Hatteras Alternative Mutual Funds

Hatteras Alternative Mutual Funds as of June 30, 2012

Portfolio Holdings for Hatteras Alternative Mutual Funds

Hatteras Alternative Mutual Funds holds 214 positions in its portfolio as reported in the June 2012 quarterly 13F filing

Company (Ticker) Portfolio Weight Valued At Change in Shares Share Count Share Price
Apple (AAPL) 2.7 $5.5M 9.4k 583.97
Microsoft Corporation (MSFT) 2.3 $4.7M 153k 30.59
Haemonetics Corporation (HAE) 2.1 $4.2M 57k 74.11
Google 2.0 $4.1M 7.1k 580.11
Hologic (HOLX) 1.9 $3.8M 212k 18.04
Stryker Corporation (SYK) 1.7 $3.5M 63k 55.10
Teva Pharmaceutical Industries (TEVA) 1.6 $3.1M 79k 39.44
Royal Dutch Shell 1.4 $2.7M 39k 69.92
Exxon Mobil Corporation (XOM) 1.3 $2.6M 30k 85.58
Cedar Fair 1.3 $2.6M 85k 29.97
Raytheon Company 1.2 $2.5M 44k 56.60
Orthofix International Nv Com Stk 1.2 $2.4M 58k 41.25
Alkermes (ALKS) 1.2 $2.4M 140k 16.97
Qualcomm (QCOM) 1.1 $2.2M 40k 55.68
Time Warner Cable 1.0 $2.1M 25k 82.11
Charter Communications 1.0 $2.0M 29k 70.88
Hollyfrontier Corp 1.0 $2.0M 57k 35.42
American Axle & Manufact. Holdings (AXL) 1.0 $2.0M 190k 10.49
USD.001 Atlas Energy Lp ltd part 1.0 $2.0M 65k 30.51
CareFusion Corporation 1.0 $2.0M 76k 25.68
Ford Motor Company (F) 0.9 $1.9M 201k 9.59
American International (AIG) 0.9 $1.9M 60k 32.10
AtriCure (ATRC) 0.9 $1.8M 190k 9.61
Covidien 0.9 $1.8M 34k 53.50
Financial Select Sector SPDR (XLF) 0.9 $1.8M 120k 14.62
Las Vegas Sands (LVS) 0.9 $1.7M 40k 43.50
Six Flags Entertainment (SIX) 0.9 $1.7M 32k 54.17
Humana (HUM) 0.8 $1.7M 22k 77.45
RTI Biologics 0.8 $1.7M 454k 3.76
Weatherford International Lt reg 0.8 $1.7M 132k 12.63
Cardinal Health (CAH) 0.8 $1.7M 40k 42.00
Danaher Corporation (DHR) 0.8 $1.6M 31k 52.09
Dex (DXCM) 0.8 $1.6M 124k 12.96
Martin Marietta Materials (MLM) 0.8 $1.6M 20k 78.81
Corning Incorporated (GLW) 0.8 $1.6M 121k 12.93
Hertz Global Holdings 0.8 $1.5M 120k 12.80
TRW Automotive Holdings 0.7 $1.5M 40k 36.76
Ultratech 0.7 $1.4M 46k 31.50
Computer Programs & Systems (TBRG) 0.7 $1.4M 25k 57.23
Spectranetics Corporation 0.7 $1.4M 126k 11.42
Quanta Services (PWR) 0.7 $1.4M 58k 24.07
General Electric Company 0.7 $1.4M 66k 20.83
AmerisourceBergen (COR) 0.7 $1.4M 35k 39.34
McKesson Corporation (MCK) 0.7 $1.4M 15k 93.74
Home Inns & Hotels Management 0.7 $1.3M 60k 22.66
Devon Energy Corporation (DVN) 0.7 $1.3M 23k 57.97
Morgan Stanley (MS) 0.7 $1.3M 90k 14.59
CommVault Systems (CVLT) 0.7 $1.3M 26k 49.58
Cisco Systems (CSCO) 0.6 $1.3M 75k 17.17
Fisher Communications 0.6 $1.3M 43k 29.90
Patterson Companies (PDCO) 0.6 $1.3M 37k 34.47
Inergy 0.6 $1.3M 68k 18.63
QEP Resources 0.6 $1.3M 42k 29.96
Cognizant Technology Solutions (CTSH) 0.6 $1.2M 21k 59.99
News Corporation 0.6 $1.2M 55k 22.29
Live Nation Entertainment (LYV) 0.6 $1.2M 134k 9.18
Equinix 0.6 $1.2M 7.0k 175.60
K12 0.6 $1.2M 53k 23.29
Rex Energy Corporation 0.6 $1.2M 109k 11.21
Pdc Energy 0.6 $1.2M 49k 24.51
Citigroup (C) 0.6 $1.2M 44k 27.40
Suncor Energy (SU) 0.6 $1.2M 40k 28.94
Red Hat 0.6 $1.2M 21k 56.48
