HERITAGE INS HLDGS INC

Ticker: HRTG CUSIP: 42727J102 Class: Common Stock

PARADIGM ASSET MANAGEMENT CO LLC's Holding History (CIK: 0001034549)

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

Q2 2017

Shares 10,400 Value ($000) $135,408 Avg Close $12.52 Range $11.28 - $14.12

Q1 2017

Shares 21,200 Value ($000) $270,724 Avg Close $14.38 Range $12.06 - $16.18

Q4 2016

Shares 20,900 Value ($000) $327,503 Avg Close $13.92 Range $11.25 - $16.48

Q3 2016

Shares 21,500 Value ($000) $309,815 Avg Close $13.15 Range $11.50 - $15.10

Q2 2016

Shares 20,200 Value ($000) $241,794 Avg Close $13.33 Range $11.56 - $15.96

Q1 2016

Shares 21,400 Value ($000) $341,758 Avg Close $18.25 Range $14.72 - $21.41

Q4 2015

Shares 21,400 Value ($000) $466,948 Avg Close $22.10 Range $18.73 - $24.98

Q3 2015

Shares 91,100 Value ($000) $1,797,403 Avg Close $21.26 Range $16.81 - $27.28

Period	Shares	Value ($000)	Average Close	Price Range
Q2 2017	10,400	$135,408	$12.52	$11.28 - $14.12
Q1 2017	21,200	$270,724	$14.38	$12.06 - $16.18
Q4 2016	20,900	$327,503	$13.92	$11.25 - $16.48
Q3 2016	21,500	$309,815	$13.15	$11.50 - $15.10
Q2 2016	20,200	$241,794	$13.33	$11.56 - $15.96
Q1 2016	21,400	$341,758	$18.25	$14.72 - $21.41
Q4 2015	21,400	$466,948	$22.10	$18.73 - $24.98
Q3 2015	91,100	$1,797,403	$21.26	$16.81 - $27.28