 27,388.89 0.00 0.00 1,054,500.00 Base 105.450000 27,388.89 0.00 0.00 1,054,500.00

41146AAE6 HARBINGER GROUP INC 7.875% 15 Jul 2019 30 Jan 2014 05 Feb 2014 6 EXCHANGE OFFER (NON CASH) USD/DTC 2,750,000.000 1.000000 NJEH Local 101.205402 9,023.44 0.00 0.00 2,783,148.56 Base 101.205402 9,023.44 0.00 0.00 2,783,148.56

Page 23 Prepared by State Street

Purchase Report by Report Date Composite

February 1, 2014 to February 28, 2014 View Date: March 11, 2014

41146AAE6 HARBINGER GROUP INC 7.875% 15 Jul 2019 30 Jan 2014 05 Feb 2014 6 EXCHANGE OFFER (NON CASH) USD/DTC 300,000.000 1.000000 NJEL Local 100.101660 984.38 0.00 0.00 300,304.98 Base 100.101660 984.38 0.00 0.00 300,304.98 41146AAE6 Total 3,050,000.000 Local 10,007.82 0.00 0.00 3,083,453.54 Base 10,007.82 0.00 0.00 3,083,453.54

44986UAC3 INEOS GROUP HOLDINGS SA 5.875% 15 Feb 2019 11 Feb 2014 18 Feb 2014 CITIGROUPGLOBAL MARKETS INC SALOMON USD/DTC 500,000.000 1.000000 NJDG Local 100.000000 0.00 0.00 0.00 500,000.00 Base 100.000000 0.00 0.00 0.00 500,000.00

451102AZ0 ICAHN ENTERPRISES/FIN 4.875% 15 Mar 2019 10 Feb 2014 13 Feb 2014 CITIGROUPGLOBAL MARKETS INC SALOMON USD/DTC 1,000,000.000 1.000000 NJDG Local 100.125000 2,979.17 0.00 0.00 1,001,250.00 Base 100.125000 2,979.17 0.00 0.00 1,001,250.00

459053XP4 IBRD DISCOUNT NOTE 0.01% 02 Jun 2014 06 Feb 2014 11 Feb 2014 BARCLAYS BANK USD/FED 100,000,000.000 1.000000 NJDN Local 99.966083 0.00 0.00 0.00 99,966,083.32 Base 99.966083 0.00 0.00 0.00 99,966,083.32

459200GU9 IBM CORP 2% 05 Jan 2016 07 Feb 2014 12 Feb 2014 MESIROW FINANCIAL INC USD/DTC 10,000,000.000 1.000000 NJDN Local 102.934000 20,555.56 0.00 0.00 10,293,400.00 Base 102.934000 20,555.56 0.00 0.00 10,293,400.00

459200HV6 IBM CORP 1% 05 Feb 2016 06 Feb 2014 12 Feb 2014 BNP PARIBAS SECURITIES CORP./FIXED USD/DTC 60,000,000.000 1.000000 NJDN Local 100.000000 0.00 0.00 0.00 60,000,000.00 Base 100.000000 0.00 0.00 0.00 60,000,000.00

46611VAP0 JBS USA LLC 1% 18 Sep 2020 18 Dec 2013 CANCEL JP MORGANCHASE BANK USD/OTH -1,446,375.000 1.000000 NJDF Local 100.125000 0.00 0.00 0.00 -1,448,182.97 Base 100.125000 0.00 0.00 0.00 -1,448,182.97

46611VAP0 JBS USA LLC 1% 18 Sep 2020 18 Dec 2013 CANCEL JP MORGANCHASE BANK USD/OTH -573,562.500 1.000000 NJEG Local 100.125000 0.00 0.00 0.00 -574,279.45 Base 100.125000 0.00 0.00 0.00 -574,279.45

Page 24 Prepared by State Street

Purchase Report by Report Date Composite

February 1, 2014 to February 28, 2014 View Date: March 11, 2014

18 Dec 2013 07 Feb 2014 JP MORGANCHASE BANK USD/OTH 573,562.500 1.000000 NJEG Local 100.125000 0.00 0.00 0.00 574,279.45 Base 100.125000 0.00 0.00 0.00 574,279.45

46611VAP0 JBS USA LLC 1% 18 Sep 2020 18 Dec 2013 07 Feb 2014 JP MORGANCHASE BANK USD/OTH 1,446,375.000 1.000000 NJDF Local 100.125000 0.00 0.00 0.00 1,448,182.97 Base 100.125000 0.00 0.00 0.00 1,448,182.97 46611VAP0 Total 0.000 Local 0.00 0.00 0.00 0.00 Base 0.00 0.00 0.00 0.00

496902AL1 KINROSS GOLD CORP 5.95% 15 Mar 2024 27 Feb 2014 OPEN JPMORGAN CHASE BANK/RBS SECURITIES USD/DTC 2,000,000.000 1.000000 NJDG Local 99.655000 0.00 0.00 0.00 1,993,100.00 Base 99.655000 0.00 0.00 0.00 1,993,100.00

50105HAD3 KRONOS WORLDWIDE INC 1% 18 Feb 2020 12 Feb 2014 DEUTSCHE BANK SECURITIES USD/OTH 375,000.000 1.000000 NJEL Local 99.500000 0.00 0.00 0.00 373,125.00 Base 99.500000 0.00 0.00 0.00 373,125.00

526057BT0 LENNAR CORP 4.5% 15 Jun 2019 05 Feb 2014 12 Feb 2014 CITIGROUPGLOBAL MARKETS INC SALOMON USD/DTC 1,200,000.000 1.000000 NJDG Local 100.000000 0.00 0.00 0.00 1,200,000.00 Base 100.000000 0.00 0.00 0.00 1,200,000.00

532457BF4 ELI LILLY + CO 1.95% 15 Mar 2019 20 Feb 2014 25 Feb 2014 BARCLAYS CAPITAL INC. USD/DTC 20,000,000.000 1.000000 NJBY Local 99.827000 0.00 0.00 0.00 19,965,400.00 Base 99.827000 0.00 0.00 0.00 19,965,400.00

55973BAB8 MAGNUM HUNTER RESOURCES 9.75% 15 May 2020 24 Feb 2014 27 Feb 2014 BNY/SUNTRUST CAPITAL USD/DTC 250,000.000 1.000000 NJEL Local 111.250000 6,906.25 0.00 0.00 278,125.00 Base 111.250000 6,906.25 0.00 0.00 278,125.00

561234AA3 MALLINCKRODT INTL FIN 4.75% 15 Apr 2023 21 Feb 2014 26 Feb 2014 JPMORGAN CHASE BANK/RBS SECURITIES USD/DTC 1,250,000.000 1.000000 NJEJ Local 94.000000 21,605.90 0.00 0.00 1,175,000.00 Base 94.000000 21,605.90 0.00 0.00 1,175,000.00

Page 25 Prepared by State Street

Purchase Report by Report Date Composite

February 1, 2014 to February 28, 2014 View Date: March 11, 2014

59001KAD2 MERITOR INC 6.25% 15 Feb 2024 10 Feb 2014 13 Feb 2014 JPMORGAN SECURITIES INC USD/DTC 300,000.000 1.000000 NJEL Local 100.000000 0.00 0.00 0.00 300,000.00 Base 100.000000 0.00 0.00 0.00 300,000.00

607848AA6 MODULAR SPACE CORP 10.25% 31 Jan 2019 19 Feb 2014 25 Feb 2014 BANK OF AMERICA SECURITIES LLC USD/DTC 700,000.000 1.000000 NJEJ Local 100.000000 0.00 0.00 0.00 700,000.00 Base 100.000000 0.00 0.00 0.00 700,000.00

607848AA6 MODULAR SPACE CORP 10.25% 31 Jan 2019 19 Feb 2014 25 Feb 2014 BANK OF AMERICA SECURITIES LLC USD/DTC 100,000.000 1.000000 NJDG Local 100.000000 0.00 0.00 0.00 100,000.00 Base 100.000000 0.00 0.00 0.00 100,000.00

20 Feb 2014 25 Feb 2014 BANK OF AMERICA SECURITIES LLC USD/DTC 400,000.000 1.000000 NJDG Local 104.000000 0.00 0.00 0.00 416,000.00 Base 104.000000 0.00 0.00 0.00 416,000.00 607848AA6 Total 1,200,000.000 Local 0.00 0.00 0.00 1,216,000.00 Base 0.00 0.00 0.00 1,216,000.00

64126XAC6 NEUSTAR INC 4.5% 15 Jan 2023 24 Feb 2014 27 Feb 2014 PERSHING LLC USD/DTC 150,000.000 1.000000 NJEL Local 87.000000 787.50 0.00 0.00 130,500.00 Base 87.000000 787.50 0.00 0.00 130,500.00

651714AW7 NEWPAGE CORP 1% 11 Feb 2021 05 Feb 2014 19 Feb 2014 CREDIT SUISSE AG, SINGAPORE BRANCH USD/OTH 500,000.000 1.000000 NJEL Local 98.000000 0.00 0.00 0.00 490,000.00 Base 98.000000 0.00 0.00 0.00 490,000.00

66989HAG3 NOVARTIS CAPITAL CORP 3.4% 06 May 2024 18 Feb 2014 21 Feb 2014 GOLDMAN SACHS + CO USD/DTC 40,000,000.000 1.000000 NJBY Local 99.287000 0.00 0.00 0.00 39,714,800.00 Base 99.287000 0.00 0.00 0.00 39,714,800.00

701885AA3 PARSLEY ENERGY LLC/FINAN 7.5% 15 Feb 2022 31 Jan 2014 05 Feb 2014 CREDIT SUISSE SECURITIES (USA) LLC USD/DTC 1,000,000.000 1.000000 NJEJ Local 100.000000 0.00 0.00 0.00 1,000,000.00 Base 100.000000 0.00 0.00 0.00 1,000,000.00

Page 26 Prepared by State Street

Purchase Report by Report Date Composite

February 1, 2014 to February 28, 2014 View Date: March 11, 2014

70215EAE3 PARTY CITY HLDGS INC 1% 29 Jul 2019 24 Feb 2014 DEUTSCHE BANK SECURITIES USD/OTH 1,430,000.000 1.000000 NJDF Local 100.000000 0.00 0.00 0.00 1,430,000.00 Base 100.000000 0.00 0.00 0.00 1,430,000.00

70215EAE3 PARTY CITY HLDGS INC 1% 29 Jul 2019 24 Feb 2014 DEUTSCHE BANK SECURITIES USD/OTH 570,000.000 1.000000 NJEG Local 100.000000 0.00 0.00 0.00 570,000.00 Base 100.000000 0.00 0.00 0.00 570,000.00 70215EAE3 Total 2,000,000.000 Local 0.00 0.00 0.00 2,000,000.00 Base 0.00 0.00 0.00 2,000,000.00

708160BQ8 JC PENNEY CORP INC 7.95% 01 Apr 2017 27 Feb 2014 OPEN BANK OF AMERICA SECURITIES LLC USD/DTC 325,000.000 1.000000 NJEL Local 86.500000 10,980.94 0.00 0.00 281,125.00 Base 86.500000 10,980.94 0.00 0.00 281,125.00

708160BS4 JC PENNEY CORP INC 7.4% 01 Apr 2037 27 Feb 2014 OPEN BARCLAYS CAPITAL INC. USD/DTC 75,000.000 1.000000 NJEL Local 72.000000 2,358.75 0.00 0.00 54,000.00 Base 72.000000 2,358.75 0.00 0.00 54,000.00

27 Feb 2014 OPEN BARCLAYS CAPITAL INC. USD/DTC 75,000.000 1.000000 NJEL Local 71.500000 2,358.75 0.00 0.00 53,625.00 Base 71.500000 2,358.75 0.00 0.00 53,625.00 708160BS4 Total 150,000.000 Local 4,717.50 0.00 0.00 107,625.00 Base 4,717.50 0.00 0.00 107,625.00

71672VAB5 PETROLOGISTICS LP/FIN 6.25% 01 Apr 2020 03 Feb 2014 04 Feb 2014 1 EXCHANGE OFFER (NON CASH) USD/DTC 650,000.000 1.000000 NJEH Local 95.375113 13,767.36 0.00 0.00 619,938.24 Base 95.375113 13,767.36 0.00 0.00 619,938.24

71672VAB5 PETROLOGISTICS LP/FIN 6.25% 01 Apr 2020 03 Feb 2014 04 Feb 2014 1 EXCHANGE OFFER (NON CASH) USD/DTC 3,000,000.000 1.000000 NJDG Local 100.609996 63,541.67 0.00 0.00 3,018,299.90 Base 100.609996 63,541.67 0.00 0.00 3,018,299.90

Page 27 Prepared by State Street

Purchase Report by Report Date Composite

February 1, 2014 to February 28, 2014 View Date: March 11, 2014

71672VAB5 Total 3,650,000.000 Local 77,309.03 0.00 0.00 3,638,238.14 Base 77,309.03 0.00 0.00 3,638,238.14

747065AB6 PVR PARTNERS/PENN VIRGIN 6.5% 15 May 2021 11 Feb 2014 12 Feb 2014 1 EXCHANGE OFFER (NON CASH) USD/DTC 325,000.000 1.000000 NJEL Local 100.000000 5,046.53 0.00 0.00 325,000.00 Base 100.000000 5,046.53 0.00 0.00 325,000.00

74819RAP1 QUEBECOR MEDIA INC 5.75% 15 Jan 2023 25 Feb 2014 28 Feb 2014 RBC CAPITAL MARKETS USD/DTC 625,000.000 1.000000 NJEL Local 101.500000 7,287.33 0.00 0.00 634,375.00 Base 101.500000 7,287.33 0.00 0.00 634,375.00

74819TAF9 QUEBECOR MEDIA INC 1% 01 Aug 2019 19 Dec 2013 CANCEL CITIBANK,N.A. USD/OTH -1,425,000.000 1.000000 NJDF Local 99.500000 0.00 0.00 0.00 -1,417,875.00 Base 99.500000 0.00 0.00 0.00 -1,417,875.00

74819TAF9 QUEBECOR MEDIA INC 1% 01 Aug 2019 19 Dec 2013 CANCEL CITIBANK,N.A. USD/OTH -575,000.000 1.000000 NJEG Local 99.500000 0.00 0.00 0.00 -572,125.00 Base 99.500000 0.00 0.00 0.00 -572,125.00

74819TAF9 QUEBECOR MEDIA INC 1% 01 Aug 2019 19 Dec 2013 OPEN CITIBANK,N.A. USD/OTH 1,421,428.570 1.000000 NJDF Local 99.500000 0.00 0.00 0.00 1,414,321.43 Base 99.500000 0.00 0.00 0.00 1,414,321.43

74819TAF9 QUEBECOR MEDIA INC 1% 01 Aug 2019 19 Dec 2013 OPEN CITIBANK,N.A. USD/OTH 573,558.900 1.000000 NJEG Local 99.500000 0.00 0.00 0.00 570,691.11 Base 99.500000 0.00 0.00 0.00 570,691.11 74819TAF9 Total -5,012.530 Local 0.00 0.00 0.00 -4,987.46 Base 0.00 0.00 0.00 -4,987.46

758766AH2 REGAL ENTERTAINMENT GROUP 5.75% 15 Mar 2022 25 Feb 2014 OPEN CREDIT SUISSE SECURITIES (USA) LLC USD/DTC 475,000.000 1.000000 NJDF Local 100.000000 0.00 0.00 0.00 475,000.00 Base 100.000000 0.00 0.00 0.00 475,000.00

758766AH2 REGAL ENTERTAINMENT GROUP 5.75% 15 Mar 2022 25 Feb 2014 OPEN CREDIT SUISSE SECURITIES (USA) LLC USD/DTC

Page 28 Prepared by State Street

Purchase Report by Report Date Composite

February 1, 2014 to February 28, 2014 View Date: March 11, 2014

200,000.000 1.000000 NJEG Local 100.000000 0.00 0.00 0.00 200,000.00 Base 100.000000 0.00 0.00 0.00 200,000.00

758766AH2 REGAL ENTERTAINMENT GROUP 5.75% 15 Mar 2022 25 Feb 2014 OPEN ROBERT W.BAIRD CO.INCORPORATE USD/DTC 275,000.000 1.000000 NJEH Local 101.250000 0.00 0.00 0.00 278,437.50 Base 101.250000 0.00 0.00 0.00 278,437.50

25 Feb 2014 OPEN CREDIT SUISSE SECURITIES (USA) LLC USD/DTC 275,000.000 1.000000 NJEH Local 102.000000 0.00 0.00 0.00 280,500.00 Base 102.000000 0.00 0.00 0.00 280,500.00

25 Feb 2014 OPEN CREDIT SUISSE SECURITIES (USA) LLC USD/DTC 1,100,000.000 1.000000 NJEH Local 100.000000 0.00 0.00 0.00 1,100,000.00 Base 100.000000 0.00 0.00 0.00 1,100,000.00

25 Feb 2014 OPEN DEUTSCHE BANK SECURITIES INC USD/DTC 100,000.000 1.000000 NJEH Local 101.750000 0.00 0.00 0.00 101,750.00 Base 101.750000 0.00 0.00 0.00 101,750.00

26 Feb 2014 OPEN CREDIT SUISSE SECURITIES (USA) LLC USD/DTC 150,000.000 1.000000 NJEH Local 102.000000 0.00 0.00 0.00 153,000.00 Base 102.000000 0.00 0.00 0.00 153,000.00

758766AH2 REGAL ENTERTAINMENT GROUP 5.75% 15 Mar 2022 25 Feb 2014 OPEN BANK OF AMERICA SECURITIES LLC USD/DTC 50,000.000 1.000000 NJEL Local 101.625000 0.00 0.00 0.00 50,812.50 Base 101.625000 0.00 0.00 0.00 50,812.50

25 Feb 2014 OPEN JEFFERIES+ COMPANY INC USD/DTC 100,000.000 1.000000 NJEL Local 101.625000 0.00 0.00 0.00 101,625.00 Base 101.625000 0.00 0.00 0.00 101,625.00

25 Feb 2014 OPEN PERSHING LLC USD/DTC 200,000.000 1.000000 NJEL Local 101.625000 0.00 0.00 0.00 203,250.00 Base 101.625000 0.00 0.00 0.00 203,250.00

25 Feb 2014 OPEN CREDIT SUISSE SECURITIES (USA) LLC USD/DTC 225,000.000 1.000000 NJEL Local 100.000000 0.00 0.00 0.00 225,000.00 Base 100.000000 0.00 0.00 0.00 225,000.00

Page 29 Prepared by State Street

Purchase Report by Report Date Composite

February 1, 2014 to February 28, 2014 View Date: March 11, 2014

758766AH2 Total 3,150,000.000 Local 0.00 0.00 0.00 3,169,375.00 Base 0.00 0.00 0.00 3,169,375.00

