Hatteras Alternative Mutual Funds

Hatteras Alternative Mutual Funds as of March 31, 2012

Portfolio Holdings for Hatteras Alternative Mutual Funds

Hatteras Alternative Mutual Funds holds 236 positions in its portfolio as reported in the March 2012 quarterly 13F filing

Company (Ticker) Portfolio Weight Valued At Change in Shares Share Count Share Price
Apple (AAPL) 2.7 $5.8M 9.6k 599.48
Microsoft Corporation (MSFT) 2.2 $4.7M 146k 32.25
Electronic Arts (EA) 2.0 $4.2M 257k 16.48
Stryker Corporation (SYK) 1.8 $3.9M 70k 55.47
Haemonetics Corporation (HAE) 1.5 $3.2M 46k 69.67
Seagate Technology Com Stk 1.5 $3.1M 117k 26.95
Alkermes (ALKS) 1.4 $2.9M 157k 18.55
Gen-Probe Incorporated 1.3 $2.8M 42k 66.41
Avery Dennison Corporation (AVY) 1.3 $2.8M 92k 30.12
Teva Pharmaceutical Industries (TEVA) 1.2 $2.7M 59k 45.06
Royal Dutch Shell 1.2 $2.6M 38k 70.64
Exxon Mobil Corporation (XOM) 1.2 $2.5M 29k 86.72
USD.001 Atlas Energy Lp ltd part 1.1 $2.4M 72k 33.00
Qualcomm (QCOM) 1.1 $2.3M 33k 68.01
Cedar Fair (FUN) 1.0 $2.2M 74k 29.59
Cavium 1.0 $2.1M 68k 30.94
JPMorgan Chase & Co. (JPM) 0.9 $2.0M 43k 45.98
NetApp (NTAP) 0.9 $1.9M 43k 44.77
Capital One Financial (COF) 0.9 $1.9M 35k 55.74
Google 0.9 $1.9M 2.9k 641.08
TRW Automotive Holdings 0.9 $1.9M 40k 46.45
AtriCure (ATRC) 0.9 $1.8M 186k 9.95
General Electric Company 0.8 $1.8M 91k 20.07
Wells Fargo & Company (WFC) 0.8 $1.8M 53k 34.13
Humana (HUM) 0.8 $1.8M 19k 92.48
Charter Communications 0.8 $1.8M 28k 63.44
Mi Devs Inc cl a sub vtg 0.8 $1.8M 51k 34.58
Dryships Inc. note 5.000%12/0 0.8 $1.7M 2.0M 0.85
ProShares UltraShort 20+ Year Trea 0.8 $1.7M 83k 20.45
Cognizant Technology Solutions (CTSH) 0.8 $1.7M 22k 76.94
Raytheon Company 0.8 $1.6M 31k 52.77
Orthofix International Nv Com Stk 0.8 $1.6M 43k 37.58
Cubist Pharmaceuticals 0.7 $1.6M 37k 43.25
Spectranetics Corporation 0.7 $1.6M 149k 10.40
Sanofi-Aventis SA (SNY) 0.7 $1.5M 40k 38.74
Covidien 0.7 $1.5M 28k 54.68
Transocean (RIG) 0.7 $1.5M 27k 54.70
Morgan Stanley (MS) 0.7 $1.5M 76k 19.64
Mindray Medical International 0.7 $1.5M 45k 32.98
Citigroup (C) 0.7 $1.5M 41k 36.54
RTI Biologics 0.7 $1.5M 395k 3.70
Dex (DXCM) 0.7 $1.4M 138k 10.43
Yandex Nv-a (YNDX) 0.7 $1.5M 54k 26.87
Boston Scientific Corporation (BSX) 0.7 $1.4M 238k 5.98
Dell 0.7 $1.4M 84k 16.60
Weatherford International Lt reg 0.7 $1.4M 93k 15.09
Devon Energy Corporation (DVN) 0.6 $1.4M 19k 71.12
Hertz Global Holdings 0.6 $1.3M 90k 15.04
Broadcom Corporation 0.6 $1.4M 35k 39.30
Corning Incorporated (GLW) 0.6 $1.3M 94k 14.09
Via 0.6 $1.3M 28k 47.47
Fisher Communications 0.6 $1.3M 43k 30.73
