HATTERAS FINL CORP

CUSIP: 41902R103 Class: CMN

MASON STREET ADVISORS, LLC's Holding History (CIK: 0001167711)

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

Q4 2014

Shares 188,000 Value ($000) $3,465 Avg Close — Range —

Q3 2014

Shares 117,300 Value ($000) $2,107 Avg Close — Range —

Q2 2014

Shares 65,000 Value ($000) $1,277 Avg Close — Range —

Q1 2014

Shares 64,100 Value ($000) $1,208 Avg Close — Range —

Q4 2013

Shares 64,100 Value ($000) $1,047 Avg Close — Range —

Period	Shares	Value ($000)	Average Close	Price Range
Q4 2014	188,000	$3,465	—	—
Q3 2014	117,300	$2,107	—	—
Q2 2014	65,000	$1,277	—	—
Q1 2014	64,100	$1,208	—	—
Q4 2013	64,100	$1,047	—	—