Hatteras Alternative Mutual Funds

Hatteras Alternative Mutual Funds as of March 31, 2011

Portfolio Holdings for Hatteras Alternative Mutual Funds

Hatteras Alternative Mutual Funds holds 213 positions in its portfolio as reported in the March 2011 quarterly 13F filing

Company (Ticker) Portfolio Weight Valued At Change in Shares Share Count Share Price
Charter Communications 2.3 $2.7M 54k 50.64
JPMorgan Chase & Co. (JPM) 1.5 $1.8M 39k 46.11
Adobe Systems Incorporated (ADBE) 1.4 $1.7M 50k 33.17
Exxon Mobil Corporation (XOM) 1.3 $1.6M 19k 84.13
Marathon Oil Corporation (MRO) 1.3 $1.6M 30k 53.30
Obagi Medical Products 1.3 $1.5M 122k 12.64
Alkermes 1.2 $1.5M 114k 12.95
Citi 1.2 $1.5M 330k 4.42
AtriCure (ATRC) 1.2 $1.4M 127k 11.38
Google 1.2 $1.4M 2.4k 586.02
Apple (AAPL) 1.1 $1.4M 4.0k 348.47
Triumph (TGI) 1.1 $1.3M 15k 88.42
Fisher Communications 1.1 $1.3M 43k 31.07
Lear Corporation (LEA) 1.1 $1.3M 27k 48.85
Williams Companies (WMB) 1.1 $1.3M 41k 31.17
Frontier Oil Corporation 1.0 $1.2M 42k 29.31
Assured Guaranty (AGO) 1.0 $1.2M 81k 14.90
International Business Machines (IBM) 1.0 $1.2M 7.3k 163.03
Bank of America Corporation (BAC) 1.0 $1.2M 87k 13.32
General Electric Company 0.9 $1.1M 55k 20.05
Microsoft Corporation (MSFT) 0.9 $1.1M 43k 25.36
Raytheon Company 0.9 $1.0M 21k 50.87
School Specialty, Inc sdcv 3.750%11/3 0.8 $1.0M 1.0M 1.03
Oshkosh Corporation (OSK) 0.8 $1.0M 29k 35.37
Scotts Miracle-Gro Company (SMG) 0.8 $1.0M 18k 57.83
Thermo Fisher Scientific (TMO) 0.8 $994k 18k 55.53
Cognizant Technology Solutions (CTSH) 0.8 $946k 12k 81.36
Anheuser-Busch InBev NV (BUD) 0.8 $943k 17k 57.15
Calpine Corporation 0.8 $944k 60k 15.87
Yahoo! 0.8 $934k 56k 16.67
American Express Company (AXP) 0.8 $904k 20k 45.20
Solutia 0.7 $893k 35k 25.41
Approach Resources 0.7 $873k 26k 33.61
Comstock Resources 0.7 $852k 28k 30.93
International Paper Company (IP) 0.7 $830k 28k 30.18
Ryder System (R) 0.7 $815k 16k 50.62
Wells Fargo & Company (WFC) 0.7 $824k 26k 31.69
Morgan Stanley (MS) 0.7 $820k 30k 27.33
Hess (HES) 0.7 $814k 9.6k 85.24
Cabot Oil & Gas Corporation (CTRA) 0.7 $810k 15k 52.94
MeadWestva 0.7 $805k 27k 30.34
World Fuel Services Corporation (WKC) 0.7 $812k 20k 40.60
Omni (OMC) 0.7 $790k 16k 49.07
Petroleum Development Corporation 0.7 $793k 17k 47.99
Devon Energy Corporation (DVN) 0.7 $780k 8.5k 91.76
Micron Technology (MU) 0.7 $788k 69k 11.45
Goldman Sachs (GS) 0.6 $761k 4.8k 158.54
Legg Mason 0.6 $765k 21k 36.08
Stanley Black & Decker (SWK) 0.6 $758k 9.9k 76.57
Berry Petroleum Company 0.6 $762k 15k 50.46
Cedar Fair (FUN) 0.6 $743k 39k 19.19
Dover Corporation (DOV) 0.6 $736k 11k 65.71
Liberty Media 0.6 $718k 9.3k 77.62
Spansion 0.6 $719k 39k 18.66
American Medical Systems Holdings 0.6 $714k 33k 21.64
Pioneer Natural Resources (PXD) 0.6 $716k 7.0k 101.92
Quanta Services (PWR) 0.6 $707k 32k 22.44
Loral Space & Communications 0.6 $703k 9.1k 77.57
Ingersoll-rand Co Ltd-cl A 0.6 $698k 15k 48.30
Sensata Technologies Hldg Bv 0.6 $696k 20k 34.74
RTI Biologics 0.6 $685k 239k 2.86
Biomarin Pharmaceutical Inc note 1.875% 4/2 0.6 $675k 500k 1.35
