Sales Report by Report Date COMMON B TIPS COMMON B TIPS FUND: NJBQ December 1, 2012 to December 31, 2012 View Date: January 11, 2013

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 Price Interest Commissions Taxes/Fees/Other Net Proceeds Units/Original Face

EQUITY

US DOLLAR

78464A490 SPDR DB INTERNATIONAL GOVERNME SPDR DB INTL GOV INF 17 Dec 2012 20 Dec 2012 THEMIS TRADING LLC USD/DTC 0.01

43,000.000 1.000000 Local 63.513400 0.00 430.00 61.18 2,730,585.02 Base 63.513400 0.00 430.00 61.18 2,730,585.02 18 Dec 2012 21 Dec 2012 THEMIS TRADING LLC USD/DTC 0.01

57,000.000 1.000000 Local 63.704200 0.00 570.00 81.34 3,630,488.06 Base 63.704200 0.00 570.00 81.34 3,630,488.06 19 Dec 2012 24 Dec 2012 THEMIS TRADING LLC USD/DTC 0.01

10,400.000 1.000000 Local 63.950000 0.00 104.00 14.90 664,961.10 Base 63.950000 0.00 104.00 14.90 664,961.10 20 Dec 2012 26 Dec 2012 THEMIS TRADING LLC USD/DTC 0.01

6,420.000 1.000000 Local 63.963000 0.00 64.20 9.20 410,569.06 Base 63.963000 0.00 64.20 9.20 410,569.06 78464A490 Total 116,820.000 Local 0.00 1,168.20 166.62 7,436,603.24 Base 0.00 1,168.20 166.62 7,436,603.24

US DOLLAR Total 116,820.000 Local 0.00 1,168.20 166.62 7,436,603.24 Base 0.00 1,168.20 166.62 7,436,603.24

EQUITY Total 116,820.000 Base 0.00 1,168.20 166.62 7,436,603.24

FIXED INCOME

US DOLLAR

912810QP6 TSY INFL IX N/B 2.125% 15 Feb 2041 04 Dec 2012 05 Dec 2012 UBS SECURITIES LLC USD/FED

52,832,000.000 1.000000 Local 151.625000 341,685.22 0.00 0.00 80,106,520.00

Page 1 Books Closed Prepared by State Street

Sales Report by Report Date COMMON B TIPS COMMON B TIPS FUND: NJBQ December 1, 2012 to December 31, 2012 View Date: January 11, 2013

50,000,000.000 Base 151.625000 341,685.22 0.00 0.00 80,106,520.00

US DOLLAR Total 52,832,000.000 Local 341,685.22 0.00 0.00 80,106,520.00 50,000,000.000 Base 341,685.22 0.00 0.00 80,106,520.00

FIXED INCOME Total 52,832,000.000 50,000,000.000 Base 341,685.22 0.00 0.00 80,106,520.00

SALES Total 52,948,820.000 50,000,000.000 Base 341,685.22 1,168.20 166.62 87,543,123.24

Page 2 Books Closed Prepared by State Street

Purchase Report by Report Date COMMON B BANK LOAN FUNDS COMMON B BANK LOAN FUNDS FUND: NJBX December 1, 2012 to December 31, 2012 View Date: January 11, 2013

EQUITY

US DOLLAR

ACI005524 GOLDENTREE CREDIT OPP LP LIMITED PARTNERSHIP 03 Dec 2012 03 Dec 2012 CAPITAL CALL USD/BOS

50,000,000.000 1.000000 Local 1.000000 0.00 0.00 0.00 50,000,000.00 Base 1.000000 0.00 0.00 0.00 50,000,000.00 31 Dec 2012 31 Dec 2012 CAPITAL CALL USD/BOS

50,000,000.000 1.000000 Local 1.000000 0.00 0.00 0.00 50,000,000.00 Base 1.000000 0.00 0.00 0.00 50,000,000.00 ACI005524 Total 100,000,000.000 Local 0.00 0.00 0.00 100,000,000.00 Base 0.00 0.00 0.00 100,000,000.00

ACI00P645 TPG SPECIALITY LENDING INC TSL LIMITED PARTNERSHIP 28 Nov 2012 28 Nov 2012 DIVIDEND REINVESTMENT USD/BOS

1,303.000 1.000000 Local 1,008.240000 0.00 0.00 0.00 1,313,736.72 Base 1,008.240000 0.00 0.00 0.00 1,313,736.72 21 Dec 2012 21 Dec 2012 CAPITAL CALL USD/BOS

14,255,314.000 1.000000 Local 1.000000 0.00 0.00 0.00 14,255,314.00 Base 1.000000 0.00 0.00 0.00 14,255,314.00 ACI00P645 Total 14,256,617.000 Local 0.00 0.00 0.00 15,569,050.72 Base 0.00 0.00 0.00 15,569,050.72

ACI01TPQ6 KNIGHT TPG NPL C L.P. LIMITED PARTNERSHIP 21 Dec 2012 21 Dec 2012 CAPITAL CALL USD/BOS

7,237,764.000 1.000000 Local 1.000000 0.00 0.00 0.00 7,237,764.00 Base 1.000000 0.00 0.00 0.00 7,237,764.00

ACI01WQS4 CERBERUS NJ CREDIT OPPORTUNITI LIMITED PARTNERSHIP 14 Dec 2012 14 Dec 2012 CAPITAL CALL USD/BOS

63,681,592.040 1.000000 Local 1.000000 0.00 0.00 0.00 63,681,592.04 Base 1.000000 0.00 0.00 0.00 63,681,592.04

Page 3 Books Closed Prepared by State Street

Purchase Report by Report Date COMMON B BANK LOAN FUNDS COMMON B BANK LOAN FUNDS FUND: NJBX December 1, 2012 to December 31, 2012 View Date: January 11, 2013

US DOLLAR Total 185,175,973.040 Local 0.00 0.00 0.00 186,488,406.76 Base 0.00 0.00 0.00 186,488,406.76

EQUITY Total 185,175,973.040 Base 0.00 0.00 0.00 186,488,406.76

PURCHASE Total 185,175,973.040 Base 0.00 0.00 0.00 186,488,406.76

Page 4 Books Closed Prepared by State Street

Purchase Report by Report Date COMMON B HIGH GRADE COMMON B HIGH GRADE FUND: NJBY December 1, 2012 to December 31, 2012 View Date: January 11, 2013

FIXED INCOME

US DOLLAR

00206RBG6 AT+T INC 4.3% 15 Dec 2042 29 Nov 2012 18 Dec 2012 19 EXCHANGE OFFER USD/DTC

118,522.000 1.000000 Local 102.279222 0.00 0.00 0.00 121,223.38 Base 102.279222 0.00 0.00 0.00 121,223.38 29 Nov 2012 18 Dec 2012 19 EXCHANGE OFFER USD/DTC

1,506,000.000 1.000000 Local 93.862371 0.00 0.00 0.00 1,413,567.32 Base 93.862371 0.00 0.00 0.00 1,413,567.32 00206RBG6 Total 1,624,522.000 Local 0.00 0.00 0.00 1,534,790.70 Base 0.00 0.00 0.00 1,534,790.70

00206RBJ0 AT+T INC 4.35% 15 Jun 2045 29 Nov 2012 17 Dec 2012 18 EXCHANGE OFFER USD/DTC

25,000,000.000 1.000000 Local 99.842727 0.00 0.00 0.00 24,960,681.78 Base 99.842727 0.00 0.00 0.00 24,960,681.78 29 Nov 2012 17 Dec 2012 18 EXCHANGE OFFER USD/DTC

1,452,000.000 1.000000 Local 102.355537 0.00 0.00 0.00 1,486,202.40 Base 102.355537 0.00 0.00 0.00 1,486,202.40 29 Nov 2012 18 Dec 2012 19 EXCHANGE OFFER USD/DTC

10,000,000.000 1.000000 Local 97.118478 0.00 0.00 0.00 9,711,847.86 Base 97.118478 0.00 0.00 0.00 9,711,847.86 29 Nov 2012 18 Dec 2012 19 EXCHANGE OFFER USD/DTC

510,000.000 1.000000 Local 102.355537 0.00 0.00 0.00 522,013.24 Base 102.355537 0.00 0.00 0.00 522,013.24 00206RBJ0 Total 36,962,000.000 Local 0.00 0.00 0.00 36,680,745.28 Base 0.00 0.00 0.00 36,680,745.28

052769AB2 AUTODESK INC 3.6% 15 Dec 2022 10 Dec 2012 13 Dec 2012 MORGAN STANLEY CO INCORPORATED USD/DTC

Page 5 Books Closed Prepared by State Street

Purchase Report by Report Date COMMON B HIGH GRADE COMMON B HIGH GRADE FUND: NJBY December 1, 2012 to December 31, 2012 View Date: January 11, 2013

15,000,000.000 1.000000 Local 99.866000 0.00 0.00 0.00 14,979,900.00 Base 99.866000 0.00 0.00 0.00 14,979,900.00

539830BA6 LOCKHEED MARTIN CORP 4.07% 15 Dec 2042 28 Nov 2012 EXCHANGE OFFER USD/DTC

10,000,000.000 1.000000 Local 95.289455 0.00 0.00 0.00 9,528,945.55 Base 95.289455 0.00 0.00 0.00 9,528,945.55 28 Nov 2012 CANCEL EXCHANGE OFFER USD/DTC

-10,000,000.000 1.000000 Local 95.289455 0.00 0.00 0.00 -9,528,945.55 Base 95.289455 0.00 0.00 0.00 -9,528,945.55 28 Nov 2012 EXCHANGE OFFER USD/DTC

1,400,000.000 1.000000 Local 100.000000 0.00 0.00 0.00 1,400,000.00 Base 100.000000 0.00 0.00 0.00 1,400,000.00 28 Nov 2012 CANCEL EXCHANGE OFFER USD/DTC

-1,400,000.000 1.000000 Local 100.000000 0.00 0.00 0.00 -1,400,000.00 Base 100.000000 0.00 0.00 0.00 -1,400,000.00 28 Nov 2012 EXCHANGE OFFER USD/DTC

14,000,000.000 1.000000 Local 100.000000 0.00 0.00 0.00 14,000,000.00 Base 100.000000 0.00 0.00 0.00 14,000,000.00 28 Nov 2012 CANCEL EXCHANGE OFFER USD/DTC

-14,000,000.000 1.000000 Local 100.000000 0.00 0.00 0.00 -14,000,000.00 Base 100.000000 0.00 0.00 0.00 -14,000,000.00 28 Nov 2012 EXCHANGE OFFER USD/DTC

4,900,000.000 1.000000 Local 100.000000 0.00 0.00 0.00 4,900,000.00 Base 100.000000 0.00 0.00 0.00 4,900,000.00 28 Nov 2012 CANCEL EXCHANGE OFFER USD/DTC

-4,900,000.000 1.000000 Local 100.000000 0.00 0.00 0.00 -4,900,000.00 Base 100.000000 0.00 0.00 0.00 -4,900,000.00 28 Nov 2012 14 Dec 2012 16 EXCHANGE OFFER USD/DTC

10,000,000.000 1.000000 Local 95.289455 0.00 0.00 0.00 9,528,945.55

Page 6 Books Closed Prepared by State Street

Purchase Report by Report Date COMMON B HIGH GRADE COMMON B HIGH GRADE FUND: NJBY December 1, 2012 to December 31, 2012 View Date: January 11, 2013

Base 95.289455 0.00 0.00 0.00 9,528,945.55 28 Nov 2012 14 Dec 2012 16 EXCHANGE OFFER USD/DTC

1,400,000.000 1.000000 Local 96.552900 0.00 0.00 0.00 1,351,740.60 Base 96.552900 0.00 0.00 0.00 1,351,740.60 28 Nov 2012 14 Dec 2012 16 EXCHANGE OFFER USD/DTC

14,000,000.000 1.000000 Local 96.552900 0.00 0.00 0.00 13,517,406.00 Base 96.552900 0.00 0.00 0.00 13,517,406.00 28 Nov 2012 14 Dec 2012 16 EXCHANGE OFFER USD/DTC

4,900,000.000 1.000000 Local 96.552900 0.00 0.00 0.00 4,731,092.10 Base 96.552900 0.00 0.00 0.00 4,731,092.10 539830BA6 Total 30,300,000.000 Local 0.00 0.00 0.00 29,129,184.25 Base 0.00 0.00 0.00 29,129,184.25

563469TX3 MANITOBA (PROVINCE OF) 2.1% 06 Sep 2022 04 Dec 2012 07 Dec 2012 SCOTIA CAPITAL (USA) INC USD/DTC

10,000,000.000 1.000000 Local 100.527000 53,083.33 0.00 0.00 10,052,700.00 Base 100.527000 53,083.33 0.00 0.00 10,052,700.00

64110DAD6 NETAPP INC 3.25% 15 Dec 2022 05 Dec 2012 12 Dec 2012 JPMORGAN SECURITIES INC USD/DTC

10,000,000.000 1.000000 Local 99.206000 0.00 0.00 0.00 9,920,600.00 Base 99.206000 0.00 0.00 0.00 9,920,600.00

880591EP3 TENN VALLEY AUTHORITY 3.5% 15 Dec 2042 18 Dec 2012 21 Dec 2012 MORGAN STANLEY CO INCORPORATED USD/FED

30,000,000.000 1.000000 Local 97.494000 0.00 0.00 0.00 29,248,200.00 Base 97.494000 0.00 0.00 0.00 29,248,200.00

US DOLLAR Total 133,886,522.000 Local 53,083.33 0.00 0.00 131,546,120.23 Base 53,083.33 0.00 0.00 131,546,120.23

FIXED INCOME Total 133,886,522.000

Page 7 Books Closed Prepared by State Street

Purchase Report by Report Date COMMON B HIGH GRADE COMMON B HIGH GRADE FUND: NJBY December 1, 2012 to December 31, 2012 View Date: January 11, 2013

Base 53,083.33 0.00 0.00 131,546,120.23

PURCHASE Total 133,886,522.000 Base 53,083.33 0.00 0.00 131,546,120.23

Page 8 Books Closed Prepared by State Street

Sales Report by Report Date COMMON B HIGH GRADE COMMON B HIGH GRADE FUND: NJBY December 1, 2012 to December 31, 2012 View Date: January 11, 2013

FIXED INCOME

US DOLLAR

00206RAB8 AT+T INC 6.8% 15 May 2036 29 Nov 2012 17 Dec 2012 18 EXCHANGE OFFER USD/DTC

25,000,000.000 1.000000 Local 138.295536 151,111.10 0.00 0.00 34,573,884.18 Base 138.295536 151,111.10 0.00 0.00 34,573,884.18

00206RAD4 AT+T INC 6.5% 01 Sep 2037 29 Nov 2012 18 Dec 2012 19 EXCHANGE OFFER USD/DTC

1,506,000.000 1.000000 Local 129.513733 28,823.17 0.00 0.00 1,950,476.82 Base 129.513733 28,823.17 0.00 0.00 1,950,476.82

00206RAN2 AT+T INC 6.4% 15 May 2038 29 Nov 2012 18 Dec 2012 19 EXCHANGE OFFER USD/DTC

10,000,000.000 1.000000 Local 130.822611 56,888.89 0.00 0.00 13,082,261.10 Base 130.822611 56,888.89 0.00 0.00 13,082,261.10

00206RBG6 AT+T INC 4.3% 15 Dec 2042 18 Dec 2012 18 Dec 2012 SALE OF FRACTIONAL S USD/DTC

522.000 1.000000 Local 100.038314 0.00 0.00 0.00 522.20 Base 100.038314 0.00 0.00 0.00 522.20

031162BG4 AMGEN INC 4.1% 15 Jun 2021 04 Dec 2012 07 Dec 2012 MESIROW FINANCIAL INC. USD/DTC

10,000,000.000 1.000000 Local 111.354000 195,888.89 0.00 0.00 11,135,400.00 Base 111.354000 195,888.89 0.00 0.00 11,135,400.00

031162BL3 AMGEN INC 2.5% 15 Nov 2016 18 Dec 2012 21 Dec 2012 MESIROW FINANCIAL INC. USD/DTC

7,000,000.000 1.000000 Local 104.868000 17,500.00 0.00 0.00 7,340,760.00 Base 104.868000 17,500.00 0.00 0.00 7,340,760.00 18 Dec 2012 21 Dec 2012 STERNE AGEE & LEACH INC. USD/DTC

8,000,000.000 1.000000 Local 104.868000 20,000.00 0.00 0.00 8,389,440.00 Base 104.868000 20,000.00 0.00 0.00 8,389,440.00 031162BL3 Total 15,000,000.000 Local 37,500.00 0.00 0.00 15,730,200.00 Base 37,500.00 0.00 0.00 15,730,200.00

Page 9 Books Closed Prepared by State Street

Sales Report by Report Date COMMON B HIGH GRADE COMMON B HIGH GRADE FUND: NJBY December 1, 2012 to December 31, 2012 View Date: January 11, 2013

037735CG0 APPALACHIAN POWER CO 6.375% 01 Apr 2036 19 Dec 2012 24 Dec 2012 US BANCORP INVESTMENTS INC USD/DTC

5,000,000.000 1.000000 Local 125.153000 73,489.58 0.00 0.00 6,257,650.00 Base 125.153000 73,489.58 0.00 0.00 6,257,650.00

052769AB2 AUTODESK INC 3.6% 15 Dec 2022 19 Dec 2012 24 Dec 2012 JPMORGAN SECURITIES INC USD/DTC

5,000,000.000 1.000000 Local 100.639000 5,500.00 0.00 0.00 5,031,950.00 Base 100.639000 5,500.00 0.00 0.00 5,031,950.00

071813BF5 BAXTER INTERNATIONAL INC 2.4% 15 Aug 2022 03 Dec 2012 06 Dec 2012 WELLS FARGO SECURITIES LLC USD/DTC

5,000,000.000 1.000000 Local 100.637000 37,666.67 0.00 0.00 5,031,850.00 Base 100.637000 37,666.67 0.00 0.00 5,031,850.00

125509BP3 CIGNA CORP 4.5% 15 Mar 2021 10 Dec 2012 13 Dec 2012 J.P. MORGAN CLEARING CORP. USD/DTC

10,000,000.000 1.000000 Local 113.111000 110,000.00 0.00 0.00 11,311,100.00 Base 113.111000 110,000.00 0.00 0.00 11,311,100.00

19416QDY3 COLGATE PALMOLIVE CO 2.45% 15 Nov 2021 10 Dec 2012 13 Dec 2012 DEUTSCHE BANK SECURITIES INC USD/DTC

6,000,000.000 1.000000 Local 104.243000 11,433.33 0.00 0.00 6,254,580.00 Base 104.243000 11,433.33 0.00 0.00 6,254,580.00

209111EH2 CONS EDISON CO OF NY 5.3% 01 Mar 2035 20 Dec 2012 26 Dec 2012 FTN FINANCIAL SECURITIES USD/DTC

7,000,000.000 1.000000 Local 120.217000 118,513.89 0.00 0.00 8,415,190.00 Base 120.217000 118,513.89 0.00 0.00 8,415,190.00

24702RAE1 DELL INC 5.65% 15 Apr 2018 17 Dec 2012 20 Dec 2012 CANTOR FITZGERALD & CO USD/DTC

5,000,000.000 1.000000 Local 116.016000 51,006.94 0.00 0.00 5,800,800.00 Base 116.016000 51,006.94 0.00 0.00 5,800,800.00

263534BZ1 E.I. DU PONT DE NEMOURS 4.625% 15 Jan 2020 11 Dec 2012 14 Dec 2012 SCOTT & STRINGFELLOW, INC USD/DTC

12,500,000.000 1.000000 Local 118.685000 239,279.51 0.00 0.00 14,835,625.00 Base 118.685000 239,279.51 0.00 0.00 14,835,625.00

313401XW6 FED HM LN PC POOL 170225 8% 01 May 2017 15 Dec 2012 17 Dec 2012 PRINCIPALPAYMENTS CORP BDS USD/FED

100.200 1.000000 Local 100.000000 0.00 0.00 0.00 100.20

Page 10 Books Closed Prepared by State Street

Sales Report by Report Date COMMON B HIGH GRADE COMMON B HIGH GRADE FUND: NJBY December 1, 2012 to December 31, 2012 View Date: January 11, 2013

Base 100.000000 0.00 0.00 0.00 100.20

36209KWV6 GNMA POOL 474160 6.5% 15 Apr 2028 15 Dec 2012 17 Dec 2012 PRINCIPALPAYMENTS CORP BDS USD/FED

873.870 1.000000 Local 100.000000 0.00 0.00 0.00 873.87 Base 100.000000 0.00 0.00 0.00 873.87

428236BF9 HEWLETT PACKARD CO 3.75% 01 Dec 2020 05 Dec 2012 10 Dec 2012 CANTOR FITZGERALD & CO USD/DTC

7,000,000.000 1.000000 Local 93.273000 6,562.50 0.00 0.00 6,529,110.00 Base 93.273000 6,562.50 0.00 0.00 6,529,110.00 05 Dec 2012 10 Dec 2012 CANTOR FITZGERALD & CO USD/DTC

5,000,000.000 1.000000 Local 94.551000 4,687.50 0.00 0.00 4,727,550.00 Base 94.551000 4,687.50 0.00 0.00 4,727,550.00 18 Dec 2012 21 Dec 2012 CANTOR FITZGERALD & CO USD/DTC

5,000,000.000 1.000000 Local 95.648000 10,416.67 0.00 0.00 4,782,400.00 Base 95.648000 10,416.67 0.00 0.00 4,782,400.00 428236BF9 Total 17,000,000.000 Local 21,666.67 0.00 0.00 16,039,060.00 Base 21,666.67 0.00 0.00 16,039,060.00

4581X0BL1 INTER AMERICAN DEVEL BK 3.875% 14 Feb 2020 20 Dec 2012 26 Dec 2012 BONY/TORONTO DOMINION SECURITIES IN USD/DTC

15,000,000.000 1.000000 Local 116.744000 208,281.25 0.00 0.00 17,511,600.00 Base 116.744000 208,281.25 0.00 0.00 17,511,600.00

459200HE4 IBM CORP 1.875% 15 May 2019 11 Dec 2012 14 Dec 2012 CREDIT SUISSE SECURITIES (USA) LLC USD/DTC

12,000,000.000 1.000000 Local 102.794000 18,125.00 0.00 0.00 12,335,280.00 Base 102.794000 18,125.00 0.00 0.00 12,335,280.00

46625HHS2 JPMORGAN CHASE + CO 4.4% 22 Jul 2020 19 Dec 2012 24 Dec 2012 CREDIT SUISSE SECURITIES (USA) LLC USD/DTC

10,000,000.000 1.000000 Local 112.102000 185,777.78 0.00 0.00 11,210,200.00 Base 112.102000 185,777.78 0.00 0.00 11,210,200.00

50076QAH9 KRAFT FOODS GROUP INC 1.625% 04 Jun 2015 11 Dec 2012 14 Dec 2012 CREDIT SUISSE SECURITIES (USA) LLC USD/DTC

10,000,000.000 1.000000 Local 101.825000 4,513.89 0.00 0.00 10,182,500.00

Page 11 Books Closed Prepared by State Street

Sales Report by Report Date COMMON B HIGH GRADE COMMON B HIGH GRADE FUND: NJBY December 1, 2012 to December 31, 2012 View Date: January 11, 2013

Base 101.825000 4,513.89 0.00 0.00 10,182,500.00

539830AF6 LOCKHEED MARTIN CORP 7.75% 01 May 2026 28 Nov 2012 EXCHANGE OFFER USD/DTC

14,000,000.000 1.000000 Local 149.344000 129,597.22 0.00 0.00 20,908,160.00 Base 149.344000 129,597.22 0.00 0.00 20,908,160.00 28 Nov 2012 CANCEL EXCHANGE OFFER USD/DTC

-14,000,000.000 1.000000 Local 149.344000 -129,597.22 0.00 0.00 -20,908,160.00 Base 149.344000 -129,597.22 0.00 0.00 -20,908,160.00 28 Nov 2012 14 Dec 2012 16 EXCHANGE OFFER USD/DTC

14,000,000.000 1.000000 Local 144.690415 129,597.22 0.00 0.00 20,256,658.10 Base 144.690415 129,597.22 0.00 0.00 20,256,658.10 539830AF6 Total 14,000,000.000 Local 129,597.22 0.00 0.00 20,256,658.10 Base 129,597.22 0.00 0.00 20,256,658.10

539830AR0 LOCKHEED MARTIN CORP 6.15% 01 Sep 2036 28 Nov 2012 EXCHANGE OFFER USD/DTC

10,000,000.000 1.000000 Local 131.412455 175,958.33 0.00 0.00 13,141,245.55 Base 131.412455 175,958.33 0.00 0.00 13,141,245.55 28 Nov 2012 CANCEL EXCHANGE OFFER USD/DTC

-10,000,000.000 1.000000 Local 131.412455 -175,958.33 0.00 0.00 -13,141,245.55 Base 131.412455 -175,958.33 0.00 0.00 -13,141,245.55 28 Nov 2012 14 Dec 2012 16 EXCHANGE OFFER USD/DTC

10,000,000.000 1.000000 Local 130.929861 175,958.33 0.00 0.00 13,092,986.15 Base 130.929861 175,958.33 0.00 0.00 13,092,986.15 539830AR0 Total 10,000,000.000 Local 175,958.33 0.00 0.00 13,092,986.15 Base 175,958.33 0.00 0.00 13,092,986.15

563469TU9 MANITOBA (PROVINCE OF) 1.3% 03 Apr 2017 04 Dec 2012 07 Dec 2012 SCOTIA CAPITAL (USA) INC USD/DTC

15,000,000.000 1.000000 Local 102.528000 34,666.67 0.00 0.00 15,379,200.00 Base 102.528000 34,666.67 0.00 0.00 15,379,200.00

Page 12 Books Closed Prepared by State Street

Sales Report by Report Date COMMON B HIGH GRADE COMMON B HIGH GRADE FUND: NJBY December 1, 2012 to December 31, 2012 View Date: January 11, 2013

581557AZ8 MCKESSON CORP 2.7% 15 Dec 2022 04 Dec 2012 07 Dec 2012 MESIROW FINANCIAL INC. USD/DTC

5,000,000.000 1.000000 Local 101.135000 1,125.00 0.00 0.00 5,056,750.00 Base 101.135000 1,125.00 0.00 0.00 5,056,750.00

585055AS5 MEDTRONIC INC 4.45% 15 Mar 2020 10 Dec 2012 13 Dec 2012 BBVA/SECURITIES NY USD/DTC

15,000,000.000 1.000000 Local 117.382000 163,166.67 0.00 0.00 17,607,300.00 Base 117.382000 163,166.67 0.00 0.00 17,607,300.00

63946BAH3 NBCUNIVERSAL MEDIA LLC 2.875% 15 Jan 2023 05 Dec 2012 10 Dec 2012 CREDIT SUISSE SECURITIES (USA) LLC USD/DTC

10,000,000.000 1.000000 Local 100.805000 51,909.72 0.00 0.00 10,080,500.00 Base 100.805000 51,909.72 0.00 0.00 10,080,500.00 12 Dec 2012 17 Dec 2012 CREDIT SUISSE SECURITIES (USA) LLC USD/DTC

10,000,000.000 1.000000 Local 100.366000 57,500.00 0.00 0.00 10,036,600.00 Base 100.366000 57,500.00 0.00 0.00 10,036,600.00 63946BAH3 Total 20,000,000.000 Local 109,409.72 0.00 0.00 20,117,100.00 Base 109,409.72 0.00 0.00 20,117,100.00

651639AM8 NEWMONT MINING CORP 6.25% 01 Oct 2039 03 Dec 2012 06 Dec 2012 JANNEY MONTGOMERY USD/DTC

6,500,000.000 1.000000 Local 122.622000 73,350.69 0.00 0.00 7,970,430.00 Base 122.622000 73,350.69 0.00 0.00 7,970,430.00

665859AL8 NORTHERN TRUST CORP 3.45% 04 Nov 2020 05 Dec 2012 10 Dec 2012 MCBRYDE &COMPANY USD/DTC

5,000,000.000 1.000000 Local 109.116000 17,250.00 0.00 0.00 5,455,800.00 Base 109.116000 17,250.00 0.00 0.00 5,455,800.00

66989HAE8 NOVARTIS CAPITAL CORP 2.4% 21 Sep 2022 07 Dec 2012 12 Dec 2012 BBVA/SECURITIES NY USD/DTC

10,000,000.000 1.000000 Local 100.974000 54,000.00 0.00 0.00 10,097,400.00 Base 100.974000 54,000.00 0.00 0.00 10,097,400.00

694308GE1 PACIFIC GAS + ELECTRIC 6.05% 01 Mar 2034 05 Dec 2012 10 Dec 2012 J.P. MORGAN CLEARING CORP. USD/DTC

25,000,000.000 1.000000 Local 131.267000 415,937.50 0.00 0.00 32,816,750.00

Page 13 Books Closed Prepared by State Street

Sales Report by Report Date COMMON B HIGH GRADE COMMON B HIGH GRADE FUND: NJBY December 1, 2012 to December 31, 2012 View Date: January 11, 2013

Base 131.267000 415,937.50 0.00 0.00 32,816,750.00

845437BM3 SOUTHWESTERN ELEC POWER 3.55% 15 Feb 2022 10 Dec 2012 13 Dec 2012 JPMORGAN SECURITIES INC USD/DTC

10,000,000.000 1.000000 Local 106.185000 116,361.11 0.00 0.00 10,618,500.00 Base 106.185000 116,361.11 0.00 0.00 10,618,500.00 19 Dec 2012 24 Dec 2012 JPMORGAN SECURITIES INC USD/DTC

10,000,000.000 1.000000 Local 104.950000 127,208.33 0.00 0.00 10,495,000.00 Base 104.950000 127,208.33 0.00 0.00 10,495,000.00 845437BM3 Total 20,000,000.000 Local 243,569.44 0.00 0.00 21,113,500.00 Base 243,569.44 0.00 0.00 21,113,500.00

87316YAC5 ONCOR ELECTRIC DELIVERY TRANSI 5.29% 15 May 2018 17 Dec 2012 20 Dec 2012 CREDIT SUISSE SECURITIES (USA) LLC USD/DTC

14,529,913.050 1.000000 Local 109.156250 74,728.15 0.00 0.00 15,860,308.22 15,000,000.000 Base 109.156250 74,728.15 0.00 0.00 15,860,308.22

878742AY1 TECK RESOURCES LIMITED 3.75% 01 Feb 2023 04 Dec 2012 07 Dec 2012 CREDIT SUISSE SECURITIES (USA) LLC USD/DTC

10,000,000.000 1.000000 Local 101.290000 123,958.33 0.00 0.00 10,129,000.00 Base 101.290000 123,958.33 0.00 0.00 10,129,000.00

878742AZ8 TECK RESOURCES LIMITED 5.4% 01 Feb 2043 03 Dec 2012 06 Dec 2012 CREDIT SUISSE SECURITIES (USA) LLC USD/DTC

5,000,000.000 1.000000 Local 102.617000 88,500.00 0.00 0.00 5,130,850.00 Base 102.617000 88,500.00 0.00 0.00 5,130,850.00 03 Dec 2012 06 Dec 2012 CREDIT SUISSE SECURITIES (USA) LLC USD/DTC

5,000,000.000 1.000000 Local 103.000000 88,500.00 0.00 0.00 5,150,000.00 Base 103.000000 88,500.00 0.00 0.00 5,150,000.00 878742AZ8 Total 10,000,000.000 Local 177,000.00 0.00 0.00 10,280,850.00 Base 177,000.00 0.00 0.00 10,280,850.00

92343VAQ7 VERIZON COMMUNICATIONS 8.75% 01 Nov 2018 17 Dec 2012 17 Dec 2012 CALLED BONDS USD/DTC

4,375,000.000 1.000000 Local 140.206000 48,914.92 0.00 0.00 6,134,012.50

Page 14 Books Closed Prepared by State Street

Sales Report by Report Date COMMON B HIGH GRADE COMMON B HIGH GRADE FUND: NJBY December 1, 2012 to December 31, 2012 View Date: January 11, 2013

Base 140.206000 48,914.92 0.00 0.00 6,134,012.50

94973VAS6 WELLPOINT INC 4.35% 15 Aug 2020 06 Dec 2012 11 Dec 2012 SCOTT & STRINGFELLOW, INC USD/DTC

5,000,000.000 1.000000 Local 111.685000 70,083.33 0.00 0.00 5,584,250.00 Base 111.685000 70,083.33 0.00 0.00 5,584,250.00 07 Dec 2012 12 Dec 2012 SCOTT & STRINGFELLOW, INC USD/DTC

5,000,000.000 1.000000 Local 111.380000 70,687.50 0.00 0.00 5,569,000.00 Base 111.380000 70,687.50 0.00 0.00 5,569,000.00 94973VAS6 Total 10,000,000.000 Local 140,770.83 0.00 0.00 11,153,250.00 Base 140,770.83 0.00 0.00 11,153,250.00

98417EAU4 XSTRATA FINANCE CANADA 2.45% 25 Oct 2017 12 Dec 2012 17 Dec 2012 BARCLAYS CAPITAL INC. USD/DTC

5,000,000.000 1.000000 Local 100.955000 17,694.44 0.00 0.00 5,047,750.00 Base 100.955000 17,694.44 0.00 0.00 5,047,750.00 13 Dec 2012 18 Dec 2012 BARCLAYS CAPITAL INC. USD/DTC

5,000,000.000 1.000000 Local 100.803000 18,034.72 0.00 0.00 5,040,150.00 Base 100.803000 18,034.72 0.00 0.00 5,040,150.00 14 Dec 2012 19 Dec 2012 BARCLAYS CAPITAL INC. USD/DTC

15,000,000.000 1.000000 Local 100.908000 55,125.00 0.00 0.00 15,136,200.00 Base 100.908000 55,125.00 0.00 0.00 15,136,200.00 98417EAU4 Total 25,000,000.000 Local 90,854.16 0.00 0.00 25,224,100.00 Base 90,854.16 0.00 0.00 25,224,100.00

US DOLLAR Total 400,412,409.120 Local 3,629,724.19 0.00 0.00 454,436,498.34 15,000,000.000 Base 3,629,724.19 0.00 0.00 454,436,498.34

FIXED INCOME Total 400,412,409.120

Page 15 Books Closed Prepared by State Street

Sales Report by Report Date COMMON B HIGH GRADE COMMON B HIGH GRADE FUND: NJBY December 1, 2012 to December 31, 2012 View Date: January 11, 2013

15,000,000.000 Base 3,629,724.19 0.00 0.00 454,436,498.34

SALES Total 400,412,409.120 15,000,000.000 Base 3,629,724.19 0.00 0.00 454,436,498.34

Page 16 Books Closed Prepared by State Street

Purchase Report by Report Date COMMON B MID GRADE LOGAN LOGAN CIRCLE PARTNERS, L.P. FUND: NJDF December 1, 2012 to December 31, 2012 View Date: January 11, 2013

CASH EQUIVALENTS

US DOLLAR

85749P9B9 STATE STR INSTL LIQUID RESVS 0.189% 31 Dec 2099 03 Dec 2012 03 Dec 2012 STATE STREET BANK AND TRUST USD/CSW

986,932.980 1.000000 Local 100.000000 0.00 0.00 0.00 986,932.98 Base 100.000000 0.00 0.00 0.00 986,932.98 85749P9B9 STATE STR INSTL LIQUID RESVS 0.182% 31 Dec 2099 04 Dec 2012 04 Dec 2012 STATE STREET BANK AND TRUST USD/CSW

759,965.460 1.000000 Local 100.000000 0.00 0.00 0.00 759,965.46 Base 100.000000 0.00 0.00 0.00 759,965.46 85749P9B9 STATE STR INSTL LIQUID RESVS 1.000% 31 Dec 2099 05 Dec 2012 05 Dec 2012 STATE STREET BANK AND TRUST USD/CSW

754.760 1.000000 Local 100.000000 0.00 0.00 0.00 754.76 Base 100.000000 0.00 0.00 0.00 754.76 85749P9B9 STATE STR INSTL LIQUID RESVS 0.181% 31 Dec 2099 05 Dec 2012 05 Dec 2012 STATE STREET BANK AND TRUST USD/CSW

1,554,023.610 1.000000 Local 100.000000 0.00 0.00 0.00 1,554,023.61 Base 100.000000 0.00 0.00 0.00 1,554,023.61

85749P9B9 STATE STR INSTL LIQUID RESVS 0.186% 31 Dec 2099 10 Dec 2012 10 Dec 2012 STATE STREET BANK AND TRUST USD/CSW

2,038,833.950 1.000000 Local 100.000000 0.00 0.00 0.00 2,038,833.95 Base 100.000000 0.00 0.00 0.00 2,038,833.95

85749P9B9 STATE STR INSTL LIQUID RESVS 0.175% 31 Dec 2099 11 Dec 2012 11 Dec 2012 STATE STREET BANK AND TRUST USD/CSW

2,247,780.900 1.000000 Local 100.000000 0.00 0.00 0.00 2,247,780.90 Base 100.000000 0.00 0.00 0.00 2,247,780.90

