Hatteras Alternative Mutual Funds

Hatteras Alternative Mutual Funds as of Dec. 31, 2012

Portfolio Holdings for Hatteras Alternative Mutual Funds

Hatteras Alternative Mutual Funds holds 197 positions in its portfolio as reported in the December 2012 quarterly 13F filing

Company (Ticker) Portfolio Weight Valued At Change in Shares Share Count Share Price
Johnson & Johnson (JNJ) 2.5 $4.5M 64k 70.09
Hologic (HOLX) 2.0 $3.6M 181k 20.03
Google 1.8 $3.2M 4.5k 709.44
Haemonetics Corporation (HAE) 1.7 $3.2M 78k 40.83
Apple (AAPL) 1.4 $2.6M 4.9k 533.10
Ford Motor Company (F) 1.4 $2.6M 202k 12.95
Greatbatch 1.4 $2.6M 111k 23.24
Danaher Corporation (DHR) 1.4 $2.5M 44k 55.89
CareFusion Corporation 1.3 $2.4M 84k 28.58
Life Technologies 1.3 $2.4M 49k 49.08
Teva Pharmaceutical Industries (TEVA) 1.3 $2.3M 61k 37.35
Exxon Mobil Corporation (XOM) 1.2 $2.2M 26k 86.56
Dex (DXCM) 1.2 $2.2M 163k 13.61
RTI Biologics 1.1 $2.0M 462k 4.27
Triumph (TGI) 1.1 $1.9M 29k 65.31
Ryman Hospitality Pptys (RHP) 1.1 $1.9M 50k 38.46
Ellie Mae 1.0 $1.9M 67k 27.75
Volcano Corporation 1.0 $1.8M 78k 23.61
Covidien 1.0 $1.8M 32k 57.75
Martin Marietta Materials (MLM) 1.0 $1.8M 19k 94.29
L-3 Communications Holdings 1.0 $1.8M 23k 76.63
Cognizant Technology Solutions (CTSH) 0.9 $1.7M 23k 74.03
Cedar Fair (FUN) 0.9 $1.7M 50k 33.46
Pacira Pharmaceuticals (PCRX) 0.9 $1.7M 96k 17.47
CommVault Systems (CVLT) 0.9 $1.6M 24k 69.70
MedAssets 0.9 $1.6M 98k 16.77
Ultratech 0.9 $1.6M 44k 37.30
Hollyfrontier Corp 0.9 $1.6M 35k 46.56
Hanesbrands (HBI) 0.9 $1.6M 44k 35.83
Sealed Air (SEE) 0.9 $1.6M 89k 17.51
McKesson Corporation (MCK) 0.9 $1.6M 16k 96.96
Royal Dutch Shell 0.9 $1.6M 22k 70.91
Qualcomm (QCOM) 0.9 $1.6M 25k 62.02
TRW Automotive Holdings 0.8 $1.5M 28k 53.59
Weatherford International Lt reg 0.8 $1.5M 135k 11.19
Marathon Oil Corporation (MRO) 0.8 $1.5M 48k 30.65
Koppers Holdings (KOP) 0.8 $1.5M 38k 38.16
Skyworks Solutions (SWKS) 0.8 $1.5M 72k 20.30
Computer Programs & Systems (TBRG) 0.8 $1.4M 28k 50.34
Bruker Corporation (BRKR) 0.8 $1.4M 90k 15.27
Corning Incorporated (GLW) 0.8 $1.4M 108k 12.62
Morgans Hotel 0.8 $1.4M 248k 5.54
Spectranetics Corporation 0.7 $1.3M 91k 14.77
Suncor Energy (SU) 0.7 $1.3M 40k 32.97
Stryker Corporation (SYK) 0.7 $1.3M 24k 54.81
Chimera Investment Corporation 0.7 $1.3M 500k 2.61
AtriCure (ATRC) 0.7 $1.3M 190k 6.90
American Axle & Manufact. Holdings (AXL) 0.7 $1.3M 116k 11.20
Rex Energy Corporation 0.7 $1.3M 98k 13.02
Wesco Intl Inc dbcv 6.000% 9/1 0.7 $1.2M 500k 2.48
Equinix 0.7 $1.2M 5.7k 206.22
Red Hat 0.6 $1.2M 22k 52.96
Comstock Resources 0.6 $1.1M 75k 15.14
Sirius XM Radio 0.6 $1.2M 400k 2.89
Solta Medical 0.6 $1.1M 426k 2.67
Pdc Energy 0.6 $1.1M 34k 33.20
Alkermes (ALKS) 0.6 $1.1M 60k 18.52
General Cable Corp Del New frnt 4.500% 11/1 0.6 $1.1M 1.0M 1.08
Sba Communications Corp note 4.000%10/0 0.6 $1.1M 450k 2.36
Host Hotels & Resorts (HST) 0.6 $1.1M 67k 15.67
Virgin Media Inc note 6.500%11/1 0.6 $1.0M 500k 2.06
K12 0.6 $1.0M 50k 20.45