LivePerson (LPSN) 0.6 $672k 53k 12.64
Gmx Res Inc note 5.000% 2/0 0.5 $646k 695k 0.93
Finish Line 0.5 $655k 33k 19.85
PerkinElmer (RVTY) 0.5 $636k 24k 26.28
Applied Materials (AMAT) 0.5 $644k 41k 15.63
Haemonetics Corporation (HAE) 0.5 $623k 9.5k 65.58
Bemis Company 0.5 $604k 18k 32.83
McKesson Corporation (MCK) 0.5 $601k 7.6k 79.08
Hypercom Corporation (HYC) 0.5 $599k 50k 12.02
Rosetta Resources 0.5 $606k 13k 47.53
Alcatel-Lucent 0.5 $598k 103k 5.81
Hutchinson Technology Inc note 3.250% 1/1 0.5 $594k 761k 0.78
Home Depot (HD) 0.5 $586k 16k 37.09
National-Oilwell Var 0.5 $595k 7.5k 79.33
Lincare Holdings 0.5 $596k 20k 29.65
Owens-Illinois 0.5 $592k 20k 30.20
Chicago Bridge & Iron Company 0.5 $586k 14k 40.69
CommVault Systems (CVLT) 0.5 $596k 15k 39.87
Savient Pharmaceuticals note 0.5 $585k 500k 1.17
Huntsman Corporation (HUN) 0.5 $574k 33k 17.39
Electro Rent Corporation 0.5 $580k 34k 17.18
EXCO Resources 0.5 $571k 28k 20.65
Flowserve Corporation (FLS) 0.5 $567k 4.4k 128.86
Heartware Intl Inc note 3.500%12/1 0.5 $565k 500k 1.13
Ca 0.5 $553k 23k 24.17
Knight Transportation 0.5 $558k 29k 19.24
Orthovita 0.5 $554k 260k 2.13
Mag Silver Corp (MAG) 0.5 $559k 47k 11.93
SPECTRUM BRANDS Hldgs 0.5 $557k 20k 27.76
Barnes (B) 0.5 $547k 26k 20.88
Endologix 0.5 $538k 79k 6.78
Verizon Communications (VZ) 0.4 $536k 14k 38.56
Red Hat 0.4 $528k 12k 45.41
American Capital 0.4 $524k 53k 9.91
Gsi 0.4 $532k 52k 10.31
Sealed Air (SEE) 0.4 $517k 19k 26.65
Cypress Semiconductor Corporation 0.4 $515k 27k 19.38
FormFactor (FORM) 0.4 $515k 50k 10.30
Newpark Res Inc note 4.000%10/0 0.4 $520k 500k 1.04
Greatbatch Inc sdcv 2.250% 6/1 0.4 $505k 500k 1.01
Teva Pharmaceutical Industries (TEVA) 0.4 $502k 10k 50.20
Nalco Holding Company 0.4 $508k 19k 27.31
GATX Corporation (GATX) 0.4 $510k 13k 38.64
Quest Diagnostics Incorporated (DGX) 0.4 $508k 8.8k 57.73
Ens 0.4 $492k 8.5k 57.88
Crown Holdings (CCK) 0.4 $490k 13k 38.58
Dryships Inc. note 5.000%12/0 0.4 $500k 500k 1.00
Walt Disney Company (DIS) 0.4 $491k 11k 43.07
Integrated Device Technology 0.4 $490k 66k 7.37
Humana (HUM) 0.4 $490k 7.0k 70.00
Oclaro 0.4 $497k 43k 11.51
Mylan 0.4 $479k 21k 22.66
Whiting Petroleum Corporation 0.4 $485k 6.6k 73.48
Johnson Controls 0.4 $474k 11k 41.58
Allergan 0.4 $469k 6.6k 71.06
Vital Images (VTAL) 0.4 $466k 35k 13.51
Taiwan Semiconductor Mfg (TSM) 0.4 $460k 38k 12.17
Nuance Communications 0.4 $455k 23k 19.57
Take-Two Interactive Software (TTWO) 0.4 $460k 30k 15.39
Superior Energy Services 0.4 $455k 11k 40.99
Cisco Systems (CSCO) 0.4 $448k 26k 17.16
Covanta Holding Corporation 0.4 $434k 25k 17.09
J.B. Hunt Transport Services (JBHT) 0.4 $436k 9.6k 45.42
Energy Xxi 0.4 $432k 13k 34.11
Ferro Corporation 0.4 $429k 26k 16.60
Syntel 0.4 $434k 8.3k 52.26
RSC Holdings 0.4 $439k 31k 14.39
AmerisourceBergen (COR) 0.3 $423k 11k 39.53
Greatbatch 0.3 $426k 16k 26.46
VeriFone Systems 0.3 $420k 7.6k 54.97
Navistar International Corporation 0.3 $416k 6.0k 69.33
Global Inds Ltd dbcv 2.750% 8/0 0.3 $405k 500k 0.81
Activision Blizzard 0.3 $411k 38k 10.96
Eaton Corporation 0.3 $399k 7.2k 55.42
Boise 0.3 $400k 44k 9.16