85749P9B9 STATE STR INSTL LIQUID RESVS 0.183% 31 Dec 2099 13 Dec 2012 13 Dec 2012 STATE STREET BANK AND TRUST USD/CSW

5,687.500 1.000000 Local 100.000000 0.00 0.00 0.00 5,687.50

Page 17 Books Closed Prepared by State Street

Purchase Report by Report Date COMMON B MID GRADE LOGAN LOGAN CIRCLE PARTNERS, L.P. FUND: NJDF December 1, 2012 to December 31, 2012 View Date: January 11, 2013

Base 100.000000 0.00 0.00 0.00 5,687.50 85749P9B9 STATE STR INSTL LIQUID RESVS 0.174% 31 Dec 2099 14 Dec 2012 14 Dec 2012 STATE STREET BANK AND TRUST USD/CSW

50,933.020 1.000000 Local 100.000000 0.00 0.00 0.00 50,933.02 Base 100.000000 0.00 0.00 0.00 50,933.02 85749P9B9 STATE STR INSTL LIQUID RESVS 0.173% 31 Dec 2099 18 Dec 2012 18 Dec 2012 STATE STREET BANK AND TRUST USD/CSW

371,459.270 1.000000 Local 100.000000 0.00 0.00 0.00 371,459.27 Base 100.000000 0.00 0.00 0.00 371,459.27 85749P9B9 STATE STR INSTL LIQUID RESVS 0.177% 31 Dec 2099 19 Dec 2012 19 Dec 2012 STATE STREET BANK AND TRUST USD/CSW

655,363.370 1.000000 Local 100.000000 0.00 0.00 0.00 655,363.37 Base 100.000000 0.00 0.00 0.00 655,363.37 85749P9B9 STATE STR INSTL LIQUID RESVS 0.169% 31 Dec 2099 24 Dec 2012 24 Dec 2012 STATE STREET BANK AND TRUST USD/CSW

1,189,501.740 1.000000 Local 100.000000 0.00 0.00 0.00 1,189,501.74 Base 100.000000 0.00 0.00 0.00 1,189,501.74

85749P9B9 STATE STR INSTL LIQUID RESVS 0.182% 31 Dec 2099 26 Dec 2012 26 Dec 2012 STATE STREET BANK AND TRUST USD/CSW

1,474,586.110 1.000000 Local 100.000000 0.00 0.00 0.00 1,474,586.11 Base 100.000000 0.00 0.00 0.00 1,474,586.11

85749P9B9 STATE STR INSTL LIQUID RESVS 0.173% 31 Dec 2099 31 Dec 2012 31 Dec 2012 STATE STREET BANK AND TRUST USD/CSW

799,140.450 1.000000 Local 100.000000 0.00 0.00 0.00 799,140.45 Base 100.000000 0.00 0.00 0.00 799,140.45 85749P9B9 Total 12,134,963.120 Local 0.00 0.00 0.00 12,134,963.12 Base 0.00 0.00 0.00 12,134,963.12

Page 18 Books Closed Prepared by State Street

Purchase Report by Report Date COMMON B MID GRADE LOGAN LOGAN CIRCLE PARTNERS, L.P. FUND: NJDF December 1, 2012 to December 31, 2012 View Date: January 11, 2013

US DOLLAR Total 12,134,963.120 Local 0.00 0.00 0.00 12,134,963.12 Base 0.00 0.00 0.00 12,134,963.12

CASH EQUIVALENTS Total 12,134,963.120 Base 0.00 0.00 0.00 12,134,963.12

FIXED INCOME

US DOLLAR

00434NAA3 ACCESS MIDSTREAM PARTNER 4.875% 15 May 2023 12 Dec 2012 19 Dec 2012 CITIGROUPGLOBAL MARKETS INC SALOMON USD/DTC

455,000.000 1.000000 Local 100.000000 0.00 0.00 0.00 455,000.00 Base 100.000000 0.00 0.00 0.00 455,000.00

014477AN3 ALERIS INTL INC 7.875% 01 Nov 2020 14 Dec 2012 19 Dec 2012 J.P. MORGAN CLEARING CORP. USD/DTC

700,000.000 1.000000 Local 100.250000 8,575.00 0.00 0.00 701,750.00 Base 100.250000 8,575.00 0.00 0.00 701,750.00

01551UAB0 ALGECO SCOTSMAN GLOB FIN 10.75% 15 Oct 2019 18 Dec 2012 21 Dec 2012 DEUTSCHE BANK SECURITIES INC USD/DTC

1,040,000.000 1.000000 Local 98.000000 21,738.89 0.00 0.00 1,019,200.00 Base 98.000000 21,738.89 0.00 0.00 1,019,200.00

1248EPAZ6 CCO HLDGS LLC/CAP CORP 5.125% 15 Feb 2023 12 Dec 2012 17 Dec 2012 DEUTSCHE BANK SECURITIES INC USD/DTC

500,000.000 1.000000 Local 100.000000 0.00 0.00 0.00 500,000.00 Base 100.000000 0.00 0.00 0.00 500,000.00 12 Dec 2012 17 Dec 2012 GOLDMAN SACHS + CO USD/DTC

500,000.000 1.000000 Local 100.375000 0.00 0.00 0.00 501,875.00 Base 100.375000 0.00 0.00 0.00 501,875.00 1248EPAZ6 Total 1,000,000.000 Local 0.00 0.00 0.00 1,001,875.00 Base 0.00 0.00 0.00 1,001,875.00

Page 19 Books Closed Prepared by State Street

Purchase Report by Report Date COMMON B MID GRADE LOGAN LOGAN CIRCLE PARTNERS, L.P. FUND: NJDF December 1, 2012 to December 31, 2012 View Date: January 11, 2013

127693AF6 CAESARS OPERATING ESCROW 9% 15 Feb 2020 06 Dec 2012 13 Dec 2012 CITIGROUPGLOBAL MARKETS INC SALOMON USD/DTC

350,000.000 1.000000 Local 98.250000 9,712.50 0.00 0.00 343,875.00 Base 98.250000 9,712.50 0.00 0.00 343,875.00

15671BAE1 CENVEO CORP 8.875% 01 Feb 2018 17 Dec 2012 20 Dec 2012 J.P. MORGAN CLEARING CORP. USD/DTC

125,000.000 1.000000 Local 95.000000 4,283.42 0.00 0.00 118,750.00 Base 95.000000 4,283.42 0.00 0.00 118,750.00

197677AD9 HCA INC 7.19% 15 Nov 2015 17 Dec 2012 20 Dec 2012 GOLDMAN SACHS + CO USD/DTC

25,000.000 1.000000 Local 111.500000 174.76 0.00 0.00 27,875.00 Base 111.500000 174.76 0.00 0.00 27,875.00

303109AA0 FAGE DAIRY INDU/FAGE USA 9.875% 01 Feb 2020 12 Dec 2012 17 Dec 2012 CITIGROUPGLOBAL MARKETS INC SALOMON USD/DTC

450,000.000 1.000000 Local 101.000000 16,787.50 0.00 0.00 454,500.00 Base 101.000000 16,787.50 0.00 0.00 454,500.00

31430QBC0 FELCOR LODGING LP 5.625% 01 Mar 2023 12 Dec 2012 17 Dec 2012 JPMORGAN SECURITIES INC USD/DTC

1,635,000.000 1.000000 Local 100.000000 0.00 0.00 0.00 1,635,000.00 Base 100.000000 0.00 0.00 0.00 1,635,000.00

40412CAC5 HCA HOLDINGS INC 6.25% 15 Feb 2021 03 Dec 2012 06 Dec 2012 CITIGROUPGLOBAL MARKETS INC SALOMON USD/DTC

325,000.000 1.000000 Local 100.000000 0.00 0.00 0.00 325,000.00 Base 100.000000 0.00 0.00 0.00 325,000.00 04 Dec 2012 07 Dec 2012 CITIGROUPGLOBAL MARKETS INC SALOMON USD/DTC

325,000.000 1.000000 Local 102.250000 56.42 0.00 0.00 332,312.50 Base 102.250000 56.42 0.00 0.00 332,312.50 40412CAC5 Total 650,000.000 Local 56.42 0.00 0.00 657,312.50 Base 56.42 0.00 0.00 657,312.50

444454AA0 HUGHES SATELLITE SYSTEMS 7.625% 15 Jun 2021 21 Dec 2012 27 Dec 2012 BANK OF AMERICA SECURITIES LLC USD/DTC

375,000.000 1.000000 Local 114.250000 953.13 0.00 0.00 428,437.50 Base 114.250000 953.13 0.00 0.00 428,437.50

Page 20 Books Closed Prepared by State Street

Purchase Report by Report Date COMMON B MID GRADE LOGAN LOGAN CIRCLE PARTNERS, L.P. FUND: NJDF December 1, 2012 to December 31, 2012 View Date: January 11, 2013

654902AC9 NOKIA CORP 6.625% 15 May 2039 17 Dec 2012 20 Dec 2012 MORGAN STANLEY CO INCORPORATED USD/DTC

425,000.000 1.000000 Local 87.500000 2,737.41 0.00 0.00 371,875.00 Base 87.500000 2,737.41 0.00 0.00 371,875.00 17 Dec 2012 20 Dec 2012 MORGAN STANLEY CO INCORPORATED USD/DTC

125,000.000 1.000000 Local 87.750000 805.12 0.00 0.00 109,687.50 Base 87.750000 805.12 0.00 0.00 109,687.50 654902AC9 Total 550,000.000 Local 3,542.53 0.00 0.00 481,562.50 Base 3,542.53 0.00 0.00 481,562.50

678026AE5 OIL STATES INTL INC 5.125% 15 Jan 2023 18 Dec 2012 21 Dec 2012 RBC CAPITAL MARKETS USD/DTC

460,000.000 1.000000 Local 100.000000 0.00 0.00 0.00 460,000.00 Base 100.000000 0.00 0.00 0.00 460,000.00

693656AA8 PVH CORP 4.5% 15 Dec 2022 06 Dec 2012 20 Dec 2012 BARCLAYS CAPITAL INC. USD/DTC

1,725,000.000 1.000000 Local 100.000000 0.00 0.00 0.00 1,725,000.00 Base 100.000000 0.00 0.00 0.00 1,725,000.00

74112BAH8 PRESTIGE BRANDS INC 8.125% 01 Feb 2020 17 Dec 2012 20 Dec 2012 DEUTSCHE BANK SECURITIES INC USD/DTC

815,000.000 1.000000 Local 112.125000 25,567.80 0.00 0.00 913,818.75 Base 112.125000 25,567.80 0.00 0.00 913,818.75

758753AD9 REGAL CINEMAS CORP 8.625% 15 Jul 2019 06 Dec 2012 11 Dec 2012 BARCLAYS CAPITAL INC. USD/DTC

150,000.000 1.000000 Local 110.250000 5,246.88 0.00 0.00 165,375.00 Base 110.250000 5,246.88 0.00 0.00 165,375.00

76116AAA6 RESOLUTE ENERGY CORP 8.5% 01 May 2020 05 Dec 2012 10 Dec 2012 CITIGROUPGLOBAL MARKETS INC SALOMON USD/DTC

135,000.000 1.000000 Local 101.250000 1,243.13 0.00 0.00 136,687.50 Base 101.250000 1,243.13 0.00 0.00 136,687.50

785583AJ4 SABINE PASS LNG LP 6.5% 01 Nov 2020 12 Dec 2012 17 Dec 2012 CREDIT SUISSE SECURITIES (USA) LLC USD/DTC

665,000.000 1.000000 Local 103.500000 7,324.24 0.00 0.00 688,275.00

Page 21 Books Closed Prepared by State Street

Purchase Report by Report Date COMMON B MID GRADE LOGAN LOGAN CIRCLE PARTNERS, L.P. FUND: NJDF December 1, 2012 to December 31, 2012 View Date: January 11, 2013

Base 103.500000 7,324.24 0.00 0.00 688,275.00

83001AAA0 SIX FLAGS ENTERTAINMENT 5.25% 15 Jan 2021 11 Dec 2012 21 Dec 2012 WELLS FARGO SECURITIES LLC USD/DTC

1,410,000.000 1.000000 Local 100.000000 0.00 0.00 0.00 1,410,000.00 Base 100.000000 0.00 0.00 0.00 1,410,000.00

87612BAL6 TARGA RESOURCES PARTNERS 5.25% 01 May 2023 04 Dec 2012 10 Dec 2012 BANK OF AMERICA SECURITIES LLC USD/DTC

180,000.000 1.000000 Local 101.000000 1,181.25 0.00 0.00 181,800.00 Base 101.000000 1,181.25 0.00 0.00 181,800.00

89236YAA2 SAWGRASS MERG SUB 8.75% 15 Dec 2020 17 Dec 2012 20 Dec 2012 BANK OF AMERICA SECURITIES LLC USD/DTC

440,000.000 1.000000 Local 101.250000 0.00 0.00 0.00 445,500.00 Base 101.250000 0.00 0.00 0.00 445,500.00

91911XAQ7 VALEANT PHARMACEUTICALS 6.75% 15 Aug 2021 13 Dec 2012 18 Dec 2012 BANK OF AMERICA SECURITIES LLC USD/DTC

1,350,000.000 1.000000 Local 107.875000 31,134.38 0.00 0.00 1,456,312.50 Base 107.875000 31,134.38 0.00 0.00 1,456,312.50

92203PAE6 VANGUARD HLT HDG LLC/INC 8% 01 Feb 2018 04 Dec 2012 07 Dec 2012 BANK OF AMERICA SECURITIES LLC USD/DTC

250,000.000 1.000000 Local 104.000000 7,000.00 0.00 0.00 260,000.00 Base 104.000000 7,000.00 0.00 0.00 260,000.00

92531XAP7 VERSO PAPER HLDG LLC/INC 11.75% 15 Jan 2019 13 Dec 2012 13 Dec 2012 EXCHANGE OFFER (NON CASH) USD/DTC

1,800,000.000 1.000000 Local 101.398177 86,950.00 0.00 0.00 1,825,167.20 Base 101.398177 86,950.00 0.00 0.00 1,825,167.20

US DOLLAR Total 16,735,000.000 Local 231,471.83 0.00 0.00 16,993,073.45 Base 231,471.83 0.00 0.00 16,993,073.45

FIXED INCOME Total 16,735,000.000 Base 231,471.83 0.00 0.00 16,993,073.45

Page 22 Books Closed Prepared by State Street

Purchase Report by Report Date COMMON B MID GRADE LOGAN LOGAN CIRCLE PARTNERS, L.P. FUND: NJDF December 1, 2012 to December 31, 2012 View Date: January 11, 2013

PURCHASE Total 28,869,963.120 Base 231,471.83 0.00 0.00 29,128,036.57

Page 23 Books Closed Prepared by State Street

Sales Report by Report Date COMMON B MID GRADE LOGAN LOGAN CIRCLE PARTNERS, L.P. FUND: NJDF December 1, 2012 to December 31, 2012 View Date: January 11, 2013

CASH EQUIVALENTS

US DOLLAR

85749P9B9 STATE STR INSTL LIQUID RESVS 0.205% 31 Dec 2099 06 Dec 2012 06 Dec 2012 STATE STREET BANK AND TRUST USD/CSW

325,000.000 1.000000 Local 100.000000 0.00 0.00 0.00 325,000.00 Base 100.000000 0.00 0.00 0.00 325,000.00 31 Dec 2099 07 Dec 2012 07 Dec 2012 STATE STREET BANK AND TRUST USD/CSW

1,083,241.840 1.000000 Local 100.000000 0.00 0.00 0.00 1,083,241.84 Base 100.000000 0.00 0.00 0.00 1,083,241.84 85749P9B9 STATE STR INSTL LIQUID RESVS 0.190% 31 Dec 2099 17 Dec 2012 17 Dec 2012 STATE STREET BANK AND TRUST USD/CSW

1,780,011.740 1.000000 Local 100.000000 0.00 0.00 0.00 1,780,011.74 Base 100.000000 0.00 0.00 0.00 1,780,011.74 85749P9B9 STATE STR INSTL LIQUID RESVS 0.194% 31 Dec 2099 20 Dec 2012 20 Dec 2012 STATE STREET BANK AND TRUST USD/CSW

602,836.420 1.000000 Local 100.000000 0.00 0.00 0.00 602,836.42 Base 100.000000 0.00 0.00 0.00 602,836.42 31 Dec 2099 21 Dec 2012 21 Dec 2012 STATE STREET BANK AND TRUST USD/CSW

844,647.520 1.000000 Local 100.000000 0.00 0.00 0.00 844,647.52 Base 100.000000 0.00 0.00 0.00 844,647.52

85749P9B9 STATE STR INSTL LIQUID RESVS 0.189% 31 Dec 2099 27 Dec 2012 27 Dec 2012 STATE STREET BANK AND TRUST USD/CSW

429,390.630 1.000000 Local 100.000000 0.00 0.00 0.00 429,390.63 Base 100.000000 0.00 0.00 0.00 429,390.63 85749P9B9 Total 5,065,128.150 Local 0.00 0.00 0.00 5,065,128.15 Base 0.00 0.00 0.00 5,065,128.15

Page 24 Books Closed Prepared by State Street

Sales Report by Report Date COMMON B MID GRADE LOGAN LOGAN CIRCLE PARTNERS, L.P. FUND: NJDF December 1, 2012 to December 31, 2012 View Date: January 11, 2013

US DOLLAR Total 5,065,128.150 Local 0.00 0.00 0.00 5,065,128.15 Base 0.00 0.00 0.00 5,065,128.15

CASH EQUIVALENTS Total 5,065,128.150 Base 0.00 0.00 0.00 5,065,128.15

FIXED INCOME

US DOLLAR

008914AE3 AINSWORTH LUMBER LTD 7.5% 15 Dec 2017 19 Dec 2012 24 Dec 2012 PERSHING LLC USD/DTC

125,000.000 1.000000 Local 105.250000 703.13 0.00 0.00 131,562.50 Base 105.250000 703.13 0.00 0.00 131,562.50

01551UAA2 ALGECO SCOTSMAN GLOB FIN 8.5% 15 Oct 2018 19 Dec 2012 DEUTSCHE BANK SECURITIES INC USD/DTC

1,000,000.000 1.000000 Local 104.000000 17,236.11 0.00 0.00 1,040,000.00 Base 104.000000 17,236.11 0.00 0.00 1,040,000.00 19 Dec 2012 CANCEL DEUTSCHE BANK SECURITIES INC USD/DTC

-1,000,000.000 1.000000 Local 104.000000 -17,236.11 0.00 0.00 -1,040,000.00 Base 104.000000 -17,236.11 0.00 0.00 -1,040,000.00 19 Dec 2012 24 Dec 2012 DEUTSCHE BANK SECURITIES INC USD/DTC

1,000,000.000 1.000000 Local 104.000000 17,236.11 0.00 0.00 1,040,000.00 Base 104.000000 17,236.11 0.00 0.00 1,040,000.00 01551UAA2 Total 1,000,000.000 Local 17,236.11 0.00 0.00 1,040,000.00 Base 17,236.11 0.00 0.00 1,040,000.00

090613AG5 BIOMET INC 6.5% 01 Oct 2020 04 Dec 2012 07 Dec 2012 BNP PARIBAS SECURITIES CORP./FIXED USD/DTC

475,000.000 1.000000 Local 99.250000 5,574.65 0.00 0.00 471,437.50 Base 99.250000 5,574.65 0.00 0.00 471,437.50

Page 25 Books Closed Prepared by State Street

Sales Report by Report Date COMMON B MID GRADE LOGAN LOGAN CIRCLE PARTNERS, L.P. FUND: NJDF December 1, 2012 to December 31, 2012 View Date: January 11, 2013

127693AF6 CAESARS OPERATING ESCROW 9% 15 Feb 2020 06 Dec 2012 13 Dec 2012 PERSHING LLC USD/DTC

350,000.000 1.000000 Local 99.875000 9,712.50 0.00 0.00 349,562.50 Base 99.875000 9,712.50 0.00 0.00 349,562.50

28264QV27 EKSPORTFINANS ASA 2.375% 25 May 2016 17 Dec 2012 JPMORGAN SECURITIES INC USD/DTC

850,000.000 1.000000 Local 95.500000 1,401.91 0.00 0.00 811,750.00 Base 95.500000 1,401.91 0.00 0.00 811,750.00 17 Dec 2012 CANCEL JPMORGAN SECURITIES INC USD/DTC

-850,000.000 1.000000 Local 95.500000 -1,401.91 0.00 0.00 -811,750.00 Base 95.500000 -1,401.91 0.00 0.00 -811,750.00 17 Dec 2012 20 Dec 2012 J P MORGAN CHASE/J P MORGAN INTL USD/DTC

850,000.000 1.000000 Local 95.500000 1,401.91 0.00 0.00 811,750.00 Base 95.500000 1,401.91 0.00 0.00 811,750.00 28264QV27 Total 850,000.000 Local 1,401.91 0.00 0.00 811,750.00 Base 1,401.91 0.00 0.00 811,750.00

302941AK5 FTI CONSULTING INC 6% 15 Nov 2022 18 Dec 2012 21 Dec 2012 JPMORGAN SECURITIES INC USD/DTC

900,000.000 1.000000 Local 104.500000 3,600.00 0.00 0.00 940,500.00 Base 104.500000 3,600.00 0.00 0.00 940,500.00

31430QBC0 FELCOR LODGING LP 5.625% 01 Mar 2023 12 Dec 2012 17 Dec 2012 BANK OF AMERICA SECURITIES LLC USD/DTC

1,310,000.000 1.000000 Local 100.375000 0.00 0.00 0.00 1,314,912.50 Base 100.375000 0.00 0.00 0.00 1,314,912.50 12 Dec 2012 17 Dec 2012 J.P. MORGAN CLEARING CORP. USD/DTC

325,000.000 1.000000 Local 100.625000 0.00 0.00 0.00 327,031.25 Base 100.625000 0.00 0.00 0.00 327,031.25 31430QBC0 Total 1,635,000.000 Local 0.00 0.00 0.00 1,641,943.75 Base 0.00 0.00 0.00 1,641,943.75

Page 26 Books Closed Prepared by State Street

Sales Report by Report Date COMMON B MID GRADE LOGAN LOGAN CIRCLE PARTNERS, L.P. FUND: NJDF December 1, 2012 to December 31, 2012 View Date: January 11, 2013

35687MAQ0 FREESCALE SEMICONDUCTOR 10.125% 15 Mar 201 17 Dec 2012 20 Dec 2012 BNP PARIBAS SECURITIES CORP./FIXED USD/DTC

1,350,000.000 1.000000 Local 110.250000 36,070.31 0.00 0.00 1,488,375.00 Base 110.250000 36,070.31 0.00 0.00 1,488,375.00

404121AG0 HCA INC 5.875% 01 May 2023 04 Dec 2012 07 Dec 2012 CREDIT SUISSE SECURITIES (USA) LLC USD/DTC

325,000.000 1.000000 Local 103.625000 2,333.68 0.00 0.00 336,781.25 Base 103.625000 2,333.68 0.00 0.00 336,781.25

466112AH2 JBS USA LLC/JBS USA FINA 8.25% 01 Feb 2020 11 Dec 2012 14 Dec 2012 CREDIT SUISSE SECURITIES (USA) LLC USD/DTC

300,000.000 1.000000 Local 105.000000 9,143.75 0.00 0.00 315,000.00 Base 105.000000 9,143.75 0.00 0.00 315,000.00 11 Dec 2012 14 Dec 2012 JPMORGAN SECURITIES INC USD/DTC

275,000.000 1.000000 Local 105.000000 8,381.77 0.00 0.00 288,750.00 Base 105.000000 8,381.77 0.00 0.00 288,750.00 11 Dec 2012 14 Dec 2012 BANK OF AMERICA SECURITIES LLC USD/DTC

120,000.000 1.000000 Local 105.000000 3,657.50 0.00 0.00 126,000.00 Base 105.000000 3,657.50 0.00 0.00 126,000.00 466112AH2 Total 695,000.000 Local 21,183.02 0.00 0.00 729,750.00 Base 21,183.02 0.00 0.00 729,750.00

466313AG8 JABIL CIRCUIT INC 4.7% 15 Sep 2022 06 Dec 2012 11 Dec 2012 CITIGROUPGLOBAL MARKETS INC SALOMON USD/DTC

1,250,000.000 1.000000 Local 101.375000 20,888.89 0.00 0.00 1,267,187.50 Base 101.375000 20,888.89 0.00 0.00 1,267,187.50

492914AS5 KEY ENERGY SERVICES INC 6.75% 01 Mar 2021 20 Dec 2012 26 Dec 2012 BARCLAYS CAPITAL INC. USD/DTC

1,085,000.000 1.000000 Local 100.500000 23,395.31 0.00 0.00 1,090,425.00 Base 100.500000 23,395.31 0.00 0.00 1,090,425.00

718592AK4 PVH CORP 7.375% 15 May 2020 06 Dec 2012 11 Dec 2012 BARCLAYS CAPITAL INC. USD/DTC

1,000,000.000 1.000000 Local 112.500000 5,326.39 0.00 0.00 1,125,000.00 Base 112.500000 5,326.39 0.00 0.00 1,125,000.00

Page 27 Books Closed Prepared by State Street

Sales Report by Report Date COMMON B MID GRADE LOGAN LOGAN CIRCLE PARTNERS, L.P. FUND: NJDF December 1, 2012 to December 31, 2012 View Date: January 11, 2013

83001AAA0 SIX FLAGS ENTERTAINMENT 5.25% 15 Jan 2021 11 Dec 2012 21 Dec 2012 WELLS FARGO SECURITIES LLC USD/DTC

1,410,000.000 1.000000 Local 100.625000 0.00 0.00 0.00 1,418,812.50 Base 100.625000 0.00 0.00 0.00 1,418,812.50

83084LAA6 SKY GROWTH ACQUISITION C 7.375% 15 Oct 2020 05 Dec 2012 10 Dec 2012 GOLDMAN SACHS + CO USD/DTC

275,000.000 1.000000 Local 99.125000 4,056.25 0.00 0.00 272,593.75 Base 99.125000 4,056.25 0.00 0.00 272,593.75 18 Dec 2012 20 Dec 2012 GOLDMAN SACHS + CO USD/DTC

175,000.000 1.000000 Local 99.500000 2,939.76 0.00 0.00 174,125.00 Base 99.500000 2,939.76 0.00 0.00 174,125.00 83084LAA6 Total 450,000.000 Local 6,996.01 0.00 0.00 446,718.75 Base 6,996.01 0.00 0.00 446,718.75

87311XAB4 TW TELECOM HOLDINGS INC 8% 01 Mar 2018 05 Dec 2012 10 Dec 2012 CREDIT SUISSE SECURITIES (USA) LLC USD/DTC

1,850,000.000 1.000000 Local 110.250000 40,700.00 0.00 0.00 2,039,625.00 Base 110.250000 40,700.00 0.00 0.00 2,039,625.00

87952VAF3 TELESAT CANADA/TELESAT L 12.5% 01 Nov 2017 17 Dec 2012 20 Dec 2012 MORGAN STANLEY CO INCORPORATED USD/DTC

1,475,000.000 1.000000 Local 109.875000 25,095.49 0.00 0.00 1,620,656.25 Base 109.875000 25,095.49 0.00 0.00 1,620,656.25

91829KAA1 VPI ESCROW CORP 6.375% 15 Oct 2020 13 Dec 2012 18 Dec 2012 BANK OF AMERICA SECURITIES LLC USD/DTC

1,350,000.000 1.000000 Local 108.250000 17,690.63 0.00 0.00 1,461,375.00 Base 108.250000 17,690.63 0.00 0.00 1,461,375.00

92531XAM4 VERSO PAPER HLDGS LLC/IN 1% 15 Jan 2019 13 Dec 2012 13 Dec 2012 EXCHANGE OFFER (NON CASH) USD/DTC

1,800,000.000 1.000000 Local 101.398177 86,950.00 0.00 0.00 1,825,167.20 Base 101.398177 86,950.00 0.00 0.00 1,825,167.20

92531XAP7 VERSO PAPER HLDG LLC/INC 11.75% 15 Jan 2019 11 Dec 2012 14 Dec 2012 JPMORGAN CHASE BANK/GREENWICH CAPIT USD/DTC

225,000.000 1.000000 Local 105.250000 10,942.19 0.00 0.00 236,812.50 Base 105.250000 10,942.19 0.00 0.00 236,812.50

Page 28 Books Closed Prepared by State Street

Sales Report by Report Date COMMON B MID GRADE LOGAN LOGAN CIRCLE PARTNERS, L.P. FUND: NJDF December 1, 2012 to December 31, 2012 View Date: January 11, 2013

11 Dec 2012 CREDIT SUISSE SECURITIES (USA) LLC USD/DTC

345,000.000 1.000000 Local 105.000000 16,778.02 0.00 0.00 362,250.00 Base 105.000000 16,778.02 0.00 0.00 362,250.00 11 Dec 2012 CANCEL CREDIT SUISSE SECURITIES (USA) LLC USD/DTC

-345,000.000 1.000000 Local 105.000000 -16,778.02 0.00 0.00 -362,250.00 Base 105.000000 -16,778.02 0.00 0.00 -362,250.00 11 Dec 2012 14 Dec 2012 CREDIT SUISSE SECURITIES (USA) LLC USD/DTC

345,000.000 1.000000 Local 105.000000 16,778.02 0.00 0.00 362,250.00 Base 105.000000 16,778.02 0.00 0.00 362,250.00 11 Dec 2012 JPMORGAN SECURITIES INC USD/DTC

275,000.000 1.000000 Local 105.000000 13,373.78 0.00 0.00 288,750.00 Base 105.000000 13,373.78 0.00 0.00 288,750.00 11 Dec 2012 CANCEL JPMORGAN SECURITIES INC USD/DTC

-275,000.000 1.000000 Local 105.000000 -13,373.78 0.00 0.00 -288,750.00 Base 105.000000 -13,373.78 0.00 0.00 -288,750.00 12 Dec 2012 17 Dec 2012 WELLS FARGO SECURITIES LLC USD/DTC

80,000.000 1.000000 Local 105.375000 3,968.89 0.00 0.00 84,300.00 Base 105.375000 3,968.89 0.00 0.00 84,300.00 13 Dec 2012 18 Dec 2012 JPMORGAN CHASE BANK/GREENWICH CAPIT USD/DTC

150,000.000 1.000000 Local 105.250000 7,490.63 0.00 0.00 157,875.00 Base 105.250000 7,490.63 0.00 0.00 157,875.00 18 Dec 2012 WELLS FARGO SECURITIES LLC USD/DTC

400,000.000 1.000000 Local 105.625000 20,366.67 0.00 0.00 422,500.00 Base 105.625000 20,366.67 0.00 0.00 422,500.00 18 Dec 2012 CANCEL WELLS FARGO SECURITIES LLC USD/DTC

-400,000.000 1.000000 Local 105.625000 -20,366.67 0.00 0.00 -422,500.00 Base 105.625000 -20,366.67 0.00 0.00 -422,500.00 20 Dec 2012 26 Dec 2012 UBS SECURITIES LLC USD/DTC

Page 29 Books Closed Prepared by State Street

Sales Report by Report Date COMMON B MID GRADE LOGAN LOGAN CIRCLE PARTNERS, L.P. FUND: NJDF December 1, 2012 to December 31, 2012 View Date: January 11, 2013

325,000.000 1.000000 Local 105.750000 17,078.30 0.00 0.00 343,687.50 Base 105.750000 17,078.30 0.00 0.00 343,687.50 92531XAP7 Total 1,125,000.000 Local 56,258.03 0.00 0.00 1,184,925.00 Base 56,258.03 0.00 0.00 1,184,925.00

US DOLLAR Total 20,500,000.000 Local 381,116.06 0.00 0.00 21,421,554.70 Base 381,116.06 0.00 0.00 21,421,554.70

FIXED INCOME Total 20,500,000.000 Base 381,116.06 0.00 0.00 21,421,554.70

SALES Total 25,565,128.150 Base 381,116.06 0.00 0.00 26,486,682.85

Page 30 Books Closed Prepared by State Street

Purchase Report by Report Date COMMON B HIGH YIELD COMMON B HIGH YIELD FUND: NJDG December 1, 2012 to December 31, 2012 View Date: January 11, 2013

FIXED INCOME

US DOLLAR

042380AA3 ARMSTRONG ENERGY INC 11.75% 15 Dec 2019 07 Dec 2012 21 Dec 2012 STIFEL NICOLAUS + CO INC USD/DTC

1,000,000.000 1.000000 Local 96.567000 0.00 0.00 0.00 965,670.00 Base 96.567000 0.00 0.00 0.00 965,670.00

053499AH2 AVAYA INC 9% 01 Apr 2019 18 Dec 2012 21 Dec 2012 CITIGROUPGLOBAL MARKETS INC SALOMON USD/DTC

1,000,000.000 1.000000 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

121579AG1 BURLINGTON COAT FACTORY 10% 15 Feb 2019 19 Dec 2012 24 Dec 2012 BARCLAYS CAPITAL INC. USD/DTC

994,000.000 1.000000 Local 108.750000 35,618.33 0.00 0.00 1,080,975.00 Base 108.750000 35,618.33 0.00 0.00 1,080,975.00

14987BAB9 CC HOLDINGS GS V LLC 2.381% 15 Dec 2017 11 Dec 2012 24 Dec 2012 BANK OF AMERICA SECURITIES LLC USD/DTC

1,000,000.000 1.000000 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

14987BAC7 CC HOLDINGS GS V LLC 3.849% 15 Apr 2023 11 Dec 2012 24 Dec 2012 BANK OF AMERICA SECURITIES LLC USD/DTC

2,000,000.000 1.000000 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

172441AW7 CINEMARK USA INC 5.125% 15 Dec 2022 04 Dec 2012 18 Dec 2012 BARCLAYS CAPITAL INC. USD/DTC

100,000.000 1.000000 Local 100.000000 0.00 0.00 0.00 100,000.00 Base 100.000000 0.00 0.00 0.00 100,000.00

18538TAA7 CLEARWIRE COMM/FINANCE 12% 01 Dec 2015 07 Dec 2012 12 Dec 2012 GOLDMAN SACHS + CO USD/DTC

1,000,000.000 1.000000 Local 105.875000 3,666.67 0.00 0.00 1,058,750.00 Base 105.875000 3,666.67 0.00 0.00 1,058,750.00

185401AD8 CLEAVER BROOKS INC 8.75% 15 Dec 2019 11 Dec 2012 19 Dec 2012 RBC CAPITAL MARKETS USD/DTC

400,000.000 1.000000 Local 102.750000 0.00 0.00 0.00 411,000.00 Base 102.750000 0.00 0.00 0.00 411,000.00

Page 31 Books Closed Prepared by State Street

Purchase Report by Report Date COMMON B HIGH YIELD COMMON B HIGH YIELD FUND: NJDG December 1, 2012 to December 31, 2012 View Date: January 11, 2013

11 Dec 2012 19 Dec 2012 RBC CAPITAL MARKETS USD/DTC

100,000.000 1.000000 Local 99.361000 0.00 0.00 0.00 99,361.00 Base 99.361000 0.00 0.00 0.00 99,361.00 185401AD8 Total 500,000.000 Local 0.00 0.00 0.00 510,361.00 Base 0.00 0.00 0.00 510,361.00

18683KAF8 CLIFFS NATURAL RESOURCES 3.95% 15 Jan 2018 06 Dec 2012 JPMORGAN SECURITIES INC USD/DTC

2,000,000.000 1.000000 Local 99.132000 0.00 0.00 0.00 1,982,640.00 Base 99.132000 0.00 0.00 0.00 1,982,640.00 06 Dec 2012 CANCEL JPMORGAN SECURITIES INC USD/DTC

-2,000,000.000 1.000000 Local 99.132000 0.00 0.00 0.00 -1,982,640.00 Base 99.132000 0.00 0.00 0.00 -1,982,640.00 06 Dec 2012 13 Dec 2012 JPMORGAN SECURITIES INC USD/DTC

2,000,000.000 1.000000 Local 99.132000 0.00 0.00 0.00 1,982,640.00 Base 99.132000 0.00 0.00 0.00 1,982,640.00 18683KAF8 Total 2,000,000.000 Local 0.00 0.00 0.00 1,982,640.00 Base 0.00 0.00 0.00 1,982,640.00

284902AC7 ELDORADO GOLD CORP 6.125% 15 Dec 2020 10 Dec 2012 13 Dec 2012 JPMORGAN SECURITIES INC USD/DTC

250,000.000 1.000000 Local 100.000000 0.00 0.00 0.00 250,000.00 Base 100.000000 0.00 0.00 0.00 250,000.00

40412CAB7 HCA HOLDINGS INC 7.75% 15 May 2021 05 Dec 2012 10 Dec 2012 CITIGROUPGLOBAL MARKETS INC SALOMON USD/DTC

1,000,000.000 1.000000 Local 109.125000 5,381.94 0.00 0.00 1,091,250.00 Base 109.125000 5,381.94 0.00 0.00 1,091,250.00

40412CAC5 HCA HOLDINGS INC 6.25% 15 Feb 2021 03 Dec 2012 06 Dec 2012 CREDIT SUISSE SECURITIES (USA) LLC USD/DTC

1,000,000.000 1.000000 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 32 Books Closed Prepared by State Street

Purchase Report by Report Date COMMON B HIGH YIELD COMMON B HIGH YIELD FUND: NJDG December 1, 2012 to December 31, 2012 View Date: January 11, 2013

