ZAIS FINL CORP

CUSIP: 98886K108 Class: COM

ANGELO GORDON & CO., L.P.'s Holding History (CIK: 0000860662)

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

Q4 2013
Shares 17,214 Value ($000) $276 Avg Close — Range —
Q3 2013
Shares 17,214 Value ($000) $299 Avg Close — Range —
Q2 2013
Shares 39,808 Value ($000) $723 Avg Close — Range —