AMERICAN CAP MTG INVT CORP

CUSIP: 02504A10 Class: COM

State of New Jersey Common Pension Fund A's Holding History (CIK: 0001483262)

Note: Option positions (PUT/CALL) are excluded.

Q4 2013
Shares 105,000 Value ($000) $1,833 Avg Close — Range —
Q3 2013
Shares 105,000 Value ($000) $2,075 Avg Close — Range —
Q2 2013
Shares 105,000 Value ($000) $1,887 Avg Close — Range —