HATTERAS FINL CORP

CUSIP: 41902R103 Class: CMN

PUBLIC EMPLOYEES RETIREMENT ASSOCIATION OF COLORADO's Holding History (CIK: 0000315297)

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

Q2 2016
Shares 38,684 Value ($000) $634 Avg Close — Range —
Q1 2016
Shares 38,684 Value ($000) $553 Avg Close — Range —
Q4 2015
Shares 38,684 Value ($000) $509 Avg Close — Range —
Q3 2015
Shares 38,684 Value ($000) $586 Avg Close — Range —
Q2 2015
Shares 38,684 Value ($000) $631 Avg Close — Range —
Q1 2015
Shares 38,684 Value ($000) $703 Avg Close — Range —
Q4 2014
Shares 38,684 Value ($000) $713 Avg Close — Range —
Q3 2014
Shares 38,684 Value ($000) $695 Avg Close — Range —
Q2 2014
Shares 38,684 Value ($000) $766 Avg Close — Range —
Q1 2014
Shares 41,980 Value ($000) $791 Avg Close — Range —
Q4 2013
Shares 41,980 Value ($000) $686 Avg Close — Range —
Q3 2013
Shares 55,592 Value ($000) $1,040 Avg Close — Range —
Q2 2013
Shares 55,592 Value ($000) $1,370 Avg Close — Range —