44919PAA0 IAC/INTERACTIVECORP 4.75% 15 Dec 2022 18 Dec 2012 21 Dec 2012 JPMORGAN SECURITIES INC USD/DTC

250,000.000 1.000000 Local 100.000000 0.00 0.00 0.00 250,000.00 Base 100.000000 0.00 0.00 0.00 250,000.00

457983AE4 INMET MINING CORP 7.5% 01 Jun 2021 13 Dec 2012 18 Dec 2012 CREDIT SUISSE SECURITIES (USA) LLC USD/DTC

250,000.000 1.000000 Local 100.000000 0.00 0.00 0.00 250,000.00 Base 100.000000 0.00 0.00 0.00 250,000.00

46122EAF2 INVENTIV HEALTH INC 9% 15 Jan 2018 12 Dec 2012 20 Dec 2012 CITIGROUPGLOBAL MARKETS INC SALOMON USD/DTC

500,000.000 1.000000 Local 100.000000 0.00 0.00 0.00 500,000.00 Base 100.000000 0.00 0.00 0.00 500,000.00

488535AA3 KENAN ADVANTAGE GROUP 8.375% 15 Dec 2018 07 Dec 2012 14 Dec 2012 GOLDMAN SACHS + CO USD/DTC

500,000.000 1.000000 Local 100.000000 0.00 0.00 0.00 500,000.00 Base 100.000000 0.00 0.00 0.00 500,000.00

51509EAA6 LANDRY S HOLDINGS II INC 10.25% 01 Jan 2018 18 Dec 2012 J.P. MORGAN CLEARING CORP. USD/DTC

1,000,000.000 1.000000 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 18 Dec 2012 CANCEL J.P. MORGAN CLEARING CORP. USD/DTC

-1,000,000.000 1.000000 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 18 Dec 2012 21 Dec 2012 J.P. MORGAN CLEARING CORP. USD/DTC

1,000,000.000 1.000000 Local 99.000000 0.00 0.00 0.00 990,000.00 Base 99.000000 0.00 0.00 0.00 990,000.00 51509EAA6 Total 1,000,000.000 Local 0.00 0.00 0.00 990,000.00 Base 0.00 0.00 0.00 990,000.00

52989LAH2 LIBBEY GLASS INC 6.875% 15 May 2020 07 Dec 2012 07 Dec 2012 EXCHANGE OFFER (NON CASH) USD/DTC

500,000.000 1.000000 Local 100.000000 2,100.69 0.00 0.00 500,000.00 Base 100.000000 2,100.69 0.00 0.00 500,000.00

Page 33 Books Closed Prepared by State Street

Purchase Report by Report Date COMMON B HIGH YIELD COMMON B HIGH YIELD FUND: NJDG December 1, 2012 to December 31, 2012 View Date: January 11, 2013

59151KAH1 METHANEX CORP 3.25% 15 Dec 2019 12 Dec 2012 17 Dec 2012 WELLS FARGO SECURITIES LLC USD/DTC

3,000,000.000 1.000000 Local 99.098000 0.00 0.00 0.00 2,972,940.00 Base 99.098000 0.00 0.00 0.00 2,972,940.00

62886EAG3 NCR CORP 4.625% 15 Feb 2021 04 Dec 2012 18 Dec 2012 JPMORGAN SECURITIES INC USD/DTC

250,000.000 1.000000 Local 100.000000 0.00 0.00 0.00 250,000.00 Base 100.000000 0.00 0.00 0.00 250,000.00 05 Dec 2012 18 Dec 2012 JPMORGAN SECURITIES INC USD/DTC

750,000.000 1.000000 Local 100.375000 0.00 0.00 0.00 752,812.50 Base 100.375000 0.00 0.00 0.00 752,812.50 62886EAG3 Total 1,000,000.000 Local 0.00 0.00 0.00 1,002,812.50 Base 0.00 0.00 0.00 1,002,812.50

651587AD9 NEWMARKET CORP 4.1% 15 Dec 2022 13 Dec 2012 20 Dec 2012 JPMORGAN SECURITIES INC USD/DTC

3,000,000.000 1.000000 Local 99.830000 0.00 0.00 0.00 2,994,900.00 Base 99.830000 0.00 0.00 0.00 2,994,900.00

678026AE5 OIL STATES INTL INC 5.125% 15 Jan 2023 18 Dec 2012 21 Dec 2012 RBC CAPITAL MARKETS USD/DTC

100,000.000 1.000000 Local 100.000000 0.00 0.00 0.00 100,000.00 Base 100.000000 0.00 0.00 0.00 100,000.00

693656AA8 PVH CORP 4.5% 15 Dec 2022 06 Dec 2012 20 Dec 2012 BARCLAYS CAPITAL INC. USD/DTC

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

74112BAH8 PRESTIGE BRANDS INC 8.125% 01 Feb 2020 18 Dec 2012 21 Dec 2012 CITIGROUPGLOBAL MARKETS INC SALOMON USD/DTC

1,000,000.000 1.000000 Local 112.125000 31,597.22 0.00 0.00 1,121,250.00 Base 112.125000 31,597.22 0.00 0.00 1,121,250.00

75079QAA8 RAIN CII CARBON LLC/CII 8.25% 15 Jan 2021 14 Dec 2012 31 Dec 2012 CITIGROUPGLOBAL MARKETS INC SALOMON USD/DTC

250,000.000 1.000000 Local 100.000000 0.00 0.00 0.00 250,000.00 Base 100.000000 0.00 0.00 0.00 250,000.00

Page 34 Books Closed Prepared by State Street

Purchase Report by Report Date COMMON B HIGH YIELD COMMON B HIGH YIELD FUND: NJDG December 1, 2012 to December 31, 2012 View Date: January 11, 2013

761565AA8 REX ENERGY CORP 8.875% 01 Dec 2020 07 Dec 2012 12 Dec 2012 WELLS FARGO SECURITIES LLC USD/DTC

2,000,000.000 1.000000 Local 99.300000 0.00 0.00 0.00 1,986,000.00 Base 99.300000 0.00 0.00 0.00 1,986,000.00

881609AZ4 TESORO CORP 5.375% 01 Oct 2022 11 Dec 2012 SCOTT & STRINGFELLOW, INC USD/DTC

1,000,000.000 1.000000 Local 106.000000 11,496.53 0.00 0.00 1,060,000.00 Base 106.000000 11,496.53 0.00 0.00 1,060,000.00 11 Dec 2012 CANCEL SCOTT & STRINGFELLOW, INC USD/DTC

-1,000,000.000 1.000000 Local 106.000000 -11,496.53 0.00 0.00 -1,060,000.00 Base 106.000000 -11,496.53 0.00 0.00 -1,060,000.00 881609AZ4 Total 0.000 Local 0.00 0.00 0.00 0.00 Base 0.00 0.00 0.00 0.00

969457BU3 WILLIAMS COMPANIES INC 3.7% 15 Jan 2023 13 Dec 2012 18 Dec 2012 UBS SECURITIES LLC USD/DTC

2,000,000.000 1.000000 Local 99.722000 0.00 0.00 0.00 1,994,440.00 Base 99.722000 0.00 0.00 0.00 1,994,440.00

US DOLLAR Total 27,394,000.000 Local 78,364.85 0.00 0.00 27,651,988.50 Base 78,364.85 0.00 0.00 27,651,988.50

FIXED INCOME Total 27,394,000.000 Base 78,364.85 0.00 0.00 27,651,988.50

PURCHASE Total 27,394,000.000 Base 78,364.85 0.00 0.00 27,651,988.50

Page 35 Books Closed Prepared by State Street

Sales Report by Report Date COMMON B HIGH YIELD COMMON B HIGH YIELD FUND: NJDG December 1, 2012 to December 31, 2012 View Date: January 11, 2013

EQUITY

US DOLLAR

035710805 ANNALY CAPITAL MGMT PREFERRED STOCK 7.5 05 Dec 2012 10 Dec 2012 BARCLAYS CAPITAL INC./LE USD/DTC

25,000.000 1.000000 Local 24.950000 0.00 0.00 13.98 623,736.02 Base 24.950000 0.00 0.00 13.98 623,736.02

064058209 BANK OF NEW YORK MELLON PREFERRED STOCK 5.2 28 Nov 2012 CANCEL WELLS FARGO SECURITIES LLC USD/DTC

-30,000.000 1.000000 Local 25.130000 0.00 0.00 0.00 -753,900.00 Base 25.130000 0.00 0.00 0.00 -753,900.00 28 Nov 2012 05 Dec 2012 2 WELLS FARGO SECURITIES LLC USD/DTC

30,000.000 1.000000 Local 25.130000 0.00 0.00 16.89 753,883.11 Base 25.130000 0.00 0.00 16.89 753,883.11 064058209 Total 0.000 Local 0.00 0.00 16.89 -16.89 Base 0.00 0.00 16.89 -16.89

49427F801 KILROY REALTY CORP PREFERRED STOCK 6.37 06 Dec 2012 WELLS FARGO SECURITIES LLC USD/DTC

30,000.000 1.000000 Local 24.750000 0.00 0.00 0.00 742,500.00 Base 24.750000 0.00 0.00 0.00 742,500.00 06 Dec 2012 CANCEL WELLS FARGO SECURITIES LLC USD/DTC

-30,000.000 1.000000 Local 24.750000 0.00 0.00 0.00 -742,500.00 Base 24.750000 0.00 0.00 0.00 -742,500.00 06 Dec 2012 11 Dec 2012 WELLS FARGO SECURITIES LLC USD/DTC

30,000.000 1.000000 Local 24.750000 0.00 0.00 16.64 742,483.36 Base 24.750000 0.00 0.00 16.64 742,483.36 49427F801 Total 30,000.000 Local 0.00 0.00 16.64 742,483.36 Base 0.00 0.00 16.64 742,483.36

Page 36 Books Closed Prepared by State Street

Sales Report by Report Date COMMON B HIGH YIELD COMMON B HIGH YIELD FUND: NJDG December 1, 2012 to December 31, 2012 View Date: January 11, 2013

US DOLLAR Total 55,000.000 Local 0.00 0.00 47.51 1,366,202.49 Base 0.00 0.00 47.51 1,366,202.49

EQUITY Total 55,000.000 Base 0.00 0.00 47.51 1,366,202.49

FIXED INCOME

US DOLLAR

02005NAN0 ALLY FINANCIAL INC 3.125% 15 Jan 2016 13 Dec 2012 18 Dec 2012 GOLDMAN SACHS + CO USD/DTC

1,000,000.000 1.000000 Local 100.750000 1,302.08 0.00 0.00 1,007,500.00 Base 100.750000 1,302.08 0.00 0.00 1,007,500.00

029912AY8 AMERICAN TOWER REIT INC 7.25% 15 May 2019 06 Dec 2012 11 Dec 2012 RBC CAPITAL MARKETS USD/DTC

150,000.000 1.000000 Local 123.750000 785.42 0.00 0.00 185,625.00 Base 123.750000 785.42 0.00 0.00 185,625.00 13 Dec 2012 18 Dec 2012 RBC CAPITAL MARKETS USD/DTC

850,000.000 1.000000 Local 123.040000 5,648.96 0.00 0.00 1,045,840.00 Base 123.040000 5,648.96 0.00 0.00 1,045,840.00 029912AY8 Total 1,000,000.000 Local 6,434.38 0.00 0.00 1,231,465.00 Base 6,434.38 0.00 0.00 1,231,465.00

12545DAB4 CHC HELICOPTER SA 9.25% 15 Oct 2020 13 Dec 2012 18 Dec 2012 STIFEL NICOLAUS + CO INC USD/DTC

500,000.000 1.000000 Local 105.000000 8,093.75 0.00 0.00 525,000.00 Base 105.000000 8,093.75 0.00 0.00 525,000.00

125577BC9 CIT GROUP INC 6.625% 01 Apr 2018 05 Dec 2012 10 Dec 2012 CITIGROUPGLOBAL MARKETS INC SALOMON USD/DTC

1,000,000.000 1.000000 Local 112.500000 12,697.92 0.00 0.00 1,125,000.00 Base 112.500000 12,697.92 0.00 0.00 1,125,000.00

Page 37 Books Closed Prepared by State Street

Sales Report by Report Date COMMON B HIGH YIELD COMMON B HIGH YIELD FUND: NJDG December 1, 2012 to December 31, 2012 View Date: January 11, 2013

12623EAB7 CNH CAPITAL LLC 6.25% 01 Nov 2016 07 Dec 2012 12 Dec 2012 JPMORGAN SECURITIES INC USD/DTC

1,000,000.000 1.000000 Local 110.000000 7,118.06 0.00 0.00 1,100,000.00 Base 110.000000 7,118.06 0.00 0.00 1,100,000.00

23331ABE8 D.R. HORTON INC 4.375% 15 Sep 2022 17 Dec 2012 20 Dec 2012 CITIGROUPGLOBAL MARKETS INC SALOMON USD/DTC

1,000,000.000 1.000000 Local 101.250000 11,666.67 0.00 0.00 1,012,500.00 Base 101.250000 11,666.67 0.00 0.00 1,012,500.00

26156FAA1 DRESDNER FNDG TRUST I 8.151% 30 Jun 2031 06 Dec 2012 11 Dec 2012 CANTOR FITZGERALD & CO USD/DTC

585,000.000 1.000000 Local 96.250000 21,325.05 0.00 0.00 563,062.50 Base 96.250000 21,325.05 0.00 0.00 563,062.50

26483EAG5 DUN + BRADSTREET CORP 4.375% 01 Dec 2022 04 Dec 2012 07 Dec 2012 BARCLAYS CAPITAL INC. USD/DTC

2,000,000.000 1.000000 Local 101.089000 972.22 0.00 0.00 2,021,780.00 Base 101.089000 972.22 0.00 0.00 2,021,780.00

268787AB4 EP ENER/EVEREST ACQ FIN 7.75% 01 Sep 2022 10 Dec 2012 CIBC WORLD MARKETS CORP USD/DTC

500,000.000 1.000000 Local 105.750000 10,979.17 0.00 0.00 528,750.00 Base 105.750000 10,979.17 0.00 0.00 528,750.00 10 Dec 2012 CANCEL CIBC WORLD MARKETS CORP USD/DTC

-500,000.000 1.000000 Local 105.750000 -10,979.17 0.00 0.00 -528,750.00 Base 105.750000 -10,979.17 0.00 0.00 -528,750.00 10 Dec 2012 13 Dec 2012 CIBC WORLD MARKETS CORP USD/DTC

500,000.000 1.000000 Local 105.750000 12,916.67 0.00 0.00 528,750.00 Base 105.750000 12,916.67 0.00 0.00 528,750.00 268787AB4 Total 500,000.000 Local 12,916.67 0.00 0.00 528,750.00 Base 12,916.67 0.00 0.00 528,750.00

30251GAK3 FMG RESOURCES AUG 2006 6% 01 Apr 2017 12 Dec 2012 DEUTSCHE BANK SECURITIES INC USD/DTC

1,000,000.000 1.000000 Local 101.500000 12,666.67 0.00 0.00 1,015,000.00 Base 101.500000 12,666.67 0.00 0.00 1,015,000.00

Page 38 Books Closed Prepared by State Street

Sales Report by Report Date COMMON B HIGH YIELD COMMON B HIGH YIELD FUND: NJDG December 1, 2012 to December 31, 2012 View Date: January 11, 2013

12 Dec 2012 CANCEL DEUTSCHE BANK SECURITIES INC USD/DTC

-1,000,000.000 1.000000 Local 101.500000 -12,666.67 0.00 0.00 -1,015,000.00 Base 101.500000 -12,666.67 0.00 0.00 -1,015,000.00 12 Dec 2012 17 Dec 2012 DEUTSCHE BANK SECURITIES INC USD/DTC

1,000,000.000 1.000000 Local 101.500000 12,666.67 0.00 0.00 1,015,000.00 Base 101.500000 12,666.67 0.00 0.00 1,015,000.00 30251GAK3 Total 1,000,000.000 Local 12,666.67 0.00 0.00 1,015,000.00 Base 12,666.67 0.00 0.00 1,015,000.00

369622SP1 GENERAL ELEC CAP CORP 6.25% 31 Dec 2049 07 Dec 2012 12 Dec 2012 CITIGROUPGLOBAL MARKETS INC SALOMON USD/DTC

1,000,000.000 1.000000 Local 107.625000 23,437.50 0.00 0.00 1,076,250.00 Base 107.625000 23,437.50 0.00 0.00 1,076,250.00

37045XAD8 GENERAL MOTORS FINL CO 4.75% 15 Aug 2017 06 Dec 2012 11 Dec 2012 DEUTSCHE BANK SECURITIES INC USD/DTC

1,000,000.000 1.000000 Local 104.750000 15,173.61 0.00 0.00 1,047,500.00 Base 104.750000 15,173.61 0.00 0.00 1,047,500.00

40412CAC5 HCA HOLDINGS INC 6.25% 15 Feb 2021 05 Dec 2012 10 Dec 2012 CITIGROUPGLOBAL MARKETS INC SALOMON USD/DTC

1,000,000.000 1.000000 Local 103.125000 694.44 0.00 0.00 1,031,250.00 Base 103.125000 694.44 0.00 0.00 1,031,250.00

440543AL0 HORNBECK OFFSHORE SERV 5.875% 01 Apr 2020 03 Dec 2012 06 Dec 2012 BARCLAYS CAPITAL INC. USD/DTC

1,000,000.000 1.000000 Local 102.750000 10,607.64 0.00 0.00 1,027,500.00 Base 102.750000 10,607.64 0.00 0.00 1,027,500.00

45031UBG5 ISTAR FINANCIAL INC 8.625% 01 Jun 2013 13 Dec 2012 CALLED BONDS USD/DTC

807,000.000 1.000000 Local 103.385349 2,320.12 0.00 0.00 834,319.77 Base 103.385349 2,320.12 0.00 0.00 834,319.77 13 Dec 2012 CANCEL CALLED BONDS USD/DTC

-807,000.000 1.000000 Local 103.385349 -2,320.12 0.00 0.00 -834,319.77 Base 103.385349 -2,320.12 0.00 0.00 -834,319.77

Page 39 Books Closed Prepared by State Street

Sales Report by Report Date COMMON B HIGH YIELD COMMON B HIGH YIELD FUND: NJDG December 1, 2012 to December 31, 2012 View Date: January 11, 2013

13 Dec 2012 14 Dec 2012 1 CALLED BONDS USD/DTC

807,000.000 1.000000 Local 103.385349 4,771.65 0.00 0.00 834,319.77 Base 103.385349 4,771.65 0.00 0.00 834,319.77 45031UBG5 Total 807,000.000 Local 4,771.65 0.00 0.00 834,319.77 Base 4,771.65 0.00 0.00 834,319.77

466112AH2 JBS USA LLC/JBS USA FINA 8.25% 01 Feb 2020 12 Dec 2012 17 Dec 2012 SCOTT & STRINGFELLOW, INC USD/DTC

1,000,000.000 1.000000 Local 105.000000 31,166.67 0.00 0.00 1,050,000.00 Base 105.000000 31,166.67 0.00 0.00 1,050,000.00

466313AG8 JABIL CIRCUIT INC 4.7% 15 Sep 2022 12 Dec 2012 17 Dec 2012 CITIGROUPGLOBAL MARKETS INC SALOMON USD/DTC

1,000,000.000 1.000000 Local 103.625000 17,494.44 0.00 0.00 1,036,250.00 Base 103.625000 17,494.44 0.00 0.00 1,036,250.00

52989LAF6 LIBBEY GLASS INC 6.875% 15 May 2020 07 Dec 2012 07 Dec 2012 EXCHANGE OFFER (NON CASH) USD/DTC

500,000.000 1.000000 Local 100.000000 2,100.69 0.00 0.00 500,000.00 Base 100.000000 2,100.69 0.00 0.00 500,000.00

59833DAA8 MIDWEST GMNG BOR/MW FINA 11.625% 15 Apr 201 17 Dec 2012 17 Dec 2012 CALLED BONDS USD/DTC

1,000,000.000 1.000000 Local 109.384945 20,020.83 0.00 0.00 1,093,849.45 Base 109.384945 20,020.83 0.00 0.00 1,093,849.45

60877UAT4 MOMENTIVE PERFORMANCE 12.5% 15 Jun 2014 17 Dec 2012 17 Dec 2012 CALLED BONDS USD/DTC

175,000.000 1.000000 Local 103.125000 60.76 0.00 0.00 180,468.75 Base 103.125000 60.76 0.00 0.00 180,468.75

651290AQ1 NEWFIELD EXPLORATION CO 5.625% 01 Jul 2024 03 Dec 2012 06 Dec 2012 BARCLAYS CAPITAL INC. USD/DTC

1,000,000.000 1.000000 Local 107.250000 25,000.00 0.00 0.00 1,072,500.00 Base 107.250000 25,000.00 0.00 0.00 1,072,500.00

683797AB0 OPPENHEIMER HOLDINGS INC 8.75% 15 Apr 2018 05 Dec 2012 10 Dec 2012 MORGAN STANLEY CO INCORPORATED USD/DTC

500,000.000 1.000000 Local 103.750000 6,684.03 0.00 0.00 518,750.00

Page 40 Books Closed Prepared by State Street

Sales Report by Report Date COMMON B HIGH YIELD COMMON B HIGH YIELD FUND: NJDG December 1, 2012 to December 31, 2012 View Date: January 11, 2013

Base 103.750000 6,684.03 0.00 0.00 518,750.00

78442FEM6 SLM CORP 6% 25 Jan 2017 05 Dec 2012 10 Dec 2012 DEUTSCHE BANK SECURITIES INC USD/DTC

1,000,000.000 1.000000 Local 108.000000 22,500.00 0.00 0.00 1,080,000.00 Base 108.000000 22,500.00 0.00 0.00 1,080,000.00

81760NAS8 SERVICEMASTER COMPANY 7% 15 Aug 2020 13 Dec 2012 18 Dec 2012 JPMORGAN SECURITIES INC USD/DTC

1,000,000.000 1.000000 Local 101.250000 22,750.00 0.00 0.00 1,012,500.00 Base 101.250000 22,750.00 0.00 0.00 1,012,500.00

832248AQ1 SMITHFIELD FOODS INC 7.75% 01 Jul 2017 05 Dec 2012 10 Dec 2012 BARCLAYS CAPITAL INC. USD/DTC

1,000,000.000 1.000000 Local 114.250000 34,229.17 0.00 0.00 1,142,500.00 Base 114.250000 34,229.17 0.00 0.00 1,142,500.00

873168AL2 ENERGY FUTURE HOLDINGS 5.55% 15 Nov 2014 07 Dec 2012 12 Dec 2012 MORGAN STANLEY CO INCORPORATED USD/DTC

500,000.000 1.000000 Local 87.000000 2,081.25 0.00 0.00 435,000.00 Base 87.000000 2,081.25 0.00 0.00 435,000.00

880779AY9 TEREX CORP 6% 15 May 2021 19 Dec 2012 24 Dec 2012 CITIGROUPGLOBAL MARKETS INC SALOMON USD/DTC

250,000.000 1.000000 Local 106.000000 1,166.67 0.00 0.00 265,000.00 Base 106.000000 1,166.67 0.00 0.00 265,000.00

881609AZ4 TESORO CORP 5.375% 01 Oct 2022 11 Dec 2012 14 Dec 2012 SCOTT & STRINGFELLOW, INC USD/DTC

1,000,000.000 1.000000 Local 106.000000 11,496.53 0.00 0.00 1,060,000.00 Base 106.000000 11,496.53 0.00 0.00 1,060,000.00

US DOLLAR Total 24,317,000.000 Local 346,629.35 0.00 0.00 25,593,695.47 Base 346,629.35 0.00 0.00 25,593,695.47

FIXED INCOME Total 24,317,000.000 Base 346,629.35 0.00 0.00 25,593,695.47

Page 41 Books Closed Prepared by State Street

Sales Report by Report Date COMMON B HIGH YIELD COMMON B HIGH YIELD FUND: NJDG December 1, 2012 to December 31, 2012 View Date: January 11, 2013

SALES Total 24,372,000.000 Base 346,629.35 0.00 47.51 26,959,897.96

Page 42 Books Closed Prepared by State Street

Sales Report by Report Date COMMON B US TREASURIES COMMON B US TREASURIES FUND: NJDM December 1, 2012 to December 31, 2012 View Date: January 11, 2013

FIXED INCOME

US DOLLAR

912828SV3 US TREASURY N/B 1.875% 15 May 2022 18 Dec 2012 19 Dec 2012 MERRILL LYNCH PIERCE FENNER + SMITH USD/FED

35,000,000.000 1.000000 Local 100.292969 57,527.62 0.00 0.00 35,102,539.06 Base 100.292969 57,527.62 0.00 0.00 35,102,539.06 21 Dec 2012 24 Dec 2012 CITIGROUPGLOBAL MARKETS INC SALOMON USD/FED

37,500,000.000 1.000000 Local 100.819913 70,700.97 0.00 0.00 37,807,467.19 Base 100.819913 70,700.97 0.00 0.00 37,807,467.19 912828SV3 Total 72,500,000.000 Local 128,228.59 0.00 0.00 72,910,006.25 Base 128,228.59 0.00 0.00 72,910,006.25

912833LQ1 STRIPS 0% 15 Feb 2024 19 Dec 2012 20 Dec 2012 BANK OF AMERICA CHARLOTTE USD/FED

35,000,000.000 1.000000 Local 78.960000 0.00 0.00 0.00 27,636,000.00 Base 78.960000 0.00 0.00 0.00 27,636,000.00

US DOLLAR Total 107,500,000.000 Local 128,228.59 0.00 0.00 100,546,006.25 Base 128,228.59 0.00 0.00 100,546,006.25

FIXED INCOME Total 107,500,000.000 Base 128,228.59 0.00 0.00 100,546,006.25

SALES Total 107,500,000.000 Base 128,228.59 0.00 0.00 100,546,006.25

Page 43 Books Closed Prepared by State Street

Purchase Report by Report Date COMMON B HIGH YIELD LOGAN LOGAN CIRCLE PARTNERS, L.P. FUND: NJEG December 1, 2012 to December 31, 2012 View Date: January 11, 2013

CASH EQUIVALENTS

US DOLLAR

85749P9B9 STATE STR INSTL LIQUID RESVS 0.189% 31 Dec 2099 03 Dec 2012 03 Dec 2012 STATE STREET BANK AND TRUST USD/CSW

311,654.830 1.000000 Local 100.000000 0.00 0.00 0.00 311,654.83 Base 100.000000 0.00 0.00 0.00 311,654.83 85749P9B9 STATE STR INSTL LIQUID RESVS 0.182% 31 Dec 2099 04 Dec 2012 04 Dec 2012 STATE STREET BANK AND TRUST USD/CSW

96,983.300 1.000000 Local 100.000000 0.00 0.00 0.00 96,983.30 Base 100.000000 0.00 0.00 0.00 96,983.30 85749P9B9 STATE STR INSTL LIQUID RESVS 0.181% 31 Dec 2099 05 Dec 2012 05 Dec 2012 STATE STREET BANK AND TRUST USD/CSW

432,361.810 1.000000 Local 100.000000 0.00 0.00 0.00 432,361.81 Base 100.000000 0.00 0.00 0.00 432,361.81 85749P9B9 STATE STR INSTL LIQUID RESVS 0.186% 31 Dec 2099 10 Dec 2012 10 Dec 2012 STATE STREET BANK AND TRUST USD/CSW

803,742.490 1.000000 Local 100.000000 0.00 0.00 0.00 803,742.49 Base 100.000000 0.00 0.00 0.00 803,742.49

85749P9B9 STATE STR INSTL LIQUID RESVS 0.175% 31 Dec 2099 11 Dec 2012 11 Dec 2012 STATE STREET BANK AND TRUST USD/CSW

841,758.540 1.000000 Local 100.000000 0.00 0.00 0.00 841,758.54 Base 100.000000 0.00 0.00 0.00 841,758.54

85749P9B9 STATE STR INSTL LIQUID RESVS 0.180% 31 Dec 2099 12 Dec 2012 12 Dec 2012 STATE STREET BANK AND TRUST USD/CSW

213,660.000 1.000000 Local 100.000000 0.00 0.00 0.00 213,660.00 Base 100.000000 0.00 0.00 0.00 213,660.00

85749P9B9 STATE STR INSTL LIQUID RESVS 0.177% 31 Dec 2099 19 Dec 2012 19 Dec 2012 STATE STREET BANK AND TRUST USD/CSW

850,777.450 1.000000 Local 100.000000 0.00 0.00 0.00 850,777.45

Page 44 Books Closed Prepared by State Street

Purchase Report by Report Date COMMON B HIGH YIELD LOGAN LOGAN CIRCLE PARTNERS, L.P. FUND: NJEG December 1, 2012 to December 31, 2012 View Date: January 11, 2013

Base 100.000000 0.00 0.00 0.00 850,777.45 85749P9B9 STATE STR INSTL LIQUID RESVS 0.174% 31 Dec 2099 21 Dec 2012 21 Dec 2012 STATE STREET BANK AND TRUST USD/CSW

964,667.720 1.000000 Local 100.000000 0.00 0.00 0.00 964,667.72 Base 100.000000 0.00 0.00 0.00 964,667.72 85749P9B9 STATE STR INSTL LIQUID RESVS 0.169% 31 Dec 2099 24 Dec 2012 24 Dec 2012 STATE STREET BANK AND TRUST USD/CSW

124,637.480 1.000000 Local 100.000000 0.00 0.00 0.00 124,637.48 Base 100.000000 0.00 0.00 0.00 124,637.48 85749P9B9 STATE STR INSTL LIQUID RESVS 0.182% 31 Dec 2099 26 Dec 2012 26 Dec 2012 STATE STREET BANK AND TRUST USD/CSW

423,147.930 1.000000 Local 100.000000 0.00 0.00 0.00 423,147.93 Base 100.000000 0.00 0.00 0.00 423,147.93 85749P9B9 STATE STR INSTL LIQUID RESVS 0.173% 31 Dec 2099 31 Dec 2012 31 Dec 2012 STATE STREET BANK AND TRUST USD/CSW

23,333.330 1.000000 Local 100.000000 0.00 0.00 0.00 23,333.33 Base 100.000000 0.00 0.00 0.00 23,333.33 85749P9B9 Total 5,086,724.880 Local 0.00 0.00 0.00 5,086,724.88 Base 0.00 0.00 0.00 5,086,724.88

US DOLLAR Total 5,086,724.880 Local 0.00 0.00 0.00 5,086,724.88 Base 0.00 0.00 0.00 5,086,724.88

CASH EQUIVALENTS Total 5,086,724.880 Base 0.00 0.00 0.00 5,086,724.88

FIXED INCOME

US DOLLAR

Page 45 Books Closed Prepared by State Street

Purchase Report by Report Date COMMON B HIGH YIELD LOGAN LOGAN CIRCLE PARTNERS, L.P. FUND: NJEG December 1, 2012 to December 31, 2012 View Date: January 11, 2013

00213UAA4 A S CO ISS SUB INC / MER 7.875% 15 Dec 2020 06 Dec 2012 20 Dec 2012 JPMORGAN SECURITIES INC USD/DTC

100,000.000 1.000000 Local 101.500000 0.00 0.00 0.00 101,500.00 Base 101.500000 0.00 0.00 0.00 101,500.00 06 Dec 2012 20 Dec 2012 JPMORGAN SECURITIES INC USD/DTC

400,000.000 1.000000 Local 100.000000 0.00 0.00 0.00 400,000.00 Base 100.000000 0.00 0.00 0.00 400,000.00 00213UAA4 Total 500,000.000 Local 0.00 0.00 0.00 501,500.00 Base 0.00 0.00 0.00 501,500.00

00434NAA3 ACCESS MIDSTREAM PARTNER 4.875% 15 May 2023 12 Dec 2012 19 Dec 2012 CITIGROUPGLOBAL MARKETS INC SALOMON USD/DTC

225,000.000 1.000000 Local 100.000000 0.00 0.00 0.00 225,000.00 Base 100.000000 0.00 0.00 0.00 225,000.00

01551UAB0 ALGECO SCOTSMAN GLOB FIN 10.75% 15 Oct 2019 18 Dec 2012 21 Dec 2012 DEUTSCHE BANK SECURITIES INC USD/DTC

515,000.000 1.000000 Local 98.000000 10,764.93 0.00 0.00 504,700.00 Base 98.000000 10,764.93 0.00 0.00 504,700.00

1248EPAZ6 CCO HLDGS LLC/CAP CORP 5.125% 15 Feb 2023 12 Dec 2012 17 Dec 2012 DEUTSCHE BANK SECURITIES INC USD/DTC

150,000.000 1.000000 Local 100.000000 0.00 0.00 0.00 150,000.00 Base 100.000000 0.00 0.00 0.00 150,000.00 12 Dec 2012 17 Dec 2012 GOLDMAN SACHS + CO USD/DTC

150,000.000 1.000000 Local 100.375000 0.00 0.00 0.00 150,562.50 Base 100.375000 0.00 0.00 0.00 150,562.50 1248EPAZ6 Total 300,000.000 Local 0.00 0.00 0.00 300,562.50 Base 0.00 0.00 0.00 300,562.50

127693AF6 CAESARS OPERATING ESCROW 9% 15 Feb 2020 06 Dec 2012 13 Dec 2012 CITIGROUPGLOBAL MARKETS INC SALOMON USD/DTC

175,000.000 1.000000 Local 98.250000 4,856.25 0.00 0.00 171,937.50 Base 98.250000 4,856.25 0.00 0.00 171,937.50

Page 46 Books Closed Prepared by State Street

Purchase Report by Report Date COMMON B HIGH YIELD LOGAN LOGAN CIRCLE PARTNERS, L.P. FUND: NJEG December 1, 2012 to December 31, 2012 View Date: January 11, 2013

15671BAE1 CENVEO CORP 8.875% 01 Feb 2018 17 Dec 2012 20 Dec 2012 J.P. MORGAN CLEARING CORP. USD/DTC

100,000.000 1.000000 Local 95.000000 3,426.74 0.00 0.00 95,000.00 Base 95.000000 3,426.74 0.00 0.00 95,000.00

197677AD9 HCA INC 7.19% 15 Nov 2015 17 Dec 2012 20 Dec 2012 GOLDMAN SACHS + CO USD/DTC

175,000.000 1.000000 Local 111.500000 1,223.30 0.00 0.00 195,125.00 Base 111.500000 1,223.30 0.00 0.00 195,125.00

29264FAJ5 ENDO HEALTH SOLUTIONS IN 7.25% 15 Jan 2022 13 Dec 2012 18 Dec 2012 DEUTSCHE BANK SECURITIES INC USD/DTC

150,000.000 1.000000 Local 107.750000 4,621.88 0.00 0.00 161,625.00 Base 107.750000 4,621.88 0.00 0.00 161,625.00

31430QBC0 FELCOR LODGING LP 5.625% 01 Mar 2023 12 Dec 2012 17 Dec 2012 JPMORGAN SECURITIES INC USD/DTC

800,000.000 1.000000 Local 100.000000 0.00 0.00 0.00 800,000.00 Base 100.000000 0.00 0.00 0.00 800,000.00

40412CAC5 HCA HOLDINGS INC 6.25% 15 Feb 2021 03 Dec 2012 06 Dec 2012 CITIGROUPGLOBAL MARKETS INC SALOMON USD/DTC

150,000.000 1.000000 Local 100.000000 0.00 0.00 0.00 150,000.00 Base 100.000000 0.00 0.00 0.00 150,000.00 04 Dec 2012 07 Dec 2012 CITIGROUPGLOBAL MARKETS INC SALOMON USD/DTC

150,000.000 1.000000 Local 102.250000 26.04 0.00 0.00 153,375.00 Base 102.250000 26.04 0.00 0.00 153,375.00 40412CAC5 Total 300,000.000 Local 26.04 0.00 0.00 303,375.00 Base 26.04 0.00 0.00 303,375.00

413627BL3 CAESARS ENTERTAINMENT OP 11.25% 01 Jun 2017 21 Dec 2012 27 Dec 2012 STIFEL NICOLAUS + CO INC USD/DTC

175,000.000 1.000000 Local 107.625000 1,421.88 0.00 0.00 188,343.75 Base 107.625000 1,421.88 0.00 0.00 188,343.75

46122EAF2 INVENTIV HEALTH INC 9% 15 Jan 2018 12 Dec 2012 20 Dec 2012 CITIGROUPGLOBAL MARKETS INC SALOMON USD/DTC

165,000.000 1.000000 Local 100.000000 0.00 0.00 0.00 165,000.00 Base 100.000000 0.00 0.00 0.00 165,000.00

Page 47 Books Closed Prepared by State Street

Purchase Report by Report Date COMMON B HIGH YIELD LOGAN LOGAN CIRCLE PARTNERS, L.P. FUND: NJEG December 1, 2012 to December 31, 2012 View Date: January 11, 2013

12 Dec 2012 20 Dec 2012 CITIGROUPGLOBAL MARKETS INC SALOMON USD/DTC

85,000.000 1.000000 Local 101.750000 0.00 0.00 0.00 86,487.50 Base 101.750000 0.00 0.00 0.00 86,487.50 46122EAF2 Total 250,000.000 Local 0.00 0.00 0.00 251,487.50 Base 0.00 0.00 0.00 251,487.50

64157EAA4 NEW ACAD FIN CO/FIN CORP 8% 15 Jun 2018 06 Dec 2012 13 Dec 2012 GOLDMAN SACHS + CO USD/DTC

120,000.000 1.000000 Local 99.500000 0.00 0.00 0.00 119,400.00 Base 99.500000 0.00 0.00 0.00 119,400.00

