HATTERAS FINL CORP

CUSIP: 41902R103 Class: CMN

Grantham, Mayo, Van Otterloo & Co. LLC's Holding History (CIK: 0001352662)

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

Q4 2013
Shares 24,357 Value ($000) $398 Avg Close — Range —
Q3 2013
Shares 41,661 Value ($000) $779 Avg Close — Range —
Q2 2013
Shares 36,361 Value ($000) $896 Avg Close — Range —