75886AAL2 REGENCY ENERGY PART/FIN 5.875% 01 Mar 2022 04 Feb 2014 10 Feb 2014 BANK OF AMERICA SECURITIES LLC USD/DTC 665,000.000 1.000000 NJEG Local 98.423000 0.00 0.00 0.00 654,512.95 Base 98.423000 0.00 0.00 0.00 654,512.95

75886AAL2 REGENCY ENERGY PART/FIN 5.875% 01 Mar 2022 04 Feb 2014 10 Feb 2014 BANK OF AMERICA SECURITIES LLC USD/DTC 1,665,000.000 1.000000 NJDF Local 98.423000 0.00 0.00 0.00 1,638,742.95 Base 98.423000 0.00 0.00 0.00 1,638,742.95

04 Feb 2014 10 Feb 2014 BANK OF AMERICA SECURITIES LLC USD/DTC 275,000.000 1.000000 NJDF Local 100.000000 0.00 0.00 0.00 275,000.00 Base 100.000000 0.00 0.00 0.00 275,000.00

75886AAL2 REGENCY ENERGY PART/FIN 5.875% 01 Mar 2022 04 Feb 2014 10 Feb 2014 BANK OF AMERICA SECURITIES LLC USD/DTC 110,000.000 1.000000 NJEG Local 100.000000 0.00 0.00 0.00 110,000.00 Base 100.000000 0.00 0.00 0.00 110,000.00

05 Feb 2014 10 Feb 2014 BANK OF AMERICA SECURITIES LLC USD/DTC 265,000.000 1.000000 NJEG Local 100.750000 0.00 0.00 0.00 266,987.50 Base 100.750000 0.00 0.00 0.00 266,987.50

75886AAL2 REGENCY ENERGY PART/FIN 5.875% 01 Mar 2022 05 Feb 2014 10 Feb 2014 BANK OF AMERICA SECURITIES LLC USD/DTC 665,000.000 1.000000 NJDF Local 100.750000 0.00 0.00 0.00 669,987.50 Base 100.750000 0.00 0.00 0.00 669,987.50

75886AAL2 REGENCY ENERGY PART/FIN 5.875% 01 Mar 2022 04 Feb 2014 10 Feb 2014 BANK OF AMERICA SECURITIES LLC USD/DTC 2,500,000.000 1.000000 NJEH Local 98.423000 0.00 0.00 0.00 2,460,575.00 Base 98.423000 0.00 0.00 0.00 2,460,575.00 75886AAL2 Total 6,145,000.000 Local 0.00 0.00 0.00 6,075,805.90 Base 0.00 0.00 0.00 6,075,805.90

79603MAD8 SAMSON INVT CO 1% 25 Sep 2018 22 Nov 2013 CANCEL BANK OF AMERICA N.A. USD/OTH

Page 30 Prepared by State Street

Purchase Report by Report Date Composite

February 1, 2014 to February 28, 2014 View Date: March 11, 2014

-1,075,000.000 1.000000 NJDF Local 100.750000 0.00 0.00 0.00 -1,083,062.50 Base 100.750000 0.00 0.00 0.00 -1,083,062.50

79603MAD8 SAMSON INVT CO 1% 25 Sep 2018 22 Nov 2013 CANCEL BANK OF AMERICA N A USD/OTH -425,000.000 1.000000 NJEG Local 100.750000 0.00 0.00 0.00 -428,187.50 Base 100.750000 0.00 0.00 0.00 -428,187.50 79603MAD8 Total -1,500,000.000 Local 0.00 0.00 0.00 -1,511,250.00 Base 0.00 0.00 0.00 -1,511,250.00

79603MAE6 SAMSON INVT CO 1% 25 Sep 2018 22 Nov 2013 BANK OF AMERICA N.A. USD/OTH 1,075,000.000 1.000000 NJDF Local 100.750000 0.00 0.00 0.00 1,083,062.50 Base 100.750000 0.00 0.00 0.00 1,083,062.50

22 Nov 2013 CANCEL BANK OF AMERICA N.A. USD/OTH -1,075,000.000 1.000000 NJDF Local 100.750000 0.00 0.00 0.00 -1,083,062.50 Base 100.750000 0.00 0.00 0.00 -1,083,062.50

79603MAE6 SAMSON INVT CO 1% 25 Sep 2018 22 Nov 2013 BANK OF AMERICA N A USD/OTH 425,000.000 1.000000 NJEG Local 100.750000 0.00 0.00 0.00 428,187.50 Base 100.750000 0.00 0.00 0.00 428,187.50

22 Nov 2013 CANCEL BANK OF AMERICA N A USD/OTH -425,000.000 1.000000 NJEG Local 100.750000 0.00 0.00 0.00 -428,187.50 Base 100.750000 0.00 0.00 0.00 -428,187.50

79603MAE6 SAMSON INVT CO 1% 25 Sep 2018 22 Nov 2013 13 Feb 2014 BANK OF AMERICA N.A. USD/OTH 1,075,000.000 1.000000 NJDF Local 100.750000 0.00 0.00 0.00 1,083,062.50 Base 100.750000 0.00 0.00 0.00 1,083,062.50

79603MAE6 SAMSON INVT CO 1% 25 Sep 2018 22 Nov 2013 13 Feb 2014 BANK OF AMERICA N A USD/OTH 425,000.000 1.000000 NJEG Local 100.750000 0.00 0.00 0.00 428,187.50 Base 100.750000 0.00 0.00 0.00 428,187.50 79603MAE6 Total 1,500,000.000 Local 0.00 0.00 0.00 1,511,250.00 Base 0.00 0.00 0.00 1,511,250.00

Page 31 Prepared by State Street

Purchase Report by Report Date Composite

February 1, 2014 to February 28, 2014 View Date: March 11, 2014

80007PAN9 SANDRIDGE ENERGY INC 7.5% 15 Mar 2021 24 Feb 2014 27 Feb 2014 J.P. MORGAN SECURITIES LLC USD/DTC 1,500,000.000 1.000000 NJEH Local 105.250000 50,625.00 0.00 0.00 1,578,750.00 Base 105.250000 50,625.00 0.00 0.00 1,578,750.00

80007PAN9 SANDRIDGE ENERGY INC 7.5% 15 Mar 2021 25 Feb 2014 28 Feb 2014 BARCLAYS CAPITAL INC. USD/DTC 200,000.000 1.000000 NJEL Local 105.500000 6,791.67 0.00 0.00 211,000.00 Base 105.500000 6,791.67 0.00 0.00 211,000.00 80007PAN9 Total 1,700,000.000 Local 57,416.67 0.00 0.00 1,789,750.00 Base 57,416.67 0.00 0.00 1,789,750.00

81567GAB5 SEDGWICK INC 1% 11 Feb 2021 11 Feb 2014 OPEN UBS INVESTMENT BANK USD/OTH 1,000,000.000 1.000000 NJEL Local 99.750000 0.00 0.00 0.00 997,500.00 Base 99.750000 0.00 0.00 0.00 997,500.00

852060AT9 SPRINT CAPITAL CORP 8.75% 15 Mar 2032 24 Feb 2014 27 Feb 2014 MORGAN STANLEY CO INCORPORATED USD/DTC 200,000.000 1.000000 NJEL Local 110.500000 7,875.00 0.00 0.00 221,000.00 Base 110.500000 7,875.00 0.00 0.00 221,000.00

25 Feb 2014 28 Feb 2014 CREDIT SUISSE SECURITIES (USA) LLC USD/DTC 175,000.000 1.000000 NJEL Local 111.000000 6,933.16 0.00 0.00 194,250.00 Base 111.000000 6,933.16 0.00 0.00 194,250.00

27 Feb 2014 OPEN CREDIT SUISSE SECURITIES (USA) LLC USD/DTC 300,000.000 1.000000 NJEL Local 112.250000 12,322.92 0.00 0.00 336,750.00 Base 112.250000 12,322.92 0.00 0.00 336,750.00

27 Feb 2014 OPEN BANK OF AMERICA SECURITIES LLC USD/DTC 275,000.000 1.000000 NJEL Local 112.250000 11,296.01 0.00 0.00 308,687.50 Base 112.250000 11,296.01 0.00 0.00 308,687.50 852060AT9 Total 950,000.000 Local 38,427.09 0.00 0.00 1,060,687.50 Base 38,427.09 0.00 0.00 1,060,687.50

85858EAA1 STENA INTERNATIONAL SA 5.75% 01 Mar 2024 11 Feb 2014 21 Feb 2014 CITIGROUPGLOBAL MARKETS INC SALOMON USD/DTC

Page 32 Prepared by State Street

Purchase Report by Report Date Composite

February 1, 2014 to February 28, 2014 View Date: March 11, 2014

2,000,000.000 1.000000 NJDG Local 100.000000 0.00 0.00 0.00 2,000,000.00 Base 100.000000 0.00 0.00 0.00 2,000,000.00

86686BAC9 SUN PRODS CORP 1% 23 Mar 2020 15 Jan 2014 CANCEL JP MORGANCHASE BANK USD/OTH -570,000.000 1.000000 NJEG Local 95.375000 0.00 0.00 0.00 -543,637.50 Base 95.375000 0.00 0.00 0.00 -543,637.50

86686BAC9 SUN PRODS CORP 1% 23 Mar 2020 15 Jan 2014 CANCEL JP MORGANCHASE BANK USD/OTH -1,430,000.000 1.000000 NJDF Local 95.375000 0.00 0.00 0.00 -1,363,862.50 Base 95.375000 0.00 0.00 0.00 -1,363,862.50

86686BAC9 SUN PRODS CORP 1% 23 Mar 2020 15 Jan 2014 03 Feb 2014 JP MORGANCHASE BANK USD/OTH 570,000.000 1.000000 NJEG Local 95.375000 0.00 0.00 0.00 543,637.50 Base 95.375000 0.00 0.00 0.00 543,637.50

86686BAC9 SUN PRODS CORP 1% 23 Mar 2020 15 Jan 2014 03 Feb 2014 JP MORGANCHASE BANK USD/OTH 1,430,000.000 1.000000 NJDF Local 95.375000 0.00 0.00 0.00 1,363,862.50 Base 95.375000 0.00 0.00 0.00 1,363,862.50 86686BAC9 Total 0.000 Local 0.00 0.00 0.00 0.00 Base 0.00 0.00 0.00 0.00

86880NAK9 SURGERY CTR HLDGS INC 1% 10 Apr 2020 23 Jan 2014 CANCEL JP MORGANCHASE BANK USD/OTH -2,300,000.000 1.000000 NJEH Local 98.500000 0.00 0.00 0.00 -2,265,500.00 Base 98.500000 0.00 0.00 0.00 -2,265,500.00

86880NAK9 SURGERY CTR HLDGS INC 1% 10 Apr 2020 23 Jan 2014 05 Feb 2014 1 JP MORGANCHASE BANK USD/OTH 2,300,000.000 1.000000 NJEH Local 98.500000 0.00 0.00 0.00 2,265,500.00 Base 98.500000 0.00 0.00 0.00 2,265,500.00 86880NAK9 Total 0.000 Local 0.00 0.00 0.00 0.00 Base 0.00 0.00 0.00 0.00

87264AAK1 T MOBILE USA INC 6.25% 01 Apr 2021 04 Feb 2014 10 Feb 2014 6 EXCHANGE OFFER (NON CASH) USD/DTC 400,000.000 1.000000 NJEJ Local 100.000000 8,541.67 0.00 0.00 400,000.00 Base 100.000000 8,541.67 0.00 0.00 400,000.00

Page 33 Prepared by State Street

Purchase Report by Report Date Composite

February 1, 2014 to February 28, 2014 View Date: March 11, 2014

87264AAK1 T MOBILE USA INC 6.25% 01 Apr 2021 04 Feb 2014 10 Feb 2014 6 EXCHANGE OFFER (NON CASH) USD/DTC 925,000.000 1.000000 NJEL Local 101.608108 19,752.60 0.00 0.00 939,875.00 Base 101.608108 19,752.60 0.00 0.00 939,875.00 87264AAK1 Total 1,325,000.000 Local 28,294.27 0.00 0.00 1,339,875.00 Base 28,294.27 0.00 0.00 1,339,875.00

87264AAL9 T MOBILE USA INC 6.625% 01 Apr 2023 04 Feb 2014 10 Feb 2014 6 EXCHANGE OFFER (NON CASH) USD/DTC 2,500,000.000 1.000000 NJEJ Local 101.337500 56,588.54 0.00 0.00 2,533,437.50 Base 101.337500 56,588.54 0.00 0.00 2,533,437.50

87264AAL9 T MOBILE USA INC 6.625% 01 Apr 2023 04 Feb 2014 10 Feb 2014 6 EXCHANGE OFFER (NON CASH) USD/DTC 575,000.000 1.000000 NJEL Local 101.930556 13,015.36 0.00 0.00 586,100.70 Base 101.930556 13,015.36 0.00 0.00 586,100.70 87264AAL9 Total 3,075,000.000 Local 69,603.90 0.00 0.00 3,119,538.20 Base 69,603.90 0.00 0.00 3,119,538.20

89078WAD1 TOPS HLDG CORP/TOPS MKTS 8.875% 15 Dec 2017 05 Feb 2014 06 Feb 2014 1 EXCHANGE OFFER (NON CASH) USD/DTC 325,000.000 1.000000 NJEL Local 100.000000 4,006.08 0.00 0.00 325,000.00 Base 100.000000 4,006.08 0.00 0.00 325,000.00

89078XAB3 TOPS HOLDING II CORP 8.75% 15 Jun 2018 05 Feb 2014 06 Feb 2014 1 EXCHANGE OFFER (NON CASH) USD/DTC 850,000.000 1.000000 NJEL Local 99.130574 10,329.86 0.00 0.00 842,609.88 Base 99.130574 10,329.86 0.00 0.00 842,609.88

89469AAB0 TREEHOUSE FOODS INC 4.875% 15 Mar 2022 25 Feb 2014 OPEN BANK OF AMERICA SECURITIES LLC USD/DTC 1,300,000.000 1.000000 NJEH Local 100.000000 0.00 0.00 0.00 1,300,000.00 Base 100.000000 0.00 0.00 0.00 1,300,000.00

89469AAB0 TREEHOUSE FOODS INC 4.875% 15 Mar 2022 25 Feb 2014 OPEN BANK OF AMERICA SECURITIES LLC USD/DTC 300,000.000 1.000000 NJEL Local 100.000000 0.00 0.00 0.00 300,000.00 Base 100.000000 0.00 0.00 0.00 300,000.00

89469AAB0 TREEHOUSE FOODS INC 4.875% 15 Mar 2022 26 Feb 2014 OPEN BANK OF AMERICA SECURITIES LLC USD/DTC

Page 34 Prepared by State Street

Purchase Report by Report Date Composite

February 1, 2014 to February 28, 2014 View Date: March 11, 2014

500,000.000 1.000000 NJDG Local 100.000000 0.00 0.00 0.00 500,000.00 Base 100.000000 0.00 0.00 0.00 500,000.00 89469AAB0 Total 2,100,000.000 Local 0.00 0.00 0.00 2,100,000.00 Base 0.00 0.00 0.00 2,100,000.00

89604BAR9 TRIBUNE CO 0% 21 Nov 2013 29 Jan 2014 JP MORGANNEW YORK USD/OTH 1,850,000.000 1.000000 NJEL Local 99.750000 0.00 0.00 0.00 1,845,375.00 Base 99.750000 0.00 0.00 0.00 1,845,375.00

90347BAB4 U S COATINGS ACQUISITION INC 0.01% 01 Feb 2020 24 Oct 2013 CANCEL BARCLAYS CAPITAL INC, NEW YORK USD/OTH -428,919.600 1.000000 NJEG Local 101.125001 0.00 0.00 0.00 -433,744.95 Base 101.125001 0.00 0.00 0.00 -433,744.95

90347BAB4 U S COATINGS ACQUISITION INC 0.01% 01 Feb 2020 24 Oct 2013 CANCEL BARCLAYS CAPITAL INC, NEW YORK USD/OTH -1,067,311.560 1.000000 NJDF Local 101.125000 0.00 0.00 0.00 -1,079,318.82 Base 101.125000 0.00 0.00 0.00 -1,079,318.82 90347BAB4 Total -1,496,231.160 Local 0.00 0.00 0.00 -1,513,063.77 Base 0.00 0.00 0.00 -1,513,063.77

90347BAG3 U S COATINGS ACQUISITION INC 1% 01 Feb 2020 24 Oct 2013 BARCLAYS CAPITAL INC, NEW YORK USD/OTH 428,919.600 1.000000 NJEG Local 101.125001 0.00 0.00 0.00 433,744.95 Base 101.125001 0.00 0.00 0.00 433,744.95

24 Oct 2013 CANCEL BARCLAYS CAPITAL INC, NEW YORK USD/OTH -428,919.600 1.000000 NJEG Local 101.125001 0.00 0.00 0.00 -433,744.95 Base 101.125001 0.00 0.00 0.00 -433,744.95

90347BAG3 U S COATINGS ACQUISITION INC 1% 01 Feb 2020 24 Oct 2013 BARCLAYS CAPITAL INC, NEW YORK USD/OTH 1,067,311.560 1.000000 NJDF Local 101.125000 0.00 0.00 0.00 1,079,318.82 Base 101.125000 0.00 0.00 0.00 1,079,318.82

24 Oct 2013 CANCEL BARCLAYS CAPITAL INC, NEW YORK USD/OTH -1,067,311.560 1.000000 NJDF Local 101.125000 0.00 0.00 0.00 -1,079,318.82 Base 101.125000 0.00 0.00 0.00 -1,079,318.82

Page 35 Prepared by State Street

Purchase Report by Report Date Composite

February 1, 2014 to February 28, 2014 View Date: March 11, 2014

24 Oct 2013 26 Feb 2014 BARCLAYS CAPITAL INC, NEW YORK USD/OTH 1,067,311.560 1.000000 NJDF Local 101.125000 0.00 0.00 0.00 1,079,318.82 Base 101.125000 0.00 0.00 0.00 1,079,318.82

90347BAG3 U S COATINGS ACQUISITION INC 1% 01 Feb 2020 24 Oct 2013 26 Feb 2014 BARCLAYS CAPITAL INC, NEW YORK USD/OTH 428,919.600 1.000000 NJEG Local 101.125001 0.00 0.00 0.00 433,744.95 Base 101.125001 0.00 0.00 0.00 433,744.95 90347BAG3 Total 1,496,231.160 Local 0.00 0.00 0.00 1,513,063.77 Base 0.00 0.00 0.00 1,513,063.77

