HATTERAS FINL CORP

CUSIP: 41902R103 Class: CMN

OCONNOR, A Distinct Business Unit of UBS ASSET MANAGEMENT AM's Holding History (CIK: 0001132716)

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

Q1 2016
Shares 69,500 Value ($000) $994,000 Avg Close — Range —
Q1 2015
Shares 10,554 Value ($000) $192,000 Avg Close — Range —
Q4 2014
Shares 13,937 Value ($000) $257,000 Avg Close — Range —