Emeritus Corporation 0.6 $1.0M 42k 24.71
Associated Estates Realty Corporation 0.6 $1.0M 63k 16.13
Carrizo Oil & Co Inc note 4.375% 6/0 0.6 $1.0M 1.0M 1.00
United Rentals (URI) 0.6 $1.0M 22k 45.53
Cobalt Intl Energy Inc note 0.6 $1.0M 1.0M 1.01
Nuance Communications 0.5 $980k 44k 22.31
TFS Financial Corporation (TFSL) 0.5 $962k 100k 9.62
Altisource Portfolio Solns S reg (ASPS) 0.5 $953k 11k 86.64
Lear Corporation (LEA) 0.5 $932k 20k 46.83
Newfield Exploration 0.5 $931k 35k 26.79
FelCor Lodging Trust Incorporated 0.5 $934k 200k 4.67
Cincinnati Bell 0.5 $932k 170k 5.48
Silicon Motion Technology (SIMO) 0.5 $932k 66k 14.21
OmniAmerican Ban 0.5 $925k 40k 23.12
D Fluidigm Corp Del (LAB) 0.5 $922k 64k 14.32
Integrated Device Technology 0.5 $915k 125k 7.30
Greenbrier Co Inc conv bnd 0.5 $910k 1.0M 0.91
Wells Fargo & Company (WFC) 0.5 $889k 26k 34.19
New York Mortgage Trust 0.5 $885k 140k 6.32
Pioneer Natural Resources (PXD) 0.5 $874k 8.2k 106.59
Approach Resources 0.5 $883k 35k 25.00
Devon Energy Corporation (DVN) 0.5 $856k 17k 52.04
Morgan Stanley (MS) 0.5 $864k 45k 19.12
Seagate Technology Com Stk 0.5 $863k 28k 30.49
Radware Ltd ord (RDWR) 0.5 $840k 26k 32.99
JPMorgan Chase & Co. (JPM) 0.5 $835k 19k 43.95
Power Integrations (POWI) 0.5 $842k 25k 33.61
Las Vegas Sands (LVS) 0.5 $831k 18k 46.17
Huntsman Corporation (HUN) 0.5 $844k 53k 15.89
Berkshire Hills Ban (BHLB) 0.5 $835k 35k 23.86
Udr (UDR) 0.5 $832k 35k 23.77
Sourcefire 0.5 $842k 18k 47.21
Capital One Financial (COF) 0.5 $811k 14k 57.93
Computer Sciences Corporation 0.4 $805k 20k 40.05
Lam Research Corporation (LRCX) 0.4 $798k 22k 36.11
NVIDIA Corporation (NVDA) 0.4 $792k 65k 12.28
Arrow Electronics (ARW) 0.4 $789k 21k 38.08
Zhongpin 0.4 $784k 61k 12.85
Comverse 0.4 $764k 27k 28.52
Goldman Sachs (GS) 0.4 $727k 5.7k 127.54
Cisco Systems (CSCO) 0.4 $727k 37k 19.65
General Electric Company 0.4 $707k 34k 20.98
Quanta Services (PWR) 0.4 $707k 26k 27.28
Take-two Interactive Sof note 0.4 $713k 750k 0.95
American Express Company (AXP) 0.4 $701k 12k 57.46
Lennar Corporation (LEN) 0.4 $696k 18k 38.68
EMC Corporation 0.4 $696k 28k 25.31
Finish Line 0.4 $678k 36k 18.94
Teradata Corporation (TDC) 0.4 $653k 11k 61.85
Verisign Inc sdcv 3.250% 8/1 0.3 $630k 500k 1.26
Fidelity National Finance conv 0.3 $640k 500k 1.28
Comverse Technology 0.3 $617k 161k 3.84
Conceptus 0.3 $622k 30k 21.01
Euronet Worldwide (EEFT) 0.3 $622k 26k 23.61
Fortinet (FTNT) 0.3 $621k 30k 21.08
Notes Gencorp Inc. 4.0625% dbcv 0.3 $615k 500k 1.23
Tyson Foods Inc note 3.250%10/1 0.3 $605k 500k 1.21
Verisign (VRSN) 0.3 $609k 16k 38.79
Cameron International Corporation 0.3 $593k 11k 56.48
Insulet Corporation Cvt 3.75 0 convert 0.3 $600k 550k 1.09
E.I. du Pont de Nemours & Company 0.3 $578k 13k 44.95
Mentor Graphics 4% 2031 conv 0.3 $590k 500k 1.18
OSI Systems (OSIS) 0.3 $565k 8.8k 64.04
Ipath S&p 500 Vix Short Term F 0.3 $572k 18k 31.78
Exar Corporation 0.3 $547k 62k 8.89
Orbcomm 0.3 $551k 141k 3.92