921783AA4 VANDER INTERMEDIATE HOLD 9.75% 01 Feb 2019 11 Feb 2014 14 Feb 2014 BANK OF AMERICA SECURITIES LLC USD/DTC 750,000.000 1.000000 NJEJ Local 99.000000 0.00 0.00 0.00 742,500.00 Base 99.000000 0.00 0.00 0.00 742,500.00

923GZZII6 DEL MONTE FOODS COMPANY 1% 18 Aug 2021 26 Nov 2013 CANCEL MORGAN STANLEY AND CO INC USD/OTH -150,000.000 1.000000 NJEL Local 99.000000 0.00 0.00 0.00 -148,500.00 Base 99.000000 0.00 0.00 0.00 -148,500.00

26 Nov 2013 OPEN MORGAN STANLEY AND CO INC USD/OTH 150,000.000 1.000000 NJEL Local 99.000000 0.00 0.00 0.00 148,500.00 Base 99.000000 0.00 0.00 0.00 148,500.00 923GZZII6 Total 0.000 Local 0.00 0.00 0.00 0.00 Base 0.00 0.00 0.00 0.00

923MRJII8 APPLIED SYSTEMS, INC 1% 24 Jan 2022 15 Jan 2014 CANCEL SQUIRE SECURITIES INC. USD/OTH -2,500,000.000 1.000000 NJEH Local 99.250000 0.00 0.00 0.00 -2,481,250.00 Base 99.250000 0.00 0.00 0.00 -2,481,250.00

923MVXII2 CBS OUTDOOR AMERICAS CAPITAL L 1% 31 Jan 2021 17 Jan 2014 CANCEL CITIBANK,N.A. USD/OTH -485,000.000 1.000000 NJDF Local 101.125000 0.00 0.00 0.00 -490,456.25 Base 101.125000 0.00 0.00 0.00 -490,456.25

923MVXII2 CBS OUTDOOR AMERICAS CAPITAL L 1% 31 Jan 2021 17 Jan 2014 CANCEL CITIBANK,N.A. USD/OTH

Page 36 Prepared by State Street

Purchase Report by Report Date Composite

February 1, 2014 to February 28, 2014 View Date: March 11, 2014

-195,000.000 1.000000 NJEG Local 101.125000 0.00 0.00 0.00 -197,193.75 Base 101.125000 0.00 0.00 0.00 -197,193.75

923MVXII2 CBS OUTDOOR AMERICAS CAPITAL L 1% 31 Jan 2021 17 Jan 2014 CANCEL CITIBANK,N.A. USD/OTH -485,000.000 1.000000 NJDF Local 99.750000 0.00 0.00 0.00 -483,787.50 Base 99.750000 0.00 0.00 0.00 -483,787.50

923MVXII2 CBS OUTDOOR AMERICAS CAPITAL L 1% 31 Jan 2021 17 Jan 2014 CANCEL CITIBANK,N.A. USD/OTH -195,000.000 1.000000 NJEG Local 99.750000 0.00 0.00 0.00 -194,512.50 Base 99.750000 0.00 0.00 0.00 -194,512.50

17 Jan 2014 24 Feb 2014 CITIBANK,N.A. USD/OTH 195,000.000 1.000000 NJEG Local 99.750000 0.00 0.00 0.00 194,512.50 Base 99.750000 0.00 0.00 0.00 194,512.50

923MVXII2 CBS OUTDOOR AMERICAS CAPITAL L 1% 31 Jan 2021 17 Jan 2014 24 Feb 2014 CITIBANK,N.A. USD/OTH 485,000.000 1.000000 NJDF Local 99.750000 0.00 0.00 0.00 483,787.50 Base 99.750000 0.00 0.00 0.00 483,787.50 923MVXII2 Total -680,000.000 Local 0.00 0.00 0.00 -687,650.00 Base 0.00 0.00 0.00 -687,650.00

923PLXII6 MERGERMARKET LIMITED 1% 07 Jan 2022 29 Jan 2014 CANCEL UBS AG USD/OTH -1,000,000.000 1.000000 NJEH Local 99.500000 0.00 0.00 0.00 -995,000.00 Base 99.500000 0.00 0.00 0.00 -995,000.00

923PLXII6 MERGERMARKET LIMITED 1% 07 Jan 2022 29 Jan 2014 28 Feb 2014 UBS AG USD/OTH 1,000,000.000 1.000000 NJEH Local 99.500000 0.00 0.00 0.00 995,000.00 Base 99.500000 0.00 0.00 0.00 995,000.00 923PLXII6 Total 0.000 Local 0.00 0.00 0.00 0.00 Base 0.00 0.00 0.00 0.00

923PPZII7 DIAMOND FOODS, INC. 100% 28 Jul 2018 12 Feb 2014 CREDIT SUISSE AG, SINGAPORE BRANCH USD/OTH 375,000.000 1.000000 NJEL Local 99.500000 0.00 0.00 0.00 373,125.00 Base 99.500000 0.00 0.00 0.00 373,125.00

Page 37 Prepared by State Street

Purchase Report by Report Date Composite

February 1, 2014 to February 28, 2014 View Date: March 11, 2014

923PYKII0 KRONOS WORLDWIDE INC 1% 12 Feb 2020 12 Feb 2014 DEUTSCHE BANK SECURITIES USD/OTH 375,000.000 1.000000 NJEL Local 99.500000 0.00 0.00 0.00 373,125.00 Base 99.500000 0.00 0.00 0.00 373,125.00

12 Feb 2014 CANCEL DEUTSCHE BANK SECURITIES USD/OTH -375,000.000 1.000000 NJEL Local 99.500000 0.00 0.00 0.00 -373,125.00 Base 99.500000 0.00 0.00 0.00 -373,125.00 923PYKII0 Total 0.000 Local 0.00 0.00 0.00 0.00 Base 0.00 0.00 0.00 0.00

923PYMII6 ORTHO CLINICAL DIAGNOSTICS INC 1% 12 Feb 2015 18 Feb 2014 OPEN GOLDMAN SACHS + CO USD/OTH 1,250,000.000 1.000000 NJEJ Local 99.250000 0.00 0.00 0.00 1,240,625.00 Base 99.250000 0.00 0.00 0.00 1,240,625.00

923QBBII3 IKARIA ACQUISITION INC 1% 17 Jan 2022 04 Feb 2014 OPEN COLIN HOCHSTIN USD/OTH 1,550,000.000 1.000000 NJEH Local 99.250000 0.00 0.00 0.00 1,538,375.00 Base 99.250000 0.00 0.00 0.00 1,538,375.00

923QSZII2 SEDGWICK CMS HOLDINGS INC 1% 11 Feb 2021 11 Feb 2014 UBS INVESTMENT BANK USD/OTH 1,000,000.000 1.000000 NJEL Local 99.750000 0.00 0.00 0.00 997,500.00 Base 99.750000 0.00 0.00 0.00 997,500.00

11 Feb 2014 CANCEL UBS INVESTMENT BANK USD/OTH -1,000,000.000 1.000000 NJEL Local 99.750000 0.00 0.00 0.00 -997,500.00 Base 99.750000 0.00 0.00 0.00 -997,500.00 923QSZII2 Total 0.000 Local 0.00 0.00 0.00 0.00 Base 0.00 0.00 0.00 0.00

923RLNII4 ACCELLENT INC. 1% 21 Feb 2022 21 Feb 2014 OPEN GOLDMAN SACHS + CO USD/OTH 525,000.000 1.000000 NJEH Local 101.625000 0.00 0.00 0.00 533,531.25 Base 101.625000 0.00 0.00 0.00 533,531.25

923RLNII4 ACCELLENT INC. 1% 21 Feb 2022 21 Feb 2014 OPEN GOLDMAN SACHS + CO USD/OTH

Page 38 Prepared by State Street

Purchase Report by Report Date Composite

February 1, 2014 to February 28, 2014 View Date: March 11, 2014

2,125,000.000 1.000000 NJEH Local 99.750000 0.00 0.00 0.00 2,119,687.50 Base 99.750000 0.00 0.00 0.00 2,119,687.50 923RLNII4 Total 2,650,000.000 Local 0.00 0.00 0.00 2,653,218.75 Base 0.00 0.00 0.00 2,653,218.75

923RXJII0 AERCAP HOLDINGS N.V. 1% 24 Feb 2015 26 Feb 2014 OPEN UBS INVESTMENT BANK USD/OTH 2,000,000.000 1.000000 NJEJ Local 99.750000 0.00 0.00 0.00 1,995,000.00 Base 99.750000 0.00 0.00 0.00 1,995,000.00

923RXTII8 ASURION LLC 1% 19 Feb 2021 27 Feb 2014 OPEN BANK OF AMERICA USD/OTH 2,900,000.000 1.000000 NJEH Local 98.500000 0.00 0.00 0.00 2,856,500.00 Base 98.500000 0.00 0.00 0.00 2,856,500.00

92938NAE3 WTG HLDGS III CORP 1% 15 Jan 2022 15 Jan 2014 12 Feb 2014 15 SQUIRE SECURITIES INC. USD/OTH 2,500,000.000 1.000000 NJEH Local 99.250000 0.00 0.00 0.00 2,481,250.00 Base 99.250000 0.00 0.00 0.00 2,481,250.00

95807UAE8 PREMIER DENTAL SERVICES, INC 1% 01 Nov 2018 31 Jan 2014 JEFFRIES & COMPANY INC USD/OTH 875,000.000 1.000000 NJEL Local 99.000000 0.00 0.00 0.00 866,250.00 Base 99.000000 0.00 0.00 0.00 866,250.00

31 Jan 2014 CANCEL JEFFRIES & COMPANY INC USD/OTH -875,000.000 1.000000 NJEL Local 99.000000 0.00 0.00 0.00 -866,250.00 Base 99.000000 0.00 0.00 0.00 -866,250.00 95807UAE8 Total 0.000 Local 0.00 0.00 0.00 0.00 Base 0.00 0.00 0.00 0.00

96926DAB6 WILLIAM LYON HOMES INC 8.5% 15 Nov 2020 05 Feb 2014 06 Feb 2014 1 EXCHANGE OFFER (NON CASH) USD/DTC 100,000.000 1.000000 NJEL Local 106.296470 1,888.89 0.00 0.00 106,296.47 Base 106.296470 1,888.89 0.00 0.00 106,296.47

97315LAA7 WIND ACQUISITION HOLDING 12.25% 15 Jul 2017 15 Jan 2014 13 Feb 2014 29 AUTREPAT-INT RE USD/DTC 685.000 1.000000 NJEG Local 100.000000 0.00 0.00 0.00 685.00

Page 39 Prepared by State Street

Purchase Report by Report Date Composite

February 1, 2014 to February 28, 2014 View Date: March 11, 2014

Base 100.000000 0.00 0.00 0.00 685.00

97315LAA7 WIND ACQUISITION HOLDING 12.25% 15 Jul 2017 15 Jan 2014 13 Feb 2014 29 AUTREPAT-INT RE USD/DTC 781.000 1.000000 NJEL Local 100.000000 0.00 0.00 0.00 781.00 Base 100.000000 0.00 0.00 0.00 781.00

97315LAA7 WIND ACQUISITION HOLDING 12.25% 15 Jul 2017 15 Jan 2014 13 Feb 2014 29 AUTREPAT-INT RE USD/DTC 625.000 1.000000 NJDG Local 100.000000 0.00 0.00 0.00 625.00 Base 100.000000 0.00 0.00 0.00 625.00 97315LAA7 Total 2,091.000 Local 0.00 0.00 0.00 2,091.00 Base 0.00 0.00 0.00 2,091.00

979HWVII9 GOLDEN NUGGET INC 1% 21 Nov 2019 06 Nov 2013 CANCEL JEFFRIES & COMPANY INC USD/OTH -90,000.000 1.000000 NJEL Local 99.000000 0.00 0.00 0.00 -89,100.00 Base 99.000000 0.00 0.00 0.00 -89,100.00

06 Nov 2013 14 Feb 2014 JEFFRIES & COMPANY INC USD/OTH 90,000.000 1.000000 NJEL Local 99.000000 0.00 0.00 0.00 89,100.00 Base 99.000000 0.00 0.00 0.00 89,100.00 979HWVII9 Total 0.000 Local 0.00 0.00 0.00 0.00 Base 0.00 0.00 0.00 0.00

979JMBII0 AKORN INC 1% 27 Aug 2020 13 Nov 2013 CANCEL JP MORGANCHASE BANK USD/OTH -225,000.000 1.000000 NJEL Local 99.500000 0.00 0.00 0.00 -223,875.00 Base 99.500000 0.00 0.00 0.00 -223,875.00

13 Nov 2013 OPEN JP MORGANCHASE BANK USD/OTH 225,000.000 1.000000 NJEL Local 99.500000 0.00 0.00 0.00 223,875.00 Base 99.500000 0.00 0.00 0.00 223,875.00 979JMBII0 Total 0.000 Local 0.00 0.00 0.00 0.00 Base 0.00 0.00 0.00 0.00

Page 40 Prepared by State Street

Purchase Report by Report Date Composite

February 1, 2014 to February 28, 2014 View Date: March 11, 2014

979JRYII5 TRIBUNE COMPANY 1% 27 Dec 2020 21 Nov 2013 CANCEL JP MORGANNEW YORK USD/OTH -1,850,000.000 1.000000 NJEL Local 99.750000 0.00 0.00 0.00 -1,845,375.00 Base 99.750000 0.00 0.00 0.00 -1,845,375.00

979KNAII8 WTG HOLDINGS III CORP 1% 10 Dec 2021 12 Dec 2013 CANCEL COLIN HOCHSTIN USD/OTH -2,500,000.000 1.000000 NJEH Local 99.500000 0.00 0.00 0.00 -2,487,500.00 Base 99.500000 0.00 0.00 0.00 -2,487,500.00

12 Dec 2013 COLIN HOCHSTIN USD/OTH 2,500,000.000 1.000000 NJEH Local 99.500000 0.00 0.00 0.00 2,487,500.00 Base 99.500000 0.00 0.00 0.00 2,487,500.00

12 Dec 2013 CANCEL COLIN HOCHSTIN USD/OTH -2,500,000.000 1.000000 NJEH Local 99.500000 0.00 0.00 0.00 -2,487,500.00 Base 99.500000 0.00 0.00 0.00 -2,487,500.00 979KNAII8 Total -2,500,000.000 Local 0.00 0.00 0.00 -2,487,500.00 Base 0.00 0.00 0.00 -2,487,500.00

979LUPII5 PLY GEM INDUSTRIES INC 0% 22 Jan 2014 CANCEL CREDIT SUISSE FIRST BOSTON USD/OTH -285,000.000 1.000000 NJEG Local 99.500000 0.00 0.00 0.00 -283,575.00 Base 99.500000 0.00 0.00 0.00 -283,575.00

979LUPII5 PLY GEM INDUSTRIES INC 0% 22 Jan 2014 CANCEL CREDIT SUISSE FIRST BOSTON USD/OTH -715,000.000 1.000000 NJDF Local 99.500000 0.00 0.00 0.00 -711,425.00 Base 99.500000 0.00 0.00 0.00 -711,425.00

979LUPII5 PLY GEM INDUSTRIES INC 0% 22 Jan 2014 10 Feb 2014 CREDIT SUISSE FIRST BOSTON USD/OTH 285,000.000 1.000000 NJEG Local 99.500000 0.00 0.00 0.00 283,575.00 Base 99.500000 0.00 0.00 0.00 283,575.00

979LUPII5 PLY GEM INDUSTRIES INC 0% 22 Jan 2014 10 Feb 2014 CREDIT SUISSE FIRST BOSTON USD/OTH 715,000.000 1.000000 NJDF Local 99.500000 0.00 0.00 0.00 711,425.00 Base 99.500000 0.00 0.00 0.00 711,425.00

Page 41 Prepared by State Street

Purchase Report by Report Date Composite

February 1, 2014 to February 28, 2014 View Date: March 11, 2014

979LUPII5 Total 0.000 Local 0.00 0.00 0.00 0.00 Base 0.00 0.00 0.00 0.00

979MLWII8 WESTERN DENTAL 0.01% 30 Nov 2018 31 Jan 2014 OPEN JEFFRIES & COMPANY INC USD/OTH 875,000.000 1.000000 NJEL Local 99.000000 0.00 0.00 0.00 866,250.00 Base 99.000000 0.00 0.00 0.00 866,250.00

979MMHII0 NEWPAGE CORPORATION 1% 05 Feb 2021 05 Feb 2014 CREDIT SUISSE AG, SINGAPORE BRANCH USD/OTH 500,000.000 1.000000 NJEL Local 98.000000 0.00 0.00 0.00 490,000.00 Base 98.000000 0.00 0.00 0.00 490,000.00

05 Feb 2014 CANCEL CREDIT SUISSE AG, SINGAPORE BRANCH USD/OTH -500,000.000 1.000000 NJEL Local 98.000000 0.00 0.00 0.00 -490,000.00 Base 98.000000 0.00 0.00 0.00 -490,000.00

05 Feb 2014 CREDIT SUISSE AG, SINGAPORE BRANCH USD/OTH 500,000.000 1.000000 NJEL Local 98.000000 0.00 0.00 0.00 490,000.00 Base 98.000000 0.00 0.00 0.00 490,000.00

05 Feb 2014 CANCEL CREDIT SUISSE AG, SINGAPORE BRANCH USD/OTH -500,000.000 1.000000 NJEL Local 98.000000 0.00 0.00 0.00 -490,000.00 Base 98.000000 0.00 0.00 0.00 -490,000.00 979MMHII0 Total 0.000 Local 0.00 0.00 0.00 0.00 Base 0.00 0.00 0.00 0.00

979MMVII9 VOGUE INTERNATIONAL 1% 14 Feb 2020 07 Feb 2014 OPEN GOLDMAN SACHS + CO USD/OTH 1,025,000.000 1.000000 NJEL Local 99.000000 0.00 0.00 0.00 1,014,750.00 Base 99.000000 0.00 0.00 0.00 1,014,750.00

979NCGII1 SEDGWICK CMS HOLDINGS INC 1% 12 Dec 2018 11 Feb 2014 OPEN COLIN HOCHSTIN USD/OTH 1,000,000.000 1.000000 NJEH Local 99.500000 0.00 0.00 0.00 995,000.00 Base 99.500000 0.00 0.00 0.00 995,000.00

979NCGII1 SEDGWICK CMS HOLDINGS INC 1% 12 Dec 2018 11 Feb 2014 OPEN DEUTSCHE BANK SECURITIES USD/OTH

Page 42 Prepared by State Street

Purchase Report by Report Date Composite

February 1, 2014 to February 28, 2014 View Date: March 11, 2014

625,000.000 1.000000 NJEL Local 99.500000 0.00 0.00 0.00 621,875.00 Base 99.500000 0.00 0.00 0.00 621,875.00

