ZAIS FINL CORP

CUSIP: 98886K108 Class: COM

TWO SIGMA ADVISERS, LP's Holding History (CIK: 0001478735)

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

Q3 2016
Shares 14,800 Value ($000) $214 Avg Close — Range —
Q2 2016
Shares 17,600 Value ($000) $241 Avg Close — Range —
Q1 2016
Shares 28,000 Value ($000) $418 Avg Close — Range —
Q4 2015
Shares 19,700 Value ($000) $297 Avg Close — Range —
Q3 2015
Shares 15,000 Value ($000) $204 Avg Close — Range —
Q2 2015
Shares 15,900 Value ($000) $257 Avg Close — Range —
Q1 2015
Shares 18,800 Value ($000) $335 Avg Close — Range —
Q4 2014
Shares 30,200 Value ($000) $521 Avg Close — Range —
Q3 2014
Shares 60,100 Value ($000) $1,037 Avg Close — Range —
Q2 2014
Shares 14,900 Value ($000) $248 Avg Close — Range —
Q1 2014
Shares 16,500 Value ($000) $276 Avg Close — Range —
Q4 2013
Shares 10,200 Value ($000) $165 Avg Close — Range —