HATTERAS FINL CORP

CUSIP: 41902R103 Class: CMN

STRATEGIC INVESTMENT MANAGEMENT, LLC's Holding History (CIK: 0000846633)

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

Q3 2015
Shares 19,752 Value ($000) $299 Avg Close — Range —
Q2 2015
Shares 10,395 Value ($000) $169 Avg Close — Range —