979NCGII1 SEDGWICK CMS HOLDINGS INC 1% 12 Dec 2018 11 Feb 2014 COLIN HOCHSTIN USD/OTH 1,000,000.000 1.000000 NJEH Local 99.500000 0.00 0.00 0.00 995,000.00 Base 99.500000 0.00 0.00 0.00 995,000.00

11 Feb 2014 CANCEL COLIN HOCHSTIN USD/OTH -1,000,000.000 1.000000 NJEH Local 99.500000 0.00 0.00 0.00 -995,000.00 Base 99.500000 0.00 0.00 0.00 -995,000.00 979NCGII1 Total 1,625,000.000 Local 0.00 0.00 0.00 1,616,875.00 Base 0.00 0.00 0.00 1,616,875.00

979NRBII6 ATLANTIC POWER LTD PARTNERSHIP 1% 19 Feb 2021 20 Feb 2014 OPEN GOLDMAN SACHS + CO USD/OTH 575,000.000 1.000000 NJEL Local 99.000000 0.00 0.00 0.00 569,250.00 Base 99.000000 0.00 0.00 0.00 569,250.00

979NRCII4 IQOR US INC. 1% 19 Feb 2021 20 Feb 2014 OPEN MORGAN STANLEY AND CO INC USD/OTH 300,000.000 1.000000 NJEL Local 98.000000 0.00 0.00 0.00 294,000.00 Base 98.000000 0.00 0.00 0.00 294,000.00

979NREII0 IQOR US INC. 1% 18 Feb 2022 20 Feb 2014 OPEN MORGAN STANLEY AND CO INC USD/OTH 750,000.000 1.000000 NJEL Local 97.500000 0.00 0.00 0.00 731,250.00 Base 97.500000 0.00 0.00 0.00 731,250.00

979NZEII1 INTERNATIONAL LEASE FIN CORP 1% 13 Feb 2021 27 Feb 2014 OPEN DEUTSCHE BANK SECURITIES USD/OTH 225,000.000 1.000000 NJEG Local 99.500000 0.00 0.00 0.00 223,875.00 Base 99.500000 0.00 0.00 0.00 223,875.00

979NZEII1 INTERNATIONAL LEASE FIN CORP 1% 13 Feb 2021 27 Feb 2014 OPEN DEUTSCHE BANK SECURITIES USD/OTH 650,000.000 1.000000 NJDF Local 99.500000 0.00 0.00 0.00 646,750.00 Base 99.500000 0.00 0.00 0.00 646,750.00

Page 43 Prepared by State Street

Purchase Report by Report Date Composite

February 1, 2014 to February 28, 2014 View Date: March 11, 2014

979NZEII1 Total 875,000.000 Local 0.00 0.00 0.00 870,625.00 Base 0.00 0.00 0.00 870,625.00

C9413PAP8 VALEANT PHARMACEUTICALS INTL I 1% 05 Aug 2020 29 Oct 2013 CANCEL ROYAL BANK OF CANADA USD/OTH -250,000.000 1.000000 NJEG Local 101.500000 0.00 0.00 0.00 -253,750.00 Base 101.500000 0.00 0.00 0.00 -253,750.00

C9413PAP8 VALEANT PHARMACEUTICALS INTL I 1% 05 Aug 2020 29 Oct 2013 CANCEL ROYAL BANK OF CANADA USD/OTH -750,000.000 1.000000 NJDF Local 101.500000 0.00 0.00 0.00 -761,250.00 Base 101.500000 0.00 0.00 0.00 -761,250.00

C9413PAP8 VALEANT PHARMACEUTICALS INTL I 1% 05 Aug 2020 29 Oct 2013 ROYAL BANK OF CANADA USD/OTH 232,210.330 1.000000 NJEG Local 101.500000 0.00 0.00 0.00 235,693.48 Base 101.500000 0.00 0.00 0.00 235,693.48

29 Oct 2013 CANCEL ROYAL BANK OF CANADA USD/OTH -232,210.330 1.000000 NJEG Local 101.500000 0.00 0.00 0.00 -235,693.48 Base 101.500000 0.00 0.00 0.00 -235,693.48

C9413PAP8 VALEANT PHARMACEUTICALS INTL I 1% 05 Aug 2020 29 Oct 2013 ROYAL BANK OF CANADA USD/OTH 696,630.980 1.000000 NJDF Local 101.500000 0.00 0.00 0.00 707,080.44 Base 101.500000 0.00 0.00 0.00 707,080.44

29 Oct 2013 CANCEL ROYAL BANK OF CANADA USD/OTH -696,630.980 1.000000 NJDF Local 101.500000 0.00 0.00 0.00 -707,080.44 Base 101.500000 0.00 0.00 0.00 -707,080.44

C9413PAP8 VALEANT PHARMACEUTICALS INTL I 1% 05 Aug 2020 29 Oct 2013 20 Feb 2014 ROYAL BANK OF CANADA USD/OTH 232,210.330 1.000000 NJEG Local 101.500000 0.00 0.00 0.00 235,693.48 Base 101.500000 0.00 0.00 0.00 235,693.48

C9413PAP8 VALEANT PHARMACEUTICALS INTL I 1% 05 Aug 2020 29 Oct 2013 20 Feb 2014 ROYAL BANK OF CANADA USD/OTH 696,630.980 1.000000 NJDF Local 101.500000 0.00 0.00 0.00 707,080.44 Base 101.500000 0.00 0.00 0.00 707,080.44

Page 44 Prepared by State Street

Purchase Report by Report Date Composite

February 1, 2014 to February 28, 2014 View Date: March 11, 2014

C9413PAP8 Total -71,158.690 Local 0.00 0.00 0.00 -72,226.08 Base 0.00 0.00 0.00 -72,226.08

L5137LAE5 INTELSAT JACKSON HLDGS S A 0.01% 30 Jun 2019 14 Nov 2013 CANCEL BANK OF AMERICA N.A. USD/OTH -1,100,000.000 1.000000 NJDF Local 101.000000 0.00 0.00 0.00 -1,111,000.00 Base 101.000000 0.00 0.00 0.00 -1,111,000.00

L5137LAE5 INTELSAT JACKSON HLDGS S A 0.01% 30 Jun 2019 14 Nov 2013 CANCEL CITIBANK,N.A. USD/OTH -450,000.000 1.000000 NJEG Local 101.000000 0.00 0.00 0.00 -454,500.00 Base 101.000000 0.00 0.00 0.00 -454,500.00

14 Nov 2013 05 Feb 2014 1 CITIBANK,N.A. USD/OTH 450,000.000 1.000000 NJEG Local 101.000000 0.00 0.00 0.00 454,500.00 Base 101.000000 0.00 0.00 0.00 454,500.00

L5137LAE5 INTELSAT JACKSON HLDGS S A 0.01% 30 Jun 2019 14 Nov 2013 05 Feb 2014 1 BANK OF AMERICA N.A. USD/OTH 1,100,000.000 1.000000 NJDF Local 101.000000 0.00 0.00 0.00 1,111,000.00 Base 101.000000 0.00 0.00 0.00 1,111,000.00 L5137LAE5 Total 0.000 Local 0.00 0.00 0.00 0.00 Base 0.00 0.00 0.00 0.00

Q3930AAC2 FORTESCUE METALS GROUP LTD 1% 30 Jun 2019 12 Nov 2013 28 Feb 2014 CREDIT SUISSE FIRST BOSTON USD/OTH 1,070,000.000 1.000000 NJDF Local 99.750000 0.00 0.00 0.00 1,067,325.00 Base 99.750000 0.00 0.00 0.00 1,067,325.00

Q3930AAC2 FORTESCUE METALS GROUP LTD 1% 30 Jun 2019 12 Nov 2013 28 Feb 2014 CREDIT SUISSE FIRST BOSTON USD/OTH 430,000.000 1.000000 NJEG Local 99.750000 0.00 0.00 0.00 428,925.00 Base 99.750000 0.00 0.00 0.00 428,925.00 Q3930AAC2 Total 1,500,000.000 Local 0.00 0.00 0.00 1,496,250.00 Base 0.00 0.00 0.00 1,496,250.00

Page 45 Prepared by State Street

Purchase Report by Report Date Composite

February 1, 2014 to February 28, 2014 View Date: March 11, 2014

US DOLLAR Total

540,217,168.540 Local 610,760.23 0.00 0.00 540,158,581.76 Base 610,760.23 0.00 0.00 540,158,581.76

FIXED INCOME Total 540,217,168.540 Base 610,760.23 0.00 0.00 540,158,581.76

PURCHASE Total 624,963,074.310 Base 610,760.23 1,200.00 0.00 630,262,338.31

Page 46 Prepared by State Street

Sales Report by Report Date Composite

February 1, 2014 to February 28, 2014 View Date: March 11, 2014

CASH EQUIVALENTS

US DOLLAR

85749P9B9 STATE STR INSTL LIQUID RESVS 0.079% 31 Dec 2099 03 Feb 2014 03 Feb 2014 STATE STREET BANK AND TRUST USD/CSW

930,334.950 1.000000 NJDF Local 100.000000 0.00 0.00 0.00 930,334.95 Base 100.000000 0.00 0.00 0.00 930,334.95

85749P9B9 STATE STR INSTL LIQUID RESVS 0.079% 31 Dec 2099 03 Feb 2014 03 Feb 2014 STATE STREET BANK AND TRUST USD/CSW

368,345.060 1.000000 NJEG Local 100.000000 0.00 0.00 0.00 368,345.06 Base 100.000000 0.00 0.00 0.00 368,345.06

31 Dec 2099 04 Feb 2014 04 Feb 2014 STATE STREET BANK AND TRUST USD/CSW

105,443.440 1.000000 NJEG Local 100.000000 0.00 0.00 0.00 105,443.44 Base 100.000000 0.00 0.00 0.00 105,443.44

85749P9B9 STATE STR INSTL LIQUID RESVS 0.079% 31 Dec 2099 05 Feb 2014 05 Feb 2014 STATE STREET BANK AND TRUST USD/CSW

2,163,805.060 1.000000 NJDF Local 100.000000 0.00 0.00 0.00 2,163,805.06 Base 100.000000 0.00 0.00 0.00 2,163,805.06

85749P9B9 STATE STR INSTL LIQUID RESVS 0.079% 31 Dec 2099 05 Feb 2014 05 Feb 2014 STATE STREET BANK AND TRUST USD/CSW

870,961.000 1.000000 NJEG Local 100.000000 0.00 0.00 0.00 870,961.00 Base 100.000000 0.00 0.00 0.00 870,961.00

85749P9B9 STATE STR INSTL LIQUID RESVS 0.099% 31 Dec 2099 05 Feb 2014 05 Feb 2014 STATE STREET BANK AND TRUST USD/CSW

3,361,635.420 1.000000 NJEH Local 100.000000 0.00 0.00 0.00 3,361,635.42 Base 100.000000 0.00 0.00 0.00 3,361,635.42

85749P9B9 STATE STR INSTL LIQUID RESVS 0.079% 31 Dec 2099 06 Feb 2014 06 Feb 2014 STATE STREET BANK AND TRUST USD/CSW

2,271,795.970 1.000000 NJDF Local 100.000000 0.00 0.00 0.00 2,271,795.97 Base 100.000000 0.00 0.00 0.00 2,271,795.97

Page 47 Prepared by State Street

Sales Report by Report Date Composite

February 1, 2014 to February 28, 2014 View Date: March 11, 2014

85749P9B9 STATE STR INSTL LIQUID RESVS 0.079% 31 Dec 2099 06 Feb 2014 06 Feb 2014 STATE STREET BANK AND TRUST USD/CSW

973,848.320 1.000000 NJEG Local 100.000000 0.00 0.00 0.00 973,848.32 Base 100.000000 0.00 0.00 0.00 973,848.32

85749P9B9 STATE STR INSTL LIQUID RESVS 0.079% 31 Dec 2099 07 Feb 2014 07 Feb 2014 STATE STREET BANK AND TRUST USD/CSW

1,802,992.670 1.000000 NJDF Local 100.000000 0.00 0.00 0.00 1,802,992.67 Base 100.000000 0.00 0.00 0.00 1,802,992.67

85749P9B9 STATE STR INSTL LIQUID RESVS 0.079% 31 Dec 2099 07 Feb 2014 07 Feb 2014 STATE STREET BANK AND TRUST USD/CSW

713,458.700 1.000000 NJEG Local 100.000000 0.00 0.00 0.00 713,458.70 Base 100.000000 0.00 0.00 0.00 713,458.70

85749P9B9 STATE STR INSTL LIQUID RESVS 0.053% 31 Dec 2099 07 Feb 2014 07 Feb 2014 STATE STREET BANK AND TRUST USD/CSW

591,183.340 1.000000 NJEJ Local 100.000000 0.00 0.00 0.00 591,183.34 Base 100.000000 0.00 0.00 0.00 591,183.34

85749P9B9 STATE STR INSTL LIQUID RESVS 0.079% 31 Dec 2099 10 Feb 2014 10 Feb 2014 STATE STREET BANK AND TRUST USD/CSW

2,311,867.960 1.000000 NJDF Local 100.000000 0.00 0.00 0.00 2,311,867.96 Base 100.000000 0.00 0.00 0.00 2,311,867.96

85749P9B9 STATE STR INSTL LIQUID RESVS 0.079% 31 Dec 2099 10 Feb 2014 10 Feb 2014 STATE STREET BANK AND TRUST USD/CSW

797,587.610 1.000000 NJEG Local 100.000000 0.00 0.00 0.00 797,587.61 Base 100.000000 0.00 0.00 0.00 797,587.61

85749P9B9 STATE STR INSTL LIQUID RESVS 0.099% 31 Dec 2099 10 Feb 2014 10 Feb 2014 STATE STREET BANK AND TRUST USD/CSW

2,460,307.880 1.000000 NJEH Local 100.000000 0.00 0.00 0.00 2,460,307.88 Base 100.000000 0.00 0.00 0.00 2,460,307.88

85749P9B9 STATE STR INSTL LIQUID RESVS 0.076% 31 Dec 2099 11 Feb 2014 11 Feb 2014 STATE STREET BANK AND TRUST USD/CSW

0.010 1.000000 NJEH Local 100.000000 0.00 0.00 0.00 0.01

Page 48 Prepared by State Street

Sales Report by Report Date Composite

February 1, 2014 to February 28, 2014 View Date: March 11, 2014

Base 100.000000 0.00 0.00 0.00 0.01

85749P9B9 STATE STR INSTL LIQUID RESVS 0.099% 31 Dec 2099 11 Feb 2014 11 Feb 2014 STATE STREET BANK AND TRUST USD/CSW

1,091,076.390 1.000000 NJEL Local 100.000000 0.00 0.00 0.00 1,091,076.39 Base 100.000000 0.00 0.00 0.00 1,091,076.39

85749P9B9 STATE STR INSTL LIQUID RESVS 0.079% 31 Dec 2099 12 Feb 2014 12 Feb 2014 STATE STREET BANK AND TRUST USD/CSW

534,479.170 1.000000 NJEJ Local 100.000000 0.00 0.00 0.00 534,479.17 Base 100.000000 0.00 0.00 0.00 534,479.17

85749P9B9 STATE STR INSTL LIQUID RESVS 0.099% 31 Dec 2099 12 Feb 2014 12 Feb 2014 STATE STREET BANK AND TRUST USD/CSW

705,917.100 1.000000 NJEL Local 100.000000 0.00 0.00 0.00 705,917.10 Base 100.000000 0.00 0.00 0.00 705,917.10

85749P9B9 STATE STR INSTL LIQUID RESVS 0.066% 31 Dec 2099 13 Feb 2014 13 Feb 2014 STATE STREET BANK AND TRUST USD/CSW

174,062.500 1.000000 NJEL Local 100.000000 0.00 0.00 0.00 174,062.50 Base 100.000000 0.00 0.00 0.00 174,062.50

85749P9B9 STATE STR INSTL LIQUID RESVS 0.076% 31 Dec 2099 14 Feb 2014 14 Feb 2014 STATE STREET BANK AND TRUST USD/CSW

15,000,000.000 1.000000 NJEH Local 100.000000 0.00 0.00 0.00 15,000,000.00 Base 100.000000 0.00 0.00 0.00 15,000,000.00

85749P9B9 STATE STR INSTL LIQUID RESVS 0.074% 31 Dec 2099 14 Feb 2014 14 Feb 2014 STATE STREET BANK AND TRUST USD/CSW

742,500.000 1.000000 NJEJ Local 100.000000 0.00 0.00 0.00 742,500.00 Base 100.000000 0.00 0.00 0.00 742,500.00

85749P9B9 STATE STR INSTL LIQUID RESVS 0.066% 31 Dec 2099 14 Feb 2014 14 Feb 2014 STATE STREET BANK AND TRUST USD/CSW

587,499.000 1.000000 NJEL Local 100.000000 0.00 0.00 0.00 587,499.00 Base 100.000000 0.00 0.00 0.00 587,499.00

85749P9B9 STATE STR INSTL LIQUID RESVS 0.079% 31 Dec 2099 18 Feb 2014 18 Feb 2014 STATE STREET BANK AND TRUST USD/CSW

Page 49 Prepared by State Street

Sales Report by Report Date Composite

February 1, 2014 to February 28, 2014 View Date: March 11, 2014

2,394,683.840 1.000000 NJDF Local 100.000000 0.00 0.00 0.00 2,394,683.84 Base 100.000000 0.00 0.00 0.00 2,394,683.84

85749P9B9 STATE STR INSTL LIQUID RESVS 0.076% 31 Dec 2099 18 Feb 2014 18 Feb 2014 STATE STREET BANK AND TRUST USD/CSW

15,929,956.810 1.000000 NJEG Local 100.000000 0.00 0.00 0.00 15,929,956.81 Base 100.000000 0.00 0.00 0.00 15,929,956.81

85749P9B9 STATE STR INSTL LIQUID RESVS 0.055% 31 Dec 2099 18 Feb 2014 18 Feb 2014 STATE STREET BANK AND TRUST USD/CSW

864,311.080 1.000000 NJEH Local 100.000000 0.00 0.00 0.00 864,311.08 Base 100.000000 0.00 0.00 0.00 864,311.08

85749P9B9 STATE STR INSTL LIQUID RESVS 0.074% 31 Dec 2099 19 Feb 2014 19 Feb 2014 STATE STREET BANK AND TRUST USD/CSW

458,750.000 1.000000 NJEJ Local 100.000000 0.00 0.00 0.00 458,750.00 Base 100.000000 0.00 0.00 0.00 458,750.00

85749P9B9 STATE STR INSTL LIQUID RESVS 0.066% 31 Dec 2099 19 Feb 2014 19 Feb 2014 STATE STREET BANK AND TRUST USD/CSW

851,250.000 1.000000 NJEL Local 100.000000 0.00 0.00 0.00 851,250.00 Base 100.000000 0.00 0.00 0.00 851,250.00