RSC Holdings 0.6 $1.3M 58k 22.59
Quanta Services (PWR) 0.6 $1.3M 62k 20.89
Navistar International Corporation 0.6 $1.3M 32k 40.44
American Axle & Manufact. Holdings (AXL) 0.6 $1.3M 108k 11.71
Allergan 0.6 $1.2M 13k 95.43
EV Energy Partners 0.6 $1.2M 18k 69.59
PMC-Sierra 0.6 $1.2M 165k 7.23
OSI Systems (OSIS) 0.6 $1.2M 19k 61.30
Flowserve Corporation (FLS) 0.5 $1.2M 10k 115.51
Hollyfrontier Corp 0.5 $1.2M 36k 32.16
Huntsman Corporation (HUN) 0.5 $1.1M 81k 14.01
Ca 0.5 $1.1M 40k 27.57
Georgia Gulf Corporation 0.5 $1.1M 32k 34.87
VeriFone Systems 0.5 $1.1M 22k 51.88
Hutchinson Technology Inc note 8.500% 1/1 0.5 $1.1M 1.5M 0.75
MasTec (MTZ) 0.5 $1.1M 61k 18.08
Marathon Oil Corporation (MRO) 0.5 $1.1M 34k 31.70
Delphi Automotive 0.5 $1.1M 34k 31.59
K12 0.5 $1.1M 45k 23.64
Mellanox Technologies 0.5 $1.0M 25k 41.82
CenterPoint Energy (CNP) 0.5 $1.0M 52k 19.71
CommVault Systems (CVLT) 0.5 $1.0M 21k 49.64
Ford Motor Company (F) 0.5 $999k 80k 12.49
Volcano Corporation 0.5 $981k 35k 28.35
Red Hat 0.5 $977k 16k 59.89
Mentor Graphics Corporation 0.5 $959k 65k 14.86
Live Nation Entertainment (LYV) 0.5 $963k 103k 9.40
Heartland Payment Systems 0.4 $943k 33k 28.83
Approach Resources 0.4 $945k 26k 36.95
Pier 1 Imports 0.4 $916k 50k 18.17
Newport Corporation 0.4 $921k 52k 17.73
Comstock Resources 0.4 $934k 59k 15.83
Astec Industries (ASTE) 0.4 $933k 26k 36.47
Optimer Pharmaceuticals 0.4 $919k 66k 13.90
Oshkosh Corporation (OSK) 0.4 $905k 39k 23.18
Shaw 0.4 $895k 28k 31.72
Marathon Petroleum Corp (MPC) 0.4 $895k 21k 43.34
Gmx Res Inc note 5.000% 2/0 0.4 $884k 1.2M 0.74
Petroleum Development Corporation 0.4 $886k 24k 37.07
Equinix 0.4 $880k 5.6k 157.40
Myriad Genetics (MYGN) 0.4 $860k 36k 23.66
Nuance Communications 0.4 $835k 33k 25.59
Koppers Holdings (KOP) 0.4 $830k 22k 38.57
Titan Machinery (TITN) 0.4 $834k 30k 28.20
Goodrich Petroleum Corporation 0.4 $837k 44k 19.01
La-Z-Boy Incorporated (LZB) 0.4 $809k 54k 14.96
McKesson Corporation (MCK) 0.4 $816k 9.3k 87.74
Titan International (TWI) 0.4 $820k 35k 23.65
Xyratex 0.4 $810k 51k 15.90
Scotts Miracle-Gro Company (SMG) 0.4 $815k 15k 54.15
Zillow 0.4 $819k 23k 35.61
Sba Communications Corp note 4.000%10/0 0.4 $792k 450k 1.76
A. Schulman 0.4 $786k 29k 27.03
Dendreon Corp note 0.4 $800k 1.0M 0.80
Wabash National Corporation (WNC) 0.4 $772k 75k 10.35
Analogic Corporation 0.4 $769k 11k 67.56
W.W. Grainger (GWW) 0.3 $752k 3.5k 214.86
FEI Company 0.3 $763k 16k 49.10
E TRADE Financial Corporation 0.3 $730k 67k 10.94
Pioneer Natural Resources (PXD) 0.3 $736k 6.6k 111.52
IRIS International 0.3 $739k 55k 13.52