654902AC9 NOKIA CORP 6.625% 15 May 2039 17 Dec 2012 20 Dec 2012 MORGAN STANLEY CO INCORPORATED USD/DTC

250,000.000 1.000000 Local 87.500000 1,610.24 0.00 0.00 218,750.00 Base 87.500000 1,610.24 0.00 0.00 218,750.00 17 Dec 2012 20 Dec 2012 MORGAN STANLEY CO INCORPORATED USD/DTC

25,000.000 1.000000 Local 87.750000 161.02 0.00 0.00 21,937.50 Base 87.750000 161.02 0.00 0.00 21,937.50 654902AC9 Total 275,000.000 Local 1,771.26 0.00 0.00 240,687.50 Base 1,771.26 0.00 0.00 240,687.50

678026AE5 OIL STATES INTL INC 5.125% 15 Jan 2023 18 Dec 2012 21 Dec 2012 RBC CAPITAL MARKETS USD/DTC

225,000.000 1.000000 Local 100.000000 0.00 0.00 0.00 225,000.00 Base 100.000000 0.00 0.00 0.00 225,000.00

68276CAA5 ONEX USI ACQUISITION COR 7.75% 15 Jan 2021 14 Dec 2012 27 Dec 2012 MORGAN STANLEY CO INCORPORATED USD/DTC

375,000.000 1.000000 Local 100.000000 0.00 0.00 0.00 375,000.00 Base 100.000000 0.00 0.00 0.00 375,000.00

74112BAH8 PRESTIGE BRANDS INC 8.125% 01 Feb 2020 17 Dec 2012 20 Dec 2012 DEUTSCHE BANK SECURITIES INC USD/DTC

400,000.000 1.000000 Local 112.125000 12,548.61 0.00 0.00 448,500.00 Base 112.125000 12,548.61 0.00 0.00 448,500.00

Page 48 Books Closed Prepared by State Street

Purchase Report by Report Date COMMON B HIGH YIELD LOGAN LOGAN CIRCLE PARTNERS, L.P. FUND: NJEG December 1, 2012 to December 31, 2012 View Date: January 11, 2013

758753AD9 REGAL CINEMAS CORP 8.625% 15 Jul 2019 06 Dec 2012 11 Dec 2012 BARCLAYS CAPITAL INC. USD/DTC

250,000.000 1.000000 Local 110.250000 8,744.79 0.00 0.00 275,625.00 Base 110.250000 8,744.79 0.00 0.00 275,625.00

76116AAA6 RESOLUTE ENERGY CORP 8.5% 01 May 2020 05 Dec 2012 10 Dec 2012 CITIGROUPGLOBAL MARKETS INC SALOMON USD/DTC

65,000.000 1.000000 Local 101.250000 598.54 0.00 0.00 65,812.50 Base 101.250000 598.54 0.00 0.00 65,812.50

785583AJ4 SABINE PASS LNG LP 6.5% 01 Nov 2020 12 Dec 2012 17 Dec 2012 CREDIT SUISSE SECURITIES (USA) LLC USD/DTC

305,000.000 1.000000 Local 103.500000 3,359.24 0.00 0.00 315,675.00 Base 103.500000 3,359.24 0.00 0.00 315,675.00

828326AA6 SIL II BO/SIL II US HOLD 7.75% 15 Dec 2020 05 Dec 2012 13 Dec 2012 CREDIT SUISSE SECURITIES (USA) LLC USD/DTC

150,000.000 1.000000 Local 100.000000 0.00 0.00 0.00 150,000.00 Base 100.000000 0.00 0.00 0.00 150,000.00

87509TAA7 TAMINCO ACQUISITION CORP 9.125% 15 Dec 2017 13 Dec 2012 18 Dec 2012 CREDIT SUISSE SECURITIES (USA) LLC USD/DTC

370,000.000 1.000000 Local 99.000000 0.00 0.00 0.00 366,300.00 Base 99.000000 0.00 0.00 0.00 366,300.00 18 Dec 2012 21 Dec 2012 CREDIT SUISSE SECURITIES (USA) LLC USD/DTC

60,000.000 1.000000 Local 99.250000 45.63 0.00 0.00 59,550.00 Base 99.250000 45.63 0.00 0.00 59,550.00 87509TAA7 Total 430,000.000 Local 45.63 0.00 0.00 425,850.00 Base 45.63 0.00 0.00 425,850.00

87612BAL6 TARGA RESOURCES PARTNERS 5.25% 01 May 2023 04 Dec 2012 10 Dec 2012 BANK OF AMERICA SECURITIES LLC USD/DTC

90,000.000 1.000000 Local 101.000000 590.63 0.00 0.00 90,900.00 Base 101.000000 590.63 0.00 0.00 90,900.00

89236YAA2 SAWGRASS MERG SUB 8.75% 15 Dec 2020 11 Dec 2012 20 Dec 2012 BANK OF AMERICA SECURITIES LLC USD/DTC

365,000.000 1.000000 Local 100.000000 0.00 0.00 0.00 365,000.00 Base 100.000000 0.00 0.00 0.00 365,000.00

Page 49 Books Closed Prepared by State Street

Purchase Report by Report Date COMMON B HIGH YIELD LOGAN LOGAN CIRCLE PARTNERS, L.P. FUND: NJEG December 1, 2012 to December 31, 2012 View Date: January 11, 2013

11 Dec 2012 20 Dec 2012 BANK OF AMERICA SECURITIES LLC USD/DTC

120,000.000 1.000000 Local 102.750000 0.00 0.00 0.00 123,300.00 Base 102.750000 0.00 0.00 0.00 123,300.00 89236YAA2 Total 485,000.000 Local 0.00 0.00 0.00 488,300.00 Base 0.00 0.00 0.00 488,300.00

90266DAB7 UCI INTERNATIONAL INC 8.625% 15 Feb 2019 12 Dec 2012 17 Dec 2012 BANK OF AMERICA SECURITIES LLC USD/DTC

210,000.000 1.000000 Local 99.750000 6,138.13 0.00 0.00 209,475.00 Base 99.750000 6,138.13 0.00 0.00 209,475.00 18 Dec 2012 21 Dec 2012 CREDIT SUISSE SECURITIES (USA) LLC USD/DTC

65,000.000 1.000000 Local 99.750000 1,962.19 0.00 0.00 64,837.50 Base 99.750000 1,962.19 0.00 0.00 64,837.50 90266DAB7 Total 275,000.000 Local 8,100.32 0.00 0.00 274,312.50 Base 8,100.32 0.00 0.00 274,312.50

91911XAQ7 VALEANT PHARMACEUTICALS 6.75% 15 Aug 2021 13 Dec 2012 18 Dec 2012 BANK OF AMERICA SECURITIES LLC USD/DTC

650,000.000 1.000000 Local 107.875000 14,990.63 0.00 0.00 701,187.50 Base 107.875000 14,990.63 0.00 0.00 701,187.50

92203PAE6 VANGUARD HLT HDG LLC/INC 8% 01 Feb 2018 04 Dec 2012 07 Dec 2012 BANK OF AMERICA SECURITIES LLC USD/DTC

125,000.000 1.000000 Local 104.000000 3,500.00 0.00 0.00 130,000.00 Base 104.000000 3,500.00 0.00 0.00 130,000.00

92531XAP7 VERSO PAPER HLDG LLC/INC 11.75% 15 Jan 2019 13 Dec 2012 13 Dec 2012 EXCHANGE OFFER (NON CASH) USD/DTC

900,000.000 1.000000 Local 101.178490 43,475.00 0.00 0.00 910,606.41 Base 101.178490 43,475.00 0.00 0.00 910,606.41

US DOLLAR Total 8,785,000.000 Local 124,065.67 0.00 0.00 8,935,512.66 Base 124,065.67 0.00 0.00 8,935,512.66

Page 50 Books Closed Prepared by State Street

Purchase Report by Report Date COMMON B HIGH YIELD LOGAN LOGAN CIRCLE PARTNERS, L.P. FUND: NJEG December 1, 2012 to December 31, 2012 View Date: January 11, 2013

FIXED INCOME Total 8,785,000.000 Base 124,065.67 0.00 0.00 8,935,512.66

PURCHASE Total 13,871,724.880 Base 124,065.67 0.00 0.00 14,022,237.54

Page 51 Books Closed Prepared by State Street

Sales Report by Report Date COMMON B HIGH YIELD LOGAN LOGAN CIRCLE PARTNERS, L.P. FUND: NJEG December 1, 2012 to December 31, 2012 View Date: January 11, 2013

CASH EQUIVALENTS

US DOLLAR

85749P9B9 STATE STR INSTL LIQUID RESVS 0.192% 31 Dec 2099 06 Dec 2012 06 Dec 2012 STATE STREET BANK AND TRUST USD/CSW

150,000.000 1.000000 Local 100.000000 0.00 0.00 0.00 150,000.00 Base 100.000000 0.00 0.00 0.00 150,000.00 31 Dec 2099 07 Dec 2012 07 Dec 2012 STATE STREET BANK AND TRUST USD/CSW

486,600.520 1.000000 Local 100.000000 0.00 0.00 0.00 486,600.52 Base 100.000000 0.00 0.00 0.00 486,600.52 31 Dec 2099 13 Dec 2012 13 Dec 2012 STATE STREET BANK AND TRUST USD/CSW

145,206.250 1.000000 Local 100.000000 0.00 0.00 0.00 145,206.25 Base 100.000000 0.00 0.00 0.00 145,206.25 85749P9B9 STATE STR INSTL LIQUID RESVS 0.192% 31 Dec 2099 14 Dec 2012 14 Dec 2012 STATE STREET BANK AND TRUST USD/CSW

181,258.640 1.000000 Local 100.000000 0.00 0.00 0.00 181,258.64 Base 100.000000 0.00 0.00 0.00 181,258.64 31 Dec 2099 17 Dec 2012 17 Dec 2012 STATE STREET BANK AND TRUST USD/CSW

636,994.250 1.000000 Local 100.000000 0.00 0.00 0.00 636,994.25 Base 100.000000 0.00 0.00 0.00 636,994.25 31 Dec 2099 18 Dec 2012 18 Dec 2012 STATE STREET BANK AND TRUST USD/CSW

28,433.200 1.000000 Local 100.000000 0.00 0.00 0.00 28,433.20 Base 100.000000 0.00 0.00 0.00 28,433.20 31 Dec 2099 20 Dec 2012 20 Dec 2012 STATE STREET BANK AND TRUST USD/CSW

67,728.050 1.000000 Local 100.000000 0.00 0.00 0.00 67,728.05

Page 52 Books Closed Prepared by State Street

Sales Report by Report Date COMMON B HIGH YIELD LOGAN LOGAN CIRCLE PARTNERS, L.P. FUND: NJEG December 1, 2012 to December 31, 2012 View Date: January 11, 2013

Base 100.000000 0.00 0.00 0.00 67,728.05 31 Dec 2099 27 Dec 2012 27 Dec 2012 STATE STREET BANK AND TRUST USD/CSW

564,765.630 1.000000 Local 100.000000 0.00 0.00 0.00 564,765.63 Base 100.000000 0.00 0.00 0.00 564,765.63 85749P9B9 Total 2,260,986.540 Local 0.00 0.00 0.00 2,260,986.54 Base 0.00 0.00 0.00 2,260,986.54

US DOLLAR Total 2,260,986.540 Local 0.00 0.00 0.00 2,260,986.54 Base 0.00 0.00 0.00 2,260,986.54

CASH EQUIVALENTS Total 2,260,986.540 Base 0.00 0.00 0.00 2,260,986.54

FIXED INCOME

US DOLLAR

008914AE3 AINSWORTH LUMBER LTD 7.5% 15 Dec 2017 19 Dec 2012 24 Dec 2012 PERSHING LLC USD/DTC

75,000.000 1.000000 Local 105.250000 421.88 0.00 0.00 78,937.50 Base 105.250000 421.88 0.00 0.00 78,937.50

01551UAA2 ALGECO SCOTSMAN GLOB FIN 8.5% 15 Oct 2018 19 Dec 2012 24 Dec 2012 DEUTSCHE BANK SECURITIES INC USD/DTC

415,000.000 1.000000 Local 104.000000 7,152.99 0.00 0.00 431,600.00 Base 104.000000 7,152.99 0.00 0.00 431,600.00

01881PAA4 ALLIANT HOLDINGS I INC 11% 01 May 2015 14 Dec 2012 20 Dec 2012 6 TENDER OFFER USD/DTC

700,000.000 1.000000 Local 99.750000 10,480.56 0.00 0.00 698,250.00 Base 99.750000 10,480.56 0.00 0.00 698,250.00

090613AG5 BIOMET INC 6.5% 01 Oct 2020 04 Dec 2012 07 Dec 2012 BNP PARIBAS SECURITIES CORP./FIXED USD/DTC

200,000.000 1.000000 Local 99.250000 2,347.22 0.00 0.00 198,500.00

Page 53 Books Closed Prepared by State Street

Sales Report by Report Date COMMON B HIGH YIELD LOGAN LOGAN CIRCLE PARTNERS, L.P. FUND: NJEG December 1, 2012 to December 31, 2012 View Date: January 11, 2013

Base 99.250000 2,347.22 0.00 0.00 198,500.00

12562TAA9 CKE INC 10.5% 14 Mar 2016 07 Dec 2012 12 Dec 2012 CREDIT SUISSE SECURITIES (USA) LLC USD/DTC

200,000.000 1.000000 Local 106.830000 0.00 0.00 0.00 213,660.00 Base 106.830000 0.00 0.00 0.00 213,660.00

127693AF6 CAESARS OPERATING ESCROW 9% 15 Feb 2020 06 Dec 2012 13 Dec 2012 PERSHING LLC USD/DTC

175,000.000 1.000000 Local 99.875000 4,856.25 0.00 0.00 174,781.25 Base 99.875000 4,856.25 0.00 0.00 174,781.25

172909AF0 MANDALAY RESORT GROUP 7.625% 15 Jul 2013 17 Dec 2012 20 Dec 2012 CREDIT SUISSE SECURITIES (USA) LLC USD/DTC

650,000.000 1.000000 Local 103.000000 21,339.41 0.00 0.00 669,500.00 Base 103.000000 21,339.41 0.00 0.00 669,500.00

28264QV27 EKSPORTFINANS ASA 2.375% 25 May 2016 17 Dec 2012 JPMORGAN SECURITIES INC USD/DTC

425,000.000 1.000000 Local 95.500000 700.95 0.00 0.00 405,875.00 Base 95.500000 700.95 0.00 0.00 405,875.00 17 Dec 2012 CANCEL JPMORGAN SECURITIES INC USD/DTC

-425,000.000 1.000000 Local 95.500000 -700.95 0.00 0.00 -405,875.00 Base 95.500000 -700.95 0.00 0.00 -405,875.00 17 Dec 2012 20 Dec 2012 J P MORGAN CHASE/J P MORGAN INTL USD/DTC

425,000.000 1.000000 Local 95.500000 700.95 0.00 0.00 405,875.00 Base 95.500000 700.95 0.00 0.00 405,875.00 28264QV27 Total 425,000.000 Local 700.95 0.00 0.00 405,875.00 Base 700.95 0.00 0.00 405,875.00

31430QBC0 FELCOR LODGING LP 5.625% 01 Mar 2023 12 Dec 2012 17 Dec 2012 BANK OF AMERICA SECURITIES LLC USD/DTC

640,000.000 1.000000 Local 100.375000 0.00 0.00 0.00 642,400.00 Base 100.375000 0.00 0.00 0.00 642,400.00 12 Dec 2012 17 Dec 2012 J.P. MORGAN CLEARING CORP. USD/DTC

160,000.000 1.000000 Local 100.625000 0.00 0.00 0.00 161,000.00

Page 54 Books Closed Prepared by State Street

Sales Report by Report Date COMMON B HIGH YIELD LOGAN LOGAN CIRCLE PARTNERS, L.P. FUND: NJEG December 1, 2012 to December 31, 2012 View Date: January 11, 2013

Base 100.625000 0.00 0.00 0.00 161,000.00 31430QBC0 Total 800,000.000 Local 0.00 0.00 0.00 803,400.00 Base 0.00 0.00 0.00 803,400.00

35687MAQ0 FREESCALE SEMICONDUCTOR 10.125% 15 Mar 201 17 Dec 2012 20 Dec 2012 BNP PARIBAS SECURITIES CORP./FIXED USD/DTC

650,000.000 1.000000 Local 110.250000 17,367.19 0.00 0.00 716,625.00 Base 110.250000 17,367.19 0.00 0.00 716,625.00

404121AG0 HCA INC 5.875% 01 May 2023 04 Dec 2012 07 Dec 2012 CREDIT SUISSE SECURITIES (USA) LLC USD/DTC

175,000.000 1.000000 Local 103.625000 1,256.60 0.00 0.00 181,343.75 Base 103.625000 1,256.60 0.00 0.00 181,343.75

46122EAF2 INVENTIV HEALTH INC 9% 15 Jan 2018 19 Dec 2012 24 Dec 2012 CANTOR FITZGERALD & CO USD/DTC

100,000.000 1.000000 Local 101.250000 100.00 0.00 0.00 101,250.00 Base 101.250000 100.00 0.00 0.00 101,250.00

466112AH2 JBS USA LLC/JBS USA FINA 8.25% 01 Feb 2020 11 Dec 2012 14 Dec 2012 CREDIT SUISSE SECURITIES (USA) LLC USD/DTC

100,000.000 1.000000 Local 105.000000 3,047.92 0.00 0.00 105,000.00 Base 105.000000 3,047.92 0.00 0.00 105,000.00 11 Dec 2012 14 Dec 2012 JPMORGAN SECURITIES INC USD/DTC

135,000.000 1.000000 Local 105.000000 4,114.69 0.00 0.00 141,750.00 Base 105.000000 4,114.69 0.00 0.00 141,750.00 11 Dec 2012 14 Dec 2012 BANK OF AMERICA SECURITIES LLC USD/DTC

60,000.000 1.000000 Local 105.000000 1,828.75 0.00 0.00 63,000.00 Base 105.000000 1,828.75 0.00 0.00 63,000.00 466112AH2 Total 295,000.000 Local 8,991.36 0.00 0.00 309,750.00 Base 8,991.36 0.00 0.00 309,750.00

466313AG8 JABIL CIRCUIT INC 4.7% 15 Sep 2022 06 Dec 2012 11 Dec 2012 CITIGROUPGLOBAL MARKETS INC SALOMON USD/DTC

325,000.000 1.000000 Local 101.375000 5,431.11 0.00 0.00 329,468.75

Page 55 Books Closed Prepared by State Street

Sales Report by Report Date COMMON B HIGH YIELD LOGAN LOGAN CIRCLE PARTNERS, L.P. FUND: NJEG December 1, 2012 to December 31, 2012 View Date: January 11, 2013

Base 101.375000 5,431.11 0.00 0.00 329,468.75

492914AS5 KEY ENERGY SERVICES INC 6.75% 01 Mar 2021 20 Dec 2012 26 Dec 2012 BARCLAYS CAPITAL INC. USD/DTC

250,000.000 1.000000 Local 100.500000 5,390.63 0.00 0.00 251,250.00 Base 100.500000 5,390.63 0.00 0.00 251,250.00

639888AA4 JO ANN STORES INC 8.125% 15 Mar 2019 04 Dec 2012 07 Dec 2012 JPMORGAN SECURITIES INC USD/DTC

65,000.000 1.000000 Local 101.000000 1,202.95 0.00 0.00 65,650.00 Base 101.000000 1,202.95 0.00 0.00 65,650.00

64157EAA4 NEW ACAD FIN CO/FIN CORP 8% 15 Jun 2018 07 Dec 2012 13 Dec 2012 OPPENHEIMER + CO. INC. USD/DTC

120,000.000 1.000000 Local 101.125000 0.00 0.00 0.00 121,350.00 Base 101.125000 0.00 0.00 0.00 121,350.00

718592AK4 PVH CORP 7.375% 15 May 2020 06 Dec 2012 11 Dec 2012 BARCLAYS CAPITAL INC. USD/DTC

700,000.000 1.000000 Local 112.500000 3,728.47 0.00 0.00 787,500.00 Base 112.500000 3,728.47 0.00 0.00 787,500.00

83084LAA6 SKY GROWTH ACQUISITION C 7.375% 15 Oct 2020 05 Dec 2012 10 Dec 2012 GOLDMAN SACHS + CO USD/DTC

150,000.000 1.000000 Local 99.125000 2,212.50 0.00 0.00 148,687.50 Base 99.125000 2,212.50 0.00 0.00 148,687.50 18 Dec 2012 20 Dec 2012 GOLDMAN SACHS + CO USD/DTC

100,000.000 1.000000 Local 99.500000 1,679.86 0.00 0.00 99,500.00 Base 99.500000 1,679.86 0.00 0.00 99,500.00 83084LAA6 Total 250,000.000 Local 3,892.36 0.00 0.00 248,187.50 Base 3,892.36 0.00 0.00 248,187.50

87311XAB4 TW TELECOM HOLDINGS INC 8% 01 Mar 2018 05 Dec 2012 10 Dec 2012 CREDIT SUISSE SECURITIES (USA) LLC USD/DTC

720,000.000 1.000000 Local 110.250000 15,840.00 0.00 0.00 793,800.00 Base 110.250000 15,840.00 0.00 0.00 793,800.00

87509RAA1 TAMINCO GLOBAL CHEMICAL 9.75% 31 Mar 2020 13 Dec 2012 18 Dec 2012 CREDIT SUISSE SECURITIES (USA) LLC USD/DTC

Page 56 Books Closed Prepared by State Street

Sales Report by Report Date COMMON B HIGH YIELD LOGAN LOGAN CIRCLE PARTNERS, L.P. FUND: NJEG December 1, 2012 to December 31, 2012 View Date: January 11, 2013

255,000.000 1.000000 Local 110.000000 5,386.88 0.00 0.00 280,500.00 Base 110.000000 5,386.88 0.00 0.00 280,500.00 14 Dec 2012 19 Dec 2012 BANK OF AMERICA SECURITIES LLC USD/DTC

170,000.000 1.000000 Local 109.750000 3,637.29 0.00 0.00 186,575.00 Base 109.750000 3,637.29 0.00 0.00 186,575.00 18 Dec 2012 21 Dec 2012 CREDIT SUISSE SECURITIES (USA) LLC USD/DTC

240,000.000 1.000000 Local 110.000000 5,265.00 0.00 0.00 264,000.00 Base 110.000000 5,265.00 0.00 0.00 264,000.00 87509RAA1 Total 665,000.000 Local 14,289.17 0.00 0.00 731,075.00 Base 14,289.17 0.00 0.00 731,075.00

87509TAA7 TAMINCO ACQUISITION CORP 9.125% 15 Dec 2017 13 Dec 2012 18 Dec 2012 PERSHING LLC USD/DTC

90,000.000 1.000000 Local 99.125000 0.00 0.00 0.00 89,212.50 Base 99.125000 0.00 0.00 0.00 89,212.50

87952VAF3 TELESAT CANADA/TELESAT L 12.5% 01 Nov 2017 17 Dec 2012 20 Dec 2012 MORGAN STANLEY CO INCORPORATED USD/DTC

500,000.000 1.000000 Local 109.875000 8,506.94 0.00 0.00 549,375.00 Base 109.875000 8,506.94 0.00 0.00 549,375.00

91829KAA1 VPI ESCROW CORP 6.375% 15 Oct 2020 13 Dec 2012 18 Dec 2012 BANK OF AMERICA SECURITIES LLC USD/DTC

600,000.000 1.000000 Local 108.250000 7,862.50 0.00 0.00 649,500.00 Base 108.250000 7,862.50 0.00 0.00 649,500.00

92531XAM4 VERSO PAPER HLDGS LLC/IN 1% 15 Jan 2019 13 Dec 2012 13 Dec 2012 EXCHANGE OFFER (NON CASH) USD/DTC

900,000.000 1.000000 Local 101.178490 43,475.00 0.00 0.00 910,606.41 Base 101.178490 43,475.00 0.00 0.00 910,606.41

92531XAP7 VERSO PAPER HLDG LLC/INC 11.75% 15 Jan 2019 11 Dec 2012 CREDIT SUISSE SECURITIES (USA) LLC USD/DTC

170,000.000 1.000000 Local 105.000000 8,267.43 0.00 0.00 178,500.00 Base 105.000000 8,267.43 0.00 0.00 178,500.00 11 Dec 2012 CANCEL CREDIT SUISSE SECURITIES (USA) LLC USD/DTC

Page 57 Books Closed Prepared by State Street

Sales Report by Report Date COMMON B HIGH YIELD LOGAN LOGAN CIRCLE PARTNERS, L.P. FUND: NJEG December 1, 2012 to December 31, 2012 View Date: January 11, 2013

-170,000.000 1.000000 Local 105.000000 -8,267.43 0.00 0.00 -178,500.00 Base 105.000000 -8,267.43 0.00 0.00 -178,500.00 11 Dec 2012 JPMORGAN SECURITIES INC USD/DTC

135,000.000 1.000000 Local 105.000000 6,565.31 0.00 0.00 141,750.00 Base 105.000000 6,565.31 0.00 0.00 141,750.00 11 Dec 2012 CANCEL JPMORGAN SECURITIES INC USD/DTC

-135,000.000 1.000000 Local 105.000000 -6,565.31 0.00 0.00 -141,750.00 Base 105.000000 -6,565.31 0.00 0.00 -141,750.00 11 Dec 2012 JPMORGAN CHASE BANK/GREENWICH CAPIT USD/DTC

110,000.000 1.000000 Local 105.250000 5,349.51 0.00 0.00 115,775.00 Base 105.250000 5,349.51 0.00 0.00 115,775.00 11 Dec 2012 CANCEL JPMORGAN CHASE BANK/GREENWICH CAPIT USD/DTC

-110,000.000 1.000000 Local 105.250000 -5,349.51 0.00 0.00 -115,775.00 Base 105.250000 -5,349.51 0.00 0.00 -115,775.00 11 Dec 2012 CREDIT SUISSE SECURITIES (USA) LLC USD/DTC

170,000.000 1.000000 Local 105.000000 8,267.43 0.00 0.00 178,500.00 Base 105.000000 8,267.43 0.00 0.00 178,500.00 11 Dec 2012 CANCEL CREDIT SUISSE SECURITIES (USA) LLC USD/DTC

-170,000.000 1.000000 Local 105.000000 -8,267.43 0.00 0.00 -178,500.00 Base 105.000000 -8,267.43 0.00 0.00 -178,500.00 12 Dec 2012 WELLS FARGO SECURITIES LLC USD/DTC

35,000.000 1.000000 Local 105.375000 1,736.39 0.00 0.00 36,881.25 Base 105.375000 1,736.39 0.00 0.00 36,881.25

12 Dec 2012 CANCEL WELLS FARGO SECURITIES LLC USD/DTC

-35,000.000 1.000000 Local 105.375000 -1,736.39 0.00 0.00 -36,881.25 Base 105.375000 -1,736.39 0.00 0.00 -36,881.25 11 Dec 2012 14 Dec 2012 CREDIT SUISSE SECURITIES (USA) LLC USD/DTC

170,000.000 1.000000 Local 105.000000 8,267.43 0.00 0.00 178,500.00

Page 58 Books Closed Prepared by State Street

Sales Report by Report Date COMMON B HIGH YIELD LOGAN LOGAN CIRCLE PARTNERS, L.P. FUND: NJEG December 1, 2012 to December 31, 2012 View Date: January 11, 2013

Base 105.000000 8,267.43 0.00 0.00 178,500.00 11 Dec 2012 14 Dec 2012 JPMORGAN SECURITIES INC USD/DTC

135,000.000 1.000000 Local 105.000000 6,565.31 0.00 0.00 141,750.00 Base 105.000000 6,565.31 0.00 0.00 141,750.00 11 Dec 2012 14 Dec 2012 JPMORGAN CHASE BANK/GREENWICH CAPIT USD/DTC

110,000.000 1.000000 Local 105.250000 5,349.51 0.00 0.00 115,775.00 Base 105.250000 5,349.51 0.00 0.00 115,775.00 12 Dec 2012 17 Dec 2012 WELLS FARGO SECURITIES LLC USD/DTC

35,000.000 1.000000 Local 105.375000 1,736.39 0.00 0.00 36,881.25 Base 105.375000 1,736.39 0.00 0.00 36,881.25 13 Dec 2012 18 Dec 2012 JPMORGAN CHASE BANK/GREENWICH CAPIT USD/DTC

75,000.000 1.000000 Local 105.250000 3,745.31 0.00 0.00 78,937.50 Base 105.250000 3,745.31 0.00 0.00 78,937.50 20 Dec 2012 26 Dec 2012 UBS SECURITIES LLC USD/DTC

150,000.000 1.000000 Local 105.750000 7,882.29 0.00 0.00 158,625.00 Base 105.750000 7,882.29 0.00 0.00 158,625.00 18 Dec 2012 21 Dec 2012 WELLS FARGO SECURITIES LLC USD/DTC

225,000.000 1.000000 Local 105.625000 11,456.25 0.00 0.00 237,656.25 Base 105.625000 11,456.25 0.00 0.00 237,656.25 92531XAP7 Total 900,000.000 Local 45,002.49 0.00 0.00 948,125.00 Base 45,002.49 0.00 0.00 948,125.00

92769VAD1 VIRGIN MEDIA FINANCE PLC 4.875% 15 Feb 2022 17 Dec 2012 20 Dec 2012 JPMORGAN SECURITIES INC USD/DTC

250,000.000 1.000000 Local 102.875000 1,692.71 0.00 0.00 257,187.50 Base 102.875000 1,692.71 0.00 0.00 257,187.50

US DOLLAR Total 11,195,000.000 Local 231,328.74 0.00 0.00 11,715,760.16 Base 231,328.74 0.00 0.00 11,715,760.16

Page 59 Books Closed Prepared by State Street

Sales Report by Report Date COMMON B HIGH YIELD LOGAN LOGAN CIRCLE PARTNERS, L.P. FUND: NJEG December 1, 2012 to December 31, 2012 View Date: January 11, 2013

FIXED INCOME Total 11,195,000.000 Base 231,328.74 0.00 0.00 11,715,760.16

SALES Total 13,455,986.540 Base 231,328.74 0.00 0.00 13,976,746.70

Page 60 Books Closed Prepared by State Street

Purchase Report by Report Date COMMON B HIGH YIELD POST POST ADVISORY GROUP, LLC FUND: NJEH December 1, 2012 to December 31, 2012 View Date: January 11, 2013

CASH EQUIVALENTS

US DOLLAR

85749P9B9 STATE STR INSTL LIQUID RESVS 0.189% 31 Dec 2099 03 Dec 2012 03 Dec 2012 STATE STREET BANK AND TRUST USD/CSW

1,320,505.590 1.000000 Local 100.000000 0.00 0.00 0.00 1,320,505.59 Base 100.000000 0.00 0.00 0.00 1,320,505.59 85749P9B9 STATE STR INSTL LIQUID RESVS 0.182% 31 Dec 2099 04 Dec 2012 04 Dec 2012 STATE STREET BANK AND TRUST USD/CSW

712.500 1.000000 Local 100.000000 0.00 0.00 0.00 712.50 Base 100.000000 0.00 0.00 0.00 712.50 85749P9B9 STATE STR INSTL LIQUID RESVS 0.188% 31 Dec 2099 05 Dec 2012 05 Dec 2012 STATE STREET BANK AND TRUST USD/CSW

286,836.110 1.000000 Local 100.000000 0.00 0.00 0.00 286,836.11 Base 100.000000 0.00 0.00 0.00 286,836.11 85749P9B9 STATE STR INSTL LIQUID RESVS 0.181% 31 Dec 2099 06 Dec 2012 06 Dec 2012 STATE STREET BANK AND TRUST USD/CSW

229,198.600 1.000000 Local 100.000000 0.00 0.00 0.00 229,198.60 Base 100.000000 0.00 0.00 0.00 229,198.60

85749P9B9 STATE STR INSTL LIQUID RESVS 0.175% 31 Dec 2099 11 Dec 2012 11 Dec 2012 STATE STREET BANK AND TRUST USD/CSW

660,644.940 1.000000 Local 100.000000 0.00 0.00 0.00 660,644.94 Base 100.000000 0.00 0.00 0.00 660,644.94

85749P9B9 STATE STR INSTL LIQUID RESVS 0.180% 31 Dec 2099 12 Dec 2012 12 Dec 2012 STATE STREET BANK AND TRUST USD/CSW

76,400.530 1.000000 Local 100.000000 0.00 0.00 0.00 76,400.53 Base 100.000000 0.00 0.00 0.00 76,400.53

85749P9B9 STATE STR INSTL LIQUID RESVS 0.183% 31 Dec 2099 13 Dec 2012 13 Dec 2012 STATE STREET BANK AND TRUST USD/CSW

2,202,736.240 1.000000 Local 100.000000 0.00 0.00 0.00 2,202,736.24

Page 61 Books Closed Prepared by State Street

Purchase Report by Report Date COMMON B HIGH YIELD POST POST ADVISORY GROUP, LLC FUND: NJEH December 1, 2012 to December 31, 2012 View Date: January 11, 2013

Base 100.000000 0.00 0.00 0.00 2,202,736.24 85749P9B9 STATE STR INSTL LIQUID RESVS 0.177% 31 Dec 2099 17 Dec 2012 17 Dec 2012 STATE STREET BANK AND TRUST USD/CSW

315,774.580 1.000000 Local 100.000000 0.00 0.00 0.00 315,774.58 Base 100.000000 0.00 0.00 0.00 315,774.58 85749P9B9 STATE STR INSTL LIQUID RESVS 0.172% 31 Dec 2099 27 Dec 2012 27 Dec 2012 STATE STREET BANK AND TRUST USD/CSW

271,871.590 1.000000 Local 100.000000 0.00 0.00 0.00 271,871.59 Base 100.000000 0.00 0.00 0.00 271,871.59 85749P9B9 STATE STR INSTL LIQUID RESVS 0.173% 31 Dec 2099 31 Dec 2012 31 Dec 2012 STATE STREET BANK AND TRUST USD/CSW

56,375.000 1.000000 Local 100.000000 0.00 0.00 0.00 56,375.00 Base 100.000000 0.00 0.00 0.00 56,375.00 85749P9B9 Total 5,421,055.680 Local 0.00 0.00 0.00 5,421,055.68 Base 0.00 0.00 0.00 5,421,055.68

US DOLLAR Total 5,421,055.680 Local 0.00 0.00 0.00 5,421,055.68 Base 0.00 0.00 0.00 5,421,055.68

CASH EQUIVALENTS Total 5,421,055.680 Base 0.00 0.00 0.00 5,421,055.68

FIXED INCOME

US DOLLAR

00213UAA4 A S CO ISS SUB INC / MER 7.875% 15 Dec 2020 06 Dec 2012 20 Dec 2012 BROADPOINT CAPITAL USD/DTC

525,000.000 1.000000 Local 101.375000 0.00 0.00 0.00 532,218.75 Base 101.375000 0.00 0.00 0.00 532,218.75 06 Dec 2012 20 Dec 2012 J.P. MORGAN SECURITIES LLC USD/DTC

Page 62 Books Closed Prepared by State Street

Purchase Report by Report Date COMMON B HIGH YIELD POST POST ADVISORY GROUP, LLC FUND: NJEH December 1, 2012 to December 31, 2012 View Date: January 11, 2013

600,000.000 1.000000 Local 100.000000 0.00 0.00 0.00 600,000.00 Base 100.000000 0.00 0.00 0.00 600,000.00 00213UAA4 Total 1,125,000.000 Local 0.00 0.00 0.00 1,132,218.75 Base 0.00 0.00 0.00 1,132,218.75

02154EAA7 ALTICE FINCO SA 9.875% 15 Dec 2020 07 Dec 2012 12 Dec 2012 GOLDMAN SACHS + CO USD/DTC

325,000.000 1.000000 Local 100.000000 0.00 0.00 0.00 325,000.00 Base 100.000000 0.00 0.00 0.00 325,000.00

210795PS3 CONTL AIRLINES 2006 1 1% 02 Jun 2013 08 Nov 2012 CANCEL STIFEL NICOLAUS + CO INC USD/DTC

-379,463.020 1.000000 Local 99.875000 -2,651.72 0.00 0.00 -378,988.69 Base 99.875000 -2,651.72 0.00 0.00 -378,988.69 08 Nov 2012 14 Dec 2012 30 STIFEL NICOLAUS + CO INC USD/BOS

379,463.020 1.000000 Local 99.875000 2,651.72 0.00 0.00 378,988.69 Base 99.875000 2,651.72 0.00 0.00 378,988.69 210795PS3 Total 0.000 Local 0.00 0.00 0.00 0.00 Base 0.00 0.00 0.00 0.00

41146AAD8 HARBINGER GROUP INC 7.875% 15 Jul 2019 14 Dec 2012 24 Dec 2012 DEUTSCHE BANK SECURITIES INC USD/DTC

175,000.000 1.000000 Local 101.000000 0.00 0.00 0.00 176,750.00 Base 101.000000 0.00 0.00 0.00 176,750.00 14 Dec 2012 24 Dec 2012 DEUTSCHE BANK SECURITIES INC USD/DTC