31 Dec 2099 20 Feb 2014 20 Feb 2014 STATE STREET BANK AND TRUST USD/CSW

47,068.060 1.000000 NJEL Local 100.000000 0.00 0.00 0.00 47,068.06 Base 100.000000 0.00 0.00 0.00 47,068.06

85749P9B9 STATE STR INSTL LIQUID RESVS 0.065% 31 Dec 2099 21 Feb 2014 21 Feb 2014 STATE STREET BANK AND TRUST USD/CSW

9,352,627.080 1.000000 NJEH Local 100.000000 0.00 0.00 0.00 9,352,627.08 Base 100.000000 0.00 0.00 0.00 9,352,627.08

85749P9B9 STATE STR INSTL LIQUID RESVS 0.070% 31 Dec 2099 21 Feb 2014 21 Feb 2014 STATE STREET BANK AND TRUST USD/CSW

1,873,008.680 1.000000 NJEJ Local 100.000000 0.00 0.00 0.00 1,873,008.68 Base 100.000000 0.00 0.00 0.00 1,873,008.68

85749P9B9 STATE STR INSTL LIQUID RESVS 0.066% 31 Dec 2099 21 Feb 2014 21 Feb 2014 STATE STREET BANK AND TRUST USD/CSW

Page 50 Prepared by State Street

Sales Report by Report Date Composite

February 1, 2014 to February 28, 2014 View Date: March 11, 2014

2,766.400 1.000000 NJEL Local 100.000000 0.00 0.00 0.00 2,766.40 Base 100.000000 0.00 0.00 0.00 2,766.40

85749P9B9 STATE STR INSTL LIQUID RESVS 0.074% 31 Dec 2099 21 Feb 2014 21 Feb 2014 STATE STREET BANK AND TRUST USD/CSW

24,257,173.870 1.000000 NJDF Local 100.000000 0.00 0.00 0.00 24,257,173.87 Base 100.000000 0.00 0.00 0.00 24,257,173.87

85749P9B9 STATE STR INSTL LIQUID RESVS 0.063% 31 Dec 2099 24 Feb 2014 24 Feb 2014 STATE STREET BANK AND TRUST USD/CSW

284,670.390 1.000000 NJDF Local 100.000000 0.00 0.00 0.00 284,670.39 Base 100.000000 0.00 0.00 0.00 284,670.39

85749P9B9 STATE STR INSTL LIQUID RESVS 1.000% 31 Dec 2099 24 Feb 2014 24 Feb 2014 STATE STREET BANK AND TRUST USD/CSW

194,512.500 1.000000 NJEG Local 100.000000 0.00 0.00 0.00 194,512.50 Base 100.000000 0.00 0.00 0.00 194,512.50

85749P9B9 STATE STR INSTL LIQUID RESVS 0.061% 31 Dec 2099 25 Feb 2014 25 Feb 2014 STATE STREET BANK AND TRUST USD/CSW

1,412,817.520 1.000000 NJEJ Local 100.000000 0.00 0.00 0.00 1,412,817.52 Base 100.000000 0.00 0.00 0.00 1,412,817.52

85749P9B9 STATE STR INSTL LIQUID RESVS 0.066% 31 Dec 2099 25 Feb 2014 25 Feb 2014 STATE STREET BANK AND TRUST USD/CSW

461,731.910 1.000000 NJEL Local 100.000000 0.00 0.00 0.00 461,731.91 Base 100.000000 0.00 0.00 0.00 461,731.91

85749P9B9 STATE STR INSTL LIQUID RESVS 0.063% 31 Dec 2099 25 Feb 2014 25 Feb 2014 STATE STREET BANK AND TRUST USD/CSW

254,192.100 1.000000 NJDF Local 100.000000 0.00 0.00 0.00 254,192.10 Base 100.000000 0.00 0.00 0.00 254,192.10

85749P9B9 STATE STR INSTL LIQUID RESVS 1.000% 31 Dec 2099 25 Feb 2014 25 Feb 2014 STATE STREET BANK AND TRUST USD/CSW

44,463.240 1.000000 NJEG Local 100.000000 0.00 0.00 0.00 44,463.24 Base 100.000000 0.00 0.00 0.00 44,463.24

Page 51 Prepared by State Street

Sales Report by Report Date Composite

February 1, 2014 to February 28, 2014 View Date: March 11, 2014

85749P9B9 STATE STR INSTL LIQUID RESVS 0.063% 31 Dec 2099 26 Feb 2014 26 Feb 2014 STATE STREET BANK AND TRUST USD/CSW

1,017,288.540 1.000000 NJDF Local 100.000000 0.00 0.00 0.00 1,017,288.54 Base 100.000000 0.00 0.00 0.00 1,017,288.54

85749P9B9 STATE STR INSTL LIQUID RESVS 1.000% 31 Dec 2099 26 Feb 2014 26 Feb 2014 STATE STREET BANK AND TRUST USD/CSW

406,192.430 1.000000 NJEG Local 100.000000 0.00 0.00 0.00 406,192.43 Base 100.000000 0.00 0.00 0.00 406,192.43

85749P9B9 STATE STR INSTL LIQUID RESVS 0.061% 31 Dec 2099 26 Feb 2014 26 Feb 2014 STATE STREET BANK AND TRUST USD/CSW

1,196,605.900 1.000000 NJEJ Local 100.000000 0.00 0.00 0.00 1,196,605.90 Base 100.000000 0.00 0.00 0.00 1,196,605.90

85749P9B9 STATE STR INSTL LIQUID RESVS 0.063% 31 Dec 2099 27 Feb 2014 27 Feb 2014 STATE STREET BANK AND TRUST USD/CSW

485,549.400 1.000000 NJDF Local 100.000000 0.00 0.00 0.00 485,549.40 Base 100.000000 0.00 0.00 0.00 485,549.40

85749P9B9 STATE STR INSTL LIQUID RESVS 1.000% 31 Dec 2099 27 Feb 2014 27 Feb 2014 STATE STREET BANK AND TRUST USD/CSW

195,303.160 1.000000 NJEG Local 100.000000 0.00 0.00 0.00 195,303.16 Base 100.000000 0.00 0.00 0.00 195,303.16

85749P9B9 STATE STR INSTL LIQUID RESVS 0.066% 31 Dec 2099 27 Feb 2014 27 Feb 2014 STATE STREET BANK AND TRUST USD/CSW

485,763.420 1.000000 NJEL Local 100.000000 0.00 0.00 0.00 485,763.42 Base 100.000000 0.00 0.00 0.00 485,763.42

85749P9B9 STATE STR INSTL LIQUID RESVS 0.063% 31 Dec 2099 28 Feb 2014 28 Feb 2014 STATE STREET BANK AND TRUST USD/CSW

1,056,972.910 1.000000 NJDF Local 100.000000 0.00 0.00 0.00 1,056,972.91 Base 100.000000 0.00 0.00 0.00 1,056,972.91

85749P9B9 STATE STR INSTL LIQUID RESVS 1.000% 31 Dec 2099 28 Feb 2014 28 Feb 2014 STATE STREET BANK AND TRUST USD/CSW

424,779.730 1.000000 NJEG Local 100.000000 0.00 0.00 0.00 424,779.73

Page 52 Prepared by State Street

Sales Report by Report Date Composite

February 1, 2014 to February 28, 2014 View Date: March 11, 2014

Base 100.000000 0.00 0.00 0.00 424,779.73

85749P9B9 STATE STR INSTL LIQUID RESVS 0.062% 31 Dec 2099 28 Feb 2014 28 Feb 2014 STATE STREET BANK AND TRUST USD/CSW

656,631.220 1.000000 NJEL Local 100.000000 0.00 0.00 0.00 656,631.22 Base 100.000000 0.00 0.00 0.00 656,631.22 85749P9B9 Total 103,168,171.740 Local 0.00 0.00 0.00 103,168,171.74 Base 0.00 0.00 0.00 103,168,171.74

US DOLLAR Total

103,168,171.740 Local 0.00 0.00 0.00 103,168,171.74 Base 0.00 0.00 0.00 103,168,171.74

CASH EQUIVALENTS Total 103,168,171.740 Base 0.00 0.00 0.00 103,168,171.74

EQUITY

US DOLLAR

172967333 CITIGROUP INC PREFERRED STOCK 6.87 10 Feb 2014 13 Feb 2014 CITIGROUPGLOBAL MARKETS INC SALOMON USD/DTC 40,000.000 1.000000 NJDG Local 24.650000 0.00 0.00 17.16 985,982.84 Base 24.650000 0.00 0.00 17.16 985,982.84

23317H805 DDR CORP PREFERRED STOCK 6.25 06 Feb 2014 11 Feb 2014 WELLS FARGO SECURITIES LLC USD/DTC 40,000.000 1.000000 NJDG Local 21.500000 0.00 0.00 14.97 859,985.03 Base 21.500000 0.00 0.00 14.97 859,985.03

26441C303 DUKE ENERGY CORP PREFERRED STOCK 01/7 06 Feb 2014 12 Feb 2014 1 CITIGROUPGLOBAL MARKETS INC SALOMON USD/DTC 20,000.000 1.000000 NJDG Local 21.470000 0.00 0.00 7.48 429,392.52 Base 21.470000 0.00 0.00 7.48 429,392.52

693475857 PNC FINANCIAL SERVICES PREFERRED STOCK VAR27 Feb 2014 OPEN CITIGROUPGLOBAL MARKETS INC SALOMON USD/DTC 40,000.000 1.000000 NJDG Local 26.100000 0.00 0.00 18.17 1,043,981.83

Page 53 Prepared by State Street

Sales Report by Report Date Composite

February 1, 2014 to February 28, 2014 View Date: March 11, 2014

Base 26.100000 0.00 0.00 18.17 1,043,981.83

7591EP308 REGIONS FINANCIAL CORP PREFERRED STOCK 12/4 06 Feb 2014 11 Feb 2014 CITIGROUPGLOBAL MARKETS INC SALOMON USD/DTC 40,000.000 1.000000 NJDG Local 23.290000 0.00 0.00 16.21 931,583.79 Base 23.290000 0.00 0.00 16.21 931,583.79 US DOLLAR Total

180,000.000 Local 0.00 0.00 73.99 4,250,926.01 Base 0.00 0.00 73.99 4,250,926.01

EQUITY Total 180,000.000 Base 0.00 0.00 73.99 4,250,926.01

FIXED INCOME

US DOLLAR

00101JAE6 ADT CORP 2.25% 15 Jul 2017 12 Feb 2014 18 Feb 2014 MORGAN STANLEY CO INCORPORATED USD/DTC 900,000.000 1.000000 NJDF Local 98.750000 1,856.25 0.00 0.00 888,750.00 Base 98.750000 1,856.25 0.00 0.00 888,750.00

00101JAJ5 ADT CORP 6.25% 15 Oct 2021 11 Feb 2014 12 Feb 2014 RAYMOND JAMES/FI USD/DTC 925,000.000 1.000000 NJEH Local 102.985000 21,037.33 0.00 0.00 952,611.25 Base 102.985000 21,037.33 0.00 0.00 952,611.25

0010EPAF5 AEP TEXAS CENTRAL CO 6.65% 15 Feb 2033 12 Feb 2014 18 Feb 2014 STERNE AGEE & LEACH INC. USD/DTC 12,500,000.000 1.000000 NJBY Local 121.402000 6,927.08 0.00 0.00 15,175,250.00 Base 121.402000 6,927.08 0.00 0.00 15,175,250.00

00130HBQ7 AES CORPORATION 9.75% 15 Apr 2016 19 Feb 2014 24 Feb 2014 CREDIT SUISSE SECURITIES (USA) LLC USD/DTC 50,000.000 1.000000 NJDF Local 117.750000 1,746.88 0.00 0.00 58,875.00 Base 117.750000 1,746.88 0.00 0.00 58,875.00

00213UAA4 A S CO ISS SUB INC / MER 7.875% 15 Dec 2020 13 Feb 2014 19 Feb 2014 RBC CAPITAL MARKETS USD/DTC 250,000.000 1.000000 NJEG Local 106.750000 3,500.00 0.00 0.00 266,875.00

Page 54 Prepared by State Street

Sales Report by Report Date Composite

February 1, 2014 to February 28, 2014 View Date: March 11, 2014

Base 106.750000 3,500.00 0.00 0.00 266,875.00

00507XAC9 ACTIVISION BLIZZARD INC 3.25% 11 Oct 2020 11 Feb 2014 14 Feb 2014 3 PAYDOWN USD/OTH 63,750.000 1.000000 NJEG Local 100.000000 0.00 0.00 0.00 63,750.00 Base 100.000000 0.00 0.00 0.00 63,750.00

00507XAC9 ACTIVISION BLIZZARD INC 3.25% 11 Oct 2020 11 Feb 2014 14 Feb 2014 3 PAYDOWN USD/OTH 161,250.000 1.000000 NJDF Local 100.000000 0.00 0.00 0.00 161,250.00 Base 100.000000 0.00 0.00 0.00 161,250.00 00507XAC9 Total 225,000.000 Local 0.00 0.00 0.00 225,000.00 Base 0.00 0.00 0.00 225,000.00

018581AE8 ALLIANCE DATA SYSTEMS CO 6.375% 01 Apr 2020 18 Feb 2014 20 Feb 2014 BANK OF AMERICA SECURITIES LLC USD/DTC 1,000,000.000 1.000000 NJEH Local 106.000000 24,614.58 0.00 0.00 1,060,000.00 Base 106.000000 24,614.58 0.00 0.00 1,060,000.00

01881CAH8 ALLIANT TECHSYSTEMS INC 3.5% 01 Nov 2020 11 Feb 2014 BANK OF AMERICA N.A. USD/OTH 350,000.000 1.000000 NJEL Local 100.500000 0.00 0.00 0.00 351,750.00 Base 100.500000 0.00 0.00 0.00 351,750.00

019736AC1 ALLISON TRANSMISSION INC 7.125% 15 May 2019 14 Feb 2014 20 Feb 2014 CREDIT SUISSE SECURITIES (USA) LLC USD/DTC 460,000.000 1.000000 NJEG Local 107.875000 8,648.96 0.00 0.00 496,225.00 Base 107.875000 8,648.96 0.00 0.00 496,225.00

019736AC1 ALLISON TRANSMISSION INC 7.125% 15 May 2019 14 Feb 2014 20 Feb 2014 CREDIT SUISSE SECURITIES (USA) LLC USD/DTC 1,195,000.000 1.000000 NJDF Local 107.875000 22,468.49 0.00 0.00 1,289,106.25 Base 107.875000 22,468.49 0.00 0.00 1,289,106.25 019736AC1 Total 1,655,000.000 Local 31,117.45 0.00 0.00 1,785,331.25 Base 31,117.45 0.00 0.00 1,785,331.25

02005NAJ9 ALLY FINANCIAL INC 7.5% 15 Sep 2020 18 Feb 2014 21 Feb 2014 BNP PARIBAS SECURITIES CORP./FIXED USD/DTC 250,000.000 1.000000 NJDF Local 119.000000 8,125.00 0.00 0.00 297,500.00 Base 119.000000 8,125.00 0.00 0.00 297,500.00

Page 55 Prepared by State Street

Sales Report by Report Date Composite

February 1, 2014 to February 28, 2014 View Date: March 11, 2014

02005NAL4 ALLY FINANCIAL INC 5.5% 15 Feb 2017 07 Feb 2014 12 Feb 2014 MORGAN STANLEY CO INCORPORATED USD/DTC 1,000,000.000 1.000000 NJDG Local 108.124999 27,041.67 0.00 0.00 1,081,249.99 Base 108.124999 27,041.67 0.00 0.00 1,081,249.99

02005NAT7 ALLY FINANCIAL INC 3.5% 27 Jan 2019 03 Feb 2014 06 Feb 2014 CANTOR FITZGERALD + CO USD/DTC 950,000.000 1.000000 NJEH Local 98.625000 831.25 0.00 0.00 936,937.50 Base 98.625000 831.25 0.00 0.00 936,937.50

02005NAT7 ALLY FINANCIAL INC 3.5% 27 Jan 2019 05 Feb 2014 10 Feb 2014 JPMORGAN CHASE BANK/RBS SECURITIES USD/DTC 1,000,000.000 1.000000 NJDG Local 98.750000 1,263.89 0.00 0.00 987,500.00 Base 98.750000 1,263.89 0.00 0.00 987,500.00

07 Feb 2014 12 Feb 2014 BARCLAYS CAPITAL INC. USD/DTC 1,000,000.000 1.000000 NJDG Local 99.125000 1,458.33 0.00 0.00 991,250.00 Base 99.125000 1,458.33 0.00 0.00 991,250.00

11 Feb 2014 14 Feb 2014 BARCLAYS CAPITAL INC. USD/DTC 1,000,000.000 1.000000 NJDG Local 99.375000 1,652.78 0.00 0.00 993,750.00 Base 99.375000 1,652.78 0.00 0.00 993,750.00 02005NAT7 Total 3,950,000.000 Local 5,206.25 0.00 0.00 3,909,437.50 Base 5,206.25 0.00 0.00 3,909,437.50

03070QAN1 PINNACLE ENTERTAINMENT 7.5% 15 Apr 2021 11 Feb 2014 14 Feb 2014 JPMORGAN SECURITIES INC USD/DTC 250,000.000 1.000000 NJDF Local 108.500000 6,197.92 0.00 0.00 271,250.00 Base 108.500000 6,197.92 0.00 0.00 271,250.00

03070QAN1 PINNACLE ENTERTAINMENT 7.5% 15 Apr 2021 11 Feb 2014 14 Feb 2014 JPMORGAN SECURITIES INC USD/DTC 500,000.000 1.000000 NJEG Local 108.500000 12,395.83 0.00 0.00 542,500.00 Base 108.500000 12,395.83 0.00 0.00 542,500.00 03070QAN1 Total 750,000.000 Local 18,593.75 0.00 0.00 813,750.00 Base 18,593.75 0.00 0.00 813,750.00

03077JAB6 AMERIGAS FINANCE LLC/COR 7% 20 May 2022 18 Feb 2014 20 Feb 2014 CREDIT SUISSE SECURITIES (USA) LLC USD/DTC

Page 56 Prepared by State Street

Sales Report by Report Date Composite

February 1, 2014 to February 28, 2014 View Date: March 11, 2014

1,400,000.000 1.000000 NJEH Local 109.500000 24,500.00 0.00 0.00 1,533,000.00 Base 109.500000 24,500.00 0.00 0.00 1,533,000.00

032479AD9 ANADARKO FINANCE CO 7.5% 01 May 2031 11 Feb 2014 14 Feb 2014 BANK OF AMERICA SECURITIES LLC USD/DTC 15,000,000.000 1.000000 NJBY Local 126.324000 321,875.00 0.00 0.00 18,948,600.00 Base 126.324000 321,875.00 0.00 0.00 18,948,600.00

