Hatteras Alternative Mutual Funds

Hatteras Alternative Mutual Funds as of Dec. 31, 2011

Portfolio Holdings for Hatteras Alternative Mutual Funds

Hatteras Alternative Mutual Funds holds 245 positions in its portfolio as reported in the December 2011 quarterly 13F filing

Company (Ticker) Portfolio Weight Valued At Change in Shares Share Count Share Price
Google 2.5 $4.0M 6.1k 645.92
Apple (AAPL) 2.3 $3.7M 9.2k 404.99
Microsoft Corporation (MSFT) 2.3 $3.7M 142k 25.96
RSC Holdings 1.6 $2.6M 139k 18.50
InterDigital (IDCC) 1.5 $2.4M 55k 43.60
AtriCure (ATRC) 1.4 $2.3M 204k 11.10
Exxon Mobil Corporation (XOM) 1.4 $2.2M 26k 84.77
Royal Dutch Shell 1.4 $2.2M 29k 76.00
Flowserve Corporation (FLS) 1.2 $1.9M 19k 99.33
Haemonetics Corporation (HAE) 1.2 $1.9M 30k 61.23
Financial Select Sector SPDR (XLF) 1.1 $1.8M 140k 13.00
Gen-Probe Incorporated 1.1 $1.7M 29k 59.11
Qualcomm (QCOM) 1.1 $1.7M 31k 54.70
Covidien 1.0 $1.7M 37k 45.01
Volcano Corporation 1.0 $1.6M 69k 23.79
Teva Pharmaceutical Industries (TEVA) 1.0 $1.6M 40k 40.35
Cedar Fair (FUN) 1.0 $1.6M 75k 21.51
Dryships Inc. note 5.000%12/0 1.0 $1.5M 2.2M 0.69
Yahoo! 0.9 $1.5M 94k 16.14
Marathon Oil Corporation (MRO) 0.9 $1.5M 50k 29.27
Raytheon Company 0.8 $1.3M 28k 48.38
Wells Fargo & Company (WFC) 0.8 $1.3M 47k 27.55
General Electric Company 0.8 $1.3M 71k 17.92
JPMorgan Chase & Co. (JPM) 0.8 $1.2M 38k 33.25
Fisher Communications 0.8 $1.3M 43k 28.84
Allergan 0.7 $1.2M 13k 87.76
Charter Communications 0.7 $1.1M 20k 56.96
USD.001 Atlas Energy Lp ltd part 0.7 $1.1M 47k 24.31
Alkermes (ALKS) 0.7 $1.1M 64k 17.35
Cisco Systems (CSCO) 0.7 $1.1M 60k 18.08
Finish Line 0.7 $1.1M 57k 19.28
Capital One Financial (COF) 0.7 $1.1M 26k 42.27
Hutchinson Technology Inc note 8.500% 1/1 0.7 $1.1M 1.5M 0.71
Sina Corporation 0.7 $1.0M 20k 52.00
Humana (HUM) 0.7 $1.0M 12k 87.62
Spectranetics Corporation 0.6 $1.0M 143k 7.22
Medtronic 0.6 $1.0M 27k 38.23
Ford Motor Company (F) 0.6 $1.0M 94k 10.76
RTI Biologics 0.6 $987k 222k 4.44
Dex (DXCM) 0.6 $991k 106k 9.31
Quanta Services (PWR) 0.6 $975k 45k 21.55
Devon Energy Corporation (DVN) 0.6 $924k 15k 62.01
Williams Companies (WMB) 0.6 $924k 28k 33.03
Home Depot (HD) 0.6 $912k 22k 42.03
Morgan Stanley (MS) 0.6 $908k 60k 15.13
Ultratech 0.6 $905k 37k 24.57
First Solar (FSLR) 0.6 $878k 26k 33.77
Live Nation Entertainment (LYV) 0.5 $864k 104k 8.31
Hollyfrontier Corp 0.5 $862k 37k 23.41
Cognizant Technology Solutions (CTSH) 0.5 $847k 13k 64.32
VeriFone Systems 0.5 $847k 24k 35.53
Citigroup (C) 0.5 $842k 32k 26.31
Oshkosh Corporation (OSK) 0.5 $835k 39k 21.38
Yandex Nv-a (YNDX) 0.5 $827k 42k 19.69
Teleflex Incorporated (TFX) 0.5 $809k 13k 61.29
Pfizer (PFE) 0.5 $799k 37k 21.65