875,000.000 1.000000 Local 99.362000 0.00 0.00 0.00 869,417.50 Base 99.362000 0.00 0.00 0.00 869,417.50 41146AAD8 Total 1,050,000.000 Local 0.00 0.00 0.00 1,046,167.50 Base 0.00 0.00 0.00 1,046,167.50

451702AA2 IGLOO HOLDINGS CORP 8.25% 15 Dec 2017 13 Dec 2012 18 Dec 2012 GOLDMAN SACHS + CO USD/DTC

875,000.000 1.000000 Local 99.000000 0.00 0.00 0.00 866,250.00

Page 63 Books Closed Prepared by State Street

Purchase Report by Report Date COMMON B HIGH YIELD POST POST ADVISORY GROUP, LLC FUND: NJEH December 1, 2012 to December 31, 2012 View Date: January 11, 2013

Base 99.000000 0.00 0.00 0.00 866,250.00 18 Dec 2012 21 Dec 2012 GOLDMAN SACHS + CO USD/DTC

275,000.000 1.000000 Local 99.625000 189.06 0.00 0.00 273,968.75 Base 99.625000 189.06 0.00 0.00 273,968.75 451702AA2 Total 1,150,000.000 Local 189.06 0.00 0.00 1,140,218.75 Base 189.06 0.00 0.00 1,140,218.75

51509EAA6 LANDRY S HOLDINGS II INC 10.25% 01 Jan 2018 18 Dec 2012 21 Dec 2012 JEFFERIES+ COMPANY INC USD/DTC

650,000.000 1.000000 Local 99.000000 0.00 0.00 0.00 643,500.00 Base 99.000000 0.00 0.00 0.00 643,500.00

68276CAA5 ONEX USI ACQUISITION COR 7.75% 15 Jan 2021 14 Dec 2012 27 Dec 2012 MORGAN STANLEY CO INCORPORATED USD/DTC

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

695459AD9 PAETEC HOLDING CORP 8.875% 30 Jun 2017 05 Dec 2012 10 Dec 2012 RBC CAPITAL MARKETS USD/DTC

350,000.000 1.000000 Local 107.637500 13,805.56 0.00 0.00 376,731.25 Base 107.637500 13,805.56 0.00 0.00 376,731.25

75079QAA8 RAIN CII CARBON LLC/CII 8.25% 15 Jan 2021 14 Dec 2012 31 Dec 2012 CITIGROUPGLOBAL MARKETS INC SALOMON USD/DTC

550,000.000 1.000000 Local 100.000000 0.00 0.00 0.00 550,000.00 Base 100.000000 0.00 0.00 0.00 550,000.00

76116AAA6 RESOLUTE ENERGY CORP 8.5% 01 May 2020 05 Dec 2012 10 Dec 2012 CITIGROUPGLOBAL MARKETS INC SALOMON USD/DTC

425,000.000 1.000000 Local 101.250000 3,913.54 0.00 0.00 430,312.50 Base 101.250000 3,913.54 0.00 0.00 430,312.50

828326AA6 SIL II BO/SIL II US HOLD 7.75% 15 Dec 2020 05 Dec 2012 13 Dec 2012 CREDIT SUISSE SECURITIES (USA) LLC USD/DTC

1,125,000.000 1.000000 Local 100.000000 0.00 0.00 0.00 1,125,000.00 Base 100.000000 0.00 0.00 0.00 1,125,000.00

84763BAC0 SPEC BRNDS ESCROW CORP 6.625% 15 Nov 2022 03 Dec 2012 06 Dec 2012 BARCLAYS CAPITAL INC USD/DTC

Page 64 Books Closed Prepared by State Street

Purchase Report by Report Date COMMON B HIGH YIELD POST POST ADVISORY GROUP, LLC FUND: NJEH December 1, 2012 to December 31, 2012 View Date: January 11, 2013

250,000.000 1.000000 Local 105.750000 920.14 0.00 0.00 264,375.00 Base 105.750000 920.14 0.00 0.00 264,375.00

87509TAA7 TAMINCO ACQUISITION CORP 9.125% 15 Dec 2017 13 Dec 2012 18 Dec 2012 CREDIT SUISSE SECURITIES (USA) LLC USD/DTC

600,000.000 1.000000 Local 99.000000 0.00 0.00 0.00 594,000.00 Base 99.000000 0.00 0.00 0.00 594,000.00

88023UAA9 TEMPUR PEDIC INTERNATION 6.875% 15 Dec 2020 12 Dec 2012 19 Dec 2012 BANK OF AMERICA SECURITIES LLC USD/DTC

1,000,000.000 1.000000 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

89236YAA2 SAWGRASS MERG SUB 8.75% 15 Dec 2020 11 Dec 2012 20 Dec 2012 BANK OF AMERICA SECURITIES LLC USD/DTC

925,000.000 1.000000 Local 100.000000 0.00 0.00 0.00 925,000.00 Base 100.000000 0.00 0.00 0.00 925,000.00 11 Dec 2012 20 Dec 2012 BROADPOINT CAPITAL USD/DTC

200,000.000 1.000000 Local 102.500000 0.00 0.00 0.00 205,000.00 Base 102.500000 0.00 0.00 0.00 205,000.00 89236YAA2 Total 1,125,000.000 Local 0.00 0.00 0.00 1,130,000.00 Base 0.00 0.00 0.00 1,130,000.00

89400RAC3 TRANSUNION HOLDING CO 8.125% 15 Jun 2018 11 Dec 2012 14 Dec 2012 GOLDMAN SACHS + CO USD/DTC

100,000.000 1.000000 Local 103.000000 970.49 0.00 0.00 103,000.00 Base 103.000000 970.49 0.00 0.00 103,000.00

913364AB1 UNITYMEDIA HESSEN / NRW 5.5% 15 Jan 2023 30 Nov 2012 14 Dec 2012 J.P. MORGAN SECURITIES LLC USD/DTC

1,125,000.000 1.000000 Local 100.000000 0.00 0.00 0.00 1,125,000.00 Base 100.000000 0.00 0.00 0.00 1,125,000.00

92552VAG5 VIASAT INC 6.875% 15 Jun 2020 17 Dec 2012 20 Dec 2012 RBC CAPITAL MARKETS USD/DTC

1,100,000.000 1.000000 Local 104.762500 1,050.35 0.00 0.00 1,152,387.50 Base 104.762500 1,050.35 0.00 0.00 1,152,387.50

Page 65 Books Closed Prepared by State Street

Purchase Report by Report Date COMMON B HIGH YIELD POST POST ADVISORY GROUP, LLC FUND: NJEH December 1, 2012 to December 31, 2012 View Date: January 11, 2013

US DOLLAR Total 12,950,000.000 Local 20,849.14 0.00 0.00 13,037,911.25 Base 20,849.14 0.00 0.00 13,037,911.25

FIXED INCOME Total 12,950,000.000 Base 20,849.14 0.00 0.00 13,037,911.25

PURCHASE Total 18,371,055.680 Base 20,849.14 0.00 0.00 18,458,966.93

Page 66 Books Closed Prepared by State Street

Sales Report by Report Date COMMON B HIGH YIELD POST POST ADVISORY GROUP, LLC FUND: NJEH December 1, 2012 to December 31, 2012 View Date: January 11, 2013

CASH EQUIVALENTS

US DOLLAR

85749P9B9 STATE STR INSTL LIQUID RESVS 0.177% 31 Dec 2099 07 Dec 2012 07 Dec 2012 STATE STREET BANK AND TRUST USD/CSW

743,359.590 1.000000 Local 100.000000 0.00 0.00 0.00 743,359.59 Base 100.000000 0.00 0.00 0.00 743,359.59 85749P9B9 STATE STR INSTL LIQUID RESVS 0.187% 31 Dec 2099 10 Dec 2012 10 Dec 2012 STATE STREET BANK AND TRUST USD/CSW

717,188.200 1.000000 Local 100.000000 0.00 0.00 0.00 717,188.20 Base 100.000000 0.00 0.00 0.00 717,188.20 85749P9B9 STATE STR INSTL LIQUID RESVS 0.192% 31 Dec 2099 14 Dec 2012 14 Dec 2012 STATE STREET BANK AND TRUST USD/CSW

1,228,970.490 1.000000 Local 100.000000 0.00 0.00 0.00 1,228,970.49 Base 100.000000 0.00 0.00 0.00 1,228,970.49 85749P9B9 STATE STR INSTL LIQUID RESVS 0.197% 31 Dec 2099 18 Dec 2012 18 Dec 2012 STATE STREET BANK AND TRUST USD/CSW

1,034,187.500 1.000000 Local 100.000000 0.00 0.00 0.00 1,034,187.50 Base 100.000000 0.00 0.00 0.00 1,034,187.50

85749P9B9 STATE STR INSTL LIQUID RESVS 0.192% 31 Dec 2099 19 Dec 2012 19 Dec 2012 STATE STREET BANK AND TRUST USD/CSW

591,746.440 1.000000 Local 100.000000 0.00 0.00 0.00 591,746.44 Base 100.000000 0.00 0.00 0.00 591,746.44 31 Dec 2099 20 Dec 2012 20 Dec 2012 STATE STREET BANK AND TRUST USD/CSW

3,415,656.600 1.000000 Local 100.000000 0.00 0.00 0.00 3,415,656.60 Base 100.000000 0.00 0.00 0.00 3,415,656.60

85749P9B9 STATE STR INSTL LIQUID RESVS 0.189% 31 Dec 2099 21 Dec 2012 21 Dec 2012 STATE STREET BANK AND TRUST USD/CSW

917,657.810 1.000000 Local 100.000000 0.00 0.00 0.00 917,657.81

Page 67 Books Closed Prepared by State Street

Sales Report by Report Date COMMON B HIGH YIELD POST POST ADVISORY GROUP, LLC FUND: NJEH December 1, 2012 to December 31, 2012 View Date: January 11, 2013

Base 100.000000 0.00 0.00 0.00 917,657.81 31 Dec 2099 24 Dec 2012 24 Dec 2012 STATE STREET BANK AND TRUST USD/CSW

1,046,170.180 1.000000 Local 100.000000 0.00 0.00 0.00 1,046,170.18 Base 100.000000 0.00 0.00 0.00 1,046,170.18 85749P9B9 STATE STR INSTL LIQUID RESVS 0.175% 31 Dec 2099 28 Dec 2012 28 Dec 2012 STATE STREET BANK AND TRUST USD/CSW

378,861.700 1.000000 Local 100.000000 0.00 0.00 0.00 378,861.70 Base 100.000000 0.00 0.00 0.00 378,861.70 85749P9B9 Total 10,073,798.510 Local 0.00 0.00 0.00 10,073,798.51 Base 0.00 0.00 0.00 10,073,798.51

US DOLLAR Total 10,073,798.510 Local 0.00 0.00 0.00 10,073,798.51 Base 0.00 0.00 0.00 10,073,798.51

CASH EQUIVALENTS Total 10,073,798.510 Base 0.00 0.00 0.00 10,073,798.51

FIXED INCOME

US DOLLAR

00289RAA0 ABENGOA FINANCE SAU 8.875% 01 Nov 2017 30 Nov 2012 05 Dec 2012 GOLDMAN SACHS + CO USD/DTC

200,000.000 1.000000 Local 91.750000 1,676.39 0.00 0.00 183,500.00 Base 91.750000 1,676.39 0.00 0.00 183,500.00 13 Dec 2012 18 Dec 2012 GOLDMAN SACHS + CO USD/DTC

250,000.000 1.000000 Local 93.000000 2,896.70 0.00 0.00 232,500.00 Base 93.000000 2,896.70 0.00 0.00 232,500.00 00289RAA0 Total 450,000.000 Local 4,573.09 0.00 0.00 416,000.00

Page 68 Books Closed Prepared by State Street

Sales Report by Report Date COMMON B HIGH YIELD POST POST ADVISORY GROUP, LLC FUND: NJEH December 1, 2012 to December 31, 2012 View Date: January 11, 2013

Base 4,573.09 0.00 0.00 416,000.00

00828DAJ0 AFFINION GROUP INC 11.5% 15 Oct 2015 12 Dec 2012 17 Dec 2012 DEUTSCHE BANK SECURITIES INC USD/DTC

150,000.000 1.000000 Local 82.000000 2,970.83 0.00 0.00 123,000.00 Base 82.000000 2,970.83 0.00 0.00 123,000.00

028865AB9 AMERICAN PETROLEUM TAN 10.25% 01 May 2015 10 Dec 2012 13 Dec 2012 BROADPOINT CAPITAL USD/DTC

1,025,000.000 1.000000 Local 105.112500 12,257.29 0.00 0.00 1,077,403.13 Base 105.112500 12,257.29 0.00 0.00 1,077,403.13

030096AG6 AMERICAN STORES COMPANY 7.9% 01 May 2017 07 Dec 2012 12 Dec 2012 MORGAN STANLEY CO INCORPORATED USD/DTC

450,000.000 1.000000 Local 95.000000 4,048.75 0.00 0.00 427,500.00 Base 95.000000 4,048.75 0.00 0.00 427,500.00

030210AF5 AMERICAN TIRE DIST INC 9.75% 01 Jun 2017 21 Dec 2012 27 Dec 2012 CLEARVIEWTRADING ADVISORS INC USD/DTC

375,000.000 1.000000 Local 106.487501 2,640.62 0.00 0.00 399,328.13 Base 106.487501 2,640.62 0.00 0.00 399,328.13

034918AH5 ANGIOTECH PHARMACEUTICAL 5% 01 Dec 2013 10 Dec 2012 13 Dec 2012 BROADPOINT CAPITAL USD/DTC

57,000.000 1.000000 Local 99.985000 95.00 0.00 0.00 56,991.45 Base 99.985000 95.00 0.00 0.00 56,991.45

12612DAG1 CNG HOLDINGS INC 9.375% 15 May 2020 03 Dec 2012 06 Dec 2012 CREDIT SUISSE SECURITIES (USA) LLC USD/DTC

200,000.000 1.000000 Local 102.000000 1,093.75 0.00 0.00 204,000.00 Base 102.000000 1,093.75 0.00 0.00 204,000.00

210795PS3 CONTL AIRLINES 2006 1 1% 02 Jun 2013 21 Dec 2012 CLEARVIEWTRADING ADVISORS INC USD/DTC

379,463.020 1.000000 Local 99.612500 869.10 0.00 0.00 377,992.60 Base 99.612500 869.10 0.00 0.00 377,992.60 21 Dec 2012 CANCEL CLEARVIEWTRADING ADVISORS INC USD/DTC

-379,463.020 1.000000 Local 99.612500 -869.10 0.00 0.00 -377,992.60 Base 99.612500 -869.10 0.00 0.00 -377,992.60 21 Dec 2012 27 Dec 2012 GOLDMAN SACHS INTERNATIONAL USD/BOS

Page 69 Books Closed Prepared by State Street

Sales Report by Report Date COMMON B HIGH YIELD POST POST ADVISORY GROUP, LLC FUND: NJEH December 1, 2012 to December 31, 2012 View Date: January 11, 2013

379,463.020 1.000000 Local 99.612500 869.10 0.00 0.00 377,992.60 Base 99.612500 869.10 0.00 0.00 377,992.60 210795PS3 Total 379,463.020 Local 869.10 0.00 0.00 377,992.60 Base 869.10 0.00 0.00 377,992.60

225310AD3 CREDIT ACCEPTANC 9.125% 01 Feb 2017 10 Dec 2012 13 Dec 2012 BROADPOINT CAPITAL USD/DTC

1,000,000.000 1.000000 Local 109.487500 33,458.33 0.00 0.00 1,094,875.00 Base 109.487500 33,458.33 0.00 0.00 1,094,875.00

269246AT1 E TRADE FINANCIAL CORP 100% 30 Nov 2017 03 Dec 2012 CALLED BONDS USD/DTC

970,000.000 1.000000 Local 112.500000 339.50 0.00 0.00 1,091,250.00 Base 112.500000 339.50 0.00 0.00 1,091,250.00 03 Dec 2012 CANCEL CALLED BONDS USD/DTC

-970,000.000 1.000000 Local 112.500000 -339.50 0.00 0.00 -1,091,250.00 Base 112.500000 -339.50 0.00 0.00 -1,091,250.00 03 Dec 2012 21 Dec 2012 18 CALLED BONDS USD/DTC

970,000.000 1.000000 Local 112.500000 336.82 0.00 0.00 1,091,250.00 Base 112.500000 336.82 0.00 0.00 1,091,250.00 269246AT1 Total 970,000.000 Local 336.82 0.00 0.00 1,091,250.00 Base 336.82 0.00 0.00 1,091,250.00

41146AAB2 HARBINGER GROUP INC 10.625% 15 Nov 201 10 Dec 2012 11 Dec 2012 RBC CAPITAL MARKETS USD/DTC

800,000.000 1.000000 Local 109.295000 6,138.89 0.00 0.00 874,360.00 Base 109.295000 6,138.89 0.00 0.00 874,360.00

45031TAR5 ITC DELTACOM INC 10.5% 01 Apr 2016 06 Dec 2012 06 Dec 2012 CALLED BONDS USD/DTC

60,000.000 1.000000 Local 103.000000 1,137.49 0.00 0.00 61,800.00 Base 103.000000 1,137.49 0.00 0.00 61,800.00

516545AC4 LANTHEUS MEDICAL IMAGING 9.75% 15 May 2017 07 Dec 2012 12 Dec 2012 JEFFERIESHIGH YIELD TRADING LLC USD/DTC

Page 70 Books Closed Prepared by State Street

Sales Report by Report Date COMMON B HIGH YIELD POST POST ADVISORY GROUP, LLC FUND: NJEH December 1, 2012 to December 31, 2012 View Date: January 11, 2013

375,000.000 1.000000 Local 93.000000 2,742.19 0.00 0.00 348,750.00 Base 93.000000 2,742.19 0.00 0.00 348,750.00

582411AF1 MCMORAN EXPLORATION CO 11.875% 15 Nov 201 30 Nov 2012 05 Dec 2012 BROADPOINT CAPITAL USD/DTC

100,000.000 1.000000 Local 101.000000 659.72 0.00 0.00 101,000.00 Base 101.000000 659.72 0.00 0.00 101,000.00 05 Dec 2012 10 Dec 2012 RAYMOND JAMES/FI USD/DTC

100,000.000 1.000000 Local 106.750000 824.65 0.00 0.00 106,750.00 Base 106.750000 824.65 0.00 0.00 106,750.00 06 Dec 2012 11 Dec 2012 MORGAN KEEGAN & CO INC USD/DTC

150,000.000 1.000000 Local 107.000000 1,286.46 0.00 0.00 160,500.00 Base 107.000000 1,286.46 0.00 0.00 160,500.00 582411AF1 Total 350,000.000 Local 2,770.83 0.00 0.00 368,250.00 Base 2,770.83 0.00 0.00 368,250.00

695459AD9 PAETEC HOLDING CORP 8.875% 30 Jun 2017 21 Dec 2012 27 Dec 2012 CLEARVIEWTRADING ADVISORS INC USD/DTC

350,000.000 1.000000 Local 107.362500 15,272.39 0.00 0.00 375,768.75 Base 107.362500 15,272.39 0.00 0.00 375,768.75

75079QAA8 RAIN CII CARBON LLC/CII 8.25% 15 Jan 2021 14 Dec 2012 31 Dec 2012 STERNE, AGEE, AND LEACH INC USD/DTC

550,000.000 1.000000 Local 102.250000 0.00 0.00 0.00 562,375.00 Base 102.250000 0.00 0.00 0.00 562,375.00

78375RAA1 RYERSON INC / JOSEPH T R 9% 15 Oct 2017 03 Dec 2012 06 Dec 2012 LAZARD CAPITAL MARKETS LLC USD/DTC

225,000.000 1.000000 Local 99.250000 3,150.00 0.00 0.00 223,312.50 Base 99.250000 3,150.00 0.00 0.00 223,312.50

86323MAB6 STREAM GLOBAL SERVICES I 11.25% 01 Oct 2014 10 Dec 2012 13 Dec 2012 RBC CAPITAL MARKETS USD/DTC

625,000.000 1.000000 Local 105.112501 14,062.50 0.00 0.00 656,953.13 Base 105.112501 14,062.50 0.00 0.00 656,953.13

87509TAA7 TAMINCO ACQUISITION CORP 9.125% 15 Dec 2017 13 Dec 2012 18 Dec 2012 OPPENHEIMER + CO. INC. USD/DTC

Page 71 Books Closed Prepared by State Street

Sales Report by Report Date COMMON B HIGH YIELD POST POST ADVISORY GROUP, LLC FUND: NJEH December 1, 2012 to December 31, 2012 View Date: January 11, 2013

125,000.000 1.000000 Local 99.250000 0.00 0.00 0.00 124,062.50 Base 99.250000 0.00 0.00 0.00 124,062.50 13 Dec 2012 18 Dec 2012 STERNE, AGEE, AND LEACH INC USD/DTC

100,000.000 1.000000 Local 100.000000 0.00 0.00 0.00 100,000.00 Base 100.000000 0.00 0.00 0.00 100,000.00 13 Dec 2012 18 Dec 2012 STERNE, AGEE, AND LEACH INC USD/DTC

200,000.000 1.000000 Local 101.000000 0.00 0.00 0.00 202,000.00 Base 101.000000 0.00 0.00 0.00 202,000.00 14 Dec 2012 19 Dec 2012 STERNE, AGEE, AND LEACH INC USD/DTC

175,000.000 1.000000 Local 98.750000 44.36 0.00 0.00 172,812.50 Base 98.750000 44.36 0.00 0.00 172,812.50 87509TAA7 Total 600,000.000 Local 44.36 0.00 0.00 598,875.00 Base 44.36 0.00 0.00 598,875.00

US DOLLAR Total 8,991,463.020 Local 107,662.23 0.00 0.00 9,338,784.69 Base 107,662.23 0.00 0.00 9,338,784.69

FIXED INCOME Total 8,991,463.020 Base 107,662.23 0.00 0.00 9,338,784.69

SALES Total 19,065,261.530 Base 107,662.23 0.00 0.00 19,412,583.20

Page 72 Books Closed Prepared by State Street

Purchase Report by Report Date COMMON B HIGH YIELD PIMCO PACIFIC INVESTMENT MGMT CO FUND: NJEJ December 1, 2012 to December 31, 2012 View Date: January 11, 2013

CASH EQUIVALENTS

US DOLLAR

85749P9B9 STATE STR INSTL LIQUID RESVS 0.189% 31 Dec 2099 03 Dec 2012 03 Dec 2012 STATE STREET BANK AND TRUST USD/CSW

732,947.430 1.000000 Local 100.000000 0.00 0.00 0.00 732,947.43 Base 100.000000 0.00 0.00 0.00 732,947.43 85749P9B9 STATE STR INSTL LIQUID RESVS 0.182% 31 Dec 2099 04 Dec 2012 04 Dec 2012 STATE STREET BANK AND TRUST USD/CSW

530,025.530 1.000000 Local 100.000000 0.00 0.00 0.00 530,025.53 Base 100.000000 0.00 0.00 0.00 530,025.53 85749P9B9 STATE STR INSTL LIQUID RESVS 0.181% 31 Dec 2099 05 Dec 2012 05 Dec 2012 STATE STREET BANK AND TRUST USD/CSW

530,798.610 1.000000 Local 100.000000 0.00 0.00 0.00 530,798.61 Base 100.000000 0.00 0.00 0.00 530,798.61 85749P9B9 STATE STR INSTL LIQUID RESVS 0.174% 31 Dec 2099 14 Dec 2012 14 Dec 2012 STATE STREET BANK AND TRUST USD/CSW

313,267.360 1.000000 Local 100.000000 0.00 0.00 0.00 313,267.36 Base 100.000000 0.00 0.00 0.00 313,267.36

85749P9B9 STATE STR INSTL LIQUID RESVS 0.177% 31 Dec 2099 17 Dec 2012 17 Dec 2012 STATE STREET BANK AND TRUST USD/CSW

983,174.380 1.000000 Local 100.000000 0.00 0.00 0.00 983,174.38 Base 100.000000 0.00 0.00 0.00 983,174.38

85749P9B9 STATE STR INSTL LIQUID RESVS 0.177% 31 Dec 2099 19 Dec 2012 19 Dec 2012 STATE STREET BANK AND TRUST USD/CSW

1,735,209.260 1.000000 Local 100.000000 0.00 0.00 0.00 1,735,209.26 Base 100.000000 0.00 0.00 0.00 1,735,209.26

85749P9B9 STATE STR INSTL LIQUID RESVS 0.174% 31 Dec 2099 21 Dec 2012 21 Dec 2012 STATE STREET BANK AND TRUST USD/CSW

1,141,266.210 1.000000 Local 100.000000 0.00 0.00 0.00 1,141,266.21

Page 73 Books Closed Prepared by State Street

Purchase Report by Report Date COMMON B HIGH YIELD PIMCO PACIFIC INVESTMENT MGMT CO FUND: NJEJ December 1, 2012 to December 31, 2012 View Date: January 11, 2013

Base 100.000000 0.00 0.00 0.00 1,141,266.21 85749P9B9 Total 5,966,688.780 Local 0.00 0.00 0.00 5,966,688.78 Base 0.00 0.00 0.00 5,966,688.78

US DOLLAR Total 5,966,688.780 Local 0.00 0.00 0.00 5,966,688.78 Base 0.00 0.00 0.00 5,966,688.78

CASH EQUIVALENTS Total 5,966,688.780 Base 0.00 0.00 0.00 5,966,688.78

FIXED INCOME

US DOLLAR

00191AAA4 ARD FINANCE SA 11.125% 01 Jun 201 01 Dec 2012 AUTREPAT-INT RE USD/DTC

15,555.000 1.000000 Local 100.000000 0.00 0.00 0.00 15,555.00 Base 100.000000 0.00 0.00 0.00 15,555.00 01 Dec 2012 CANCEL AUTREPAT-INT RE USD/DTC

-15,555.000 1.000000 Local 100.000000 0.00 0.00 0.00 -15,555.00 Base 100.000000 0.00 0.00 0.00 -15,555.00 15 Nov 2012 05 Dec 2012 4 AUTREPAT-INT RE USD/DTC

15,555.000 1.000000 Local 100.000000 0.00 0.00 0.00 15,555.00 Base 100.000000 0.00 0.00 0.00 15,555.00 00191AAA4 Total 15,555.000 Local 0.00 0.00 0.00 15,555.00 Base 0.00 0.00 0.00 15,555.00

00213UAA4 A S CO ISS SUB INC / MER 7.875% 15 Dec 2020 06 Dec 2012 20 Dec 2012 JPMORGAN SECURITIES INC USD/DTC

1,000,000.000 1.000000 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 74 Books Closed Prepared by State Street

Purchase Report by Report Date COMMON B HIGH YIELD PIMCO PACIFIC INVESTMENT MGMT CO FUND: NJEJ December 1, 2012 to December 31, 2012 View Date: January 11, 2013

15672JAA1 CEQUEL COM HLDG I/CAP CP 6.375% 15 Sep 2020 13 Dec 2012 28 Dec 2012 JPMORGAN SECURITIES INC USD/DTC

500,000.000 1.000000 Local 103.000000 5,578.13 0.00 0.00 515,000.00 Base 103.000000 5,578.13 0.00 0.00 515,000.00

268783AA5 EPE HLDNG/EP ENERGY BOND 8.125% 15 Dec 2017 18 Dec 2012 21 Dec 2012 CITIGROUPGLOBAL MARKETS INC SALOMON USD/DTC

500,000.000 1.000000 Local 99.500000 0.00 0.00 0.00 497,500.00 Base 99.500000 0.00 0.00 0.00 497,500.00

29977HAB6 EP ENERGY/EP FINANCE INC 9.375% 01 May 2020 20 Dec 2012 26 Dec 2012 CITIGROUPGLOBAL MARKETS INC SALOMON USD/DTC

250,000.000 1.000000 Local 112.750000 3,580.73 0.00 0.00 281,875.00 Base 112.750000 3,580.73 0.00 0.00 281,875.00

40412CAC5 HCA HOLDINGS INC 6.25% 15 Feb 2021 03 Dec 2012 06 Dec 2012 CITIGROUPGLOBAL MARKETS INC SALOMON USD/DTC

400,000.000 1.000000 Local 100.000000 0.00 0.00 0.00 400,000.00 Base 100.000000 0.00 0.00 0.00 400,000.00

44332PAA9 HUB INTERNATIONAL LTD 8.125% 15 Oct 2018 05 Dec 2012 10 Dec 2012 PERSHING LLC USD/DTC

250,000.000 1.000000 Local 104.375000 4,626.74 0.00 0.00 260,937.50 Base 104.375000 4,626.74 0.00 0.00 260,937.50

45072PAD4 IASIS HEALTHCARE/CAP CRP 8.375% 15 May 2019 06 Dec 2012 11 Dec 2012 WELLS FARGO SECURITIES LLC USD/DTC

500,000.000 1.000000 Local 95.000000 3,024.31 0.00 0.00 475,000.00 Base 95.000000 3,024.31 0.00 0.00 475,000.00

451702AA2 IGLOO HOLDINGS CORP 8.25% 15 Dec 2017 13 Dec 2012 18 Dec 2012 GOLDMAN SACHS + CO USD/DTC

250,000.000 1.000000 Local 99.000000 0.00 0.00 0.00 247,500.00 Base 99.000000 0.00 0.00 0.00 247,500.00

552953CA7 MGM RESORTS INTL 6.625% 15 Dec 2021 06 Dec 2012 20 Dec 2012 BARCLAYS CAPITAL INC. USD/DTC

500,000.000 1.000000 Local 100.000000 0.00 0.00 0.00 500,000.00 Base 100.000000 0.00 0.00 0.00 500,000.00

579489AF2 MCCLATCHY CO 9% 15 Dec 2022 03 Dec 2012 18 Dec 2012 JPMORGAN SECURITIES INC USD/DTC

1,000,000.000 1.000000 Local 100.000000 0.00 0.00 0.00 1,000,000.00

Page 75 Books Closed Prepared by State Street

Purchase Report by Report Date COMMON B HIGH YIELD PIMCO PACIFIC INVESTMENT MGMT CO FUND: NJEJ December 1, 2012 to December 31, 2012 View Date: January 11, 2013

Base 100.000000 0.00 0.00 0.00 1,000,000.00

59407TAA9 MICHAEL FOODS HOLDING 8.5% 15 Jul 2018 11 Dec 2012 18 Dec 2012 GOLDMAN SACHS + CO USD/DTC

1,000,000.000 1.000000 Local 99.500000 0.00 0.00 0.00 995,000.00 Base 99.500000 0.00 0.00 0.00 995,000.00

62910TAA3 NFR ENERGY LLC/FIN CORP 9.75% 15 Feb 2017 18 Dec 2012 RBC CAPITAL MARKETS USD/DTC

500,000.000 1.000000 Local 97.250000 17,062.50 0.00 0.00 486,250.00 Base 97.250000 17,062.50 0.00 0.00 486,250.00 18 Dec 2012 CANCEL RBC CAPITAL MARKETS USD/DTC

-500,000.000 1.000000 Local 97.250000 -17,062.50 0.00 0.00 -486,250.00 Base 97.250000 -17,062.50 0.00 0.00 -486,250.00 19 Dec 2012 RBC CAPITAL MARKETS USD/DTC

250,000.000 1.000000 Local 97.250000 8,734.38 0.00 0.00 243,125.00 Base 97.250000 8,734.38 0.00 0.00 243,125.00 19 Dec 2012 CANCEL RBC CAPITAL MARKETS USD/DTC

-250,000.000 1.000000 Local 97.250000 -8,734.38 0.00 0.00 -243,125.00 Base 97.250000 -8,734.38 0.00 0.00 -243,125.00 21 Dec 2012 RBC CAPITAL MARKETS USD/DTC

500,000.000 1.000000 Local 96.375000 17,875.00 0.00 0.00 481,875.00 Base 96.375000 17,875.00 0.00 0.00 481,875.00 21 Dec 2012 CANCEL RBC CAPITAL MARKETS USD/DTC

-500,000.000 1.000000 Local 96.375000 -17,875.00 0.00 0.00 -481,875.00 Base 96.375000 -17,875.00 0.00 0.00 -481,875.00 62910TAA3 Total 0.000 Local 0.00 0.00 0.00 0.00 Base 0.00 0.00 0.00 0.00

62910TAB1 NFR ENERGY LLC/FIN CORP 9.75% 15 Feb 2017 21 Dec 2012 MANDATORYEXCHANGE NON CASH USD/DTC

1,250,000.000 1.000000 Local 98.012514 42,656.25 0.00 0.00 1,225,156.43 Base 98.012514 42,656.25 0.00 0.00 1,225,156.43

Page 76 Books Closed Prepared by State Street

Purchase Report by Report Date COMMON B HIGH YIELD PIMCO PACIFIC INVESTMENT MGMT CO FUND: NJEJ December 1, 2012 to December 31, 2012 View Date: January 11, 2013

21 Dec 2012 CANCEL MANDATORYEXCHANGE NON CASH USD/DTC

-1,250,000.000 1.000000 Local 98.012514 -42,656.25 0.00 0.00 -1,225,156.43 Base 98.012514 -42,656.25 0.00 0.00 -1,225,156.43 21 Dec 2012 27 Dec 2012 RBC CAPITAL MARKETS USD/DTC

500,000.000 1.000000 Local 96.375000 17,875.00 0.00 0.00 481,875.00 Base 96.375000 17,875.00 0.00 0.00 481,875.00 18 Dec 2012 21 Dec 2012 RBC CAPITAL MARKETS USD/DTC

500,000.000 1.000000 Local 97.250000 17,062.50 0.00 0.00 486,250.00 Base 97.250000 17,062.50 0.00 0.00 486,250.00 19 Dec 2012 24 Dec 2012 RBC CAPITAL MARKETS USD/DTC

250,000.000 1.000000 Local 97.250000 8,734.38 0.00 0.00 243,125.00 Base 97.250000 8,734.38 0.00 0.00 243,125.00 21 Dec 2012 21 Dec 2012 MANDATORYEXCHANGE NON CASH USD/DTC

500,000.000 1.000000 Local 99.161614 17,062.50 0.00 0.00 495,808.07 Base 99.161614 17,062.50 0.00 0.00 495,808.07 62910TAB1 Total 1,750,000.000 Local 60,734.38 0.00 0.00 1,707,058.07 Base 60,734.38 0.00 0.00 1,707,058.07

64157EAA4 NEW ACAD FIN CO/FIN CORP 8% 15 Jun 2018 06 Dec 2012 13 Dec 2012 GOLDMAN SACHS + CO USD/DTC

750,000.000 1.000000 Local 99.500000 0.00 0.00 0.00 746,250.00 Base 99.500000 0.00 0.00 0.00 746,250.00

761565AA8 REX ENERGY CORP 8.875% 01 Dec 2020 07 Dec 2012 12 Dec 2012 WELLS FARGO SECURITIES LLC USD/DTC

1,000,000.000 1.000000 Local 99.300000 0.00 0.00 0.00 993,000.00 Base 99.300000 0.00 0.00 0.00 993,000.00

817320AT1 SEQUA CORP 7% 15 Dec 2017 10 Dec 2012 19 Dec 2012 BARCLAYS CAPITAL INC. USD/DTC

304,000.000 1.000000 Local 98.500000 0.00 0.00 0.00 299,440.00 Base 98.500000 0.00 0.00 0.00 299,440.00

Page 77 Books Closed Prepared by State Street

Purchase Report by Report Date COMMON B HIGH YIELD PIMCO PACIFIC INVESTMENT MGMT CO FUND: NJEJ December 1, 2012 to December 31, 2012 View Date: January 11, 2013

10 Dec 2012 19 Dec 2012 BARCLAYS CAPITAL INC. USD/DTC

121,000.000 1.000000 Local 100.500000 0.00 0.00 0.00 121,605.00 Base 100.500000 0.00 0.00 0.00 121,605.00 817320AT1 Total 425,000.000 Local 0.00 0.00 0.00 421,045.00 Base 0.00 0.00 0.00 421,045.00

828326AA6 SIL II BO/SIL II US HOLD 7.75% 15 Dec 2020 05 Dec 2012 13 Dec 2012 CREDIT SUISSE SECURITIES (USA) LLC USD/DTC

409,000.000 1.000000 Local 100.000000 0.00 0.00 0.00 409,000.00 Base 100.000000 0.00 0.00 0.00 409,000.00 05 Dec 2012 13 Dec 2012 CREDIT SUISSE SECURITIES (USA) LLC USD/DTC

191,000.000 1.000000 Local 103.750000 0.00 0.00 0.00 198,162.50 Base 103.750000 0.00 0.00 0.00 198,162.50 06 Dec 2012 13 Dec 2012 CREDIT SUISSE SECURITIES (USA) LLC USD/DTC

400,000.000 1.000000 Local 104.250000 0.00 0.00 0.00 417,000.00 Base 104.250000 0.00 0.00 0.00 417,000.00 06 Dec 2012 13 Dec 2012 CREDIT SUISSE SECURITIES (USA) LLC USD/DTC

250,000.000 1.000000 Local 104.000000 0.00 0.00 0.00 260,000.00 Base 104.000000 0.00 0.00 0.00 260,000.00 11 Dec 2012 14 Dec 2012 JPMORGAN SECURITIES INC USD/DTC