Wabash National Corp 3.375 '18 conv 0.3 $555k 500k 1.11
Vector Group Ltd frnt 1/1 0.3 $545k 500k 1.09
Simpson Manufacturing (SSD) 0.3 $534k 16k 32.82
Cypress Semiconductor Corporation 0.3 $520k 48k 10.84
Electro Rent Corporation 0.3 $536k 35k 15.39
Blucora 0.3 $531k 34k 15.72
F5 Networks (FFIV) 0.3 $519k 5.3k 97.17
Express Scripts Holding 0.3 $518k 9.6k 53.96
Annaly Cap Mgmt Inc note 5.000% 5/1 0.3 $505k 500k 1.01
Barrett Bill Corp note 5.000% 3/1 0.3 $500k 500k 1.00
Omnicare Inc dbcv 3.250%12/1 0.3 $500k 500k 1.00
Citrix Systems 0.3 $495k 7.5k 65.76
JetBlue Airways Corporation (JBLU) 0.3 $497k 87k 5.71
BioScrip 0.3 $482k 45k 10.77
Skechers USA (SKX) 0.3 $468k 25k 18.51
Ca 0.2 $448k 20k 21.96
Energy Xxi 0.2 $452k 14k 32.18
Loral Space & Communications 0.2 $447k 8.2k 54.69
Colony Financial 0.2 $460k 24k 19.49
Oasis Petroleum 0.2 $449k 14k 31.83
Tronox 0.2 $460k 25k 18.24
Electronic Arts Inc conv 0.2 $460k 500k 0.92
VCA Antech 0.2 $432k 21k 21.04
Headwaters Incorporated 0.2 $446k 52k 8.56
Encore Capital Group note 3.000%11/2 0.2 $440k 400k 1.10
Endocyte 0.2 $407k 45k 8.98
GROUP Affymetrix Inc cnv 0.2 $410k 500k 0.82
Continental Resources 0.2 $375k 5.1k 73.46
Hewlett-Packard Company 0.2 $381k 27k 14.26
SPDR Gold Trust (GLD) 0.2 $384k 2.4k 162.16
Northern Oil & Gas 0.2 $370k 22k 16.82
RF Micro Devices 0.2 $359k 80k 4.48
Chesapeake Lodging Trust sh ben int 0.2 $373k 18k 20.88
Gray Television (GTN) 0.2 $350k 159k 2.20
Macquarie Infrastructure Company 0.2 $338k 7.4k 45.57
Stage Stores 0.2 $329k 13k 24.79
Capital Senior Living Corporation 0.2 $334k 18k 18.67
Grand Canyon Education (LOPE) 0.2 $312k 13k 23.49
Brown Shoe Company 0.2 $306k 17k 18.38
Myriad Genetics (MYGN) 0.2 $314k 12k 27.21
General Motors Company (GM) 0.2 $303k 11k 28.86
Dendreon Corp note 0.2 $304k 400k 0.76
Vocera Communications 0.2 $316k 13k 25.08
Veeco Instruments (VECO) 0.2 $288k 9.8k 29.51
Advanced Micro Devices Inc note 6.000% 5/0 0.1 $274k 295k 0.93
Quicksilver Resources 0.1 $272k 95k 2.86
VeriFone Systems 0.1 $282k 9.5k 29.68
Yandex Nv-a (YNDX) 0.1 $276k 13k 21.56
Redwood Trust (RWT) 0.1 $249k 15k 16.87
Valero Energy Corporation (VLO) 0.1 $249k 7.3k 34.10
Move 0.1 $259k 34k 7.60
Nexstar Broadcasting (NXST) 0.1 $245k 23k 10.59
Myr (MYRG) 0.1 $236k 11k 22.22
KongZhong Corporation 0.1 $210k 38k 5.50
Geospace Technologies (GEOS) 0.1 $226k 2.5k 88.87
School Specialty, Inc sdcv 3.750%11/3 0.1 $188k 375k 0.50
E TRADE Financial Corporation 0.1 $161k 18k 8.94
Mbia (MBI) 0.1 $167k 21k 7.84
Belo 0.1 $157k 21k 7.65
Journal Communications 0.1 $144k 27k 5.41
Spartan Stores Inc note 3.375% 5/1 0.1 $124k 125k 0.99
iShares Barclays 20+ Yr Treas.Bond (TLT) 0.1 $119k 77k 1.55
Halcon Resources 0.1 $107k 15k 6.93
Mgc Diagnostics 0.1 $106k 18k 5.86
Greenbrier Cos Inc note 2.375% 5/1 0.1 $100k 100k 1.00
iShares Russell 2000 Index (IWM) 0.1 $99k 80k 1.24
Nautilus (BFXXQ) 0.1 $88k 25k 3.50
Savient Pharmaceuticals note 0.1 $90k 500k 0.18
Spdr S&p 500 Etf (SPY) 0.0 $71k 73k 0.98