NEW RESIDENTIAL INVT CORP

CUSIP: 64828T102 Class: COM

CALIFORNIA PUBLIC EMPLOYEES RETIREMENT SYSTEM's Holding History (CIK: 0000919079)

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

Q3 2014
Shares 501,900 Value ($000) $2,926 Avg Close — Range —
Q2 2014
Shares 501,900 Value ($000) $3,162 Avg Close — Range —
Q1 2014
Shares 501,900 Value ($000) $3,172 Avg Close — Range —
Q4 2013
Shares 501,900 Value ($000) $3,358 Avg Close — Range —
Q3 2013
Shares 513,000 Value ($000) $3,396 Avg Close — Range —
Q2 2013
Shares 589,175 Value ($000) $3,971 Avg Close — Range —