Beacon Roofing Supply (BECN) 0.5 $807k 40k 20.23
Hertz Global Holdings 0.5 $805k 69k 11.72
Mi Devs Inc cl a sub vtg 0.5 $794k 25k 31.99
Cubist Pharmaceuticals 0.5 $796k 20k 39.60
Heartland Payment Systems 0.5 $804k 33k 24.36
Gmx Res Inc note 5.000% 2/0 0.5 $765k 1.2M 0.64
TRW Automotive Holdings 0.5 $774k 24k 32.59
Huntsman Corporation (HUN) 0.5 $774k 77k 10.01
Bankrate 0.5 $773k 36k 21.49
Boston Scientific Corporation (BSX) 0.5 $750k 141k 5.34
News Corporation 0.5 $746k 42k 17.84
Rock-Tenn Company 0.5 $757k 13k 57.67
OSI Systems (OSIS) 0.5 $747k 15k 48.79
Mettler-Toledo International (MTD) 0.5 $733k 5.0k 147.69
Solutia 0.5 $739k 43k 17.29
Broadcom Corporation 0.5 $734k 25k 29.36
Navistar International Corporation 0.5 $739k 20k 37.90
E TRADE Financial Corporation 0.5 $714k 90k 7.96
Corning Incorporated (GLW) 0.5 $719k 55k 12.98
CommVault Systems (CVLT) 0.5 $723k 17k 42.70
School Specialty, Inc sdcv 3.750%11/3 0.5 $720k 1.0M 0.72
Cablevision Systems Corporation 0.4 $698k 49k 14.21
Perrigo Company 0.4 $712k 7.3k 97.36
Dendreon Corp note 0.4 $700k 1.0M 0.70
Rowan Companies 0.4 $682k 23k 30.31
Chicago Bridge & Iron Company 0.4 $684k 18k 37.79
Zumiez (ZUMZ) 0.4 $693k 25k 27.76
Marathon Petroleum Corp (MPC) 0.4 $687k 21k 33.27
Bristol Myers Squibb (BMY) 0.4 $680k 19k 35.23
Buffalo Wild Wings 0.4 $677k 10k 67.48
Clean Harbors (CLH) 0.4 $660k 10k 63.68
Nuance Communications 0.4 $663k 26k 25.18
Petroleum Development Corporation 0.4 $658k 19k 35.09
Tempur-Pedic International (TPX) 0.4 $660k 13k 52.53
Textron (TXT) 0.4 $658k 36k 18.48
Aar (AIR) 0.4 $657k 34k 19.16
Approach Resources 0.4 $649k 22k 29.40
FEI Company 0.4 $662k 16k 40.78
NCI Building Systems 0.4 $657k 61k 10.86
Anadarko Petroleum Corporation 0.4 $641k 8.4k 76.31
Pioneer Natural Resources (PXD) 0.4 $644k 7.2k 89.44
Werner Enterprises (WERN) 0.4 $642k 27k 24.09
Keynote Systems 0.4 $640k 31k 20.53
Biomarin Pharmaceutical Inc note 1.875% 4/2 0.4 $623k 350k 1.78
Electro Rent Corporation 0.4 $623k 36k 17.15
Booz Allen Hamilton Holding Corporation (BAH) 0.4 $627k 36k 17.24
Martin Marietta Materials (MLM) 0.4 $603k 8.0k 75.38
Ca 0.4 $613k 30k 20.23
EMC Corporation 0.4 $612k 28k 21.55
Seagate Technology Com Stk 0.4 $608k 37k 16.39
Comstock Resources 0.4 $603k 39k 15.31
Ryder System (R) 0.4 $590k 11k 53.15
NCR Corporation (VYX) 0.4 $594k 36k 16.45
Poly 0.4 $597k 37k 16.30
DealerTrack Holdings 0.4 $593k 22k 27.25
Astec Industries (ASTE) 0.4 $592k 18k 32.23
ZOLL Medical Corporation 0.4 $569k 9.0k 63.19
Energy Xxi 0.4 $574k 18k 31.86
Carlisle Companies (CSL) 0.4 $569k 13k 44.28
Atlas Air Worldwide Holdings 0.4 $577k 15k 38.41
Deluxe Corporation (DLX) 0.3 $555k 24k 22.75
