NEW MTN FIN CORP

Ticker: NMFC CUSIP: 647551100 Class: COM

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

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

Q2 2017
Shares 400,000 Value ($000) $5,820 Avg Close $5.77 Range $5.62 - $5.89
Q1 2017
Shares 425,000 Value ($000) $6,333 Avg Close $5.64 Range $5.34 - $5.87
Q4 2016
Shares 1,100,000 Value ($000) $15,510 Avg Close $5.20 Range $4.89 - $5.47
Q3 2016
Shares 1,000,000 Value ($000) $13,760 Avg Close $5.02 Range $4.72 - $5.25