Aruba Networks 0.3 $724k 33k 22.28
Heckmann Corporation 0.3 $741k 172k 4.31
School Specialty, Inc sdcv 3.750%11/3 0.3 $730k 1.0M 0.73
Jabil Circuit (JBL) 0.3 $716k 29k 25.10
Martin Marietta Materials (MLM) 0.3 $685k 8.0k 85.62
Apache Corporation 0.3 $686k 6.8k 100.44
Exelon Corporation (EXC) 0.3 $694k 18k 39.20
Rex Energy Corporation 0.3 $694k 65k 10.68
Sirius XM Radio 0.3 $686k 297k 2.31
Finish Line 0.3 $679k 32k 21.22
Energy Partners 0.3 $687k 41k 16.61
Swift Transportation Company 0.3 $684k 59k 11.54
Integrated Device Technology 0.3 $666k 93k 7.15
Juniper Networks (JNPR) 0.3 $666k 29k 22.89
Electro Rent Corporation 0.3 $669k 36k 18.41
Sonic Corporation 0.3 $636k 83k 7.69
Take-Two Interactive Software (TTWO) 0.3 $645k 42k 15.38
Sourcefire 0.3 $638k 13k 48.17
Amarin Corporation (AMRN) 0.3 $638k 56k 11.33
Biomarin Pharmaceutical Inc note 1.875% 4/2 0.3 $623k 350k 1.78
News Corporation 0.3 $626k 32k 19.69
Assured Guaranty (AGO) 0.3 $631k 38k 16.53
Cirrus Logic (CRUS) 0.3 $632k 27k 23.79
Hess (HES) 0.3 $581k 9.9k 58.98
Barnes & Noble 0.3 $590k 45k 13.25
Cypress Semiconductor Corporation 0.3 $584k 37k 15.64
InterDigital (IDCC) 0.3 $590k 17k 34.84
Liquidity Services (LQDT) 0.3 $588k 13k 44.82
Insulet Corporation Cvt 3.75 0 convert 0.3 $578k 550k 1.05
Federal-Mogul Corporation 0.3 $567k 33k 17.19
Williams Companies (WMB) 0.3 $561k 18k 30.79
Benchmark Electronics (BHE) 0.3 $555k 34k 16.48
Cabot Oil & Gas Corporation (CTRA) 0.2 $533k 17k 31.17
Royal Caribbean Cruises (RCL) 0.2 $529k 18k 29.45
Teradata Corporation (TDC) 0.2 $534k 7.8k 68.09
Fortinet (FTNT) 0.2 $531k 19k 27.64
General Cable Corp Del New frnt 4.500% 11/1 0.2 $525k 500k 1.05
DealerTrack Holdings 0.2 $519k 17k 30.24
Virgin Media 0.2 $515k 21k 24.97
SPDR Barclays Capital High Yield B 0.2 $508k 13k 39.37
Ultratech 0.2 $501k 17k 29.00
Allot Communications (ALLT) 0.2 $500k 22k 23.25
Spdr S&p 500 Etf (SPY) 0.2 $482k 487k 0.99
Brookdale Senior Living note 0.2 $465k 500k 0.93
Arvinmeritor Inc frnt 4.625% 3/0 0.2 $455k 500k 0.91
Hanesbrands (HBI) 0.2 $443k 15k 29.53
Innospec (IOSP) 0.2 $449k 15k 30.40
Monolithic Power Systems (MPWR) 0.2 $443k 23k 19.66
Spirit AeroSystems Holdings (SPR) 0.2 $459k 19k 24.48
Mag Silver Corp (MAG) 0.2 $449k 44k 10.10
BP (BP) 0.2 $435k 9.7k 45.02
Citrix Systems 0.2 $441k 5.6k 78.88
Philip Morris International (PM) 0.2 $441k 5.0k 88.66
Trex Company (TREX) 0.2 $426k 13k 32.09
Macquarie Infrastructure Company 0.2 $429k 13k 33.00
Nexen 0.2 $420k 23k 18.36
Solta Medical 0.2 $434k 143k 3.03
Inphi Corporation 0.2 $430k 30k 14.17
Loral Space & Communications 0.2 $410k 5.2k 79.55
