ZAIS FINL CORP

CUSIP: 98886K108 Class: COM

DENALI ADVISORS LLC's Holding History (CIK: 0001142941)

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

Q2 2016
Shares 100 Value ($000) $1 Avg Close — Range —
Q1 2016
Shares 100 Value ($000) $1 Avg Close — Range —
Q4 2015
Shares 100 Value ($000) $2 Avg Close — Range —
Q3 2015
Shares 100 Value ($000) $1 Avg Close — Range —
Q2 2015
Shares 100 Value ($000) $2 Avg Close — Range —
Q1 2015
Shares 100 Value ($000) $2 Avg Close — Range —
Q4 2014
Shares 100 Value ($000) $2 Avg Close — Range —
Q3 2014
Shares 50 Value ($000) $1 Avg Close — Range —
Q2 2014
Shares 50 Value ($000) $1 Avg Close — Range —
Q1 2014
Shares 50 Value ($000) $1 Avg Close — Range —