ZAIS FINL CORP

CUSIP: 98886K108 Class: COM

TWO SIGMA INVESTMENTS, LP's Holding History (CIK: 0001179392)

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

Q3 2016
Shares 14,899 Value ($000) $215 Avg Close — Range —
Q2 2016
Shares 17,239 Value ($000) $236 Avg Close — Range —
Q1 2016
Shares 29,865 Value ($000) $446 Avg Close — Range —
Q4 2015
Shares 35,149 Value ($000) $530 Avg Close — Range —
Q2 2015
Shares 19,616 Value ($000) $317 Avg Close — Range —
Q1 2015
Shares 20,735 Value ($000) $370 Avg Close — Range —
Q4 2014
Shares 30,970 Value ($000) $534 Avg Close — Range —
Q3 2014
Shares 63,201 Value ($000) $1,091 Avg Close — Range —
Q2 2014
Shares 26,869 Value ($000) $447 Avg Close — Range —
Q1 2014
Shares 21,843 Value ($000) $364 Avg Close — Range —
Q4 2013
Shares 24,744 Value ($000) $397 Avg Close — Range —
Q3 2013
Shares 25,299 Value ($000) $439 Avg Close — Range —