KLA-Tencor Corporation (KLAC) 0.2 $407k 7.5k 54.43
Lone Pine Res 0.2 $400k 62k 6.50
NVIDIA Corporation (NVDA) 0.2 $392k 26k 15.38
SPDR Gold Trust (GLD) 0.2 $384k 2.4k 162.16
Energy Select Sector SPDR (XLE) 0.2 $398k 5.6k 71.70
Exar Corporation 0.2 $384k 46k 8.40
MetLife (MET) 0.2 $395k 11k 37.35
VASCO Data Security International 0.2 $394k 37k 10.79
Rofin-Sinar Technologies 0.2 $379k 14k 26.34
HealthStream (HSTM) 0.2 $380k 16k 23.21
Move 0.2 $388k 40k 9.70
Accenture (ACN) 0.2 $364k 5.6k 64.50
Gulfport Energy Corporation 0.2 $371k 13k 29.10
Servicesource 0.2 $363k 23k 15.49
Responsys 0.2 $371k 31k 11.98
Talisman Energy Inc Com Stk 0.2 $347k 28k 12.62
Quality Distribution 0.2 $345k 25k 13.80
Industries N shs - a - (LYB) 0.2 $342k 7.8k 43.62
Aeroflex Holding 0.2 $351k 32k 11.14
Range Resources (RRC) 0.1 $331k 5.7k 58.22
Owens-Illinois 0.1 $321k 14k 23.35
Ada-es 0.1 $326k 13k 24.33
CVR Energy (CVI) 0.1 $301k 11k 26.76
iShares Russell 2000 Index (IWM) 0.1 $282k 183k 1.54
Zhongpin 0.1 $276k 25k 11.27
Xpo Logistics Inc equity (XPO) 0.1 $285k 17k 16.81
Gra (GGG) 0.1 $265k 5.0k 53.00
Cincinnati Bell 0.1 $260k 65k 4.02
Wausau Paper 0.1 $251k 27k 9.37
Keynote Systems 0.1 $252k 13k 19.77
Endocyte 0.1 $255k 51k 4.98
Beam 0.1 $265k 4.5k 58.58
Spartan Stores Inc note 3.375% 5/1 0.1 $240k 250k 0.96
Occidental Petroleum Corporation (OXY) 0.1 $238k 2.5k 95.20
Metropolitan Health Networks 0.1 $242k 26k 9.36
American International (AIG) 0.1 $239k 7.7k 30.86
Orbcomm 0.1 $246k 64k 3.85
Thq Inc note 5.000% 8/1 0.1 $245k 500k 0.49
HSN 0.1 $219k 5.8k 38.09
Sealed Air (SEE) 0.1 $208k 11k 19.35
Micron Technology (MU) 0.1 $222k 27k 8.10
Savient Pharmaceuticals note 0.1 $210k 500k 0.42
Intermune Inc note 2.500% 9/1 0.1 $215k 250k 0.86
Greenbrier Cos Inc note 2.375% 5/1 0.1 $192k 200k 0.96
Cumulus Media 0.1 $197k 56k 3.49
Nic 0.1 $187k 15k 12.14
Cisco Systems (CSCO) 0.1 $177k 150k 1.18
Journal Communications 0.1 $148k 26k 5.64
Nexstar Broadcasting (NXST) 0.1 $130k 16k 8.31
Flotek Industries 0.1 $129k 11k 12.00
8x8 (EGHT) 0.1 $132k 31k 4.21
Endeavour International C 0.1 $119k 10k 11.90
Gray Television (GTN) 0.1 $109k 57k 1.90
Comverse Technology 0.1 $103k 15k 6.87
Paychex (PAYX) 0.0 $78k 70k 1.11
Angeion Corporation 0.0 $93k 16k 5.78
Cardinal Health (CAH) 0.0 $58k 16k 3.67
ATP Oil & Gas Corporation 0.0 $73k 57k 1.28
Vision-Sciences 0.0 $67k 40k 1.69
North Amern Energy Partners 0.0 $62k 13k 4.91
Yahoo! 0.0 $46k 83k 0.55
iShares Barclays 20+ Yr Treas.Bond (TLT) 0.0 $34k 160k 0.21
Health Care SPDR (XLV) 0.0 $25k 79k 0.32
Acme Packet 0.0 $23k 72k 0.32