Hatteras Alternative Mutual Funds

Hatteras Alternative Mutual Funds as of Sept. 30, 2011

Portfolio Holdings for Hatteras Alternative Mutual Funds

Hatteras Alternative Mutual Funds holds 215 positions in its portfolio as reported in the September 2011 quarterly 13F filing

Company (Ticker) Portfolio Weight Valued At Change in Shares Share Count Share Price
Apple (AAPL) 3.0 $3.0M 7.9k 381.16
Microsoft Corporation (MSFT) 2.2 $2.3M 91k 24.90
Google 2.0 $2.1M 4.0k 514.38
Exxon Mobil Corporation (XOM) 1.9 $1.9M 26k 72.62
Dryships Inc. note 5.000%12/0 1.5 $1.6M 2.5M 0.62
Covidien 1.5 $1.5M 35k 44.11
AtriCure (ATRC) 1.5 $1.5M 153k 9.74
Flowserve Corporation (FLS) 1.4 $1.5M 20k 74.02
RSC Holdings 1.4 $1.4M 198k 7.13
Charter Communications 1.4 $1.4M 30k 46.83
Cedar Fair (FUN) 1.4 $1.4M 74k 18.90
Yandex Nv-a (YNDX) 1.3 $1.3M 66k 20.40
Royal Dutch Shell 1.3 $1.3M 21k 62.07
Raytheon Company 1.1 $1.1M 28k 40.87
Marathon Oil Corporation (MRO) 1.0 $1.0M 48k 21.57
Hutchinson Technology Inc note 8.500% 1/1 1.0 $1.0M 1.5M 0.69
Gmx Res Inc note 5.000% 2/0 0.9 $968k 1.2M 0.81
Fisher Communications 0.9 $969k 43k 22.34
Teva Pharmaceutical Industries (TEVA) 0.9 $957k 26k 37.24
EMC Corporation 0.9 $942k 45k 20.98
Cubist Pharmaceuticals 0.9 $947k 27k 35.34
School Specialty, Inc sdcv 3.750%11/3 0.9 $910k 1.0M 0.91
Spdr S&p 500 Etf (SPY) 0.9 $895k 95k 9.39
Wells Fargo & Company (WFC) 0.8 $844k 35k 24.11
Finish Line 0.8 $842k 42k 20.00
RTI Biologics 0.8 $842k 256k 3.29
Devon Energy Corporation (DVN) 0.8 $826k 15k 55.44
Cognizant Technology Solutions (CTSH) 0.8 $789k 13k 62.70
General Electric Company 0.8 $792k 52k 15.23
Volcano Corporation 0.8 $794k 27k 29.63
Cummins (CMI) 0.8 $788k 9.7k 81.66
Humana (HUM) 0.8 $760k 11k 72.73
Express Scripts 0.7 $745k 20k 37.06
VeriFone Systems 0.7 $727k 21k 35.02
JPMorgan Chase & Co. (JPM) 0.7 $723k 24k 30.12
Dendreon Corp note 0.7 $720k 1.0M 0.72
Home Depot (HD) 0.7 $713k 22k 32.86
Teleflex Incorporated (TFX) 0.7 $710k 13k 53.79
USD.001 Atlas Energy Lp ltd part 0.7 $698k 38k 18.57
Six Flags Entertainment (SIX) 0.7 $687k 25k 27.74
Chicago Bridge & Iron Company 0.7 $681k 24k 28.61
Agilent Technologies Inc C ommon (A) 0.7 $672k 22k 31.26
Ca 0.7 $675k 35k 19.40
WABCO Holdings 0.7 $670k 18k 37.85
Pfizer (PFE) 0.6 $652k 37k 17.67
Approach Resources 0.6 $649k 38k 17.00
Cablevision Systems Corporation 0.6 $637k 41k 15.73
Rock-Tenn Company 0.6 $645k 13k 48.68
Huntsman Corporation (HUN) 0.6 $630k 65k 9.67
St. Jude Medical 0.6 $630k 17k 36.21
Cisco Systems (CSCO) 0.6 $620k 40k 15.50
InterDigital (IDCC) 0.6 $625k 13k 46.60
NCR Corporation (VYX) 0.6 $610k 36k 16.90
Oshkosh Corporation (OSK) 0.6 $615k 39k 15.75
Rex Energy Corporation 0.6 $615k 49k 12.65
Comstock Resources 0.6 $609k 39k 15.46
CommVault Systems (CVLT) 0.6 $600k 16k 37.08
Lufkin Industries 0.6 $591k 11k 53.24
Alcatel-Lucent 0.6 $594k 210k 2.83
Kaydon Corporation 0.6 $585k 20k 28.68
Biomarin Pharmaceutical Inc note 1.875% 4/2 0.6 $585k 350k 1.67
Celgene Corporation 0.6 $582k 9.4k 61.91
Covanta Holding Corporation 0.6 $574k 38k 15.19
Orthofix International Nv Com Stk 0.6 $562k 16k 34.49
Hollyfrontier Corp 0.6 $559k 21k 26.22
