HATTERAS FINL CORP

CUSIP: 41902R103 Class: CMN

CALIFORNIA PUBLIC EMPLOYEES RETIREMENT SYSTEM's Holding History (CIK: 0000919079)

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

Q2 2016
Shares 407,400 Value ($000) $6,681 Avg Close — Range —
Q1 2016
Shares 412,500 Value ($000) $5,899 Avg Close — Range —
Q4 2015
Shares 369,800 Value ($000) $4,863 Avg Close — Range —
Q3 2015
Shares 340,900 Value ($000) $5,165 Avg Close — Range —
Q2 2015
Shares 311,200 Value ($000) $5,073 Avg Close — Range —
Q1 2015
Shares 288,800 Value ($000) $5,305 Avg Close — Range —
Q4 2014
Shares 288,800 Value ($000) $5,305 Avg Close — Range —
Q3 2014
Shares 254,300 Value ($000) $4,567 Avg Close — Range —
Q2 2014
Shares 348,200 Value ($000) $6,898 Avg Close — Range —
Q1 2014
Shares 343,400 Value ($000) $6,576 Avg Close — Range —
Q4 2013
Shares 200,500 Value ($000) $3,384 Avg Close — Range —
Q3 2013
Shares 200,980 Value ($000) $3,760 Avg Close — Range —
Q2 2013
Shares 199,010 Value ($000) $4,904 Avg Close — Range —