HATTERAS FINL CORP

CUSIP: 41902R103 Class: CMN

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

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

Q2 2016
Shares 911,638 Value ($000) $14,951 Avg Close — Range —
Q1 2016
Shares 148,415 Value ($000) $2,122 Avg Close — Range —
Q1 2015
Shares 545,135 Value ($000) $9,900 Avg Close — Range —
Q4 2014
Shares 509,805 Value ($000) $9,396 Avg Close — Range —
Q2 2014
Shares 181,206 Value ($000) $3,590 Avg Close — Range —
Q4 2013
Shares 385,236 Value ($000) $6,294 Avg Close — Range —