Spectranetics Corporation 0.5 $545k 76k 7.14
Powerwave Technologies 0.5 $542k 315k 1.72
Ryder System (R) 0.5 $529k 14k 37.52
Red Hat 0.5 $532k 13k 42.28
Anadarko Petroleum Corporation 0.5 $530k 8.4k 63.10
Assured Guaranty (AGO) 0.5 $525k 48k 10.98
Triumph (TGI) 0.5 $526k 11k 48.70
News Corporation 0.5 $514k 33k 15.46
Loral Space & Communications 0.5 $516k 10k 50.11
Martin Marietta Materials (MLM) 0.5 $506k 8.0k 63.25
Nuance Communications 0.5 $512k 25k 20.34
Morgan Stanley (MS) 0.5 $513k 38k 13.50
Petroleum Development Corporation 0.5 $507k 26k 19.41
OpenTable 0.5 $506k 11k 46.00
Quicksilver Resources Inc dbcv 1.875%11/0 0.5 $500k 500k 1.00
Beacon Roofing Supply (BECN) 0.5 $499k 31k 15.99
Human Genome cv 2.25% 0.5 $500k 500k 1.00
Insulet Corporation Cvt 3.75 0 convert 0.5 $501k 550k 0.91
Global Inds Ltd dbcv 2.750% 8/0 0.5 $490k 500k 0.98
Pioneer Natural Resources (PXD) 0.5 $474k 7.2k 65.83
Haemonetics Corporation (HAE) 0.5 $469k 8.0k 58.51
Hess (HES) 0.5 $464k 8.9k 52.43
Ford Motor Company (F) 0.5 $464k 48k 9.67
Electro Rent Corporation 0.5 $456k 33k 13.82
Citigroup (C) 0.5 $461k 18k 25.61
Stryker Corporation (SYK) 0.4 $443k 9.4k 47.13
General Cable Corp Del New frnt 4.500% 11/1 0.4 $450k 500k 0.90
Marathon Petroleum Corp (MPC) 0.4 $451k 17k 27.09
El Paso Corporation 0.4 $434k 25k 17.50
Barnes (B) 0.4 $435k 23k 19.25
GATX Corporation (GATX) 0.4 $434k 14k 31.00
Jack Henry & Associates (JKHY) 0.4 $435k 15k 29.00
Expedia 0.4 $430k 17k 25.75
Bristol Myers Squibb (BMY) 0.4 $424k 14k 31.41
Cypress Semiconductor Corporation 0.4 $430k 29k 14.97
Thq Inc note 5.000% 8/1 0.4 $430k 500k 0.86
Take-Two Interactive Software (TTWO) 0.4 $412k 32k 12.73
Amdocs Ltd ord (DOX) 0.4 $412k 15k 27.11
OPNET Technologies 0.4 $419k 12k 34.94
Tessera Technologies 0.4 $418k 35k 11.94
Pentair 0.4 $413k 13k 32.02
MeadWestva 0.4 $409k 17k 24.59
Exelon Corporation (EXC) 0.4 $409k 9.6k 42.60
Lear Corporation (LEA) 0.4 $395k 9.2k 42.93
Qualcomm (QCOM) 0.4 $383k 7.9k 48.57
Quanta Services (PWR) 0.4 $384k 20k 18.81
Equinix 0.4 $383k 4.3k 88.76
Arvinmeritor Inc frnt 4.625% 3/0 0.4 $380k 500k 0.76
Integrated Device Technology 0.4 $371k 72k 5.16
United Technologies Corporation 0.4 $380k 5.4k 70.37
Maxygen 0.4 $376k 69k 5.47
Brookdale Senior Living note 0.4 $380k 500k 0.76
Salix Pharmaceuticals 0.3 $358k 12k 29.59
EQT Corporation (EQT) 0.3 $358k 6.7k 53.43
Visa (V) 0.3 $343k 4.0k 85.75
Sirius XM Radio 0.3 $347k 230k 1.51
Savient Pharmaceuticals note 0.3 $350k 500k 0.70
Spansion 0.3 $340k 28k 12.22
SPECTRUM BRANDS Hldgs 0.3 $340k 14k 23.65
Sba Communications Corp note 4.000%10/0 0.3 $323k 250k 1.29
Teradata Corporation (TDC) 0.3 $324k 6.1k 53.54
Cabot Oil & Gas Corporation (CTRA) 0.3 $313k 5.1k 61.98
Select Comfort 0.3 $317k 23k 13.99
OSI Systems (OSIS) 0.3 $318k 9.5k 33.50
Walt Disney Company (DIS) 0.3 $296k 9.8k 30.20
Energy Xxi 0.3 $296k 14k 21.42
GeoEye 0.3 $290k 10k 28.39
TranS1 (TSON) 0.3 $295k 98k 3.00
BP (BP) 0.3 $285k 7.9k 36.08
Juniper Networks (JNPR) 0.3 $285k 17k 17.27
Riverbed Technology 0.3 $289k 15k 19.93
Lincare Holdings 0.3 $263k 12k 22.48
SPDR Gold Trust (GLD) 0.3 $261k 1.7k 158.18