25 Feb 2014 28 Feb 2014 STERNE AGEE & LEACH INC. USD/DTC 5,000,000.000 1.000000 NJBY Local 127.581000 121,875.00 0.00 0.00 6,379,050.00 Base 127.581000 121,875.00 0.00 0.00 6,379,050.00 032479AD9 Total 20,000,000.000 Local 443,750.00 0.00 0.00 25,327,650.00 Base 443,750.00 0.00 0.00 25,327,650.00

03674PAJ2 ANTERO RESOURCES FINANCE 6% 01 Dec 2020 14 Feb 2014 20 Feb 2014 CREDIT SUISSE SECURITIES (USA) LLC USD/DTC 525,000.000 1.000000 NJDF Local 106.000000 6,912.50 0.00 0.00 556,500.00 Base 106.000000 6,912.50 0.00 0.00 556,500.00

03674PAJ2 ANTERO RESOURCES FINANCE 6% 01 Dec 2020 14 Feb 2014 20 Feb 2014 CREDIT SUISSE SECURITIES (USA) LLC USD/DTC 125,000.000 1.000000 NJEG Local 106.000000 1,645.83 0.00 0.00 132,500.00 Base 106.000000 1,645.83 0.00 0.00 132,500.00 03674PAJ2 Total 650,000.000 Local 8,558.33 0.00 0.00 689,000.00 Base 8,558.33 0.00 0.00 689,000.00

037735CE5 APPALACHIAN POWER CO 5.8% 01 Oct 2035 20 Feb 2014 25 Feb 2014 US BANCORP INVESTMENTS INC USD/DTC 20,000,000.000 1.000000 NJBY Local 111.663000 464,000.00 0.00 0.00 22,332,600.00 Base 111.663000 464,000.00 0.00 0.00 22,332,600.00

03965UAB6 ARCOS DORADOS HOLDINGS I 6.625% 27 Sep 2023 25 Feb 2014 28 Feb 2014 CITIGROUPGLOBAL MARKETS INC SALOMON USD/DTC 1,000,000.000 1.000000 NJDG Local 100.999999 27,788.19 0.00 0.00 1,009,999.99 Base 100.999999 27,788.19 0.00 0.00 1,009,999.99

03969AAD2 ARDAGH PKG FIN/HLDGS USA 6.25% 31 Jan 2019 10 Feb 2014 13 Feb 2014 BANK OF AMERICA SECURITIES LLC USD/DTC 1,000,000.000 1.000000 NJDG Local 101.250000 1,388.89 0.00 0.00 1,012,500.00

Page 57 Prepared by State Street

Sales Report by Report Date Composite

February 1, 2014 to February 28, 2014 View Date: March 11, 2014

Base 101.250000 1,388.89 0.00 0.00 1,012,500.00

04010LAN3 ARES CAPITAL CORP 4.875% 30 Nov 2018 14 Feb 2014 20 Feb 2014 JPMORGAN CHASE BANK/RBS SECURITIES USD/DTC 2,000,000.000 1.000000 NJDG Local 104.000000 24,645.83 0.00 0.00 2,080,000.00 Base 104.000000 24,645.83 0.00 0.00 2,080,000.00

04226QAD4 ARMORED AUTOGROUP INC 9.5% 01 Nov 2018 10 Feb 2014 13 Feb 2014 J.P. MORGAN CLEARING CORP. USD/DTC 500,000.000 1.000000 NJEJ Local 97.375000 13,104.17 0.00 0.00 486,875.00 Base 97.375000 13,104.17 0.00 0.00 486,875.00

044209AF1 ASHLAND INC 4.75% 15 Aug 2022 12 Feb 2014 18 Feb 2014 CREDIT SUISSE SECURITIES (USA) LLC USD/DTC 860,000.000 1.000000 NJDF Local 97.875000 340.42 0.00 0.00 841,725.00 Base 97.875000 340.42 0.00 0.00 841,725.00

044209AF1 ASHLAND INC 4.75% 15 Aug 2022 12 Feb 2014 18 Feb 2014 CREDIT SUISSE SECURITIES (USA) LLC USD/DTC 100,000.000 1.000000 NJEG Local 97.875000 39.58 0.00 0.00 97,875.00 Base 97.875000 39.58 0.00 0.00 97,875.00 044209AF1 Total 960,000.000 Local 380.00 0.00 0.00 939,600.00 Base 380.00 0.00 0.00 939,600.00

049296AC0 ATLAS EN HLDGS OP CO/ATL 7.75% 15 Jan 2021 06 Feb 2014 11 Feb 2014 BB& T CAPITAL MARKETS USD/DTC 500,000.000 1.000000 NJDG Local 98.000000 2,798.61 0.00 0.00 490,000.00 Base 98.000000 2,798.61 0.00 0.00 490,000.00

05501TAC3 AZURE MIDSTREAM ENERGY LLC 0.01% 15 Nov 2018 06 Feb 2014 COLIN HOCHSTIN USD/OTH 900,000.000 1.000000 NJEH Local 101.000000 0.00 0.00 0.00 909,000.00 Base 101.000000 0.00 0.00 0.00 909,000.00

06 Feb 2014 CANCEL COLIN HOCHSTIN USD/OTH -900,000.000 1.000000 NJEH Local 101.000000 0.00 0.00 0.00 -909,000.00 Base 101.000000 0.00 0.00 0.00 -909,000.00

19 Feb 2014 OPEN COLIN HOCHSTIN USD/OTH 1,100,000.000 1.000000 NJEH Local 101.250000 0.00 0.00 0.00 1,113,750.00 Base 101.250000 0.00 0.00 0.00 1,113,750.00

Page 58 Prepared by State Street

Sales Report by Report Date Composite

February 1, 2014 to February 28, 2014 View Date: March 11, 2014

06 Feb 2014 COLIN HOCHSTIN USD/OTH 900,000.000 1.000000 NJEH Local 101.003906 0.00 0.00 0.00 909,035.16 Base 101.003906 0.00 0.00 0.00 909,035.16

06 Feb 2014 CANCEL COLIN HOCHSTIN USD/OTH -900,000.000 1.000000 NJEH Local 101.003906 0.00 0.00 0.00 -909,035.16 Base 101.003906 0.00 0.00 0.00 -909,035.16

06 Feb 2014 28 Feb 2014 1 COLIN HOCHSTIN USD/OTH 900,000.000 1.000000 NJEH Local 101.000000 0.00 0.00 0.00 909,000.00 Base 101.000000 0.00 0.00 0.00 909,000.00 05501TAC3 Total 2,000,000.000 Local 0.00 0.00 0.00 2,022,750.00 Base 0.00 0.00 0.00 2,022,750.00

05578MAA0 BMC SOFTWARE FINANCE INC 8.125% 15 Jul 2021 18 Feb 2014 21 Feb 2014 BANK OF AMERICA SECURITIES LLC USD/DTC 50,000.000 1.000000 NJEG Local 101.000000 406.25 0.00 0.00 50,500.00 Base 101.000000 406.25 0.00 0.00 50,500.00

067687AA1 BARMINCO FINANCE PTY LTD 9% 01 Jun 2018 06 Feb 2014 12 Feb 2014 1 BNP PARIBAS SECURITIES CORP./FIXED USD/DTC 500,000.000 1.000000 NJDG Local 91.000000 8,750.00 0.00 0.00 455,000.00 Base 91.000000 8,750.00 0.00 0.00 455,000.00

080555AF2 BELO (A.H.) CORP 7.25% 15 Sep 2027 10 Feb 2014 13 Feb 2014 DA DAVIDSON USD/DTC 1,000,000.000 1.000000 NJDG Local 104.250000 29,805.56 0.00 0.00 1,042,500.00 Base 104.250000 29,805.56 0.00 0.00 1,042,500.00

088611AA6 BI LO LLC/BI LO FIN CORP 9.25% 15 Feb 2019 11 Feb 2014 12 Feb 2014 RAYMOND JAMES/FI USD/DTC 1,500,000.000 1.000000 NJEH Local 109.487500 68,218.75 0.00 0.00 1,642,312.50 Base 109.487500 68,218.75 0.00 0.00 1,642,312.50

090613AJ9 BIOMET INC 6.5% 01 Aug 2020 05 Feb 2014 10 Feb 2014 BANK OF AMERICA SECURITIES LLC USD/DTC 2,000,000.000 1.000000 NJEL Local 107.000000 3,250.00 0.00 0.00 2,140,000.00 Base 107.000000 3,250.00 0.00 0.00 2,140,000.00

Page 59 Prepared by State Street

Sales Report by Report Date Composite

February 1, 2014 to February 28, 2014 View Date: March 11, 2014

09664PAA0 BOART LONGYEAR MANAGEMEN 7% 01 Apr 2021 14 Feb 2014 20 Feb 2014 JEFFERIES+ COMPANY INC USD/DTC 290,000.000 1.000000 NJDF Local 75.750000 7,838.06 0.00 0.00 219,675.00 Base 75.750000 7,838.06 0.00 0.00 219,675.00

097793AB9 BONANZA CREEK ENERGY INC 6.75% 15 Apr 2021 12 Feb 2014 18 Feb 2014 DEUTSCHE BANK SECURITIES INC USD/DTC 360,000.000 1.000000 NJDF Local 106.000000 8,302.50 0.00 0.00 381,600.00 Base 106.000000 8,302.50 0.00 0.00 381,600.00

097793AB9 BONANZA CREEK ENERGY INC 6.75% 15 Apr 2021 12 Feb 2014 18 Feb 2014 DEUTSCHE BANK SECURITIES INC USD/DTC 145,000.000 1.000000 NJEG Local 106.000000 3,344.06 0.00 0.00 153,700.00 Base 106.000000 3,344.06 0.00 0.00 153,700.00 097793AB9 Total 505,000.000 Local 11,646.56 0.00 0.00 535,300.00 Base 11,646.56 0.00 0.00 535,300.00

111021AE1 BRITISH TELECOM PLC 1% 15 Dec 2030 13 Feb 2014 19 Feb 2014 BARCLAYS CAPITAL INC. USD/DTC 10,000,000.000 1.000000 NJBY Local 152.168000 171,111.11 0.00 0.00 15,216,799.99 Base 152.168000 171,111.11 0.00 0.00 15,216,799.99

28 Feb 2014 OPEN BARCLAYS CAPITAL INC. USD/DTC 12,550,000.000 1.000000 NJBY Local 154.455000 268,430.56 0.00 0.00 19,384,102.49 Base 154.455000 268,430.56 0.00 0.00 19,384,102.49 111021AE1 Total 22,550,000.000 Local 439,541.67 0.00 0.00 34,600,902.48 Base 439,541.67 0.00 0.00 34,600,902.48

118230AL5 BUCKEYE PARTNERS LP 2.65% 15 Nov 2018 12 Feb 2014 18 Feb 2014 WELLS FARGO SECURITIES LLC USD/DTC 5,000,000.000 1.000000 NJBY Local 99.679000 34,597.22 0.00 0.00 4,983,949.99 Base 99.679000 34,597.22 0.00 0.00 4,983,949.99

12189TAN4 BURLINGTN NORTH SANTA FE 6.75% 15 Mar 2029 28 Feb 2014 OPEN MERRILL LYNCH PIERCE FENNER + SMITH USD/DTC 12,300,000.000 1.000000 NJBY Local 122.599000 392,062.50 0.00 0.00 15,079,677.00 Base 122.599000 392,062.50 0.00 0.00 15,079,677.00

1248EPBC6 CCO HLDGS LLC/CAP CORP 5.75% 01 Sep 2023 10 Feb 2014 13 Feb 2014 GOLDMAN SACHS + CO USD/DTC

Page 60 Prepared by State Street

Sales Report by Report Date Composite

February 1, 2014 to February 28, 2014 View Date: March 11, 2014

550,000.000 1.000000 NJDF Local 97.500000 14,231.25 0.00 0.00 536,250.00 Base 97.500000 14,231.25 0.00 0.00 536,250.00

12545DAB4 CHC HELICOPTER SA 9.25% 15 Oct 2020 07 Feb 2014 07 Feb 2014 PRINCIPALPAYMENTS CORP BDS USD/DTC 141,625.000 1.000000 NJEL Local 100.000000 0.00 0.00 0.00 141,625.00 Base 100.000000 0.00 0.00 0.00 141,625.00

12545DAB4 CHC HELICOPTER SA 9.25% 15 Oct 2020 07 Feb 2014 12 Feb 2014 5 PRINCIPALPAYMENTS CORP BDS USD/DTC 154,500.000 1.000000 NJEJ Local 100.000000 0.00 0.00 0.00 154,500.00 Base 100.000000 0.00 0.00 0.00 154,500.00

12545DAB4 CHC HELICOPTER SA 9.25% 15 Oct 2020 10 Feb 2014 10 Feb 2014 PRINCIPALPAYMENTS CORP BDS USD/DTC 51,500.000 1.000000 NJDG Local 100.000000 0.00 0.00 0.00 51,500.00 Base 100.000000 0.00 0.00 0.00 51,500.00

12545DAB4 CHC HELICOPTER SA 9.25% 15 Oct 2020 28 Feb 2014 SHARE ADJUSTMENT USD/DTC 4,125.000 1.000000 NJEL Local 0.000000 0.00 0.00 0.00 0.00 Base 0.000000 0.00 0.00 0.00 0.00

28 Feb 2014 CANCEL SHARE ADJUSTMENT USD/DTC -4,125.000 1.000000 NJEL Local 0.000000 0.00 0.00 0.00 0.00 Base 0.000000 0.00 0.00 0.00 0.00 12545DAB4 Total 347,625.000 Local 0.00 0.00 0.00 347,625.00 Base 0.00 0.00 0.00 347,625.00

125577BC9 CIT GROUP INC 6.625% 01 Apr 2018 12 Feb 2014 18 Feb 2014 BARCLAYS CAPITAL INC. USD/DTC 1,000,000.000 1.000000 NJDG Local 112.250000 25,211.81 0.00 0.00 1,122,500.00 Base 112.250000 25,211.81 0.00 0.00 1,122,500.00

125581GQ5 CIT GROUP INC 5% 15 Aug 2022 06 Feb 2014 11 Feb 2014 GOLDMAN SACHS + CO USD/DTC 1,000,000.000 1.000000 NJDG Local 100.124999 24,444.44 0.00 0.00 1,001,249.99 Base 100.124999 24,444.44 0.00 0.00 1,001,249.99

10 Feb 2014 13 Feb 2014 MORGAN STANLEY CO INCORPORATED USD/DTC 1,000,000.000 1.000000 NJDG Local 101.250000 24,722.22 0.00 0.00 1,012,500.00 Base 101.250000 24,722.22 0.00 0.00 1,012,500.00 Page 61 Prepared by State Street

Sales Report by Report Date Composite

February 1, 2014 to February 28, 2014 View Date: March 11, 2014

125581GQ5 Total 2,000,000.000 Local 49,166.66 0.00 0.00 2,013,749.99 Base 49,166.66 0.00 0.00 2,013,749.99

125581GR3 CIT GROUP INC 5% 01 Aug 2023 11 Feb 2014 14 Feb 2014 BANK OF AMERICA SECURITIES LLC USD/DTC 550,000.000 1.000000 NJDF Local 101.000000 993.06 0.00 0.00 555,500.00 Base 101.000000 993.06 0.00 0.00 555,500.00

125581GR3 CIT GROUP INC 5% 01 Aug 2023 12 Feb 2014 18 Feb 2014 BNP PARIBAS SECURITIES CORP./FIXED USD/DTC 350,000.000 1.000000 NJEG Local 101.375000 826.39 0.00 0.00 354,812.50 Base 101.375000 826.39 0.00 0.00 354,812.50

125581GR3 CIT GROUP INC 5% 01 Aug 2023 12 Feb 2014 18 Feb 2014 BNP PARIBAS SECURITIES CORP./FIXED USD/DTC 1,350,000.000 1.000000 NJDF Local 101.375000 3,187.50 0.00 0.00 1,368,562.50 Base 101.375000 3,187.50 0.00 0.00 1,368,562.50 125581GR3 Total 2,250,000.000 Local 5,006.95 0.00 0.00 2,278,875.00 Base 5,006.95 0.00 0.00 2,278,875.00

125581GS1 CIT GROUP INC 3.875% 19 Feb 2019 13 Feb 2014 19 Feb 2014 CREDIT SUISSE SECURITIES (USA) LLC USD/DTC 1,000,000.000 1.000000 NJDG Local 100.250000 0.00 0.00 0.00 1,002,500.00 Base 100.250000 0.00 0.00 0.00 1,002,500.00

12646RAB1 CST BRANDS INC 5% 01 May 2023 11 Feb 2014 14 Feb 2014 BARCLAYS CAPITAL INC. USD/DTC 410,000.000 1.000000 NJEG Local 96.500000 5,865.28 0.00 0.00 395,650.00 Base 96.500000 5,865.28 0.00 0.00 395,650.00

12646RAB1 CST BRANDS INC 5% 01 May 2023 11 Feb 2014 14 Feb 2014 BARCLAYS CAPITAL INC. USD/DTC 1,065,000.000 1.000000 NJDF Local 96.500000 15,235.42 0.00 0.00 1,027,725.00 Base 96.500000 15,235.42 0.00 0.00 1,027,725.00 12646RAB1 Total 1,475,000.000 Local 21,100.70 0.00 0.00 1,423,375.00 Base 21,100.70 0.00 0.00 1,423,375.00

12686CBA6 CABLEVISION SYSTEMS CORP 8% 15 Apr 2020 11 Feb 2014 11 Feb 2014 CREDIT SUISSE SECURITIES (USA) LLC USD/DTC

Page 62 Prepared by State Street

Sales Report by Report Date Composite

February 1, 2014 to February 28, 2014 View Date: March 11, 2014

425,000.000 1.000000 NJDF Local 113.250000 10,955.56 0.00 0.00 481,312.50 Base 113.250000 10,955.56 0.00 0.00 481,312.50

12686CBA6 CABLEVISION SYSTEMS CORP 8% 15 Apr 2020 11 Feb 2014 11 Feb 2014 CREDIT SUISSE SECURITIES (USA) LLC USD/DTC 200,000.000 1.000000 NJEG Local 113.250000 5,155.56 0.00 0.00 226,500.00 Base 113.250000 5,155.56 0.00 0.00 226,500.00

13 Feb 2014 19 Feb 2014 MORGAN STANLEY CO INCORPORATED USD/DTC 125,000.000 1.000000 NJEG Local 114.000000 3,444.44 0.00 0.00 142,500.00 Base 114.000000 3,444.44 0.00 0.00 142,500.00