250,000.000 1.000000 Local 104.250000 53.82 0.00 0.00 260,625.00 Base 104.250000 53.82 0.00 0.00 260,625.00 828326AA6 Total 1,500,000.000 Local 53.82 0.00 0.00 1,544,787.50 Base 53.82 0.00 0.00 1,544,787.50

864486AG0 SUBURBAN PROPANE PARTNRS 7.375% 01 Aug 2021 13 Dec 2012 13 Dec 2012 EXCHANGE OFFER (NON CASH) USD/DTC

154,000.000 1.000000 Local 106.037292 4,164.42 0.00 0.00 163,297.43 Base 106.037292 4,164.42 0.00 0.00 163,297.43

Page 78 Books Closed Prepared by State Street

Purchase Report by Report Date COMMON B HIGH YIELD PIMCO PACIFIC INVESTMENT MGMT CO FUND: NJEJ December 1, 2012 to December 31, 2012 View Date: January 11, 2013

87509TAA7 TAMINCO ACQUISITION CORP 9.125% 15 Dec 2017 13 Dec 2012 18 Dec 2012 CREDIT SUISSE SECURITIES (USA) LLC USD/DTC

1,000,000.000 1.000000 Local 99.000000 0.00 0.00 0.00 990,000.00 Base 99.000000 0.00 0.00 0.00 990,000.00

92203PAE6 VANGUARD HLT HDG LLC/INC 8% 01 Feb 2018 06 Dec 2012 11 Dec 2012 BANK OF AMERICA SECURITIES LLC USD/DTC

250,000.000 1.000000 Local 104.250000 7,222.22 0.00 0.00 260,625.00 Base 104.250000 7,222.22 0.00 0.00 260,625.00

US DOLLAR Total 12,994,555.000 Local 88,984.75 0.00 0.00 13,014,430.50 Base 88,984.75 0.00 0.00 13,014,430.50

FIXED INCOME Total 12,994,555.000 Base 88,984.75 0.00 0.00 13,014,430.50

PURCHASE Total 18,961,243.780 Base 88,984.75 0.00 0.00 18,981,119.28

Page 79 Books Closed Prepared by State Street

Sales Report by Report Date COMMON B HIGH YIELD PIMCO PACIFIC INVESTMENT MGMT CO FUND: NJEJ December 1, 2012 to December 31, 2012 View Date: January 11, 2013

CASH EQUIVALENTS

US DOLLAR

85749P9B9 STATE STR INSTL LIQUID RESVS 0.209% 31 Dec 2099 06 Dec 2012 06 Dec 2012 STATE STREET BANK AND TRUST USD/CSW

399,999.990 1.000000 Local 100.000000 0.00 0.00 0.00 399,999.99 Base 100.000000 0.00 0.00 0.00 399,999.99 31 Dec 2099 10 Dec 2012 10 Dec 2012 STATE STREET BANK AND TRUST USD/CSW

244,244.490 1.000000 Local 100.000000 0.00 0.00 0.00 244,244.49 Base 100.000000 0.00 0.00 0.00 244,244.49 85749P9B9 STATE STR INSTL LIQUID RESVS 0.203% 31 Dec 2099 11 Dec 2012 11 Dec 2012 STATE STREET BANK AND TRUST USD/CSW

501,177.780 1.000000 Local 100.000000 0.00 0.00 0.00 501,177.78 Base 100.000000 0.00 0.00 0.00 501,177.78 31 Dec 2099 12 Dec 2012 12 Dec 2012 STATE STREET BANK AND TRUST USD/CSW

993,000.000 1.000000 Local 100.000000 0.00 0.00 0.00 993,000.00 Base 100.000000 0.00 0.00 0.00 993,000.00 31 Dec 2099 13 Dec 2012 13 Dec 2012 STATE STREET BANK AND TRUST USD/CSW

2,023,966.990 1.000000 Local 100.000000 0.00 0.00 0.00 2,023,966.99 Base 100.000000 0.00 0.00 0.00 2,023,966.99

85749P9B9 STATE STR INSTL LIQUID RESVS 0.205% 31 Dec 2099 18 Dec 2012 18 Dec 2012 STATE STREET BANK AND TRUST USD/CSW

3,226,300.000 1.000000 Local 100.000000 0.00 0.00 0.00 3,226,300.00 Base 100.000000 0.00 0.00 0.00 3,226,300.00 31 Dec 2099 20 Dec 2012 20 Dec 2012 STATE STREET BANK AND TRUST USD/CSW

1,222,632.810 1.000000 Local 100.000000 0.00 0.00 0.00 1,222,632.81

Page 80 Books Closed Prepared by State Street

Sales Report by Report Date COMMON B HIGH YIELD PIMCO PACIFIC INVESTMENT MGMT CO FUND: NJEJ December 1, 2012 to December 31, 2012 View Date: January 11, 2013

Base 100.000000 0.00 0.00 0.00 1,222,632.81 85749P9B9 STATE STR INSTL LIQUID RESVS 0.197% 31 Dec 2099 24 Dec 2012 24 Dec 2012 STATE STREET BANK AND TRUST USD/CSW

251,859.380 1.000000 Local 100.000000 0.00 0.00 0.00 251,859.38 Base 100.000000 0.00 0.00 0.00 251,859.38 31 Dec 2099 26 Dec 2012 26 Dec 2012 STATE STREET BANK AND TRUST USD/CSW

285,455.800 1.000000 Local 100.000000 0.00 0.00 0.00 285,455.80 Base 100.000000 0.00 0.00 0.00 285,455.80 85749P9B9 STATE STR INSTL LIQUID RESVS 0.192% 31 Dec 2099 27 Dec 2012 27 Dec 2012 STATE STREET BANK AND TRUST USD/CSW

499,750.000 1.000000 Local 100.000000 0.00 0.00 0.00 499,750.00 Base 100.000000 0.00 0.00 0.00 499,750.00 85749P9B9 STATE STR INSTL LIQUID RESVS 0.205% 31 Dec 2099 28 Dec 2012 28 Dec 2012 STATE STREET BANK AND TRUST USD/CSW

439,491.610 1.000000 Local 100.000000 0.00 0.00 0.00 439,491.61 Base 100.000000 0.00 0.00 0.00 439,491.61 31 Dec 2099 31 Dec 2012 31 Dec 2012 STATE STREET BANK AND TRUST USD/CSW

469,580.010 1.000000 Local 100.000000 0.00 0.00 0.00 469,580.01 Base 100.000000 0.00 0.00 0.00 469,580.01 85749P9B9 Total 10,557,458.860 Local 0.00 0.00 0.00 10,557,458.86 Base 0.00 0.00 0.00 10,557,458.86

US DOLLAR Total 10,557,458.860 Local 0.00 0.00 0.00 10,557,458.86 Base 0.00 0.00 0.00 10,557,458.86

CASH EQUIVALENTS Total 10,557,458.860

Page 81 Books Closed Prepared by State Street

Sales Report by Report Date COMMON B HIGH YIELD PIMCO PACIFIC INVESTMENT MGMT CO FUND: NJEJ December 1, 2012 to December 31, 2012 View Date: January 11, 2013

Base 0.00 0.00 0.00 10,557,458.86

FIXED INCOME

US DOLLAR

05508RAD8 B+G FOODS INC 7.625% 15 Jan 2018 28 Dec 2012 28 Dec 2012 CALLED BONDS USD/DTC

73,000.000 1.000000 Local 107.625000 2,520.27 0.00 0.00 78,566.25 Base 107.625000 2,520.27 0.00 0.00 78,566.25

120462AA4 BUMBLE BEE ACQUISITON CO 9% 15 Dec 2017 13 Dec 2012 CALLED BONDS USD/DTC

6,000.000 1.000000 Local 103.000000 265.50 0.00 0.00 6,180.00 Base 103.000000 265.50 0.00 0.00 6,180.00 13 Dec 2012 CANCEL CALLED BONDS USD/DTC

-6,000.000 1.000000 Local 103.000000 -265.50 0.00 0.00 -6,180.00 Base 103.000000 -265.50 0.00 0.00 -6,180.00 13 Dec 2012 18 Dec 2012 5 CALLED BONDS USD/DTC

6,000.000 1.000000 Local 103.000000 267.00 0.00 0.00 6,180.00 Base 103.000000 267.00 0.00 0.00 6,180.00 120462AA4 Total 6,000.000 Local 267.00 0.00 0.00 6,180.00 Base 267.00 0.00 0.00 6,180.00

18451QAC2 CLEAR CHANNEL WORLDWIDE 9.25% 15 Dec 2017 19 Dec 2012 19 Dec 2012 CALLED BONDS USD/DTC

1,250,000.000 1.000000 Local 106.937500 1,284.72 0.00 0.00 1,336,718.75 Base 106.937500 1,284.72 0.00 0.00 1,336,718.75

18451QAD0 CLEAR CHANNEL WORLDWIDE 9.25% 15 Dec 2017 19 Dec 2012 19 Dec 2012 CALLED BONDS USD/DTC

500,000.000 1.000000 Local 106.937500 513.88 0.00 0.00 534,687.50 Base 106.937500 513.88 0.00 0.00 534,687.50

29382RAD9 ENTRAVISION COMMUNICATIO 8.75% 01 Aug 2017 31 Dec 2012 31 Dec 2012 CALLED BONDS USD/DTC

78,000.000 1.000000 Local 103.000000 2,824.79 0.00 0.00 80,340.00 Base 103.000000 2,824.79 0.00 0.00 80,340.00

Page 82 Books Closed Prepared by State Street

Sales Report by Report Date COMMON B HIGH YIELD PIMCO PACIFIC INVESTMENT MGMT CO FUND: NJEJ December 1, 2012 to December 31, 2012 View Date: January 11, 2013

30252FAA6 FGI OPERATING CO LLC/FIN 7.875% 01 May 2020 17 Dec 2012 20 Dec 2012 PERSHING LLC USD/DTC

250,000.000 1.000000 Local 109.875000 2,679.69 0.00 0.00 274,687.50 Base 109.875000 2,679.69 0.00 0.00 274,687.50

45824TAC9 INTELSAT JACKSON HLDG 7.25% 15 Oct 2020 06 Dec 2012 11 Dec 2012 MORGAN STANLEY CO INCORPORATED USD/DTC

225,000.000 1.000000 Local 107.625000 2,537.50 0.00 0.00 242,156.25 Base 107.625000 2,537.50 0.00 0.00 242,156.25

552953BE0 MGM RESORTS INTL 13% 15 Nov 2013 19 Dec 2012 20 Dec 2012 1 TENDER OFFER USD/DTC

150,000.000 1.000000 Local 108.084000 1,895.83 0.00 0.00 162,126.00 Base 108.084000 1,895.83 0.00 0.00 162,126.00

552953BH3 MGM RESORTS INTL 10.375% 15 May 201 19 Dec 2012 20 Dec 2012 1 TENDER OFFER USD/DTC

500,000.000 1.000000 Local 110.482000 5,043.40 0.00 0.00 552,410.00 Base 110.482000 5,043.40 0.00 0.00 552,410.00

552953BJ9 MGM RESORTS INTL 11.125% 15 Nov 201 19 Dec 2012 20 Dec 2012 1 TENDER OFFER USD/DTC

1,000,000.000 1.000000 Local 106.766000 10,815.90 0.00 0.00 1,067,660.00 Base 106.766000 10,815.90 0.00 0.00 1,067,660.00

55303QAD2 MGM RESORTS INTL 9% 15 Mar 2020 19 Dec 2012 20 Dec 2012 1 TENDER OFFER USD/DTC

250,000.000 1.000000 Local 111.676000 5,937.50 0.00 0.00 279,190.00 Base 111.676000 5,937.50 0.00 0.00 279,190.00

579489AE5 MCCLATCHY CO 11.5% 15 Feb 2017 11 Dec 2012 18 Dec 2012 7 TENDER OFFER USD/DTC

250,000.000 1.000000 Local 107.340000 9,822.92 0.00 0.00 268,350.00 Base 107.340000 9,822.92 0.00 0.00 268,350.00

62910TAA3 NFR ENERGY LLC/FIN CORP 9.75% 15 Feb 2017 21 Dec 2012 MANDATORYEXCHANGE NON CASH USD/DTC

1,250,000.000 1.000000 Local 98.012514 42,656.25 0.00 0.00 1,225,156.43 Base 98.012514 42,656.25 0.00 0.00 1,225,156.43 21 Dec 2012 CANCEL MANDATORYEXCHANGE NON CASH USD/DTC

-1,250,000.000 1.000000 Local 98.012514 -42,656.25 0.00 0.00 -1,225,156.43

Page 83 Books Closed Prepared by State Street

Sales Report by Report Date COMMON B HIGH YIELD PIMCO PACIFIC INVESTMENT MGMT CO FUND: NJEJ December 1, 2012 to December 31, 2012 View Date: January 11, 2013

Base 98.012514 -42,656.25 0.00 0.00 -1,225,156.43 21 Dec 2012 21 Dec 2012 MANDATORYEXCHANGE NON CASH USD/DTC

500,000.000 1.000000 Local 99.161614 17,062.50 0.00 0.00 495,808.07 Base 99.161614 17,062.50 0.00 0.00 495,808.07 62910TAA3 Total 500,000.000 Local 17,062.50 0.00 0.00 495,808.07 Base 17,062.50 0.00 0.00 495,808.07

67000XAL0 NOVELIS INC 8.375% 15 Dec 2017 11 Dec 2012 14 Dec 2012 BANK OF AMERICA SECURITIES LLC USD/DTC

500,000.000 1.000000 Local 110.625000 20,821.18 0.00 0.00 553,125.00 Base 110.625000 20,821.18 0.00 0.00 553,125.00

864486AF2 SUBURBAN PROPANE PARTNRS 7.375% 01 Aug 2021 13 Dec 2012 13 Dec 2012 EXCHANGE OFFER (NON CASH) USD/DTC

154,000.000 1.000000 Local 106.037292 4,164.42 0.00 0.00 163,297.43 Base 106.037292 4,164.42 0.00 0.00 163,297.43

US DOLLAR Total 5,686,000.000 Local 88,191.50 0.00 0.00 6,095,302.75 Base 88,191.50 0.00 0.00 6,095,302.75

FIXED INCOME Total 5,686,000.000 Base 88,191.50 0.00 0.00 6,095,302.75

SALES Total 16,243,458.860 Base 88,191.50 0.00 0.00 16,652,761.61

Page 84 Books Closed Prepared by State Street

Purchase Report by Report Date COMMON B HIGH YIELD NOMURA NOMURA ASSET MANAGEMENT U.S.A. FUND: NJEL December 1, 2012 to December 31, 2012 View Date: January 11, 2013

CASH EQUIVALENTS

US DOLLAR

85749P9B9 STATE STR INSTL LIQUID RESVS 0.189% 31 Dec 2099 03 Dec 2012 03 Dec 2012 STATE STREET BANK AND TRUST USD/CSW

862,428.480 1.000000 Local 100.000000 0.00 0.00 0.00 862,428.48 Base 100.000000 0.00 0.00 0.00 862,428.48 85749P9B9 STATE STR INSTL LIQUID RESVS 0.182% 31 Dec 2099 04 Dec 2012 04 Dec 2012 STATE STREET BANK AND TRUST USD/CSW

372,180.410 1.000000 Local 100.000000 0.00 0.00 0.00 372,180.41 Base 100.000000 0.00 0.00 0.00 372,180.41 85749P9B9 STATE STR INSTL LIQUID RESVS 0.181% 31 Dec 2099 05 Dec 2012 05 Dec 2012 STATE STREET BANK AND TRUST USD/CSW

1,254,460.080 1.000000 Local 100.000000 0.00 0.00 0.00 1,254,460.08 Base 100.000000 0.00 0.00 0.00 1,254,460.08 85749P9B9 STATE STR INSTL LIQUID RESVS 0.186% 31 Dec 2099 10 Dec 2012 10 Dec 2012 STATE STREET BANK AND TRUST USD/CSW

946,793.430 1.000000 Local 100.000000 0.00 0.00 0.00 946,793.43 Base 100.000000 0.00 0.00 0.00 946,793.43

85749P9B9 STATE STR INSTL LIQUID RESVS 0.175% 31 Dec 2099 11 Dec 2012 11 Dec 2012 STATE STREET BANK AND TRUST USD/CSW

1,501,346.350 1.000000 Local 100.000000 0.00 0.00 0.00 1,501,346.35 Base 100.000000 0.00 0.00 0.00 1,501,346.35

85749P9B9 STATE STR INSTL LIQUID RESVS 0.183% 31 Dec 2099 13 Dec 2012 13 Dec 2012 STATE STREET BANK AND TRUST USD/CSW

861,278.720 1.000000 Local 100.000000 0.00 0.00 0.00 861,278.72 Base 100.000000 0.00 0.00 0.00 861,278.72

85749P9B9 STATE STR INSTL LIQUID RESVS 0.174% 31 Dec 2099 14 Dec 2012 14 Dec 2012 STATE STREET BANK AND TRUST USD/CSW

560,510.350 1.000000 Local 100.000000 0.00 0.00 0.00 560,510.35

Page 85 Books Closed Prepared by State Street

Purchase Report by Report Date COMMON B HIGH YIELD NOMURA NOMURA ASSET MANAGEMENT U.S.A. FUND: NJEL December 1, 2012 to December 31, 2012 View Date: January 11, 2013

Base 100.000000 0.00 0.00 0.00 560,510.35 85749P9B9 STATE STR INSTL LIQUID RESVS 0.169% 31 Dec 2099 24 Dec 2012 24 Dec 2012 STATE STREET BANK AND TRUST USD/CSW

152,838.080 1.000000 Local 100.000000 0.00 0.00 0.00 152,838.08 Base 100.000000 0.00 0.00 0.00 152,838.08 85749P9B9 STATE STR INSTL LIQUID RESVS 0.182% 31 Dec 2099 26 Dec 2012 26 Dec 2012 STATE STREET BANK AND TRUST USD/CSW

173,015.630 1.000000 Local 100.000000 0.00 0.00 0.00 173,015.63 Base 100.000000 0.00 0.00 0.00 173,015.63 85749P9B9 STATE STR INSTL LIQUID RESVS 0.173% 31 Dec 2099 31 Dec 2012 31 Dec 2012 STATE STREET BANK AND TRUST USD/CSW

30,599.220 1.000000 Local 100.000000 0.00 0.00 0.00 30,599.22 Base 100.000000 0.00 0.00 0.00 30,599.22 85749P9B9 Total 6,715,450.750 Local 0.00 0.00 0.00 6,715,450.75 Base 0.00 0.00 0.00 6,715,450.75

US DOLLAR Total 6,715,450.750 Local 0.00 0.00 0.00 6,715,450.75 Base 0.00 0.00 0.00 6,715,450.75

CASH EQUIVALENTS Total 6,715,450.750 Base 0.00 0.00 0.00 6,715,450.75

FIXED INCOME

US DOLLAR

00164VAC7 AMC NETWORKS INC 4.75% 15 Dec 2022 10 Dec 2012 17 Dec 2012 BANK OF AMERICA SECURITIES LLC USD/DTC

350,000.000 1.000000 Local 100.000000 0.00 0.00 0.00 350,000.00 Base 100.000000 0.00 0.00 0.00 350,000.00

00191AAA4 ARD FINANCE SA 11.125% 01 Jun 201 01 Dec 2012 AUTREPAT-INT RE USD/DTC

Page 86 Books Closed Prepared by State Street

Purchase Report by Report Date COMMON B HIGH YIELD NOMURA NOMURA ASSET MANAGEMENT U.S.A. FUND: NJEL December 1, 2012 to December 31, 2012 View Date: January 11, 2013

35,777.000 1.000000 Local 100.000000 0.00 0.00 0.00 35,777.00 Base 100.000000 0.00 0.00 0.00 35,777.00 01 Dec 2012 CANCEL AUTREPAT-INT RE USD/DTC

-35,777.000 1.000000 Local 100.000000 0.00 0.00 0.00 -35,777.00 Base 100.000000 0.00 0.00 0.00 -35,777.00 15 Nov 2012 05 Dec 2012 4 AUTREPAT-INT RE USD/DTC

35,777.000 1.000000 Local 100.000000 0.00 0.00 0.00 35,777.00 Base 100.000000 0.00 0.00 0.00 35,777.00 00191AAA4 Total 35,777.000 Local 0.00 0.00 0.00 35,777.00 Base 0.00 0.00 0.00 35,777.00

00213UAA4 A S CO ISS SUB INC / MER 7.875% 15 Dec 2020 06 Dec 2012 20 Dec 2012 JPMORGAN SECURITIES INC USD/DTC

525,000.000 1.000000 Local 100.000000 0.00 0.00 0.00 525,000.00 Base 100.000000 0.00 0.00 0.00 525,000.00

00434NAA3 ACCESS MIDSTREAM PARTNER 4.875% 15 May 2023 12 Dec 2012 19 Dec 2012 CITIGROUPGLOBAL MARKETS INC SALOMON USD/DTC

350,000.000 1.000000 Local 100.000000 0.00 0.00 0.00 350,000.00 Base 100.000000 0.00 0.00 0.00 350,000.00

007903AR8 ADVANCED MICRO DEVICES 8.125% 15 Dec 2017 06 Dec 2012 11 Dec 2012 MORGAN STANLEY CO INCORPORATED USD/DTC

50,000.000 1.000000 Local 93.500000 1,986.11 0.00 0.00 46,750.00 Base 93.500000 1,986.11 0.00 0.00 46,750.00

01551UAB0 ALGECO SCOTSMAN GLOB FIN 10.75% 15 Oct 2019 18 Dec 2012 21 Dec 2012 DEUTSCHE BANK SECURITIES INC USD/DTC

475,000.000 1.000000 Local 98.000000 9,928.82 0.00 0.00 465,500.00 Base 98.000000 9,928.82 0.00 0.00 465,500.00

02154CAA1 ALTICE FINANCING SA 7.875% 15 Dec 2019 07 Dec 2012 12 Dec 2012 GOLDMAN SACHS + CO USD/DTC

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

02154EAA7 ALTICE FINCO SA 9.875% 15 Dec 2020 07 Dec 2012 12 Dec 2012 GOLDMAN SACHS + CO USD/DTC

Page 87 Books Closed Prepared by State Street

Purchase Report by Report Date COMMON B HIGH YIELD NOMURA NOMURA ASSET MANAGEMENT U.S.A. FUND: NJEL December 1, 2012 to December 31, 2012 View Date: January 11, 2013

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

03070QAN1 AMERISTAR CASINOS INC 7.5% 15 Apr 2021 03 Dec 2012 06 Dec 2012 3 EXCHANGE OFFER (NON CASH) USD/DTC

350,000.000 1.000000 Local 102.852131 3,500.00 0.00 0.00 359,982.46 Base 102.852131 3,500.00 0.00 0.00 359,982.46

03938LAP9 ARCELORMITTAL 7.5% 15 Oct 2039 13 Dec 2012 18 Dec 2012 BANK OF AMERICA SECURITIES LLC USD/DTC

150,000.000 1.000000 Local 98.250000 1,968.75 0.00 0.00 147,375.00 Base 98.250000 1,968.75 0.00 0.00 147,375.00

04939TAA2 ATLAS PIPELINE LP/FIN CO 6.625% 01 Oct 2020 06 Dec 2012 20 Dec 2012 WELLS FARGO SECURITIES LLC USD/DTC

75,000.000 1.000000 Local 103.000000 1,131.77 0.00 0.00 77,250.00 Base 103.000000 1,131.77 0.00 0.00 77,250.00

11283WAA2 BROOKFIELD RESIDENTIAL 6.5% 15 Dec 2020 11 Dec 2012 14 Dec 2012 CREDIT SUISSE SECURITIES (USA) LLC USD/DTC

250,000.000 1.000000 Local 100.000000 0.00 0.00 0.00 250,000.00 Base 100.000000 0.00 0.00 0.00 250,000.00

1248EPAZ6 CCO HLDGS LLC/CAP CORP 5.125% 15 Feb 2023 12 Dec 2012 17 Dec 2012 DEUTSCHE BANK SECURITIES INC USD/DTC

1,150,000.000 1.000000 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

12768RAD9 CAESARS ENTERTAINMENT OP 8.5% 15 Feb 2020 06 Dec 2012 06 Dec 2012 EXCHANGE OFFER (NON CASH) USD/DTC

900,000.000 1.000000 Local 100.000340 23,587.50 0.00 0.00 900,003.06 Base 100.000340 23,587.50 0.00 0.00 900,003.06

127693AF6 CAESARS OPERATING ESCROW 9% 15 Feb 2020 06 Dec 2012 13 Dec 2012 CITIGROUPGLOBAL MARKETS INC SALOMON USD/DTC

250,000.000 1.000000 Local 98.250000 6,937.50 0.00 0.00 245,625.00 Base 98.250000 6,937.50 0.00 0.00 245,625.00

15672JAA1 CEQUEL COM HLDG I/CAP CP 6.375% 15 Sep 2020 13 Dec 2012 28 Dec 2012 JPMORGAN SECURITIES INC USD/DTC

150,000.000 1.000000 Local 103.000000 1,673.44 0.00 0.00 154,500.00 Base 103.000000 1,673.44 0.00 0.00 154,500.00

Page 88 Books Closed Prepared by State Street

Purchase Report by Report Date COMMON B HIGH YIELD NOMURA NOMURA ASSET MANAGEMENT U.S.A. FUND: NJEL December 1, 2012 to December 31, 2012 View Date: January 11, 2013

172441AW7 CINEMARK USA INC 5.125% 15 Dec 2022 04 Dec 2012 18 Dec 2012 BARCLAYS CAPITAL INC. USD/DTC

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

185401AD8 CLEAVER BROOKS INC 8.75% 15 Dec 2019 11 Dec 2012 19 Dec 2012 RBC CAPITAL MARKETS USD/DTC

200,000.000 1.000000 Local 99.361000 0.00 0.00 0.00 198,722.00 Base 99.361000 0.00 0.00 0.00 198,722.00

210795QD5 CONTL AIRLINES 2012 3 C 6.125% 29 Apr 2018 12 Dec 2012 27 Dec 2012 CREDIT SUISSE SECURITIES (USA) LLC USD/DTC

100,000.000 1.000000 Local 100.000000 0.00 0.00 0.00 100,000.00 Base 100.000000 0.00 0.00 0.00 100,000.00

284902AC7 ELDORADO GOLD CORP 6.125% 15 Dec 2020 10 Dec 2012 13 Dec 2012 JPMORGAN SECURITIES INC USD/DTC

250,000.000 1.000000 Local 100.000000 0.00 0.00 0.00 250,000.00 Base 100.000000 0.00 0.00 0.00 250,000.00

29269QAD9 ENERGY FUTURE/EFIH FINAN 11.75% 01 Mar 2022 12 Dec 2012 17 Dec 2012 MORGAN STANLEY CO INCORPORATED USD/DTC

125,000.000 1.000000 Local 111.250000 4,324.65 0.00 0.00 139,062.50 Base 111.250000 4,324.65 0.00 0.00 139,062.50

303109AA0 FAGE DAIRY INDU/FAGE USA 9.875% 01 Feb 2020 12 Dec 2012 17 Dec 2012 CITIGROUPGLOBAL MARKETS INC SALOMON USD/DTC

125,000.000 1.000000 Local 101.000000 4,663.19 0.00 0.00 126,250.00 Base 101.000000 4,663.19 0.00 0.00 126,250.00

31430QBC0 FELCOR LODGING LP 5.625% 01 Mar 2023 12 Dec 2012 17 Dec 2012 JPMORGAN SECURITIES INC USD/DTC

175,000.000 1.000000 Local 100.000000 0.00 0.00 0.00 175,000.00 Base 100.000000 0.00 0.00 0.00 175,000.00

37953BAA2 GLOBAL GEN MERGER SUB 11% 15 Dec 2020 18 Dec 2012 28 Dec 2012 MORGAN STANLEY CO INCORPORATED USD/DTC

75,000.000 1.000000 Local 101.500000 0.00 0.00 0.00 76,125.00 Base 101.500000 0.00 0.00 0.00 76,125.00 17 Dec 2012 28 Dec 2012 MORGAN STANLEY CO INCORPORATED USD/DTC

975,000.000 1.000000 Local 100.000000 0.00 0.00 0.00 975,000.00

Page 89 Books Closed Prepared by State Street

Purchase Report by Report Date COMMON B HIGH YIELD NOMURA NOMURA ASSET MANAGEMENT U.S.A. FUND: NJEL December 1, 2012 to December 31, 2012 View Date: January 11, 2013

Base 100.000000 0.00 0.00 0.00 975,000.00 37953BAA2 Total 1,050,000.000 Local 0.00 0.00 0.00 1,051,125.00 Base 0.00 0.00 0.00 1,051,125.00

402629AF6 GULFMARK OFFSHORE INC 6.375% 15 Mar 2022 30 Nov 2012 05 Dec 2012 WELLS FARGO SECURITIES LLC USD/DTC

50,000.000 1.000000 Local 100.500000 708.33 0.00 0.00 50,250.00 Base 100.500000 708.33 0.00 0.00 50,250.00

40412CAC5 HCA HOLDINGS INC 6.25% 15 Feb 2021 03 Dec 2012 06 Dec 2012 CITIGROUPGLOBAL MARKETS INC SALOMON USD/DTC

325,000.000 1.000000 Local 100.000000 0.00 0.00 0.00 325,000.00 Base 100.000000 0.00 0.00 0.00 325,000.00

41146AAD8 HARBINGER GROUP INC 7.875% 15 Jul 2019 14 Dec 2012 24 Dec 2012 DEUTSCHE BANK SECURITIES INC USD/DTC

200,000.000 1.000000 Local 99.362000 0.00 0.00 0.00 198,724.00 Base 99.362000 0.00 0.00 0.00 198,724.00

43162RAD6 HILLMAN GROUP INC 10.875% 31 May 201 18 Dec 2012 21 Dec 2012 BARCLAYS CAPITAL INC. USD/DTC

350,000.000 1.000000 Local 106.500000 2,114.58 0.00 0.00 372,750.00 Base 106.500000 2,114.58 0.00 0.00 372,750.00

44919PAA0 IAC/INTERACTIVECORP 4.75% 15 Dec 2022 18 Dec 2012 21 Dec 2012 JPMORGAN SECURITIES INC USD/DTC

225,000.000 1.000000 Local 101.000000 0.00 0.00 0.00 227,250.00 Base 101.000000 0.00 0.00 0.00 227,250.00 18 Dec 2012 21 Dec 2012 BNP PARIBAS SECURITIES CORP./FIXED USD/DTC

75,000.000 1.000000 Local 100.500000 0.00 0.00 0.00 75,375.00 Base 100.500000 0.00 0.00 0.00 75,375.00 18 Dec 2012 21 Dec 2012 JPMORGAN SECURITIES INC USD/DTC

350,000.000 1.000000 Local 100.000000 0.00 0.00 0.00 350,000.00 Base 100.000000 0.00 0.00 0.00 350,000.00 44919PAA0 Total 650,000.000 Local 0.00 0.00 0.00 652,625.00

Page 90 Books Closed Prepared by State Street

Purchase Report by Report Date COMMON B HIGH YIELD NOMURA NOMURA ASSET MANAGEMENT U.S.A. FUND: NJEL December 1, 2012 to December 31, 2012 View Date: January 11, 2013

Base 0.00 0.00 0.00 652,625.00

451702AA2 IGLOO HOLDINGS CORP 8.25% 15 Dec 2017 13 Dec 2012 18 Dec 2012 GOLDMAN SACHS + CO USD/DTC

625,000.000 1.000000 Local 99.000000 0.00 0.00 0.00 618,750.00 Base 99.000000 0.00 0.00 0.00 618,750.00 13 Dec 2012 18 Dec 2012 GOLDMAN SACHS + CO USD/DTC

650,000.000 1.000000 Local 101.250000 0.00 0.00 0.00 658,125.00 Base 101.250000 0.00 0.00 0.00 658,125.00 451702AA2 Total 1,275,000.000 Local 0.00 0.00 0.00 1,276,875.00 Base 0.00 0.00 0.00 1,276,875.00

457983AE4 INMET MINING CORP 7.5% 01 Jun 2021 13 Dec 2012 18 Dec 2012 CREDIT SUISSE SECURITIES (USA) LLC USD/DTC

150,000.000 1.000000 Local 100.000000 0.00 0.00 0.00 150,000.00 Base 100.000000 0.00 0.00 0.00 150,000.00

46122EAF2 INVENTIV HEALTH INC 9% 15 Jan 2018 12 Dec 2012 20 Dec 2012 CITIGROUPGLOBAL MARKETS INC SALOMON USD/DTC

275,000.000 1.000000 Local 100.000000 0.00 0.00 0.00 275,000.00 Base 100.000000 0.00 0.00 0.00 275,000.00

488535AA3 KENAN ADVANTAGE GROUP 8.375% 15 Dec 2018 07 Dec 2012 14 Dec 2012 GOLDMAN SACHS + CO USD/DTC

150,000.000 1.000000 Local 100.000000 0.00 0.00 0.00 150,000.00 Base 100.000000 0.00 0.00 0.00 150,000.00

489399AD7 KENNEDY WILSON INC 8.75% 01 Apr 2019 03 Dec 2012 06 Dec 2012 BANK OF AMERICA SECURITIES LLC USD/DTC

125,000.000 1.000000 Local 105.250000 1,974.83 0.00 0.00 131,562.50 Base 105.250000 1,974.83 0.00 0.00 131,562.50

51509EAA6 LANDRY S HOLDINGS II INC 10.25% 01 Jan 2018 18 Dec 2012 21 Dec 2012 JEFFERIES+ COMPANY INC USD/DTC

425,000.000 1.000000 Local 99.000000 0.00 0.00 0.00 420,750.00 Base 99.000000 0.00 0.00 0.00 420,750.00

52989LAH2 LIBBEY GLASS INC 6.875% 15 May 2020 07 Dec 2012 07 Dec 2012 EXCHANGE OFFER (NON CASH) USD/DTC

Page 91 Books Closed Prepared by State Street

Purchase Report by Report Date COMMON B HIGH YIELD NOMURA NOMURA ASSET MANAGEMENT U.S.A. FUND: NJEL December 1, 2012 to December 31, 2012 View Date: January 11, 2013

125,000.000 1.000000 Local 100.000000 525.17 0.00 0.00 125,000.00 Base 100.000000 525.17 0.00 0.00 125,000.00

552953CA7 MGM RESORTS INTL 6.625% 15 Dec 2021 06 Dec 2012 20 Dec 2012 BARCLAYS CAPITAL INC. USD/DTC

400,000.000 1.000000 Local 100.000000 0.00 0.00 0.00 400,000.00 Base 100.000000 0.00 0.00 0.00 400,000.00

55973BAC6 MAGNUM HUNTER RESOURCES 9.75% 15 May 2020 13 Dec 2012 18 Dec 2012 CITIGROUPGLOBAL MARKETS INC SALOMON USD/DTC

400,000.000 1.000000 Local 102.000000 3,575.00 0.00 0.00 408,000.00 Base 102.000000 3,575.00 0.00 0.00 408,000.00

579489AF2 MCCLATCHY CO 9% 15 Dec 2022 03 Dec 2012 18 Dec 2012 JPMORGAN SECURITIES INC USD/DTC

675,000.000 1.000000 Local 100.000000 0.00 0.00 0.00 675,000.00 Base 100.000000 0.00 0.00 0.00 675,000.00

59407TAA9 MICHAEL FOODS HOLDING 8.5% 15 Jul 2018 11 Dec 2012 18 Dec 2012 GOLDMAN SACHS + CO USD/DTC

250,000.000 1.000000 Local 99.500000 0.00 0.00 0.00 248,750.00 Base 99.500000 0.00 0.00 0.00 248,750.00

62886EAG3 NCR CORP 4.625% 15 Feb 2021 04 Dec 2012 18 Dec 2012 JPMORGAN SECURITIES INC USD/DTC

250,000.000 1.000000 Local 100.000000 0.00 0.00 0.00 250,000.00 Base 100.000000 0.00 0.00 0.00 250,000.00

64157EAA4 NEW ACAD FIN CO/FIN CORP 8% 15 Jun 2018 06 Dec 2012 13 Dec 2012 GOLDMAN SACHS + CO USD/DTC

300,000.000 1.000000 Local 99.500000 0.00 0.00 0.00 298,500.00 Base 99.500000 0.00 0.00 0.00 298,500.00

678026AE5 OIL STATES INTL INC 5.125% 15 Jan 2023 18 Dec 2012 21 Dec 2012 RBC CAPITAL MARKETS USD/DTC

150,000.000 1.000000 Local 100.000000 0.00 0.00 0.00 150,000.00 Base 100.000000 0.00 0.00 0.00 150,000.00

68276CAA5 ONEX USI ACQUISITION COR 7.75% 15 Jan 2021 14 Dec 2012 27 Dec 2012 MORGAN STANLEY CO INCORPORATED USD/DTC

1,250,000.000 1.000000 Local 100.000000 0.00 0.00 0.00 1,250,000.00 Base 100.000000 0.00 0.00 0.00 1,250,000.00

Page 92 Books Closed Prepared by State Street

Purchase Report by Report Date COMMON B HIGH YIELD NOMURA NOMURA ASSET MANAGEMENT U.S.A. FUND: NJEL December 1, 2012 to December 31, 2012 View Date: January 11, 2013