Maxygen 0.3 $395k 76k 5.20
Belo 0.3 $391k 44k 8.82
Big Lots (BIG) 0.3 $380k 8.8k 43.43
Celgene Corporation 0.3 $380k 6.6k 57.58
Hasbro (HAS) 0.3 $375k 8.0k 46.88
EMC Corporation 0.3 $372k 14k 26.57
Kohl's Corporation (KSS) 0.3 $366k 6.9k 53.04
Mbia (MBI) 0.3 $364k 36k 10.05
Equinix 0.3 $363k 4.0k 91.07
Actuant Corporation 0.3 $365k 13k 28.97
Orchid Cellmark 0.3 $362k 178k 2.03
Kohlberg Capital (KCAP) 0.3 $358k 43k 8.26
Iron Mountain Incorporated 0.3 $351k 11k 31.20
Sinclair Broadcast 0.3 $344k 27k 12.55
Webster Financial Corporation (WBS) 0.3 $348k 16k 21.42
ViroPharma Incorporated 0.3 $350k 18k 19.89
NCR Corporation (VYX) 0.3 $332k 18k 18.86
Gentiva Health Services 0.3 $336k 12k 28.00
Koppers Holdings (KOP) 0.3 $342k 8.0k 42.75
MEMC Electronic Materials 0.3 $324k 25k 12.96
VASCO Data Security International 0.3 $326k 24k 13.74
Flamel Technologies 0.3 $331k 55k 6.02
Annaly Capital Management 0.3 $311k 18k 17.47
Amdocs Ltd ord (DOX) 0.3 $315k 11k 28.83
Kforce (KFRC) 0.3 $318k 17k 18.28
Synovus Financial 0.2 $300k 125k 2.40
Sykes Enterprises, Incorporated 0.2 $297k 15k 19.80
Sirius XM Radio 0.2 $298k 179k 1.66
Veeco Instruments (VECO) 0.2 $304k 6.0k 50.84
Citrix Systems 0.2 $293k 4.0k 73.51
Cablevision Systems Corporation 0.2 $294k 8.5k 34.57
Express Scripts 0.2 $295k 5.3k 55.66
Forestar 0.2 $290k 15k 19.03
Barclays Bk Plc ipth s^p vix 0.2 $294k 10k 29.40
Qualcomm (QCOM) 0.2 $273k 5.0k 54.79
Cirrus Logic (CRUS) 0.2 $279k 13k 21.00
Volcano Corporation 0.2 $282k 11k 25.64
Exelon Corporation (EXC) 0.2 $268k 6.5k 41.24
KIT digital 0.2 $260k 22k 12.04
Visteon Corporation (VC) 0.2 $262k 4.2k 62.38
CareFusion Corporation 0.2 $248k 8.8k 28.18
VSE Corporation (VSEC) 0.2 $253k 8.5k 29.74
Quality Distribution 0.2 $252k 21k 11.87
AbitibiBowater 0.2 $259k 9.6k 26.88
Spartan Stores Inc note 3.375% 5/1 0.2 $240k 250k 0.96
Weyerhaeuser Company (WY) 0.2 $246k 10k 24.56
Best Buy (BBY) 0.2 $224k 7.8k 28.72
Amylin Pharmaceuticals Inc note 3.000% 6/1 0.2 $215k 250k 0.86
Discover Financial Services (DFS) 0.2 $211k 8.8k 24.11
Spdr S&p 500 Etf (SPY) 0.2 $217k 90k 2.42
Greenbrier Cos Inc note 2.375% 5/1 0.2 $196k 200k 0.98
Foot Locker (FL) 0.2 $197k 10k 19.70
Cogent Communications (CCOI) 0.2 $190k 13k 14.30
Chemtura Corporation 0.1 $181k 11k 17.19
Gravity 0.1 $134k 70k 1.93
SeaChange International 0.1 $133k 14k 9.50
Hackett (HCKT) 0.1 $136k 35k 3.84
iShares Russell 2000 Index (IWM) 0.1 $105k 176k 0.60
Qiao Xing Mobile 0.1 $109k 27k 4.09
TiVo 0.1 $103k 35k 2.94
Metropolitan Health Networks 0.1 $109k 23k 4.74
Visa (V) 0.1 $55k 24k 2.34
Radio One 0.1 $59k 30k 1.97
Orbcomm 0.0 $44k 13k 3.33
Boise Inc *w exp 06/18/201 0.0 $37k 22k 1.70
Pfizer (PFE) 0.0 $22k 24k 0.92
Bristol Myers Squibb (BMY) 0.0 $28k 22k 1.29
Allstate Corporation (ALL) 0.0 $21k 21k 0.98
Capital One Financial (COF) 0.0 $19k 36k 0.54
ATP Oil & Gas Corporation 0.0 $25k 53k 0.47
GameStop (GME) 0.0 $19k 22k 0.88
TeamStaff 0.0 $23k 48k 0.48
El Paso Corporation 0.0 $18k 15k 1.22
Cracker Barrel Old Country Store (CBRL) 0.0 $8.0k 14k 0.58
Nokia Corporation (NOK) 0.0 $8.6k 72k 0.12
Health Care SPDR (XLV) 0.0 $4.0k 17k 0.23