ZAIS FINL CORP

CUSIP: 98886K108 Class: COM

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

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

Q3 2016
Shares 23,900 Value ($000) $345 Avg Close — Range —
Q2 2016
Shares 23,900 Value ($000) $328 Avg Close — Range —
Q1 2016
Shares 17,200 Value ($000) $257 Avg Close — Range —
Q3 2013
Shares 200 Value ($000) $3 Avg Close — Range —
Q2 2013
Shares 200 Value ($000) $4 Avg Close — Range —