HATTERAS FINL CORP

CUSIP: 41902R103 Class: CMN

Pine River Capital Management L.P.'s Holding History (CIK: 0001288136)

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

Q3 2015
Shares 207,938 Value ($000) $3,150 Avg Close — Range —
Q2 2015
Shares 132,629 Value ($000) $2,162 Avg Close — Range —
Q1 2015
Shares 132,629 Value ($000) $2,407 Avg Close — Range —
Q4 2014
Shares 534,970 Value ($000) $9,859 Avg Close — Range —
Q3 2014
Shares 805,041 Value ($000) $14,458 Avg Close — Range —
Q2 2014
Shares 373,025 Value ($000) $7,390 Avg Close — Range —