Jack Henry & Associates (JKHY) 0.3 $565k 17k 33.60
Analogic Corporation 0.3 $563k 9.8k 57.31
Insulet Corporation Cvt 3.75 0 convert 0.3 $556k 550k 1.01
Barnes (B) 0.3 $545k 23k 24.12
Red Hat 0.3 $544k 13k 41.31
Meridian Bioscience 0.3 $540k 29k 18.83
Harris Corporation 0.3 $526k 15k 36.02
Akamai Technologies (AKAM) 0.3 $533k 17k 32.30
Wabash National Corporation (WNC) 0.3 $532k 68k 7.83
Koppers Holdings (KOP) 0.3 $523k 15k 34.34
Weatherford International Lt reg 0.3 $527k 36k 14.64
C&j Energy Services 0.3 $533k 26k 20.93
W.W. Grainger (GWW) 0.3 $505k 2.7k 187.04
Cypress Semiconductor Corporation 0.3 $508k 30k 16.89
Assured Guaranty (AGO) 0.3 $505k 38k 13.14
Hess (HES) 0.3 $503k 8.9k 56.84
Myriad Genetics (MYGN) 0.3 $503k 24k 20.92
Aruba Networks 0.3 $500k 27k 18.52
Cummins (CMI) 0.3 $475k 5.4k 87.96
National-Oilwell Var 0.3 $476k 7.0k 68.00
General Cable Corp Del New frnt 4.500% 11/1 0.3 $475k 500k 0.95
RF Micro Devices 0.3 $486k 90k 5.40
Lear Corporation (LEA) 0.3 $462k 12k 39.83
El Paso Corporation 0.3 $460k 17k 26.59
Take-Two Interactive Software (TTWO) 0.3 $459k 34k 13.56
Equinix 0.3 $458k 4.5k 101.44
IRIS International 0.3 $458k 49k 9.35
Amc Networks Inc Cl A (AMCX) 0.3 $466k 12k 37.59
Ferro Corporation 0.3 $446k 91k 4.89
Oxford Industries (OXM) 0.3 $441k 9.8k 45.10
Goodrich Petroleum Corporation 0.3 $455k 33k 13.74
Con-way 0.3 $437k 15k 29.13
Toll Brothers (TOL) 0.3 $429k 21k 20.43
Whiting Petroleum Corporation 0.3 $439k 9.4k 46.70
Sirius XM Radio 0.3 $437k 240k 1.82
Orthofix International Nv Com Stk 0.3 $437k 12k 35.25
HealthStream (HSTM) 0.3 $437k 24k 18.44
Brookdale Senior Living note 0.3 $435k 500k 0.87
Spdr S&p 500 Etf (SPY) 0.3 $413k 224k 1.84
Trimble Navigation (TRMB) 0.3 $422k 9.7k 43.44
Integrated Device Technology 0.3 $411k 75k 5.46
Pepsi (PEP) 0.3 $416k 6.3k 66.34
GATX Corporation (GATX) 0.3 $424k 9.7k 43.71
Juniper Networks (JNPR) 0.3 $418k 21k 20.39
Xylem (XYL) 0.3 $419k 16k 25.69
BP (BP) 0.2 $405k 9.5k 42.74
Agilent Technologies Inc C ommon (A) 0.2 $402k 12k 34.96
Select Comfort 0.2 $405k 19k 21.69
Sba Communications Corp note 4.000%10/0 0.2 $380k 250k 1.52
Cabot Oil & Gas Corporation (CTRA) 0.2 $383k 5.1k 75.84
EnerSys (ENS) 0.2 $377k 15k 26.00
Hercules Offshore 0.2 $379k 85k 4.44
Lone Pine Res 0.2 $389k 56k 7.01
Arvinmeritor Inc frnt 4.625% 3/0 0.2 $370k 500k 0.74
Royal Caribbean Cruises (RCL) 0.2 $369k 15k 24.77
KBR (KBR) 0.2 $373k 13k 27.84
Philip Morris International (PM) 0.2 $369k 4.7k 78.43
American Axle & Manufact. Holdings (AXL) 0.2 $366k 37k 9.89
SPDR Gold Trust (GLD) 0.2 $360k 2.4k 152.03
Sourcefire 0.2 $345k 11k 32.39
Knight Transportation 0.2 $336k 22k 15.62
Cirrus Logic (CRUS) 0.2 $339k 21k 15.84