693656AA8 PVH CORP 4.5% 15 Dec 2022 06 Dec 2012 20 Dec 2012 BARCLAYS CAPITAL INC. USD/DTC

150,000.000 1.000000 Local 100.000000 0.00 0.00 0.00 150,000.00 Base 100.000000 0.00 0.00 0.00 150,000.00

741745AA1 PRINCE MINERAL HOLD CORP 11.5% 15 Dec 2019 07 Dec 2012 14 Dec 2012 CREDIT SUISSE SECURITIES (USA) LLC USD/DTC

25,000.000 1.000000 Local 98.828000 0.00 0.00 0.00 24,707.00 Base 98.828000 0.00 0.00 0.00 24,707.00

75079QAA8 RAIN CII CARBON LLC/CII 8.25% 15 Jan 2021 14 Dec 2012 31 Dec 2012 CITIGROUPGLOBAL MARKETS INC SALOMON USD/DTC

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

817320AT1 SEQUA CORP 7% 15 Dec 2017 10 Dec 2012 19 Dec 2012 BARCLAYS CAPITAL INC. USD/DTC

175,000.000 1.000000 Local 98.500000 0.00 0.00 0.00 172,375.00 Base 98.500000 0.00 0.00 0.00 172,375.00

81760NAS8 SERVICEMASTER COMPANY 7% 15 Aug 2020 30 Nov 2012 05 Dec 2012 MORGAN STANLEY CO INCORPORATED USD/DTC

75,000.000 1.000000 Local 98.250000 1,516.67 0.00 0.00 73,687.50 Base 98.250000 1,516.67 0.00 0.00 73,687.50 30 Nov 2012 05 Dec 2012 CANTOR FITZGERALD & CO USD/DTC

75,000.000 1.000000 Local 98.250000 1,516.67 0.00 0.00 73,687.50 Base 98.250000 1,516.67 0.00 0.00 73,687.50 81760NAS8 Total 150,000.000 Local 3,033.34 0.00 0.00 147,375.00 Base 3,033.34 0.00 0.00 147,375.00

828326AA6 SIL II BO/SIL II US HOLD 7.75% 15 Dec 2020 05 Dec 2012 13 Dec 2012 CREDIT SUISSE SECURITIES (USA) LLC USD/DTC

225,000.000 1.000000 Local 100.000000 0.00 0.00 0.00 225,000.00 Base 100.000000 0.00 0.00 0.00 225,000.00

83001AAA0 SIX FLAGS ENTERTAINMENT 5.25% 15 Jan 2021 11 Dec 2012 21 Dec 2012 WELLS FARGO SECURITIES LLC USD/DTC

75,000.000 1.000000 Local 100.000000 0.00 0.00 0.00 75,000.00 Base 100.000000 0.00 0.00 0.00 75,000.00

Page 93 Books Closed Prepared by State Street

Purchase Report by Report Date COMMON B HIGH YIELD NOMURA NOMURA ASSET MANAGEMENT U.S.A. FUND: NJEL December 1, 2012 to December 31, 2012 View Date: January 11, 2013

87158XAD6 SYNCREON GLOBAL IRE/FIN 9.5% 01 May 2018 28 Nov 2012 CANCEL JPMORGAN SECURITIES INC USD/DTC

-150,000.000 1.000000 Local 100.000000 0.00 0.00 0.00 -150,000.00 Base 100.000000 0.00 0.00 0.00 -150,000.00 28 Nov 2012 04 Dec 2012 1 JPMORGAN SECURITIES INC USD/DTC

150,000.000 1.000000 Local 100.000000 1,266.67 0.00 0.00 150,000.00 Base 100.000000 1,266.67 0.00 0.00 150,000.00 87158XAD6 Total 0.000 Local 1,266.67 0.00 0.00 0.00 Base 1,266.67 0.00 0.00 0.00

87612BAL6 TARGA RESOURCES PARTNERS 5.25% 01 May 2023 04 Dec 2012 10 Dec 2012 BANK OF AMERICA SECURITIES LLC USD/DTC

75,000.000 1.000000 Local 101.000000 492.19 0.00 0.00 75,750.00 Base 101.000000 492.19 0.00 0.00 75,750.00

88023UAA9 TEMPUR PEDIC INTERNATION 6.875% 15 Dec 2020 12 Dec 2012 19 Dec 2012 BANK OF AMERICA SECURITIES LLC USD/DTC

150,000.000 1.000000 Local 100.000000 0.00 0.00 0.00 150,000.00 Base 100.000000 0.00 0.00 0.00 150,000.00

89078WAC3 TOPS HLDG CORP/TOPS MKTS 8.875% 15 Dec 2017 07 Dec 2012 20 Dec 2012 BANK OF AMERICA SECURITIES LLC USD/DTC

325,000.000 1.000000 Local 100.000000 0.00 0.00 0.00 325,000.00 Base 100.000000 0.00 0.00 0.00 325,000.00

89236YAA2 SAWGRASS MERG SUB 8.75% 15 Dec 2020 11 Dec 2012 20 Dec 2012 BANK OF AMERICA SECURITIES LLC USD/DTC

425,000.000 1.000000 Local 100.000000 0.00 0.00 0.00 425,000.00 Base 100.000000 0.00 0.00 0.00 425,000.00

90345WAD6 US AIRWAYS 2012 2A PTT 4.625% 03 Dec 2026 29 Nov 2012 13 Dec 2012 CITIGROUPGLOBAL MARKETS INC SALOMON USD/DTC

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

90345WAE4 US AIRWAYS 2012 2B PTT 6.75% 03 Dec 2022 29 Nov 2012 13 Dec 2012 CITIGROUPGLOBAL MARKETS INC SALOMON USD/DTC

75,000.000 1.000000 Local 100.000000 0.00 0.00 0.00 75,000.00

Page 94 Books Closed Prepared by State Street

Purchase Report by Report Date COMMON B HIGH YIELD NOMURA NOMURA ASSET MANAGEMENT U.S.A. FUND: NJEL December 1, 2012 to December 31, 2012 View Date: January 11, 2013

75,000.000 Base 100.000000 0.00 0.00 0.00 75,000.00

91728CAE3 US FOODS INC 8.5% 30 Jun 2019 30 Nov 2012 06 Dec 2012 DEUTSCHE BANK SECURITIES INC USD/DTC

1,450,000.000 1.000000 Local 101.500000 53,408.33 0.00 0.00 1,471,750.00 Base 101.500000 53,408.33 0.00 0.00 1,471,750.00 19 Dec 2012 27 Dec 2012 DEUTSCHE BANK SECURITIES INC USD/DTC

250,000.000 1.000000 Local 101.500000 10,447.92 0.00 0.00 253,750.00 Base 101.500000 10,447.92 0.00 0.00 253,750.00 91728CAE3 Total 1,700,000.000 Local 63,856.25 0.00 0.00 1,725,500.00 Base 63,856.25 0.00 0.00 1,725,500.00

US DOLLAR Total 19,260,777.000 Local 137,248.09 0.00 0.00 19,327,415.52 200,000.000 Base 137,248.09 0.00 0.00 19,327,415.52

FIXED INCOME Total 19,260,777.000 200,000.000 Base 137,248.09 0.00 0.00 19,327,415.52

PURCHASE Total 25,976,227.750 200,000.000 Base 137,248.09 0.00 0.00 26,042,866.27

Page 95 Books Closed Prepared by State Street

Sales Report by Report Date COMMON B HIGH YIELD NOMURA NOMURA ASSET MANAGEMENT U.S.A. FUND: NJEL December 1, 2012 to December 31, 2012 View Date: January 11, 2013

CASH EQUIVALENTS

US DOLLAR

85749P9B9 STATE STR INSTL LIQUID RESVS 0.197% 31 Dec 2099 06 Dec 2012 06 Dec 2012 STATE STREET BANK AND TRUST USD/CSW

1,957,471.710 1.000000 Local 100.000000 0.00 0.00 0.00 1,957,471.71 Base 100.000000 0.00 0.00 0.00 1,957,471.71 85749P9B9 STATE STR INSTL LIQUID RESVS 0.205% 31 Dec 2099 07 Dec 2012 07 Dec 2012 STATE STREET BANK AND TRUST USD/CSW

123,500.000 1.000000 Local 100.000000 0.00 0.00 0.00 123,500.00 Base 100.000000 0.00 0.00 0.00 123,500.00 31 Dec 2099 12 Dec 2012 12 Dec 2012 STATE STREET BANK AND TRUST USD/CSW

502,850.090 1.000000 Local 100.000000 0.00 0.00 0.00 502,850.09 Base 100.000000 0.00 0.00 0.00 502,850.09 31 Dec 2099 17 Dec 2012 17 Dec 2012 STATE STREET BANK AND TRUST USD/CSW

231,514.230 1.000000 Local 100.000000 0.00 0.00 0.00 231,514.23 Base 100.000000 0.00 0.00 0.00 231,514.23 31 Dec 2099 18 Dec 2012 18 Dec 2012 STATE STREET BANK AND TRUST USD/CSW

2,012,161.890 1.000000 Local 100.000000 0.00 0.00 0.00 2,012,161.89 Base 100.000000 0.00 0.00 0.00 2,012,161.89

85749P9B9 STATE STR INSTL LIQUID RESVS 0.189% 31 Dec 2099 19 Dec 2012 19 Dec 2012 STATE STREET BANK AND TRUST USD/CSW

30,736.480 1.000000 Local 100.000000 0.00 0.00 0.00 30,736.48 Base 100.000000 0.00 0.00 0.00 30,736.48 31 Dec 2099 20 Dec 2012 20 Dec 2012 STATE STREET BANK AND TRUST USD/CSW

1,009,411.280 1.000000 Local 100.000000 0.00 0.00 0.00 1,009,411.28

Page 96 Books Closed Prepared by State Street

Sales Report by Report Date COMMON B HIGH YIELD NOMURA NOMURA ASSET MANAGEMENT U.S.A. FUND: NJEL December 1, 2012 to December 31, 2012 View Date: January 11, 2013

Base 100.000000 0.00 0.00 0.00 1,009,411.28 85749P9B9 STATE STR INSTL LIQUID RESVS 0.182% 31 Dec 2099 21 Dec 2012 21 Dec 2012 STATE STREET BANK AND TRUST USD/CSW

842,983.070 1.000000 Local 100.000000 0.00 0.00 0.00 842,983.07 Base 100.000000 0.00 0.00 0.00 842,983.07 85749P9B9 STATE STR INSTL LIQUID RESVS 0.181% 31 Dec 2099 27 Dec 2012 27 Dec 2012 STATE STREET BANK AND TRUST USD/CSW

1,246,921.530 1.000000 Local 100.000000 0.00 0.00 0.00 1,246,921.53 Base 100.000000 0.00 0.00 0.00 1,246,921.53 85749P9B9 STATE STR INSTL LIQUID RESVS 0.186% 31 Dec 2099 28 Dec 2012 28 Dec 2012 STATE STREET BANK AND TRUST USD/CSW

1,088,848.850 1.000000 Local 100.000000 0.00 0.00 0.00 1,088,848.85 Base 100.000000 0.00 0.00 0.00 1,088,848.85 85749P9B9 Total 9,046,399.130 Local 0.00 0.00 0.00 9,046,399.13 Base 0.00 0.00 0.00 9,046,399.13

US DOLLAR Total 9,046,399.130 Local 0.00 0.00 0.00 9,046,399.13 Base 0.00 0.00 0.00 9,046,399.13

CASH EQUIVALENTS Total 9,046,399.130 Base 0.00 0.00 0.00 9,046,399.13

FIXED INCOME

US DOLLAR

00213UAA4 A S CO ISS SUB INC / MER 7.875% 15 Dec 2020 06 Dec 2012 20 Dec 2012 JPMORGAN SECURITIES INC USD/DTC

100,000.000 1.000000 Local 101.125000 0.00 0.00 0.00 101,125.00 Base 101.125000 0.00 0.00 0.00 101,125.00 06 Dec 2012 20 Dec 2012 OPPENHEIMER + CO. INC. USD/DTC

Page 97 Books Closed Prepared by State Street

Sales Report by Report Date COMMON B HIGH YIELD NOMURA NOMURA ASSET MANAGEMENT U.S.A. FUND: NJEL December 1, 2012 to December 31, 2012 View Date: January 11, 2013

50,000.000 1.000000 Local 101.000000 0.00 0.00 0.00 50,500.00 Base 101.000000 0.00 0.00 0.00 50,500.00 00213UAA4 Total 150,000.000 Local 0.00 0.00 0.00 151,625.00 Base 0.00 0.00 0.00 151,625.00

00434NAA3 ACCESS MIDSTREAM PARTNER 4.875% 15 May 2023 12 Dec 2012 19 Dec 2012 CITIGROUPGLOBAL MARKETS INC SALOMON USD/DTC

100,000.000 1.000000 Local 102.000000 0.00 0.00 0.00 102,000.00 Base 102.000000 0.00 0.00 0.00 102,000.00 12 Dec 2012 19 Dec 2012 PERSHING LLC USD/DTC

75,000.000 1.000000 Local 101.875000 0.00 0.00 0.00 76,406.25 Base 101.875000 0.00 0.00 0.00 76,406.25 00434NAA3 Total 175,000.000 Local 0.00 0.00 0.00 178,406.25 Base 0.00 0.00 0.00 178,406.25

03070QAP6 AMERISTAR CASINOS INC 7.5% 15 Apr 2021 03 Dec 2012 06 Dec 2012 3 EXCHANGE OFFER (NON CASH) USD/DTC

350,000.000 1.000000 Local 102.852131 3,500.00 0.00 0.00 359,982.46 Base 102.852131 3,500.00 0.00 0.00 359,982.46

03232PAA6 AMSURG CORP 5.625% 30 Nov 2020 13 Dec 2012 18 Dec 2012 BNY/SUNTRUST CAPITAL USD/DTC

175,000.000 1.000000 Local 104.000000 765.63 0.00 0.00 182,000.00 Base 104.000000 765.63 0.00 0.00 182,000.00

053499AE9 AVAYA INC 9.75% 01 Nov 2015 13 Dec 2012 18 Dec 2012 DEUTSCHE BANK SECURITIES INC USD/DTC

225,000.000 1.000000 Local 88.500000 2,864.06 0.00 0.00 199,125.00 Base 88.500000 2,864.06 0.00 0.00 199,125.00

05508RAD8 B+G FOODS INC 7.625% 15 Jan 2018 28 Dec 2012 28 Dec 2012 CALLED BONDS USD/DTC

36,000.000 1.000000 Local 107.625000 1,242.87 0.00 0.00 38,745.00 Base 107.625000 1,242.87 0.00 0.00 38,745.00

088611AA6 BI LO LLC/BI LO FIN CORP 9.25% 15 Feb 2019 12 Dec 2012 17 Dec 2012 CITIGROUPGLOBAL MARKETS INC SALOMON USD/DTC

Page 98 Books Closed Prepared by State Street

Sales Report by Report Date COMMON B HIGH YIELD NOMURA NOMURA ASSET MANAGEMENT U.S.A. FUND: NJEL December 1, 2012 to December 31, 2012 View Date: January 11, 2013

75,000.000 1.000000 Local 107.125000 2,351.04 0.00 0.00 80,343.75 Base 107.125000 2,351.04 0.00 0.00 80,343.75

1248EPAZ6 CCO HLDGS LLC/CAP CORP 5.125% 15 Feb 2023 12 Dec 2012 17 Dec 2012 MORGAN STANLEY CO INCORPORATED USD/DTC

100,000.000 1.000000 Local 100.375000 0.00 0.00 0.00 100,375.00 Base 100.375000 0.00 0.00 0.00 100,375.00 12 Dec 2012 17 Dec 2012 BONY/TORONTO DOMINION SECURITIES IN USD/DTC

125,000.000 1.000000 Local 100.750000 0.00 0.00 0.00 125,937.50 Base 100.750000 0.00 0.00 0.00 125,937.50 13 Dec 2012 18 Dec 2012 DEUTSCHE BANK SECURITIES INC USD/DTC

125,000.000 1.000000 Local 100.500000 17.80 0.00 0.00 125,625.00 Base 100.500000 17.80 0.00 0.00 125,625.00 1248EPAZ6 Total 350,000.000 Local 17.80 0.00 0.00 351,937.50 Base 17.80 0.00 0.00 351,937.50

12514BAA7 CDRT HOLDING CORP 9.25% 01 Oct 2017 05 Dec 2012 10 Dec 2012 BANK OF AMERICA SECURITIES LLC USD/DTC

575,000.000 1.000000 Local 101.000000 10,194.27 0.00 0.00 580,750.00 Base 101.000000 10,194.27 0.00 0.00 580,750.00 05 Dec 2012 10 Dec 2012 BANK OF AMERICA SECURITIES LLC USD/DTC

275,000.000 1.000000 Local 101.250000 4,875.52 0.00 0.00 278,437.50 Base 101.250000 4,875.52 0.00 0.00 278,437.50 12514BAA7 Total 850,000.000 Local 15,069.79 0.00 0.00 859,187.50 Base 15,069.79 0.00 0.00 859,187.50

127693AA7 CAESARS ENTERTAINMENT OP 8.5% 15 Feb 2020 06 Dec 2012 06 Dec 2012 EXCHANGE OFFER (NON CASH) USD/DTC

900,000.000 1.000000 Local 100.000340 23,587.50 0.00 0.00 900,003.06 Base 100.000340 23,587.50 0.00 0.00 900,003.06

14985VAC5 CCM MERGER INC 9.125% 01 May 2019 30 Nov 2012 05 Dec 2012 BANK OF AMERICA SECURITIES LLC USD/DTC

Page 99 Books Closed Prepared by State Street

Sales Report by Report Date COMMON B HIGH YIELD NOMURA NOMURA ASSET MANAGEMENT U.S.A. FUND: NJEL December 1, 2012 to December 31, 2012 View Date: January 11, 2013

350,000.000 1.000000 Local 99.500000 3,016.32 0.00 0.00 348,250.00 Base 99.500000 3,016.32 0.00 0.00 348,250.00

15672JAA1 CEQUEL COM HLDG I/CAP CP 6.375% 15 Sep 2020 13 Dec 2012 28 Dec 2012 GOLDMAN SACHS + CO USD/DTC

75,000.000 1.000000 Local 103.500000 836.72 0.00 0.00 77,625.00 Base 103.500000 836.72 0.00 0.00 77,625.00

18451QAK4 CLEAR CHANNEL WORLDWIDE 6.5% 15 Nov 2022 30 Nov 2012 05 Dec 2012 MORGAN STANLEY CO INCORPORATED USD/DTC

200,000.000 1.000000 Local 100.875000 577.78 0.00 0.00 201,750.00 Base 100.875000 577.78 0.00 0.00 201,750.00 21 Dec 2012 27 Dec 2012 CITIGROUPGLOBAL MARKETS INC SALOMON USD/DTC

350,000.000 1.000000 Local 104.250000 2,401.39 0.00 0.00 364,875.00 Base 104.250000 2,401.39 0.00 0.00 364,875.00 18451QAK4 Total 550,000.000 Local 2,979.17 0.00 0.00 566,625.00 Base 2,979.17 0.00 0.00 566,625.00

18538TAA7 CLEARWIRE COMM/FINANCE 12% 01 Dec 2015 18 Dec 2012 21 Dec 2012 OPPENHEIMER + CO. INC. USD/DTC

618,000.000 1.000000 Local 108.125000 4,120.00 0.00 0.00 668,212.50 Base 108.125000 4,120.00 0.00 0.00 668,212.50

185401AA4 CLEAVER BROOKS INC 12.25% 01 May 2016 07 Dec 2012 19 Dec 2012 12 TENDER OFFER USD/DTC

275,000.000 1.000000 Local 107.362000 4,491.66 0.00 0.00 295,245.50 Base 107.362000 4,491.66 0.00 0.00 295,245.50

25380WAE6 DIGICEL GROUP LTD 8.25% 30 Sep 2020 10 Dec 2012 13 Dec 2012 CITIGROUPGLOBAL MARKETS INC SALOMON USD/DTC

500,000.000 1.000000 Local 108.250000 9,625.00 0.00 0.00 541,250.00 Base 108.250000 9,625.00 0.00 0.00 541,250.00

29269QAD9 ENERGY FUTURE/EFIH FINAN 11.75% 01 Mar 2022 06 Dec 2012 11 Dec 2012 MORGAN STANLEY CO INCORPORATED USD/DTC

150,000.000 1.000000 Local 108.875000 4,895.83 0.00 0.00 163,312.50 Base 108.875000 4,895.83 0.00 0.00 163,312.50

Page 100 Books Closed Prepared by State Street

Sales Report by Report Date COMMON B HIGH YIELD NOMURA NOMURA ASSET MANAGEMENT U.S.A. FUND: NJEL December 1, 2012 to December 31, 2012 View Date: January 11, 2013

29382RAD9 ENTRAVISION COMMUNICATIO 8.75% 01 Aug 2017 31 Dec 2012 31 Dec 2012 CALLED BONDS USD/DTC

34,000.000 1.000000 Local 103.000000 1,231.31 0.00 0.00 35,020.00 Base 103.000000 1,231.31 0.00 0.00 35,020.00

31430QBC0 FELCOR LODGING LP 5.625% 01 Mar 2023 12 Dec 2012 17 Dec 2012 FRIEDMAN BILLINGS + RAMSEY USD/DTC

50,000.000 1.000000 Local 101.000000 0.00 0.00 0.00 50,500.00 Base 101.000000 0.00 0.00 0.00 50,500.00 12 Dec 2012 17 Dec 2012 CITIGROUPGLOBAL MARKETS INC SALOMON USD/DTC

75,000.000 1.000000 Local 100.875000 0.00 0.00 0.00 75,656.25 Base 100.875000 0.00 0.00 0.00 75,656.25 13 Dec 2012 18 Dec 2012 JPMORGAN SECURITIES INC USD/DTC

50,000.000 1.000000 Local 100.375000 7.81 0.00 0.00 50,187.50 Base 100.375000 7.81 0.00 0.00 50,187.50 31430QBC0 Total 175,000.000 Local 7.81 0.00 0.00 176,343.75 Base 7.81 0.00 0.00 176,343.75

404121AG0 HCA INC 5.875% 01 May 2023 30 Nov 2012 05 Dec 2012 BANK OF AMERICA SECURITIES LLC USD/DTC

400,000.000 1.000000 Local 103.750000 2,741.67 0.00 0.00 415,000.00 Base 103.750000 2,741.67 0.00 0.00 415,000.00

40412CAC5 HCA HOLDINGS INC 6.25% 15 Feb 2021 05 Dec 2012 10 Dec 2012 BANK OF AMERICA SECURITIES LLC USD/DTC

275,000.000 1.000000 Local 103.250000 190.97 0.00 0.00 283,937.50 Base 103.250000 190.97 0.00 0.00 283,937.50 11 Dec 2012 14 Dec 2012 BANK OF AMERICA SECURITIES LLC USD/DTC

50,000.000 1.000000 Local 104.000000 69.44 0.00 0.00 52,000.00 Base 104.000000 69.44 0.00 0.00 52,000.00 40412CAC5 Total 325,000.000 Local 260.41 0.00 0.00 335,937.50 Base 260.41 0.00 0.00 335,937.50

Page 101 Books Closed Prepared by State Street

Sales Report by Report Date COMMON B HIGH YIELD NOMURA NOMURA ASSET MANAGEMENT U.S.A. FUND: NJEL December 1, 2012 to December 31, 2012 View Date: January 11, 2013

413627BB5 CAESARS ENTERTAINMENT OP 10% 15 Dec 2015 19 Dec 2012 24 Dec 2012 JPMORGAN SECURITIES INC USD/DTC

119,000.000 1.000000 Local 88.750000 297.50 0.00 0.00 105,612.50 Base 88.750000 297.50 0.00 0.00 105,612.50

413627BM1 CAESARS ENTERTAINMENT OP 10% 15 Dec 2018 19 Dec 2012 24 Dec 2012 JPMORGAN SECURITIES INC USD/DTC

200,000.000 1.000000 Local 67.000000 500.00 0.00 0.00 134,000.00 Base 67.000000 500.00 0.00 0.00 134,000.00

44984WAE7 INEOS FINANCE PLC 7.5% 01 May 2020 06 Dec 2012 11 Dec 2012 MIZUHO SECURITIES USA/FIXED INCOME USD/DTC

75,000.000 1.000000 Local 103.500000 625.00 0.00 0.00 77,625.00 Base 103.500000 625.00 0.00 0.00 77,625.00

45031TAR5 ITC DELTACOM INC 10.5% 01 Apr 2016 06 Dec 2012 06 Dec 2012 CALLED BONDS USD/DTC

25,000.000 1.000000 Local 103.000000 473.95 0.00 0.00 25,750.00 Base 103.000000 473.95 0.00 0.00 25,750.00

46112NAC1 INTERTAPE POLYMER US INC 8.5% 01 Aug 2014 13 Dec 2012 13 Dec 2012 CALLED BONDS USD/DTC

12,000.000 1.000000 Local 100.000000 374.00 0.00 0.00 12,000.00 Base 100.000000 374.00 0.00 0.00 12,000.00

46122EAF2 INVENTIV HEALTH INC 9% 15 Jan 2018 12 Dec 2012 20 Dec 2012 CANTOR FITZGERALD & CO USD/DTC

50,000.000 1.000000 Local 101.250000 0.00 0.00 0.00 50,625.00 Base 101.250000 0.00 0.00 0.00 50,625.00 12 Dec 2012 20 Dec 2012 PERSHING LLC USD/DTC

125,000.000 1.000000 Local 101.500000 0.00 0.00 0.00 126,875.00 Base 101.500000 0.00 0.00 0.00 126,875.00 46122EAF2 Total 175,000.000 Local 0.00 0.00 0.00 177,500.00 Base 0.00 0.00 0.00 177,500.00

47009XAB5 JAGUAR LAND ROVER PLC 8.125% 15 May 2021 10 Dec 2012 13 Dec 2012 JPMORGAN SECURITIES INC USD/DTC

500,000.000 1.000000 Local 111.500000 3,159.72 0.00 0.00 557,500.00 Base 111.500000 3,159.72 0.00 0.00 557,500.00

Page 102 Books Closed Prepared by State Street

Sales Report by Report Date COMMON B HIGH YIELD NOMURA NOMURA ASSET MANAGEMENT U.S.A. FUND: NJEL December 1, 2012 to December 31, 2012 View Date: January 11, 2013

52989LAF6 LIBBEY GLASS INC 6.875% 15 May 2020 07 Dec 2012 07 Dec 2012 EXCHANGE OFFER (NON CASH) USD/DTC

125,000.000 1.000000 Local 100.000000 525.17 0.00 0.00 125,000.00 Base 100.000000 525.17 0.00 0.00 125,000.00

549463AE7 ALCATEL LUCENT USA INC 6.45% 15 Mar 2029 18 Dec 2012 21 Dec 2012 CITIGROUPGLOBAL MARKETS INC SALOMON USD/DTC

100,000.000 1.000000 Local 71.750000 1,720.00 0.00 0.00 71,750.00 Base 71.750000 1,720.00 0.00 0.00 71,750.00 18 Dec 2012 21 Dec 2012 CITIGROUPGLOBAL MARKETS INC SALOMON USD/DTC

100,000.000 1.000000 Local 70.750000 1,720.00 0.00 0.00 70,750.00 Base 70.750000 1,720.00 0.00 0.00 70,750.00 549463AE7 Total 200,000.000 Local 3,440.00 0.00 0.00 142,500.00 Base 3,440.00 0.00 0.00 142,500.00

552953CA7 MGM RESORTS INTL 6.625% 15 Dec 2021 06 Dec 2012 20 Dec 2012 BANK OF AMERICA SECURITIES LLC USD/DTC

75,000.000 1.000000 Local 101.500000 0.00 0.00 0.00 76,125.00 Base 101.500000 0.00 0.00 0.00 76,125.00

55303QAD2 MGM RESORTS INTL 9% 15 Mar 2020 19 Dec 2012 20 Dec 2012 1 TENDER OFFER USD/DTC

325,000.000 1.000000 Local 111.676000 7,718.75 0.00 0.00 362,947.00 Base 111.676000 7,718.75 0.00 0.00 362,947.00

579489AE5 MCCLATCHY CO 11.5% 15 Feb 2017 11 Dec 2012 18 Dec 2012 7 TENDER OFFER USD/DTC

275,000.000 1.000000 Local 107.340000 10,805.21 0.00 0.00 295,185.00 Base 107.340000 10,805.21 0.00 0.00 295,185.00

628530AL1 MYLAN INC 7.875% 15 Jul 2020 10 Dec 2012 13 Dec 2012 JPMORGAN SECURITIES INC USD/DTC

500,000.000 1.000000 Local 118.500000 16,187.50 0.00 0.00 592,500.00 Base 118.500000 16,187.50 0.00 0.00 592,500.00

62886EAG3 NCR CORP 4.625% 15 Feb 2021 10 Dec 2012 18 Dec 2012 JPMORGAN SECURITIES INC USD/DTC

250,000.000 1.000000 Local 100.625000 0.00 0.00 0.00 251,562.50

Page 103 Books Closed Prepared by State Street

Sales Report by Report Date COMMON B HIGH YIELD NOMURA NOMURA ASSET MANAGEMENT U.S.A. FUND: NJEL December 1, 2012 to December 31, 2012 View Date: January 11, 2013

Base 100.625000 0.00 0.00 0.00 251,562.50

629377BT8 NRG ENERGY INC 6.625% 15 Mar 2023 11 Dec 2012 14 Dec 2012 CREDIT SUISSE SECURITIES (USA) LLC USD/DTC

200,000.000 1.000000 Local 107.500000 2,944.44 0.00 0.00 215,000.00 Base 107.500000 2,944.44 0.00 0.00 215,000.00 11 Dec 2012 14 Dec 2012 BANK OF AMERICA SECURITIES LLC USD/DTC

575,000.000 1.000000 Local 107.625000 8,465.28 0.00 0.00 618,843.75 Base 107.625000 8,465.28 0.00 0.00 618,843.75 12 Dec 2012 17 Dec 2012 BANK OF AMERICA SECURITIES LLC USD/DTC

425,000.000 1.000000 Local 107.750000 6,491.58 0.00 0.00 457,937.50 Base 107.750000 6,491.58 0.00 0.00 457,937.50 629377BT8 Total 1,200,000.000 Local 17,901.30 0.00 0.00 1,291,781.25 Base 17,901.30 0.00 0.00 1,291,781.25

65409QAZ5 NIELSEN FINANCE LLC/CO 4.5% 01 Oct 2020 06 Dec 2012 11 Dec 2012 JPMORGAN SECURITIES INC USD/DTC

550,000.000 1.000000 Local 100.750000 4,743.75 0.00 0.00 554,125.00 Base 100.750000 4,743.75 0.00 0.00 554,125.00

693522AD6 PQ CORP 8.75% 01 May 2018 18 Dec 2012 21 Dec 2012 PERSHING LLC USD/DTC

50,000.000 1.000000 Local 104.125000 522.57 0.00 0.00 52,062.50 Base 104.125000 522.57 0.00 0.00 52,062.50

693656AA8 PVH CORP 4.5% 15 Dec 2022 06 Dec 2012 20 Dec 2012 OPPENHEIMER + CO. INC. USD/DTC

25,000.000 1.000000 Local 100.750000 0.00 0.00 0.00 25,187.50 Base 100.750000 0.00 0.00 0.00 25,187.50

70319WAA6 PATHEON INC 8.625% 15 Apr 2017 07 Dec 2012 14 Dec 2012 7 TENDER OFFER USD/DTC

225,000.000 1.000000 Local 103.507000 3,180.47 0.00 0.00 232,890.75 Base 103.507000 3,180.47 0.00 0.00 232,890.75

726505AP5 PLAINS EXPLORATION + PRO 6.875% 15 Feb 2023 06 Dec 2012 11 Dec 2012 GOLDMAN SACHS + CO USD/DTC

125,000.000 1.000000 Local 114.750000 1,074.22 0.00 0.00 143,437.50

Page 104 Books Closed Prepared by State Street

Sales Report by Report Date COMMON B HIGH YIELD NOMURA NOMURA ASSET MANAGEMENT U.S.A. FUND: NJEL December 1, 2012 to December 31, 2012 View Date: January 11, 2013

Base 114.750000 1,074.22 0.00 0.00 143,437.50 06 Dec 2012 11 Dec 2012 GOLDMAN SACHS + CO USD/DTC

125,000.000 1.000000 Local 114.625000 1,074.22 0.00 0.00 143,281.25 Base 114.625000 1,074.22 0.00 0.00 143,281.25 726505AP5 Total 250,000.000 Local 2,148.44 0.00 0.00 286,718.75 Base 2,148.44 0.00 0.00 286,718.75

741745AA1 PRINCE MINERAL HOLD CORP 11.5% 15 Dec 2019 11 Dec 2012 14 Dec 2012 PERSHING LLC USD/DTC

25,000.000 1.000000 Local 103.750000 0.00 0.00 0.00 25,937.50 Base 103.750000 0.00 0.00 0.00 25,937.50

778669AH4 ROTECH HEALTHCARE INC 10.5% 15 Mar 2018 26 Dec 2012 31 Dec 2012 MORGAN STANLEY CO INCORPORATED USD/DTC

150,000.000 1.000000 Local 68.000000 4,637.50 0.00 0.00 102,000.00 Base 68.000000 4,637.50 0.00 0.00 102,000.00

794093AF1 SALEM COMMUNICATIONS 9.625% 15 Dec 2016 12 Dec 2012 12 Dec 2012 CALLED BONDS USD/DTC

4,000.000 1.000000 Local 103.000000 189.29 0.00 0.00 4,120.00 Base 103.000000 189.29 0.00 0.00 4,120.00

81211KAS9 SEALED AIR CORP 6.5% 01 Dec 2020 11 Dec 2012 14 Dec 2012 JPMORGAN SECURITIES INC USD/DTC

50,000.000 1.000000 Local 107.000000 144.44 0.00 0.00 53,500.00 Base 107.000000 144.44 0.00 0.00 53,500.00

852060AT9 SPRINT CAPITAL CORP 8.75% 15 Mar 2032 13 Dec 2012 18 Dec 2012 PERSHING LLC USD/DTC

375,000.000 1.000000 Local 123.750000 8,476.56 0.00 0.00 464,062.50 Base 123.750000 8,476.56 0.00 0.00 464,062.50

852061AF7 SPRINT NEXTEL CORP 8.375% 15 Aug 2017 06 Dec 2012 11 Dec 2012 BANK OF AMERICA SECURITIES LLC USD/DTC

400,000.000 1.000000 Local 117.125000 10,794.44 0.00 0.00 468,500.00 Base 117.125000 10,794.44 0.00 0.00 468,500.00

860370AM7 STEWART ENTERPRISES 6.5% 15 Apr 2019 19 Dec 2012 24 Dec 2012 PERSHING LLC USD/DTC

Page 105 Books Closed Prepared by State Street

Sales Report by Report Date COMMON B HIGH YIELD NOMURA NOMURA ASSET MANAGEMENT U.S.A. FUND: NJEL December 1, 2012 to December 31, 2012 View Date: January 11, 2013

100,000.000 1.000000 Local 107.875000 1,245.83 0.00 0.00 107,875.00 Base 107.875000 1,245.83 0.00 0.00 107,875.00

87263GAB9 TEXAS PETROCHEMICAL CORP 8.25% 01 Oct 2017 29 Nov 2012 TENDER OFFER USD/DTC

175,000.000 1.000000 Local 108.245000 3,168.23 0.00 0.00 189,428.75 Base 108.245000 3,168.23 0.00 0.00 189,428.75 29 Nov 2012 CANCEL TENDER OFFER USD/DTC

-175,000.000 1.000000 Local 108.245000 -3,168.23 0.00 0.00 -189,428.75 Base 108.245000 -3,168.23 0.00 0.00 -189,428.75 29 Nov 2012 20 Dec 2012 21 TENDER OFFER USD/DTC

175,000.000 1.000000 Local 108.245000 3,168.23 0.00 0.00 189,428.75 Base 108.245000 3,168.23 0.00 0.00 189,428.75 87263GAB9 Total 175,000.000 Local 3,168.23 0.00 0.00 189,428.75 Base 3,168.23 0.00 0.00 189,428.75

88023UAA9 TEMPUR PEDIC INTERNATION 6.875% 15 Dec 2020 12 Dec 2012 19 Dec 2012 PERSHING LLC USD/DTC

100,000.000 1.000000 Local 103.500000 0.00 0.00 0.00 103,500.00 Base 103.500000 0.00 0.00 0.00 103,500.00

89236YAA2 SAWGRASS MERG SUB 8.75% 15 Dec 2020 12 Dec 2012 20 Dec 2012 BNP PARIBAS SECURITIES CORP./FIXED USD/DTC

150,000.000 1.000000 Local 101.750000 0.00 0.00 0.00 152,625.00 Base 101.750000 0.00 0.00 0.00 152,625.00 12 Dec 2012 20 Dec 2012 BANK OF AMERICA SECURITIES LLC USD/DTC

125,000.000 1.000000 Local 101.500000 0.00 0.00 0.00 126,875.00 Base 101.500000 0.00 0.00 0.00 126,875.00 13 Dec 2012 20 Dec 2012 GOLDMAN SACHS + CO USD/DTC

