ZAIS FINANCIAL CORP

CUSIP: 98886K10 Class: COM

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

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

Q3 2013
Shares 398,500 Value ($000) $6,914 Avg Close — Range —
Q2 2013
Shares 398,500 Value ($000) $7,241 Avg Close — Range —