HATTERAS FINL CORP

CUSIP: 41902R103 Class: CMN

MARTINGALE ASSET MANAGEMENT L P's Holding History (CIK: 0000936944)

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

Q4 2015
Shares 72,106 Value ($000) $949 Avg Close — Range —
Q3 2015
Shares 41,327 Value ($000) $627 Avg Close — Range —
Q2 2015
Shares 41,327 Value ($000) $674 Avg Close — Range —
Q1 2015
Shares 12,900 Value ($000) $235 Avg Close — Range —
Q4 2014
Shares 47,900 Value ($000) $883 Avg Close — Range —