HATTERAS FINL CORP

CUSIP: 41902R103 Class: CMN

ACADIAN ASSET MANAGEMENT LLC's Holding History (CIK: 0000916542)

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

Q1 2016
Shares 13,166 Value ($000) $188 Avg Close — Range —
Q4 2015
Shares 121,458 Value ($000) $1,597 Avg Close — Range —
Q3 2015
Shares 608,388 Value ($000) $9,218 Avg Close — Range —
Q2 2015
Shares 16,081 Value ($000) $262 Avg Close — Range —
Q1 2015
Shares 73,977 Value ($000) $1,344 Avg Close — Range —
Q4 2014
Shares 21,864 Value ($000) $403 Avg Close — Range —