ZAIS FINL CORP

CUSIP: 98886K108 Class: COM

State of New Jersey Common Pension Fund D's Holding History (CIK: 0001483066)

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

Q3 2016
Shares 144,000 Value ($000) $2,078 Avg Close — Range —
Q2 2016
Shares 149,000 Value ($000) $2,043 Avg Close — Range —
Q1 2016
Shares 245,000 Value ($000) $3,655 Avg Close — Range —
Q4 2015
Shares 380,000 Value ($000) $5,730 Avg Close — Range —
Q3 2015
Shares 398,500 Value ($000) $5,340 Avg Close — Range —
Q2 2015
Shares 398,500 Value ($000) $6,444 Avg Close — Range —
Q1 2015
Shares 398,500 Value ($000) $7,109 Avg Close — Range —
Q4 2014
Shares 398,500 Value ($000) $6,874 Avg Close — Range —
Q3 2014
Shares 398,500 Value ($000) $6,878 Avg Close — Range —
Q2 2014
Shares 398,500 Value ($000) $6,623 Avg Close — Range —