12686CBA6 CABLEVISION SYSTEMS CORP 8% 15 Apr 2020 13 Feb 2014 19 Feb 2014 MORGAN STANLEY CO INCORPORATED USD/DTC 250,000.000 1.000000 NJDF Local 114.000000 6,888.89 0.00 0.00 285,000.00 Base 114.000000 6,888.89 0.00 0.00 285,000.00 12686CBA6 Total 1,000,000.000 Local 26,444.45 0.00 0.00 1,135,312.50 Base 26,444.45 0.00 0.00 1,135,312.50

12768RAA5 CAESARS ENTERTAINMENT OP 12.75% 15 Apr 2018 18 Feb 2014 21 Feb 2014 UBS SECURITIES LLC USD/DTC 100,000.000 1.000000 NJEG Local 57.000000 4,462.50 0.00 0.00 57,000.00 Base 57.000000 4,462.50 0.00 0.00 57,000.00

151020AJ3 CELGENE CORP 4% 15 Aug 2023 11 Feb 2014 14 Feb 2014 BARCLAYS CAPITAL INC. USD/DTC 10,000,000.000 1.000000 NJBY Local 101.479000 208,888.89 0.00 0.00 10,147,900.00 Base 101.479000 208,888.89 0.00 0.00 10,147,900.00

151290BK8 CEMEX SAB DE CV 7.25% 15 Jan 2021 06 Feb 2014 11 Feb 2014 MORGAN STANLEY CO INCORPORATED USD/DTC 1,000,000.000 1.000000 NJDG Local 103.750000 5,236.11 0.00 0.00 1,037,500.00 Base 103.750000 5,236.11 0.00 0.00 1,037,500.00

156700AS5 CENTURYLINK INC 5.8% 15 Mar 2022 18 Feb 2014 20 Feb 2014 MORGAN STANLEY CO INCORPORATED USD/DTC 1,200,000.000 1.000000 NJEH Local 101.000000 29,966.67 0.00 0.00 1,212,000.00 Base 101.000000 29,966.67 0.00 0.00 1,212,000.00

16524RAE3 ACCESS MIDSTREAM PARTNER 6.125% 15 Jul 2022 12 Feb 2014 18 Feb 2014 CITIGROUPGLOBAL MARKETS INC SALOMON USD/DTC 1,030,000.000 1.000000 NJDF Local 107.000000 5,783.02 0.00 0.00 1,102,100.00

Page 63 Prepared by State Street

Sales Report by Report Date Composite

February 1, 2014 to February 28, 2014 View Date: March 11, 2014

Base 107.000000 5,783.02 0.00 0.00 1,102,100.00

16524RAE3 ACCESS MIDSTREAM PARTNER 6.125% 15 Jul 2022 12 Feb 2014 18 Feb 2014 CITIGROUPGLOBAL MARKETS INC SALOMON USD/DTC 95,000.000 1.000000 NJEG Local 107.000000 533.39 0.00 0.00 101,650.00 Base 107.000000 533.39 0.00 0.00 101,650.00 16524RAE3 Total 1,125,000.000 Local 6,316.41 0.00 0.00 1,203,750.00 Base 6,316.41 0.00 0.00 1,203,750.00

16961UAA4 CHINOS INTERMED HLDGS A 7.75% 01 May 2019 03 Feb 2014 06 Feb 2014 DEUTSCHE BANK SECURITIES INC USD/DTC 1,150,000.000 1.000000 NJEH Local 102.250000 22,776.39 0.00 0.00 1,175,875.00 Base 102.250000 22,776.39 0.00 0.00 1,175,875.00

17121EAE7 CHRYSLER GP/CG CO ISSUER 8% 15 Jun 2019 10 Feb 2014 13 Feb 2014 BANK OF AMERICA SECURITIES LLC USD/DTC 500,000.000 1.000000 NJDG Local 109.499998 6,444.44 0.00 0.00 547,499.99 Base 109.499998 6,444.44 0.00 0.00 547,499.99

17275RAR3 CISCO SYSTEMS INC 2.125% 01 Mar 2019 27 Feb 2014 OPEN JPMORGAN CHASE BANK/RBS SECURITIES USD/DTC 10,000,000.000 1.000000 NJBY Local 100.648000 590.28 0.00 0.00 10,064,799.99 Base 100.648000 590.28 0.00 0.00 10,064,799.99

184496AJ6 CLEAN HARBORS INC 5.25% 01 Aug 2020 18 Feb 2014 21 Feb 2014 MORGAN STANLEY CO INCORPORATED USD/DTC 1,500,000.000 1.000000 NJDG Local 102.625000 4,375.00 0.00 0.00 1,539,375.00 Base 102.625000 4,375.00 0.00 0.00 1,539,375.00

184496AL1 CLEAN HARBORS INC 5.125% 01 Jun 2021 12 Feb 2014 18 Feb 2014 BANK OF AMERICA SECURITIES LLC USD/DTC 250,000.000 1.000000 NJDF Local 101.000000 2,740.45 0.00 0.00 252,500.00 Base 101.000000 2,740.45 0.00 0.00 252,500.00

184496AL1 CLEAN HARBORS INC 5.125% 01 Jun 2021 12 Feb 2014 18 Feb 2014 BANK OF AMERICA SECURITIES LLC USD/DTC 100,000.000 1.000000 NJEG Local 101.000000 1,096.18 0.00 0.00 101,000.00 Base 101.000000 1,096.18 0.00 0.00 101,000.00 184496AL1 Total 350,000.000 Local 3,836.63 0.00 0.00 353,500.00 Base 3,836.63 0.00 0.00 353,500.00

Page 64 Prepared by State Street

Sales Report by Report Date Composite

February 1, 2014 to February 28, 2014 View Date: March 11, 2014

184502BN1 CLEAR CHANNEL COMMUNICAT 11.25% 01 Mar 2021 10 Feb 2014 13 Feb 2014 BARCLAYS CAPITAL INC. USD/DTC 500,000.000 1.000000 NJDG Local 109.125000 25,312.50 0.00 0.00 545,625.00 Base 109.125000 25,312.50 0.00 0.00 545,625.00

184502BP6 CLEAR CHANNEL COMMUNICAT 14% 01 Feb 2021 20 Feb 2014 21 Feb 2014 1 EXCHANGE OFFER (NON CASH) USD/DTC 505,000.000 1.000000 NJEJ Local 93.547176 3,198.33 0.00 0.00 472,413.24 Base 93.547176 3,198.33 0.00 0.00 472,413.24

18451QAG3 CLEAR CHANNEL WORLDWIDE 7.625% 15 Mar 2020 11 Feb 2014 12 Feb 2014 RAYMOND JAMES/FI USD/DTC 400,000.000 1.000000 NJEH Local 105.730000 12,454.17 0.00 0.00 422,920.00 Base 105.730000 12,454.17 0.00 0.00 422,920.00

18451QAG3 CLEAR CHANNEL WORLDWIDE 7.625% 15 Mar 2020 13 Feb 2014 19 Feb 2014 MORGAN STANLEY CO INCORPORATED USD/DTC 140,000.000 1.000000 NJEG Local 106.375000 4,566.53 0.00 0.00 148,925.00 Base 106.375000 4,566.53 0.00 0.00 148,925.00 18451QAG3 Total 540,000.000 Local 17,020.70 0.00 0.00 571,845.00 Base 17,020.70 0.00 0.00 571,845.00

18451QAL2 CLEAR CHANNEL WORLDWIDE 6.5% 15 Nov 2022 12 Feb 2014 18 Feb 2014 CITIGROUPGLOBAL MARKETS INC SALOMON USD/DTC 125,000.000 1.000000 NJEG Local 104.250000 2,098.96 0.00 0.00 130,312.50 Base 104.250000 2,098.96 0.00 0.00 130,312.50

18451QAL2 CLEAR CHANNEL WORLDWIDE 6.5% 15 Nov 2022 12 Feb 2014 18 Feb 2014 CITIGROUPGLOBAL MARKETS INC SALOMON USD/DTC 150,000.000 1.000000 NJDF Local 104.250000 2,518.75 0.00 0.00 156,375.00 Base 104.250000 2,518.75 0.00 0.00 156,375.00 18451QAL2 Total 275,000.000 Local 4,617.71 0.00 0.00 286,687.50 Base 4,617.71 0.00 0.00 286,687.50

20903GAA8 CONS CNT CO/CONS CNT CAP 10.125% 15 Jul 202 11 Feb 2014 14 Feb 2014 WELLS FARGO SECURITIES LLC USD/DTC 175,000.000 1.000000 NJEG Local 106.000000 1,427.34 0.00 0.00 185,500.00 Base 106.000000 1,427.34 0.00 0.00 185,500.00

225310AD3 CREDIT ACCEPTANC 9.125% 01 Feb 2017 21 Feb 2014 21 Feb 2014 CALLED BONDS USD/DTC

Page 65 Prepared by State Street

Sales Report by Report Date Composite

February 1, 2014 to February 28, 2014 View Date: March 11, 2014

1,628,000.000 1.000000 NJDG Local 104.563000 8,253.96 0.00 0.00 1,702,285.64 Base 104.563000 8,253.96 0.00 0.00 1,702,285.64

22764LAD5 CROSSTEX ENERGY LP/CROSS 7.125% 01 Jun 2022 03 Feb 2014 03 Feb 2014 CALLED BONDS USD/DTC 37,000.000 1.000000 NJEL Local 107.125000 446.59 0.00 0.00 39,636.25 Base 107.125000 446.59 0.00 0.00 39,636.25

228411AE4 CROWN MEDIA HOLDINGS INC 10.5% 15 Jul 2019 19 Feb 2014 20 Feb 2014 RBC CAPITAL MARKETS USD/DTC 750,000.000 1.000000 NJEH Local 113.735000 7,656.25 0.00 0.00 853,012.50 Base 113.735000 7,656.25 0.00 0.00 853,012.50

237266AD3 DARLING INTERNATIONAL IN 8.5% 15 Dec 2018 07 Feb 2014 CALLED BONDS USD/DTC 2,069,000.000 1.000000 NJDG Local 104.250000 25,402.72 0.00 0.00 2,156,932.50 Base 104.250000 25,402.72 0.00 0.00 2,156,932.50

07 Feb 2014 CANCEL CALLED BONDS USD/DTC -2,069,000.000 1.000000 NJDG Local 104.250000 -25,402.72 0.00 0.00 -2,156,932.50 Base 104.250000 -25,402.72 0.00 0.00 -2,156,932.50

07 Feb 2014 07 Feb 2014 CALLED BONDS USD/DTC 2,069,000.000 1.000000 NJDG Local 110.930868 25,402.72 0.00 0.00 2,295,159.67 Base 110.930868 25,402.72 0.00 0.00 2,295,159.67 237266AD3 Total 2,069,000.000 Local 25,402.72 0.00 0.00 2,295,159.67 Base 25,402.72 0.00 0.00 2,295,159.67

23833NAG9 DAVE + BUSTER S INC 11% 01 Jun 2018 14 Feb 2014 20 Feb 2014 JEFFERIES+ COMPANY INC USD/DTC 250,000.000 1.000000 NJEG Local 107.875000 6,034.72 0.00 0.00 269,687.50 Base 107.875000 6,034.72 0.00 0.00 269,687.50

247109BS9 DELMARVA PWR + LIGHT CO 3.5% 15 Nov 2023 12 Feb 2014 18 Feb 2014 BANK OF AMERICA SECURITIES LLC USD/DTC 5,000,000.000 1.000000 NJBY Local 100.344000 45,208.33 0.00 0.00 5,017,200.00 Base 100.344000 45,208.33 0.00 0.00 5,017,200.00

25179SAD2 DEVON FINANCING CO LLC 7.875% 30 Sep 2031 12 Feb 2014 18 Feb 2014 JEFFERIES+ CO USD/DTC 15,000,000.000 1.000000 NJBY Local 133.472000 452,812.50 0.00 0.00 20,020,800.00

Page 66 Prepared by State Street

Sales Report by Report Date Composite

February 1, 2014 to February 28, 2014 View Date: March 11, 2014

Base 133.472000 452,812.50 0.00 0.00 20,020,800.00

25389MAD1 DIGITALGLOBE INC 5.25% 01 Feb 2021 11 Feb 2014 14 Feb 2014 MORGAN STANLEY CO INCORPORATED USD/DTC 875,000.000 1.000000 NJDF Local 98.250000 1,658.85 0.00 0.00 859,687.50 Base 98.250000 1,658.85 0.00 0.00 859,687.50

25389MAD1 DIGITALGLOBE INC 5.25% 01 Feb 2021 11 Feb 2014 14 Feb 2014 MORGAN STANLEY CO INCORPORATED USD/DTC 325,000.000 1.000000 NJEG Local 98.250000 616.15 0.00 0.00 319,312.50 Base 98.250000 616.15 0.00 0.00 319,312.50

25389MAD1 DIGITALGLOBE INC 5.25% 01 Feb 2021 26 Feb 2014 OPEN MORGAN STANLEY CO INCORPORATED USD/DTC 1,000,000.000 1.000000 NJDG Local 100.250000 4,666.67 0.00 0.00 1,002,500.00 Base 100.250000 4,666.67 0.00 0.00 1,002,500.00 25389MAD1 Total 2,200,000.000 Local 6,941.67 0.00 0.00 2,181,500.00 Base 6,941.67 0.00 0.00 2,181,500.00

25470XAE5 DISH DBS CORP 6.75% 01 Jun 2021 10 Feb 2014 13 Feb 2014 GOLDMAN SACHS + CO USD/DTC 700,000.000 1.000000 NJDF Local 107.375000 9,450.00 0.00 0.00 751,625.00 Base 107.375000 9,450.00 0.00 0.00 751,625.00

25470XAE5 DISH DBS CORP 6.75% 01 Jun 2021 10 Feb 2014 13 Feb 2014 GOLDMAN SACHS + CO USD/DTC 200,000.000 1.000000 NJEG Local 107.375000 2,700.00 0.00 0.00 214,750.00 Base 107.375000 2,700.00 0.00 0.00 214,750.00 25470XAE5 Total 900,000.000 Local 12,150.00 0.00 0.00 966,375.00 Base 12,150.00 0.00 0.00 966,375.00

25470XAQ8 DISH DBS CORP 5.125% 01 May 2020 11 Feb 2014 12 Feb 2014 RAYMOND JAMES/FI USD/DTC 350,000.000 1.000000 NJEH Local 100.667500 5,032.47 0.00 0.00 352,336.25 Base 100.667500 5,032.47 0.00 0.00 352,336.25

268648AP7 EMC CORP 1.875% 01 Jun 2018 27 Feb 2014 OPEN CREDIT SUISSE SECURITIES (USA) LLC USD/DTC 10,000,000.000 1.000000 NJBY Local 100.492000 48,437.50 0.00 0.00 10,049,200.00 Base 100.492000 48,437.50 0.00 0.00 10,049,200.00

Page 67 Prepared by State Street

Sales Report by Report Date Composite

February 1, 2014 to February 28, 2014 View Date: March 11, 2014

268783AA5 EPE HLDNG/EP ENERGY BOND 3.11399951% 15 Dec 24 Feb 2014 CALLED BONDS USD/DTC 1,089,173.000 1.000000 NJEJ Local 102.000000 16,958.42 0.00 0.00 1,110,956.46 Base 102.000000 16,958.42 0.00 0.00 1,110,956.46

268783AA5 EPE HLDNG/EP ENERGY BOND 3.11399951% 15 Dec 24 Feb 2014 CALLED BONDS USD/DTC 544,586.000 1.000000 NJEL Local 102.000000 8,479.20 0.00 0.00 555,477.72 Base 102.000000 8,479.20 0.00 0.00 555,477.72 268783AA5 Total 1,633,759.000 Local 25,437.62 0.00 0.00 1,666,434.18 Base 25,437.62 0.00 0.00 1,666,434.18

269246BK9 E TRADE FINANCIAL CORP 6.375% 15 Nov 2019 11 Feb 2014 11 Feb 2014 STIFEL NICOLAUS + CO INC USD/DTC 225,000.000 1.000000 NJEG Local 107.625000 3,426.56 0.00 0.00 242,156.25 Base 107.625000 3,426.56 0.00 0.00 242,156.25

269246BK9 E TRADE FINANCIAL CORP 6.375% 15 Nov 2019 11 Feb 2014 11 Feb 2014 STIFEL NICOLAUS + CO INC USD/DTC 150,000.000 1.000000 NJDF Local 107.625000 2,284.38 0.00 0.00 161,437.50 Base 107.625000 2,284.38 0.00 0.00 161,437.50 269246BK9 Total 375,000.000 Local 5,710.94 0.00 0.00 403,593.75 Base 5,710.94 0.00 0.00 403,593.75

27749TAC9 EASTON BELL SPORTS INC 9.75% 01 Dec 2016 06 Feb 2014 11 Feb 2014 BARCLAYS CAPITAL INC. USD/DTC 1,000,000.000 1.000000 NJDG Local 104.250000 18,958.33 0.00 0.00 1,042,500.00 Base 104.250000 18,958.33 0.00 0.00 1,042,500.00

292757AB7 ENERGYSOLUTIONS INC/LLC 10.75% 15 Aug 2018 18 Feb 2014 21 Feb 2014 MORGAN STANLEY CO INCORPORATED USD/DTC 125,000.000 1.000000 NJEG Local 107.000000 223.96 0.00 0.00 133,750.00 Base 107.000000 223.96 0.00 0.00 133,750.00

29276KAP6 ENERGY XXI GULF COAST IN 9.25% 15 Dec 2017 11 Feb 2014 14 Feb 2014 WELLS FARGO SECURITIES LLC USD/DTC 875,000.000 1.000000 NJDF Local 109.500000 13,264.76 0.00 0.00 958,125.00 Base 109.500000 13,264.76 0.00 0.00 958,125.00

30068HAF5 EXCELITAS TECHNOLOGIES CORP 1% 31 Oct 2020 27 Feb 2014 UBS INVESTMENT BANK USD/OTH

Page 68 Prepared by State Street

Sales Report by Report Date Composite

February 1, 2014 to February 28, 2014 View Date: March 11, 2014

200,000.000 1.000000 NJEL Local 100.625000 0.00 0.00 0.00 201,250.00 Base 100.625000 0.00 0.00 0.00 201,250.00

27 Feb 2014 CANCEL UBS INVESTMENT BANK USD/OTH -200,000.000 1.000000 NJEL Local 100.625000 0.00 0.00 0.00 -201,250.00 Base 100.625000 0.00 0.00 0.00 -201,250.00

27 Feb 2014 OPEN UBS INVESTMENT BANK USD/OTH 200,000.000 1.000000 NJEL Local 100.625000 0.00 0.00 0.00 201,250.00 Base 100.625000 0.00 0.00 0.00 201,250.00 30068HAF5 Total 200,000.000 Local 0.00 0.00 0.00 201,250.00 Base 0.00 0.00 0.00 201,250.00