Covanta Holding Corporation 0.2 $323k 24k 13.69
Mentor Graphics Corporation 0.2 $321k 24k 13.54
8x8 (EGHT) 0.2 $325k 103k 3.17
Teradata Corporation (TDC) 0.2 $307k 6.3k 48.48
Acme Packet 0.2 $309k 10k 30.90
Titan International (TWI) 0.2 $292k 15k 19.43
Rex Energy Corporation 0.2 $295k 20k 14.75
ICF International (ICFI) 0.2 $295k 12k 24.74
Industries N shs - a - (LYB) 0.2 $291k 9.0k 32.51
Visteon Corporation (VC) 0.2 $281k 5.6k 49.96
Servicesource 0.2 $296k 19k 15.70
FTI Consulting (FCN) 0.2 $271k 6.4k 42.34
Citrix Systems 0.2 $274k 4.5k 60.69
Cumulus Media 0.2 $279k 83k 3.35
EV Energy Partners 0.2 $267k 4.1k 65.93
Zogenix 0.2 $265k 118k 2.24
Liberty Media 0.2 $255k 16k 16.19
Cogent Communications (CCOI) 0.2 $254k 15k 16.88
Sirona Dental Systems 0.2 $260k 5.9k 44.07
Ada-es 0.2 $258k 11k 22.63
Loral Space & Communications 0.1 $235k 3.6k 64.83
Mag Silver Corp (MAG) 0.1 $248k 37k 6.67
Thq Inc note 5.000% 8/1 0.1 $235k 500k 0.47
Savient Pharmaceuticals note 0.1 $240k 500k 0.48
Spartan Stores Inc note 3.375% 5/1 0.1 $230k 250k 0.92
Apache Corporation 0.1 $220k 2.4k 90.50
Sara Lee 0.1 $223k 12k 18.94
Team 0.1 $219k 7.4k 29.78
Fortinet (FTNT) 0.1 $232k 11k 21.78
Xpo Logistics Inc equity (XPO) 0.1 $218k 18k 12.34
OPNET Technologies 0.1 $212k 5.8k 36.60
MasTec (MTZ) 0.1 $207k 12k 17.34
Metropolitan Health Networks 0.1 $216k 29k 7.46
KIT digital 0.1 $207k 25k 8.46
Greenbrier Cos Inc note 2.375% 5/1 0.1 $194k 200k 0.97
Pier 1 Imports 0.1 $191k 14k 13.91
Intermune Inc note 2.500% 9/1 0.1 $185k 250k 0.74
Federal-Mogul Corporation 0.1 $183k 12k 14.79
Orbcomm 0.1 $178k 59k 3.00
Amarin Corporation (AMRN) 0.1 $156k 21k 7.48
Stryker Corporation (SYK) 0.1 $129k 28k 4.64
Nexstar Broadcasting (NXST) 0.1 $123k 16k 7.86
ATP Oil & Gas Corporation 0.1 $132k 60k 2.20
Hackett (HCKT) 0.1 $122k 33k 3.75
Alcatel-Lucent 0.1 $133k 85k 1.57
Powerwave Technologies 0.1 $131k 63k 2.08
EXCO Resources 0.1 $118k 11k 10.49
Journal Communications 0.1 $116k 26k 4.42
iShares Russell 2000 Index (IWM) 0.1 $88k 49k 1.78
VASCO Data Security International 0.1 $88k 14k 6.51
Angeion Corporation 0.1 $84k 16k 5.22
Endeavour International C 0.1 $87k 10k 8.70
MAKO Surgical 0.0 $53k 16k 3.29
Groupon 0.0 $43k 31k 1.39
Gray Television (GTN) 0.0 $31k 19k 1.61
Linkedin Corp 0.0 $38k 12k 3.28
Molson Coors Brewing Company (TAP) 0.0 $22k 11k 2.00
PerkinElmer (RVTY) 0.0 $10k 19k 0.53
D Health Care Select S Ector us etf's - us tr 8 0.0 $13k 20k 0.66
Legg Mason 0.0 $413k 15k 27.53
Eastman Kodak Company 0.0 $2.0k 13k 0.16
Avon Products 0.0 $572k 32k 17.87
Pitney Bowes (PBI) 0.0 $5.0k 34k 0.15
Gap (GPS) 0.0 $7.1k 19k 0.38
Staples 0.0 $960.000000 12k 0.08
DreamWorks Animation SKG 0.0 $3.0k 37k 0.08