BLACKSTONE MORTGAGE TRU CL A

CUSIP: 09257W10 Class: COM CL A

State of New Jersey Common Pension Fund E's Holding History (CIK: 0001483260)

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

Q4 2013
Shares 416,000 Value ($000) $11,286 Avg Close — Range —
Q3 2013
Shares 516,000 Value ($000) $12,998 Avg Close — Range —
Q2 2013
Shares 506,000 Value ($000) $12,498 Avg Close — Range —