302491AS4 FMC CORP 4.1% 01 Feb 2024 21 Feb 2014 26 Feb 2014 KEYBANC CAPITAL MARKETS INC USD/DTC 5,000,000.000 1.000000 NJBY Local 102.322000 14,236.11 0.00 0.00 5,116,100.00 Base 102.322000 14,236.11 0.00 0.00 5,116,100.00

303109AA0 FAGE DAIRY INDU/FAGE USA 9.875% 01 Feb 2020 13 Feb 2014 19 Feb 2014 JEFFERIES+ COMPANY INC USD/DTC 150,000.000 1.000000 NJEG Local 106.750000 740.63 0.00 0.00 160,125.00 Base 106.750000 740.63 0.00 0.00 160,125.00

303109AA0 FAGE DAIRY INDU/FAGE USA 9.875% 01 Feb 2020 13 Feb 2014 19 Feb 2014 JEFFERIES+ COMPANY INC USD/DTC 250,000.000 1.000000 NJDF Local 106.750000 1,234.38 0.00 0.00 266,875.00 Base 106.750000 1,234.38 0.00 0.00 266,875.00 303109AA0 Total 400,000.000 Local 1,975.01 0.00 0.00 427,000.00 Base 1,975.01 0.00 0.00 427,000.00

313401XW6 FED HM LN PC POOL 170225 8% 01 May 2017 21 Feb 2014 21 Feb 2014 PRINCIPALPAYMENTS CORP BDS USD/FED 243.090 1.000000 NJBY Local 100.000000 0.00 0.00 0.00 243.09 Base 100.000000 0.00 0.00 0.00 243.09

31397C3P2 FREDDIE MAC 5.5% 15 Jun 2035 01 Feb 2014 15 Feb 2014 PRINCIPALPAYMENTS CORP BDS USD/DTC 321,807.270 1.000000 NJBY Local 100.000000 0.00 0.00 0.00 321,807.27

Page 69 Prepared by State Street

Sales Report by Report Date Composite

February 1, 2014 to February 28, 2014 View Date: March 11, 2014

65,383,131.000 Base 100.000000 0.00 0.00 0.00 321,807.27

315786AA1 FIDELITY + GUARANTY LIFE 6.375% 01 Apr 2021 19 Feb 2014 20 Feb 2014 RBC CAPITAL MARKETS USD/DTC 1,075,000.000 1.000000 NJEH Local 106.362500 26,460.68 0.00 0.00 1,143,396.88 Base 106.362500 26,460.68 0.00 0.00 1,143,396.88

31679BAF7 FIFTH STREET FINANCE CORP 4.875% 01 Mar 2019 25 Feb 2014 28 Feb 2014 STIFEL NICOLAUS + CO INC USD/DTC 1,000,000.000 1.000000 NJDG Local 100.500000 270.83 0.00 0.00 1,005,000.00 Base 100.500000 270.83 0.00 0.00 1,005,000.00

27 Feb 2014 OPEN MORGAN STANLEY CO INCORPORATED USD/DTC 1,000,000.000 1.000000 NJDG Local 101.106000 1,083.33 0.00 0.00 1,011,060.00 Base 101.106000 1,083.33 0.00 0.00 1,011,060.00 31679BAF7 Total 2,000,000.000 Local 1,354.16 0.00 0.00 2,016,060.00 Base 1,354.16 0.00 0.00 2,016,060.00

319963BB9 FIRST DATA CORPORATION 12.625% 15 Jan 202 13 Feb 2014 19 Feb 2014 CITIGROUPGLOBAL MARKETS INC SALOMON USD/DTC 250,000.000 1.000000 NJDF Local 117.500000 2,980.90 0.00 0.00 293,750.00 Base 117.500000 2,980.90 0.00 0.00 293,750.00

319963BB9 FIRST DATA CORPORATION 12.625% 15 Jan 202 13 Feb 2014 19 Feb 2014 CITIGROUPGLOBAL MARKETS INC SALOMON USD/DTC 100,000.000 1.000000 NJEG Local 117.500000 1,192.36 0.00 0.00 117,500.00 Base 117.500000 1,192.36 0.00 0.00 117,500.00 319963BB9 Total 350,000.000 Local 4,173.26 0.00 0.00 411,250.00 Base 4,173.26 0.00 0.00 411,250.00

319963BE3 FIRST DATA CORPORATION 6.75% 01 Nov 2020 11 Feb 2014 12 Feb 2014 RAYMOND JAMES/FI USD/DTC 1,000,000.000 1.000000 NJEH Local 106.237500 18,937.50 0.00 0.00 1,062,375.00 Base 106.237500 18,937.50 0.00 0.00 1,062,375.00

319963BK9 FIRST DATA CORPORATION 11.75% 15 Aug 2021 19 Sep 2013 CANCEL BARCLAYS CAPITAL INC. USD/DTC -250,000.000 1.000000 NJEL Local 98.500000 -9,546.88 0.00 0.00 -246,250.00 Base 98.500000 -9,546.88 0.00 0.00 -246,250.00

Page 70 Prepared by State Street

Sales Report by Report Date Composite

February 1, 2014 to February 28, 2014 View Date: March 11, 2014

15 Jul 2013 CANCEL CANTOR FITZGERALD + CO USD/DTC -150,000.000 1.000000 NJEL Local 96.250000 -2,398.96 0.00 0.00 -144,375.00 Base 96.250000 -2,398.96 0.00 0.00 -144,375.00

19 Sep 2013 CANCEL JPMORGAN SECURITIES INC USD/DTC -75,000.000 1.000000 NJEL Local 98.500000 -2,864.06 0.00 0.00 -73,875.00 Base 98.500000 -2,864.06 0.00 0.00 -73,875.00

19 Sep 2013 CANCEL BARCLAYS CAPITAL INC. USD/DTC -125,000.000 1.000000 NJEL Local 98.750000 -4,773.44 0.00 0.00 -123,437.50 Base 98.750000 -4,773.44 0.00 0.00 -123,437.50

31 Oct 2013 CANCEL BANK OF AMERICA SECURITIES LLC USD/DTC -325,000.000 1.000000 NJEL Local 101.000000 -17,926.91 0.00 0.00 -328,250.00 Base 101.000000 -17,926.91 0.00 0.00 -328,250.00

03 Dec 2013 CANCEL BANK OF AMERICA SECURITIES LLC USD/DTC -250,000.000 1.000000 NJEL Local 104.875000 -15,177.08 0.00 0.00 -262,187.50 Base 104.875000 -15,177.08 0.00 0.00 -262,187.50

31 Oct 2013 CANCEL BANK OF AMERICA SECURITIES LLC USD/DTC -325,000.000 1.000000 NJEL Local 101.500000 -17,926.91 0.00 0.00 -329,875.00 Base 101.500000 -17,926.91 0.00 0.00 -329,875.00

19 Sep 2013 CANCEL GOLDMAN SACHS + CO USD/DTC -75,000.000 1.000000 NJEL Local 98.500000 -2,864.06 0.00 0.00 -73,875.00 Base 98.500000 -2,864.06 0.00 0.00 -73,875.00

15 Jul 2013 CANTOR FITZGERALD + CO USD/DTC 150,000.000 1.000000 NJEL Local 96.250000 2,398.96 0.00 0.00 144,375.00 Base 96.250000 2,398.96 0.00 0.00 144,375.00

15 Jul 2013 CANCEL CANTOR FITZGERALD + CO USD/DTC -150,000.000 1.000000 NJEL Local 96.250000 -2,398.96 0.00 0.00 -144,375.00 Base 96.250000 -2,398.96 0.00 0.00 -144,375.00

19 Sep 2013 JPMORGAN SECURITIES INC USD/DTC 75,000.000 1.000000 NJEL Local 98.500000 2,864.06 0.00 0.00 73,875.00 Page 71 Prepared by State Street

Sales Report by Report Date Composite

February 1, 2014 to February 28, 2014 View Date: March 11, 2014

Base 98.500000 2,864.06 0.00 0.00 73,875.00

19 Sep 2013 CANCEL JPMORGAN SECURITIES INC USD/DTC -75,000.000 1.000000 NJEL Local 98.500000 -2,864.06 0.00 0.00 -73,875.00 Base 98.500000 -2,864.06 0.00 0.00 -73,875.00

19 Sep 2013 BARCLAYS CAPITAL INC. USD/DTC 125,000.000 1.000000 NJEL Local 98.750000 4,773.44 0.00 0.00 123,437.50 Base 98.750000 4,773.44 0.00 0.00 123,437.50

19 Sep 2013 CANCEL BARCLAYS CAPITAL INC. USD/DTC -125,000.000 1.000000 NJEL Local 98.750000 -4,773.44 0.00 0.00 -123,437.50 Base 98.750000 -4,773.44 0.00 0.00 -123,437.50

19 Sep 2013 BARCLAYS CAPITAL INC. USD/DTC 250,000.000 1.000000 NJEL Local 98.500000 9,546.88 0.00 0.00 246,250.00 Base 98.500000 9,546.88 0.00 0.00 246,250.00

19 Sep 2013 CANCEL BARCLAYS CAPITAL INC. USD/DTC -250,000.000 1.000000 NJEL Local 98.500000 -9,546.88 0.00 0.00 -246,250.00 Base 98.500000 -9,546.88 0.00 0.00 -246,250.00

31 Oct 2013 BANK OF AMERICA SECURITIES LLC USD/DTC 325,000.000 1.000000 NJEL Local 101.000000 17,926.91 0.00 0.00 328,250.00 Base 101.000000 17,926.91 0.00 0.00 328,250.00

31 Oct 2013 CANCEL BANK OF AMERICA SECURITIES LLC USD/DTC -325,000.000 1.000000 NJEL Local 101.000000 -17,926.91 0.00 0.00 -328,250.00 Base 101.000000 -17,926.91 0.00 0.00 -328,250.00

03 Dec 2013 BANK OF AMERICA SECURITIES LLC USD/DTC 250,000.000 1.000000 NJEL Local 104.875000 15,177.08 0.00 0.00 262,187.50 Base 104.875000 15,177.08 0.00 0.00 262,187.50

03 Dec 2013 CANCEL BANK OF AMERICA SECURITIES LLC USD/DTC -250,000.000 1.000000 NJEL Local 104.875000 -15,177.08 0.00 0.00 -262,187.50 Base 104.875000 -15,177.08 0.00 0.00 -262,187.50

19 Sep 2013 GOLDMAN SACHS + CO USD/DTC

Page 72 Prepared by State Street

Sales Report by Report Date Composite

February 1, 2014 to February 28, 2014 View Date: March 11, 2014

75,000.000 1.000000 NJEL Local 98.500000 2,864.06 0.00 0.00 73,875.00 Base 98.500000 2,864.06 0.00 0.00 73,875.00

19 Sep 2013 CANCEL GOLDMAN SACHS + CO USD/DTC -75,000.000 1.000000 NJEL Local 98.500000 -2,864.06 0.00 0.00 -73,875.00 Base 98.500000 -2,864.06 0.00 0.00 -73,875.00

31 Oct 2013 BANK OF AMERICA SECURITIES LLC USD/DTC 325,000.000 1.000000 NJEL Local 101.500000 17,926.91 0.00 0.00 329,875.00 Base 101.500000 17,926.91 0.00 0.00 329,875.00

31 Oct 2013 CANCEL BANK OF AMERICA SECURITIES LLC USD/DTC -325,000.000 1.000000 NJEL Local 101.500000 -17,926.91 0.00 0.00 -329,875.00 Base 101.500000 -17,926.91 0.00 0.00 -329,875.00

19 Sep 2013 JPMORGAN SECURITIES INC USD/DTC 75,000.000 1.000000 NJEL Local 98.500000 2,864.06 0.00 0.00 73,875.00 Base 98.500000 2,864.06 0.00 0.00 73,875.00

19 Sep 2013 CANCEL JPMORGAN SECURITIES INC USD/DTC -75,000.000 1.000000 NJEL Local 98.500000 -2,864.06 0.00 0.00 -73,875.00 Base 98.500000 -2,864.06 0.00 0.00 -73,875.00

15 Jul 2013 CANTOR FITZGERALD + CO USD/DTC 150,000.000 1.000000 NJEL Local 96.250000 2,398.96 0.00 0.00 144,375.00 Base 96.250000 2,398.96 0.00 0.00 144,375.00

15 Jul 2013 CANCEL CANTOR FITZGERALD + CO USD/DTC -150,000.000 1.000000 NJEL Local 96.250000 -2,398.96 0.00 0.00 -144,375.00 Base 96.250000 -2,398.96 0.00 0.00 -144,375.00

19 Sep 2013 BARCLAYS CAPITAL INC. USD/DTC 125,000.000 1.000000 NJEL Local 98.750000 4,773.44 0.00 0.00 123,437.50 Base 98.750000 4,773.44 0.00 0.00 123,437.50

19 Sep 2013 CANCEL BARCLAYS CAPITAL INC. USD/DTC -125,000.000 1.000000 NJEL Local 98.750000 -4,773.44 0.00 0.00 -123,437.50 Base 98.750000 -4,773.44 0.00 0.00 -123,437.50

Page 73 Prepared by State Street

Sales Report by Report Date Composite

February 1, 2014 to February 28, 2014 View Date: March 11, 2014

19 Sep 2013 BARCLAYS CAPITAL INC. USD/DTC 250,000.000 1.000000 NJEL Local 98.500000 9,546.88 0.00 0.00 246,250.00 Base 98.500000 9,546.88 0.00 0.00 246,250.00

19 Sep 2013 CANCEL BARCLAYS CAPITAL INC. USD/DTC -250,000.000 1.000000 NJEL Local 98.500000 -9,546.88 0.00 0.00 -246,250.00 Base 98.500000 -9,546.88 0.00 0.00 -246,250.00

31 Oct 2013 BANK OF AMERICA SECURITIES LLC USD/DTC 325,000.000 1.000000 NJEL Local 101.000000 17,926.91 0.00 0.00 328,250.00 Base 101.000000 17,926.91 0.00 0.00 328,250.00

31 Oct 2013 CANCEL BANK OF AMERICA SECURITIES LLC USD/DTC -325,000.000 1.000000 NJEL Local 101.000000 -17,926.91 0.00 0.00 -328,250.00 Base 101.000000 -17,926.91 0.00 0.00 -328,250.00

19 Sep 2013 GOLDMAN SACHS + CO USD/DTC 75,000.000 1.000000 NJEL Local 98.500000 2,864.06 0.00 0.00 73,875.00 Base 98.500000 2,864.06 0.00 0.00 73,875.00

19 Sep 2013 CANCEL GOLDMAN SACHS + CO USD/DTC -75,000.000 1.000000 NJEL Local 98.500000 -2,864.06 0.00 0.00 -73,875.00 Base 98.500000 -2,864.06 0.00 0.00 -73,875.00

31 Oct 2013 BANK OF AMERICA SECURITIES LLC USD/DTC 325,000.000 1.000000 NJEL Local 101.500000 17,926.91 0.00 0.00 329,875.00 Base 101.500000 17,926.91 0.00 0.00 329,875.00

31 Oct 2013 CANCEL BANK OF AMERICA SECURITIES LLC USD/DTC -325,000.000 1.000000 NJEL Local 101.500000 -17,926.91 0.00 0.00 -329,875.00 Base 101.500000 -17,926.91 0.00 0.00 -329,875.00

03 Dec 2013 BANK OF AMERICA SECURITIES LLC USD/DTC 250,000.000 1.000000 NJEL Local 104.875000 15,177.08 0.00 0.00 262,187.50 Base 104.875000 15,177.08 0.00 0.00 262,187.50

03 Dec 2013 CANCEL BANK OF AMERICA SECURITIES LLC USD/DTC -250,000.000 1.000000 NJEL Local 104.875000 -15,177.08 0.00 0.00 -262,187.50 Page 74 Prepared by State Street

Sales Report by Report Date Composite

February 1, 2014 to February 28, 2014 View Date: March 11, 2014

Base 104.875000 -15,177.08 0.00 0.00 -262,187.50

19 Sep 2013 JPMORGAN SECURITIES INC USD/DTC 75,000.000 1.000000 NJEL Local 98.500000 2,790.63 0.00 0.00 73,875.00 Base 98.500000 2,790.63 0.00 0.00 73,875.00

19 Sep 2013 CANCEL JPMORGAN SECURITIES INC USD/DTC -75,000.000 1.000000 NJEL Local 98.500000 -2,790.63 0.00 0.00 -73,875.00 Base 98.500000 -2,790.63 0.00 0.00 -73,875.00

19 Sep 2013 GOLDMAN SACHS + CO USD/DTC 75,000.000 1.000000 NJEL Local 98.500000 2,864.06 0.00 0.00 73,875.00 Base 98.500000 2,864.06 0.00 0.00 73,875.00

19 Sep 2013 CANCEL GOLDMAN SACHS + CO USD/DTC -75,000.000 1.000000 NJEL Local 98.500000 -2,864.06 0.00 0.00 -73,875.00 Base 98.500000 -2,864.06 0.00 0.00 -73,875.00

19 Sep 2013 BARCLAYS CAPITAL INC. USD/DTC 250,000.000 1.000000 NJEL Local 98.500000 9,546.88 0.00 0.00 246,250.00 Base 98.500000 9,546.88 0.00 0.00 246,250.00

19 Sep 2013 CANCEL BARCLAYS CAPITAL INC. USD/DTC -250,000.000 1.000000 NJEL Local 98.500000 -9,546.88 0.00 0.00 -246,250.00 Base 98.500000 -9,546.88 0.00 0.00 -246,250.00

15 Jul 2013 CANTOR FITZGERALD + CO USD/DTC 150,000.000 1.000000 NJEL Local 96.250000 2,398.96 0.00 0.00 144,375.00 Base 96.250000 2,398.96 0.00 0.00 144,375.00

15 Jul 2013 CANCEL CANTOR FITZGERALD + CO USD/DTC -150,000.000 1.000000 NJEL Local 96.250000 -2,398.96 0.00 0.00 -144,375.00 Base 96.250000 -2,398.96 0.00 0.00 -144,375.00

19 Sep 2013 JPMORGAN SECURITIES INC USD/DTC 75,000.000 1.000000 NJEL Local 98.500000 2,790.63 0.00 0.00 73,875.00 Base 98.500000 2,790.63 0.00 0.00 73,875.00

19 Sep 2013 CANCEL JPMORGAN SECURITIES INC USD/DTC

Page 75 Prepared by State Street

Sales Report by Report Date Composite

February 1, 2014 to February 28, 2014 View Date: March 11, 2014

-75,000.000 1.000000 NJEL Local 98.500000 -2,790.63 0.00 0.00 -73,875.00 Base 98.500000 -2,790.63 0.00 0.00 -73,875.00