Hibbett Sports (HIBB) 0.3 $260k 7.7k 33.86
RF Micro Devices 0.3 $266k 42k 6.33
iShares Russell 2000 Index (IWM) 0.2 $253k 49k 5.15
Informatica Corporation 0.2 $255k 6.2k 40.95
DealerTrack Holdings 0.2 $241k 15k 15.65
Alphatec Holdings 0.2 $241k 114k 2.11
Ceva (CEVA) 0.2 $245k 10k 24.32
Superior Energy Services 0.2 $241k 9.2k 26.20
Spartan Stores Inc note 3.375% 5/1 0.2 $233k 250k 0.93
HSN 0.2 $230k 7.0k 33.09
Citrix Systems 0.2 $235k 4.3k 54.46
Pepsi (PEP) 0.2 $235k 3.8k 61.81
Anixter International 0.2 $233k 4.9k 47.42
National CineMedia 0.2 $234k 16k 14.54
Atlas Air Worldwide Holdings 0.2 $226k 6.8k 33.29
Vascular Solutions 0.2 $223k 20k 11.44
Mag Silver Corp (MAG) 0.2 $223k 28k 7.86
Intermune Inc note 2.500% 9/1 0.2 $225k 250k 0.90
Annaly Capital Management 0.2 $217k 13k 16.64
Suno 0.2 $217k 7.0k 31.00
CF Industries Holdings (CF) 0.2 $218k 1.8k 123.65
Makemytrip Limited Mauritius (MMYT) 0.2 $216k 9.8k 22.04
HealthStream (HSTM) 0.2 $216k 17k 12.86
Accenture (ACN) 0.2 $206k 3.9k 52.69
FormFactor (FORM) 0.2 $206k 33k 6.24
FEI Company 0.2 $200k 6.7k 29.89
Cogent Communications (CCOI) 0.2 $193k 14k 13.42
KIT digital 0.2 $196k 23k 8.39
Greenbrier Cos Inc note 2.375% 5/1 0.2 $186k 200k 0.93
Research In Motion 0.2 $183k 59k 3.12
Baltic Trading 0.2 $183k 39k 4.65
Zogenix 0.2 $184k 101k 1.83
SLM Corporation (SLM) 0.2 $168k 14k 12.44
Atmel Corporation 0.2 $174k 22k 8.09
Oclaro 0.2 $170k 47k 3.64
Amarin Corporation (AMRN) 0.2 $168k 18k 9.20
Wendy's/arby's Group (WEN) 0.2 $174k 38k 4.60
Wabash National Corporation (WNC) 0.2 $163k 34k 4.76
Cirrus Logic (CRUS) 0.2 $163k 11k 14.74
Ligand Pharmaceuticals In (LGND) 0.2 $166k 12k 13.72
Mbia (MBI) 0.1 $142k 79k 1.80
Arris 0.1 $145k 14k 10.32
Harmonic (HLIT) 0.1 $143k 34k 4.27
Sunpower Cp B 0.1 $141k 19k 7.36
Metropolitan Health Networks 0.1 $143k 32k 4.55
NCI Building Systems 0.1 $143k 19k 7.55
CurrencyShares Euro Trust 0.1 $138k 30k 4.66
Micron Technology (MU) 0.1 $128k 25k 5.05
Xpo Logistics Inc equity (XPO) 0.1 $129k 17k 7.70
Cumulus Media 0.1 $125k 44k 2.84
ATP Oil & Gas Corporation 0.1 $118k 55k 2.16
Hackett (HCKT) 0.1 $125k 34k 3.73
Graphic Packaging Holding Company (GPK) 0.1 $98k 28k 3.46
Lexmark International 0.1 $80k 24k 3.33
Endeavour International C 0.1 $80k 10k 8.00
Gravity 0.1 $71k 56k 1.28
Angeion Corporation 0.1 $73k 16k 4.53
SPDR Barclays Capital High Yield B 0.1 $71k 77k 0.92
Moody's Corporation (MCO) 0.1 $57k 38k 1.48
VASCO Data Security International 0.1 $56k 11k 5.10
Journal Communications 0.1 $51k 17k 2.97
SeraCare Life Sciences 0.0 $40k 14k 2.79
Financial Select Sector SPDR (XLF) 0.0 $41k 50k 0.82
Orbcomm 0.0 $40k 16k 2.55
Expeditors International of Washington (EXPD) 0.0 $33k 12k 2.75
YRC Worldwide 0.0 $28k 553k 0.05
Avon Products 0.0 $17k 28k 0.62
Legg Mason 0.0 $9.0k 15k 0.60
DreamWorks Animation SKG 0.0 $8.0k 20k 0.40
Crown Holdings (CCK) 0.0 $1.9k 24k 0.08
CSX Corporation (CSX) 0.0 $1.1k 18k 0.06
Eastman Kodak Company 0.0 $2.0k 10k 0.20
Pitney Bowes (PBI) 0.0 $5.0k 17k 0.30
Molson Coors Brewing Company (TAP) 0.0 $4.0k 18k 0.22
Itron (ITRI) 0.0 $2.0k 17k 0.12
Staples 0.0 $5.0k 24k 0.21
Motorola Mobility Holdings 0.0 $2.0k 51k 0.04