75,000.000 1.000000 Local 100.625000 0.00 0.00 0.00 75,468.75 Base 100.625000 0.00 0.00 0.00 75,468.75 13 Dec 2012 20 Dec 2012 BANK OF AMERICA SECURITIES LLC USD/DTC

75,000.000 1.000000 Local 100.750000 0.00 0.00 0.00 75,562.50

Page 106 Books Closed Prepared by State Street

Sales Report by Report Date COMMON B HIGH YIELD NOMURA NOMURA ASSET MANAGEMENT U.S.A. FUND: NJEL December 1, 2012 to December 31, 2012 View Date: January 11, 2013

Base 100.750000 0.00 0.00 0.00 75,562.50 89236YAA2 Total 425,000.000 Local 0.00 0.00 0.00 430,531.25 Base 0.00 0.00 0.00 430,531.25

90345WAD6 US AIRWAYS 2012 2A PTT 4.625% 03 Dec 2026 29 Nov 2012 13 Dec 2012 CITIGROUPGLOBAL MARKETS INC SALOMON USD/DTC

25,000.000 1.000000 Local 101.625000 0.00 0.00 0.00 25,406.25 25,000.000 Base 101.625000 0.00 0.00 0.00 25,406.25 30 Nov 2012 13 Dec 2012 CITIGROUPGLOBAL MARKETS INC SALOMON USD/DTC

100,000.000 1.000000 Local 102.125000 0.00 0.00 0.00 102,125.00 100,000.000 Base 102.125000 0.00 0.00 0.00 102,125.00 90345WAD6 Total 125,000.000 Local 0.00 0.00 0.00 127,531.25 125,000.000 Base 0.00 0.00 0.00 127,531.25

918866AU8 VALASSIS COMMUNICATION 6.625% 01 Feb 2021 14 Dec 2012 19 Dec 2012 BANK OF AMERICA SECURITIES LLC USD/DTC

225,000.000 1.000000 Local 106.000000 5,714.06 0.00 0.00 238,500.00 Base 106.000000 5,714.06 0.00 0.00 238,500.00

97314XAE4 WIND ACQUISITION FIN SA 11.75% 15 Jul 2017 27 Dec 2012 OPEN BANK OF AMERICA SECURITIES LLC USD/DTC

200,000.000 1.000000 Local 105.000000 10,901.39 0.00 0.00 210,000.00 Base 105.000000 10,901.39 0.00 0.00 210,000.00

97314XAF1 WIND ACQUISITION FIN SA 7.25% 15 Feb 2018 10 Dec 2012 13 Dec 2012 TIMBER HILL LLC USD/DTC

225,000.000 1.000000 Local 100.420000 1,268.75 0.00 0.00 225,945.00 Base 100.420000 1,268.75 0.00 0.00 225,945.00

US DOLLAR Total 14,473,000.000 Local 202,748.41 0.00 0.00 15,054,181.27 125,000.000 Base 202,748.41 0.00 0.00 15,054,181.27

FIXED INCOME Total 14,473,000.000

Page 107 Books Closed Prepared by State Street

Sales Report by Report Date COMMON B HIGH YIELD NOMURA NOMURA ASSET MANAGEMENT U.S.A. FUND: NJEL December 1, 2012 to December 31, 2012 View Date: January 11, 2013

125,000.000 Base 202,748.41 0.00 0.00 15,054,181.27

SALES Total 23,519,399.130 125,000.000 Base 202,748.41 0.00 0.00 24,100,580.40

Page 108 Books Closed Prepared by State Street

Purchase and Sales by Report Date COMMON B HIGH YIELD ETFS COMMON B HIGH YIELD ETFS FUND: NJEV December 1, 2012 to December 31, 2012 View Date: January 11, 2013

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

******** No Activity for This Fund ********

Page 109 Prepared by State Street

Purchase and Sales by Report Date COMMON B TIPS COMMON B TIPS Currency Summary FUND: NJBQ December 1, 2012 to December 31, 2012 View Date: January 11, 2013

Base Currency: USD - US DOLLAR Shares/Par/Contracts Units/Original Face # of Trades Interest Commissions Taxes/Fees/Other Net Proceeds

US DOLLAR

EQUITY 116,820.000 Local 0.00 1,168.20 166.62 7,436,603.24 Base 0.00 1,168.20 166.62 7,436,603.24 TRADES: 4 CANCELS: 0

FIXED INCOME 52,832,000.000 Local 341,685.22 0.00 0.00 80,106,520.00 50,000,000.000 Base 341,685.22 0.00 0.00 80,106,520.00 TRADES: 1 CANCELS: 0

US DOLLAR Total 52,948,820.000 Local 341,685.22 1,168.20 166.62 87,543,123.24 50,000,000.000 Base 341,685.22 1,168.20 166.62 87,543,123.24 TRADES: 5 CANCELS: 0

SALES Total 52,948,820.000 Base 341,685.22 1,168.20 166.62 87,543,123.24 50,000,000.000 TRADES: 5 CANCELS: 0

Page 110 Books Closed Prepared by State Street

Purchase Report by Report Date COMMON B BANK LOAN FUNDS COMMON B BANK LOAN FUNDS Currency Summary FUND: NJBX December 1, 2012 to December 31, 2012 View Date: January 11, 2013

Base Currency: USD - US DOLLAR Shares/Par/Contracts Units/Original Face # of Trades Interest Commissions Taxes/Fees/Other Net Cost

US DOLLAR

EQUITY 185,175,973.040 Local 0.00 0.00 0.00 186,488,406.76 Base 0.00 0.00 0.00 186,488,406.76 TRADES: 6 CANCELS: 0

US DOLLAR Total 185,175,973.040 Local 0.00 0.00 0.00 186,488,406.76 Base 0.00 0.00 0.00 186,488,406.76 TRADES: 6 CANCELS: 0

PURCHASE Total 185,175,973.040 Base 0.00 0.00 0.00 186,488,406.76

TRADES: 6 CANCELS: 0

Page 111 Books Closed Prepared by State Street

Purchase and Sales by Report Date COMMON B BANK LOAN FUNDS COMMON B BANK LOAN FUNDS Currency Summary FUND: NJBX December 1, 2012 to December 31, 2012 View Date: January 11, 2013

Base Currency: USD - US DOLLAR Shares/Par/Contracts Units/Original Face # of Trades Interest Commissions Taxes/Fees/Other Net Proceeds

US DOLLAR

FIXED INCOME 133,886,522.000 Local 53,083.33 0.00 0.00 131,546,120.23 Base 53,083.33 0.00 0.00 131,546,120.23 TRADES: 18 CANCELS: 4

US DOLLAR Total 133,886,522.000 Local 53,083.33 0.00 0.00 131,546,120.23 Base 53,083.33 0.00 0.00 131,546,120.23 TRADES: 18 CANCELS: 4

PURCHASE Total 133,886,522.000 Base 53,083.33 0.00 0.00 131,546,120.23

TRADES: 18 CANCELS: 4

Page 112 Books Closed Prepared by State Street

Purchase and Sales by Report Date COMMON B HIGH GRADE COMMON B HIGH GRADE Currency Summary FUND: NJBY December 1, 2012 to December 31, 2012 View Date: January 11, 2013

Base Currency: USD - US DOLLAR Shares/Par/Contracts Units/Original Face # of Trades Interest Commissions Taxes/Fees/Other Net Proceeds

US DOLLAR

FIXED INCOME 400,412,409.120 Local 3,629,724.19 0.00 0.00 454,436,498.34 15,000,000.000 Base 3,629,724.19 0.00 0.00 454,436,498.34 TRADES: 49 CANCELS: 2

US DOLLAR Total 400,412,409.120 Local 3,629,724.19 0.00 0.00 454,436,498.34 15,000,000.000 Base 3,629,724.19 0.00 0.00 454,436,498.34 TRADES: 49 CANCELS: 2

SALES Total 400,412,409.120 Base 3,629,724.19 0.00 0.00 454,436,498.34 15,000,000.000 TRADES: 49 CANCELS: 2

Page 113 Books Closed Prepared by State Street

Purchase Report by Report Date COMMON B MID GRADE LOGAN LOGAN CIRCLE PARTNERS, L.P. Currency Summary FUND: NJDF December 1, 2012 to December 31, 2012 View Date: January 11, 2013

Base Currency: USD - US DOLLAR Shares/Par/Contracts Units/Original Face # of Trades Interest Commissions Taxes/Fees/Other Net Cost

US DOLLAR

CASH EQUIVALENTS 12,134,963.120 Local 0.00 0.00 0.00 12,134,963.12 Base 0.00 0.00 0.00 12,134,963.12 TRADES: 13 CANCELS: 0

FIXED INCOME 16,735,000.000 Local 231,471.83 0.00 0.00 16,993,073.45 Base 231,471.83 0.00 0.00 16,993,073.45 TRADES: 27 CANCELS: 0

US DOLLAR Total 28,869,963.120 Local 231,471.83 0.00 0.00 29,128,036.57 Base 231,471.83 0.00 0.00 29,128,036.57 TRADES: 40 CANCELS: 0

PURCHASE Total 28,869,963.120 Base 231,471.83 0.00 0.00 29,128,036.57

TRADES: 40 CANCELS: 0

Page 114 Books Closed Prepared by State Street

Sales Report by Report Date COMMON B MID GRADE LOGAN LOGAN CIRCLE PARTNERS, L.P. Currency Summary FUND: NJDF December 1, 2012 to December 31, 2012 View Date: January 11, 2013

Base Currency: USD - US DOLLAR Shares/Par/Contracts Units/Original Face # of Trades Interest Commissions Taxes/Fees/Other Net Proceeds

US DOLLAR

CASH EQUIVALENTS 5,065,128.150 Local 0.00 0.00 0.00 5,065,128.15 Base 0.00 0.00 0.00 5,065,128.15 TRADES: 6 CANCELS: 0

FIXED INCOME 20,500,000.000 Local 381,116.06 0.00 0.00 21,421,554.70 Base 381,116.06 0.00 0.00 21,421,554.70 TRADES: 33 CANCELS: 5

US DOLLAR Total 25,565,128.150 Local 381,116.06 0.00 0.00 26,486,682.85 Base 381,116.06 0.00 0.00 26,486,682.85 TRADES: 39 CANCELS: 5

SALES Total 25,565,128.150 Base 381,116.06 0.00 0.00 26,486,682.85

TRADES: 39 CANCELS: 5

Page 115 Books Closed Prepared by State Street

Purchase Report by Report Date COMMON B HIGH YIELD COMMON B HIGH YIELD Currency Summary FUND: NJDG December 1, 2012 to December 31, 2012 View Date: January 11, 2013

Base Currency: USD - US DOLLAR Shares/Par/Contracts Units/Original Face # of Trades Interest Commissions Taxes/Fees/Other Net Cost

US DOLLAR

FIXED INCOME 27,394,000.000 Local 78,364.85 0.00 0.00 27,651,988.50 Base 78,364.85 0.00 0.00 27,651,988.50 TRADES: 32 CANCELS: 3

US DOLLAR Total 27,394,000.000 Local 78,364.85 0.00 0.00 27,651,988.50 Base 78,364.85 0.00 0.00 27,651,988.50 TRADES: 32 CANCELS: 3

PURCHASE Total 27,394,000.000 Base 78,364.85 0.00 0.00 27,651,988.50

TRADES: 32 CANCELS: 3

Page 116 Books Closed Prepared by State Street

Sales Report by Report Date COMMON B HIGH YIELD COMMON B HIGH YIELD Currency Summary FUND: NJDG December 1, 2012 to December 31, 2012 View Date: January 11, 2013

Base Currency: USD - US DOLLAR Shares/Par/Contracts Units/Original Face # of Trades Interest Commissions Taxes/Fees/Other Net Proceeds

US DOLLAR

EQUITY 55,000.000 Local 0.00 0.00 47.51 1,366,202.49 Base 0.00 0.00 47.51 1,366,202.49 TRADES: 4 CANCELS: 2

FIXED INCOME 24,317,000.000 Local 346,629.35 0.00 0.00 25,593,695.47 Base 346,629.35 0.00 0.00 25,593,695.47 TRADES: 32 CANCELS: 3

US DOLLAR Total 24,372,000.000 Local 346,629.35 0.00 47.51 26,959,897.96 Base 346,629.35 0.00 47.51 26,959,897.96 TRADES: 36 CANCELS: 5

SALES Total 24,372,000.000 Base 346,629.35 0.00 47.51 26,959,897.96

TRADES: 36 CANCELS: 5

Page 117 Books Closed Prepared by State Street

Sales Report by Report Date COMMON B US TREASURIES COMMON B US TREASURIES Currency Summary FUND: NJDM December 1, 2012 to December 31, 2012 View Date: January 11, 2013

Base Currency: USD - US DOLLAR Shares/Par/Contracts Units/Original Face # of Trades Interest Commissions Taxes/Fees/Other Net Proceeds

US DOLLAR

FIXED INCOME 107,500,000.000 Local 128,228.59 0.00 0.00 100,546,006.25 Base 128,228.59 0.00 0.00 100,546,006.25 TRADES: 3 CANCELS: 0

US DOLLAR Total 107,500,000.000 Local 128,228.59 0.00 0.00 100,546,006.25 Base 128,228.59 0.00 0.00 100,546,006.25 TRADES: 3 CANCELS: 0

SALES Total 107,500,000.000 Base 128,228.59 0.00 0.00 100,546,006.25

TRADES: 3 CANCELS: 0

Page 118 Books Closed Prepared by State Street

Purchase Report by Report Date COMMON B HIGH YIELD LOGAN LOGAN CIRCLE PARTNERS, L.P. Currency Summary FUND: NJEG December 1, 2012 to December 31, 2012 View Date: January 11, 2013

Base Currency: USD - US DOLLAR Shares/Par/Contracts Units/Original Face # of Trades Interest Commissions Taxes/Fees/Other Net Cost

US DOLLAR

CASH EQUIVALENTS 5,086,724.880 Local 0.00 0.00 0.00 5,086,724.88 Base 0.00 0.00 0.00 5,086,724.88 TRADES: 11 CANCELS: 0

FIXED INCOME 8,785,000.000 Local 124,065.67 0.00 0.00 8,935,512.66 Base 124,065.67 0.00 0.00 8,935,512.66 TRADES: 36 CANCELS: 0

US DOLLAR Total 13,871,724.880 Local 124,065.67 0.00 0.00 14,022,237.54 Base 124,065.67 0.00 0.00 14,022,237.54 TRADES: 47 CANCELS: 0

PURCHASE Total 13,871,724.880 Base 124,065.67 0.00 0.00 14,022,237.54

TRADES: 47 CANCELS: 0

Page 119 Books Closed Prepared by State Street

Sales Report by Report Date COMMON B HIGH YIELD LOGAN LOGAN CIRCLE PARTNERS, L.P. Currency Summary FUND: NJEG December 1, 2012 to December 31, 2012 View Date: January 11, 2013

Base Currency: USD - US DOLLAR Shares/Par/Contracts Units/Original Face # of Trades Interest Commissions Taxes/Fees/Other Net Proceeds

US DOLLAR

CASH EQUIVALENTS 2,260,986.540 Local 0.00 0.00 0.00 2,260,986.54 Base 0.00 0.00 0.00 2,260,986.54 TRADES: 8 CANCELS: 0

FIXED INCOME 11,195,000.000 Local 231,328.74 0.00 0.00 11,715,760.16 Base 231,328.74 0.00 0.00 11,715,760.16 TRADES: 45 CANCELS: 6

US DOLLAR Total 13,455,986.540 Local 231,328.74 0.00 0.00 13,976,746.70 Base 231,328.74 0.00 0.00 13,976,746.70 TRADES: 53 CANCELS: 6

SALES Total 13,455,986.540 Base 231,328.74 0.00 0.00 13,976,746.70

TRADES: 53 CANCELS: 6

Page 120 Books Closed Prepared by State Street

Purchase Report by Report Date COMMON B HIGH YIELD POST POST ADVISORY GROUP, LLC Currency Summary FUND: NJEH December 1, 2012 to December 31, 2012 View Date: January 11, 2013

Base Currency: USD - US DOLLAR Shares/Par/Contracts Units/Original Face # of Trades Interest Commissions Taxes/Fees/Other Net Cost

US DOLLAR

CASH EQUIVALENTS 5,421,055.680 Local 0.00 0.00 0.00 5,421,055.68 Base 0.00 0.00 0.00 5,421,055.68 TRADES: 10 CANCELS: 0

FIXED INCOME 12,950,000.000 Local 20,849.14 0.00 0.00 13,037,911.25 Base 20,849.14 0.00 0.00 13,037,911.25 TRADES: 22 CANCELS: 1

US DOLLAR Total 18,371,055.680 Local 20,849.14 0.00 0.00 18,458,966.93 Base 20,849.14 0.00 0.00 18,458,966.93 TRADES: 32 CANCELS: 1

PURCHASE Total 18,371,055.680 Base 20,849.14 0.00 0.00 18,458,966.93

TRADES: 32 CANCELS: 1

Page 121 Books Closed Prepared by State Street

Sales Report by Report Date COMMON B HIGH YIELD POST POST ADVISORY GROUP, LLC Currency Summary FUND: NJEH December 1, 2012 to December 31, 2012 View Date: January 11, 2013

Base Currency: USD - US DOLLAR Shares/Par/Contracts Units/Original Face # of Trades Interest Commissions Taxes/Fees/Other Net Proceeds

US DOLLAR

CASH EQUIVALENTS 10,073,798.510 Local 0.00 0.00 0.00 10,073,798.51 Base 0.00 0.00 0.00 10,073,798.51 TRADES: 9 CANCELS: 0

FIXED INCOME 8,991,463.020 Local 107,662.23 0.00 0.00 9,338,784.69 Base 107,662.23 0.00 0.00 9,338,784.69 TRADES: 27 CANCELS: 2

US DOLLAR Total 19,065,261.530 Local 107,662.23 0.00 0.00 19,412,583.20 Base 107,662.23 0.00 0.00 19,412,583.20 TRADES: 36 CANCELS: 2

SALES Total 19,065,261.530 Base 107,662.23 0.00 0.00 19,412,583.20

TRADES: 36 CANCELS: 2

Page 122 Books Closed Prepared by State Street

Purchase Report by Report Date COMMON B HIGH YIELD PIMCO PACIFIC INVESTMENT MGMT CO Currency Summary FUND: NJEJ December 1, 2012 to December 31, 2012 View Date: January 11, 2013

Base Currency: USD - US DOLLAR Shares/Par/Contracts Units/Original Face # of Trades Interest Commissions Taxes/Fees/Other Net Cost

US DOLLAR

CASH EQUIVALENTS 5,966,688.780 Local 0.00 0.00 0.00 5,966,688.78 Base 0.00 0.00 0.00 5,966,688.78 TRADES: 7 CANCELS: 0

FIXED INCOME 12,994,555.000 Local 88,984.75 0.00 0.00 13,014,430.50 Base 88,984.75 0.00 0.00 13,014,430.50 TRADES: 33 CANCELS: 5

US DOLLAR Total 18,961,243.780 Local 88,984.75 0.00 0.00 18,981,119.28 Base 88,984.75 0.00 0.00 18,981,119.28 TRADES: 40 CANCELS: 5

PURCHASE Total 18,961,243.780 Base 88,984.75 0.00 0.00 18,981,119.28

TRADES: 40 CANCELS: 5

Page 123 Books Closed Prepared by State Street

Purchase and Sales by Report Date COMMON B HIGH YIELD PIMCO PACIFIC INVESTMENT MGMT CO Currency Summary FUND: NJEJ December 1, 2012 to December 31, 2012 View Date: January 11, 2013

Base Currency: USD - US DOLLAR Shares/Par/Contracts Units/Original Face # of Trades Interest Commissions Taxes/Fees/Other Net Proceeds

US DOLLAR

CASH EQUIVALENTS 10,557,458.860 Local 0.00 0.00 0.00 10,557,458.86 Base 0.00 0.00 0.00 10,557,458.86 TRADES: 12 CANCELS: 0

FIXED INCOME 5,686,000.000 Local 88,191.50 0.00 0.00 6,095,302.75 Base 88,191.50 0.00 0.00 6,095,302.75 TRADES: 17 CANCELS: 2

US DOLLAR Total 16,243,458.860 Local 88,191.50 0.00 0.00 16,652,761.61 Base 88,191.50 0.00 0.00 16,652,761.61 TRADES: 29 CANCELS: 2

SALES Total 16,243,458.860 Base 88,191.50 0.00 0.00 16,652,761.61

TRADES: 29 CANCELS: 2

Page 124 Books Closed Prepared by State Street

Purchase Report by Report Date COMMON B HIGH YIELD NOMURA NOMURA ASSET MANAGEMENT U.S.A. Currency Summary FUND: NJEL December 1, 2012 to December 31, 2012 View Date: January 11, 2013

Base Currency: USD - US DOLLAR Shares/Par/Contracts Units/Original Face # of Trades Interest Commissions Taxes/Fees/Other Net Cost

US DOLLAR

CASH EQUIVALENTS 6,715,450.750 Local 0.00 0.00 0.00 6,715,450.75 Base 0.00 0.00 0.00 6,715,450.75 TRADES: 10 CANCELS: 0

FIXED INCOME 19,260,777.000 Local 137,248.09 0.00 0.00 19,327,415.52 200,000.000 Base 137,248.09 0.00 0.00 19,327,415.52 TRADES: 66 CANCELS: 2

US DOLLAR Total 25,976,227.750 Local 137,248.09 0.00 0.00 26,042,866.27 200,000.000 Base 137,248.09 0.00 0.00 26,042,866.27 TRADES: 76 CANCELS: 2

PURCHASE Total 25,976,227.750 Base 137,248.09 0.00 0.00 26,042,866.27 200,000.000 TRADES: 76 CANCELS: 2

Page 125 Books Closed Prepared by State Street

Sales Report by Report Date COMMON B HIGH YIELD NOMURA NOMURA ASSET MANAGEMENT U.S.A. Currency Summary FUND: NJEL December 1, 2012 to December 31, 2012 View Date: January 11, 2013

Base Currency: USD - US DOLLAR Shares/Par/Contracts Units/Original Face # of Trades Interest Commissions Taxes/Fees/Other Net Proceeds

US DOLLAR

CASH EQUIVALENTS 9,046,399.130 Local 0.00 0.00 0.00 9,046,399.13 Base 0.00 0.00 0.00 9,046,399.13 TRADES: 10 CANCELS: 0

FIXED INCOME 14,473,000.000 Local 202,748.41 0.00 0.00 15,054,181.27 125,000.000 Base 202,748.41 0.00 0.00 15,054,181.27 TRADES: 74 CANCELS: 1

US DOLLAR Total 23,519,399.130 Local 202,748.41 0.00 0.00 24,100,580.40 125,000.000 Base 202,748.41 0.00 0.00 24,100,580.40 TRADES: 84 CANCELS: 1

SALES Total 23,519,399.130 Base 202,748.41 0.00 0.00 24,100,580.40 125,000.000 TRADES: 84 CANCELS: 1

Page 126 Books Closed Prepared by State Street

Purchase and Sales by Report Date COMMON B HIGH YIELD ETFS COMMON B HIGH YIELD ETFS Currency Summary FUND: NJEV December 1, 2012 to December 31, 2012 View Date: January 11, 2013

Base Currency: USD - USD Shares/Par/Contracts Units/Original Face # of Trades Interest Commissions Taxes/Fees/Other Net Proceeds

******** No Activity for This Fund ********

Page 127 Prepared by State Street

Sales Report by Report Date COMMON B TIPS COMMON B TIPS Fund Summary FUND: NJBQ December 1, 2012 to December 31, 2012 View Date: January 11, 2013

Base Currency: USD - US DOLLAR Shares/Par/Contracts Units/Original Face # of Trades Interest Commissions Taxes/Fees/Other Net Proceeds

EQUITY

116,820.000 Base 0.00 1,168.20 166.62 7,436,603.24 TRADES: 4 CANCELS: 0 FIXED INCOME

52,832,000.000 Base 341,685.22 0.00 0.00 80,106,520.00 50,000,000.000 TRADES: 1 CANCELS: 0

SALES Total

52,948,820.000 Base 341,685.22 1,168.20 166.62 87,543,123.24 50,000,000.000 TRADES: 5 CANCELS: 0

Page 128 Books Closed Prepared by State Street

Purchase Report by Report Date COMMON B BANK LOAN FUNDS COMMON B BANK LOAN FUNDS Fund Summary FUND: NJBX December 1, 2012 to December 31, 2012 View Date: January 11, 2013

Base Currency: USD - US DOLLAR Shares/Par/Contracts Units/Original Face # of Trades Interest Commissions Taxes/Fees/Other Net Cost

EQUITY

185,175,973.040 Base 0.00 0.00 0.00 186,488,406.76 TRADES: 6 CANCELS: 0

PURCHASE Total

185,175,973.040 Base 0.00 0.00 0.00 186,488,406.76 TRADES: 6 CANCELS: 0

Page 129 Books Closed Prepared by State Street

Purchase Report by Report Date COMMON B HIGH GRADE COMMON B HIGH GRADE Fund Summary FUND: NJBY December 1, 2012 to December 31, 2012 View Date: January 11, 2013

Base Currency: USD - US DOLLAR Shares/Par/Contracts Units/Original Face # of Trades Interest Commissions Taxes/Fees/Other Net Cost

FIXED INCOME

133,886,522.000 Base 53,083.33 0.00 0.00 131,546,120.23 TRADES: 18 CANCELS: 4

PURCHASE Total

133,886,522.000 Base 53,083.33 0.00 0.00 131,546,120.23 TRADES: 18 CANCELS: 4

Page 130 Books Closed Prepared by State Street

Sales Report by Report Date COMMON B HIGH GRADE COMMON B HIGH GRADE Fund Summary FUND: NJBY December 1, 2012 to December 31, 2012 View Date: January 11, 2013

Base Currency: USD - US DOLLAR Shares/Par/Contracts Units/Original Face # of Trades Interest Commissions Taxes/Fees/Other Net Proceeds

FIXED INCOME

400,412,409.120 Base 3,629,724.19 0.00 0.00 454,436,498.34 15,000,000.000 TRADES: 49 CANCELS: 2

SALES Total

400,412,409.120 Base 3,629,724.19 0.00 0.00 454,436,498.34 15,000,000.000 TRADES: 49 CANCELS: 2

Page 131 Books Closed Prepared by State Street

Purchase Report by Report Date COMMON B MID GRADE LOGAN LOGAN CIRCLE PARTNERS, L.P. Fund Summary FUND: NJDF December 1, 2012 to December 31, 2012 View Date: January 11, 2013

Base Currency: USD - US DOLLAR Shares/Par/Contracts Units/Original Face # of Trades Interest Commissions Taxes/Fees/Other Net Cost

CASH EQUIVALENTS

12,134,963.120 Base 0.00 0.00 0.00 12,134,963.12 TRADES: 13 CANCELS: 0 FIXED INCOME

16,735,000.000 Base 231,471.83 0.00 0.00 16,993,073.45 TRADES: 27 CANCELS: 0

PURCHASE Total

28,869,963.120 Base 231,471.83 0.00 0.00 29,128,036.57 TRADES: 40 CANCELS: 0

Page 132 Books Closed Prepared by State Street

Sales Report by Report Date COMMON B MID GRADE LOGAN LOGAN CIRCLE PARTNERS, L.P. Fund Summary FUND: NJDF December 1, 2012 to December 31, 2012 View Date: January 11, 2013

Base Currency: USD - US DOLLAR Shares/Par/Contracts Units/Original Face # of Trades Interest Commissions Taxes/Fees/Other Net Proceeds

CASH EQUIVALENTS

5,065,128.150 Base 0.00 0.00 0.00 5,065,128.15 TRADES: 6 CANCELS: 0 FIXED INCOME

20,500,000.000 Base 381,116.06 0.00 0.00 21,421,554.70 TRADES: 33 CANCELS: 5

SALES Total

25,565,128.150 Base 381,116.06 0.00 0.00 26,486,682.85 TRADES: 39 CANCELS: 5

Page 133 Books Closed Prepared by State Street

Purchase Report by Report Date COMMON B HIGH YIELD COMMON B HIGH YIELD Fund Summary FUND: NJDG December 1, 2012 to December 31, 2012 View Date: January 11, 2013

Base Currency: USD - US DOLLAR Shares/Par/Contracts Units/Original Face # of Trades Interest Commissions Taxes/Fees/Other Net Cost

FIXED INCOME

27,394,000.000 Base 78,364.85 0.00 0.00 27,651,988.50 TRADES: 32 CANCELS: 3

PURCHASE Total

27,394,000.000 Base 78,364.85 0.00 0.00 27,651,988.50 TRADES: 32 CANCELS: 3

Page 134 Books Closed Prepared by State Street

Sales Report by Report Date COMMON B HIGH YIELD COMMON B HIGH YIELD Fund Summary FUND: NJDG December 1, 2012 to December 31, 2012 View Date: January 11, 2013

Base Currency: USD - US DOLLAR Shares/Par/Contracts Units/Original Face # of Trades Interest Commissions Taxes/Fees/Other Net Proceeds

EQUITY

55,000.000 Base 0.00 0.00 47.51 1,366,202.49 TRADES: 4 CANCELS: 2 FIXED INCOME

24,317,000.000 Base 346,629.35 0.00 0.00 25,593,695.47 TRADES: 32 CANCELS: 3

SALES Total

24,372,000.000 Base 346,629.35 0.00 47.51 26,959,897.96 TRADES: 36 CANCELS: 5

Page 135 Books Closed Prepared by State Street

Sales Report by Report Date COMMON B US TREASURIES COMMON B US TREASURIES Fund Summary FUND: NJDM December 1, 2012 to December 31, 2012 View Date: January 11, 2013

Base Currency: USD - US DOLLAR Shares/Par/Contracts Units/Original Face # of Trades Interest Commissions Taxes/Fees/Other Net Proceeds

FIXED INCOME

107,500,000.000 Base 128,228.59 0.00 0.00 100,546,006.25 TRADES: 3 CANCELS: 0

SALES Total

107,500,000.000 Base 128,228.59 0.00 0.00 100,546,006.25 TRADES: 3 CANCELS: 0

Page 136 Books Closed Prepared by State Street

Purchase Report by Report Date COMMON B HIGH YIELD LOGAN LOGAN CIRCLE PARTNERS, L.P. Fund Summary FUND: NJEG December 1, 2012 to December 31, 2012 View Date: January 11, 2013

Base Currency: USD - US DOLLAR Shares/Par/Contracts Units/Original Face # of Trades Interest Commissions Taxes/Fees/Other Net Cost

CASH EQUIVALENTS

5,086,724.880 Base 0.00 0.00 0.00 5,086,724.88 TRADES: 11 CANCELS: 0 FIXED INCOME

8,785,000.000 Base 124,065.67 0.00 0.00 8,935,512.66 TRADES: 36 CANCELS: 0

PURCHASE Total

13,871,724.880 Base 124,065.67 0.00 0.00 14,022,237.54 TRADES: 47 CANCELS: 0

Page 137 Books Closed Prepared by State Street

Sales Report by Report Date COMMON B HIGH YIELD LOGAN LOGAN CIRCLE PARTNERS, L.P. Fund Summary FUND: NJEG December 1, 2012 to December 31, 2012 View Date: January 11, 2013

Base Currency: USD - US DOLLAR Shares/Par/Contracts Units/Original Face # of Trades Interest Commissions Taxes/Fees/Other Net Proceeds

CASH EQUIVALENTS

2,260,986.540 Base 0.00 0.00 0.00 2,260,986.54 TRADES: 8 CANCELS: 0 FIXED INCOME

11,195,000.000 Base 231,328.74 0.00 0.00 11,715,760.16 TRADES: 45 CANCELS: 6

SALES Total

13,455,986.540 Base 231,328.74 0.00 0.00 13,976,746.70 TRADES: 53 CANCELS: 6

Page 138 Books Closed Prepared by State Street

Purchase Report by Report Date COMMON B HIGH YIELD POST POST ADVISORY GROUP, LLC Fund Summary FUND: NJEH December 1, 2012 to December 31, 2012 View Date: January 11, 2013

Base Currency: USD - US DOLLAR Shares/Par/Contracts Units/Original Face # of Trades Interest Commissions Taxes/Fees/Other Net Cost

CASH EQUIVALENTS

5,421,055.680 Base 0.00 0.00 0.00 5,421,055.68 TRADES: 10 CANCELS: 0 FIXED INCOME

12,950,000.000 Base 20,849.14 0.00 0.00 13,037,911.25 TRADES: 22 CANCELS: 1

PURCHASE Total

18,371,055.680 Base 20,849.14 0.00 0.00 18,458,966.93 TRADES: 32 CANCELS: 1

Page 139 Books Closed Prepared by State Street

Sales Report by Report Date COMMON B HIGH YIELD POST POST ADVISORY GROUP, LLC Fund Summary FUND: NJEH December 1, 2012 to December 31, 2012 View Date: January 11, 2013

Base Currency: USD - US DOLLAR Shares/Par/Contracts Units/Original Face # of Trades Interest Commissions Taxes/Fees/Other Net Proceeds

CASH EQUIVALENTS

10,073,798.510 Base 0.00 0.00 0.00 10,073,798.51 TRADES: 9 CANCELS: 0 FIXED INCOME

8,991,463.020 Base 107,662.23 0.00 0.00 9,338,784.69 TRADES: 27 CANCELS: 2

SALES Total

19,065,261.530 Base 107,662.23 0.00 0.00 19,412,583.20 TRADES: 36 CANCELS: 2

Page 140 Books Closed Prepared by State Street

Purchase Report by Report Date COMMON B HIGH YIELD PIMCO PACIFIC INVESTMENT MGMT CO Fund Summary FUND: NJEJ December 1, 2012 to December 31, 2012 View Date: January 11, 2013

Base Currency: USD - US DOLLAR Shares/Par/Contracts Units/Original Face # of Trades Interest Commissions Taxes/Fees/Other Net Cost

CASH EQUIVALENTS

5,966,688.780 Base 0.00 0.00 0.00 5,966,688.78 TRADES: 7 CANCELS: 0 FIXED INCOME

12,994,555.000 Base 88,984.75 0.00 0.00 13,014,430.50 TRADES: 33 CANCELS: 5

PURCHASE Total

18,961,243.780 Base 88,984.75 0.00 0.00 18,981,119.28 TRADES: 40 CANCELS: 5

Page 141 Books Closed Prepared by State Street

Sales Report by Report Date COMMON B HIGH YIELD PIMCO PACIFIC INVESTMENT MGMT CO Fund Summary FUND: NJEJ December 1, 2012 to December 31, 2012 View Date: January 11, 2013

Base Currency: USD - US DOLLAR Shares/Par/Contracts Units/Original Face # of Trades Interest Commissions Taxes/Fees/Other Net Proceeds

CASH EQUIVALENTS

10,557,458.860 Base 0.00 0.00 0.00 10,557,458.86 TRADES: 12 CANCELS: 0 FIXED INCOME

5,686,000.000 Base 88,191.50 0.00 0.00 6,095,302.75 TRADES: 17 CANCELS: 2

SALES Total

16,243,458.860 Base 88,191.50 0.00 0.00 16,652,761.61 TRADES: 29 CANCELS: 2

Page 142 Books Closed Prepared by State Street

Purchase Report by Report Date COMMON B HIGH YIELD NOMURA NOMURA ASSET MANAGEMENT U.S.A. Fund Summary FUND: NJEL December 1, 2012 to December 31, 2012 View Date: January 11, 2013

Base Currency: USD - US DOLLAR Shares/Par/Contracts Units/Original Face # of Trades Interest Commissions Taxes/Fees/Other Net Cost

CASH EQUIVALENTS

6,715,450.750 Base 0.00 0.00 0.00 6,715,450.75 TRADES: 10 CANCELS: 0 FIXED INCOME

19,260,777.000 Base 137,248.09 0.00 0.00 19,327,415.52 200,000.000 TRADES: 66 CANCELS: 2

PURCHASE Total

25,976,227.750 Base 137,248.09 0.00 0.00 26,042,866.27 200,000.000 TRADES: 76 CANCELS: 2

Page 143 Books Closed Prepared by State Street

Sales Report by Report Date COMMON B HIGH YIELD NOMURA NOMURA ASSET MANAGEMENT U.S.A. Fund Summary FUND: NJEL December 1, 2012 to December 31, 2012 View Date: January 11, 2013

Base Currency: USD - US DOLLAR Shares/Par/Contracts Units/Original Face # of Trades Interest Commissions Taxes/Fees/Other Net Proceeds

CASH EQUIVALENTS

9,046,399.130 Base 0.00 0.00 0.00 9,046,399.13 TRADES: 10 CANCELS: 0 FIXED INCOME

14,473,000.000 Base 202,748.41 0.00 0.00 15,054,181.27 125,000.000 TRADES: 74 CANCELS: 1

SALES Total

23,519,399.130 Base 202,748.41 0.00 0.00 24,100,580.40 125,000.000 TRADES: 84 CANCELS: 1

Page 144 Books Closed Prepared by State Street

Purchase and Sales by Report Date COMMON B HIGH YIELD ETFS COMMON B HIGH YIELD ETFS Fund Summary FUND: NJEV December 1, 2012 to December 31, 2012 View Date: January 11, 2013

Base Currency: USD - USD Shares/Par/Contracts Units/Original Face # of Trades Interest Commissions Taxes/Fees/Other Net Proceeds

******** No Activity for This Fund ********

Page 145 Prepared by State Street