AMERICAN CAP MTG INVT CORP

CUSIP: 02504A104 Class: CMN

State of New Jersey Common Pension Fund D's Holding History (CIK: 0001483066)

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

Q2 2016
Shares 26,000 Value ($000) $411 Avg Close — Range —
Q4 2014
Shares 90,000 Value ($000) $1,696 Avg Close — Range —
Q3 2014
Shares 105,000 Value ($000) $1,976 Avg Close — Range —
Q2 2014
Shares 105,000 Value ($000) $2,102 Avg Close — Range —