E TRADE Financial Corporation 0.6 $1.1M 141k 8.04
Amc Networks Inc Cl A (AMCX) 0.6 $1.1M 32k 35.54
Marathon Petroleum Corp (MPC) 0.6 $1.1M 25k 44.93
Federal-Mogul Corporation 0.5 $1.1M 100k 11.00
Carlisle Companies (CSL) 0.5 $1.1M 21k 53.01
Approach Resources 0.5 $1.1M 42k 25.55
Comstock Resources 0.5 $1.1M 65k 16.42
Spirit AeroSystems Holdings (SPR) 0.5 $1.1M 44k 23.82
Hanesbrands (HBI) 0.5 $1.0M 37k 27.74
Sina Corporation 0.5 $1.0M 20k 51.80
Advanced Micro Devices Inc note 6.000% 5/0 0.5 $1.0M 1.0M 1.01
Boston Scientific Corporation (BSX) 0.5 $1.0M 177k 5.67
Pioneer Natural Resources 0.5 $1.0M 11k 88.19
Huntsman Corporation (HUN) 0.5 $1.0M 77k 12.94
Nuance Communications 0.5 $977k 41k 23.82
Chesapeake Energy Corporation 0.5 $977k 53k 18.61
CenterPoint Energy (CNP) 0.5 $945k 46k 20.68
Solta Medical 0.5 $949k 324k 2.93
Dover Corporation (DOV) 0.5 $938k 18k 53.60
Best Buy (BBY) 0.5 $901k 43k 20.95
Electronic Arts (EA) 0.5 $902k 73k 12.36
Nexen 0.5 $917k 54k 16.89
Amarin Corporation (AMRN) 0.5 $918k 64k 14.47
Sonic Corporation 0.4 $898k 90k 10.02
Wabash National Corporation (WNC) 0.4 $896k 135k 6.62
RF Micro Devices 0.4 $880k 207k 4.25
Sba Communications Corp note 4.000%10/0 0.4 $869k 450k 1.93
United Rentals (URI) 0.4 $876k 26k 34.04
Oshkosh Corporation (OSK) 0.4 $867k 41k 20.94
OSI Systems (OSIS) 0.4 $863k 14k 63.36
Avery Dennison Corporation (AVY) 0.4 $849k 31k 27.37
Analogic Corporation 0.4 $849k 14k 61.98
Sourcefire 0.4 $856k 17k 51.37
VeriFone Systems 0.4 $832k 25k 33.08
Marriott International (MAR) 0.4 $800k 20k 39.20
Lennox International (LII) 0.4 $818k 18k 46.65
Trex Company (TREX) 0.4 $786k 26k 30.10
Select Comfort 0.4 $780k 37k 20.91
Monolithic Power Systems (MPWR) 0.4 $781k 39k 19.87
Robbins & Myers 0.4 $783k 19k 41.84
Exelis 0.4 $779k 79k 9.86
Cypress Semiconductor Corporation 0.4 $777k 59k 13.22
Benchmark Electronics (BHE) 0.4 $763k 55k 13.96
Virgin Media Inc note 6.500%11/1 0.4 $750k 500k 1.50
Ca 0.4 $756k 28k 27.10
Calpine Corporation 0.4 $750k 45k 16.52
Titan Machinery (TITN) 0.4 $752k 25k 30.39
School Specialty, Inc sdcv 3.750%11/3 0.4 $750k 1.0M 0.75
Koppers Holdings (KOP) 0.4 $732k 22k 34.01
Move 0.4 $729k 80k 9.11
Biomarin Pharmaceutical Inc note 1.875% 4/2 0.3 $714k 350k 2.04
Crocs (CROX) 0.3 $711k 44k 16.14
NetApp (NTAP) 0.3 $700k 22k 31.82
Teradata Corporation (TDC) 0.3 $710k 9.9k 71.97
Jabil Circuit (JBL) 0.3 $714k 35k 20.33
Dendreon Corp note 0.3 $700k 1.0M 0.70
Lender Processing Services 0.3 $685k 27k 25.28
PPG Industries (PPG) 0.3 $697k 6.6k 106.06
Mindray Medical International 0.3 $682k 23k 30.31
Sirius XM Radio 0.3 $691k 374k 1.85
NetScout Systems (NTCT) 0.3 $680k 32k 21.57
Tetra Tech (TTEK) 0.3 $661k 25k 26.07
Integrated Device Technology 0.3 $658k 117k 5.62
Seagate Technology Com Stk 0.3 $654k 26k 24.73
Comverse Technology 0.3 $635k 109k 5.82
L-3 Communications Holdings 0.3 $599k 8.1k 73.95
Insulet Corporation Cvt 3.75 0 convert 0.3 $611k 550k 1.11
Citrix Systems 0.3 $590k 7.0k 83.89
Regal-beloit Corporation (RRX) 0.3 $588k 9.4k 62.24
Electro Rent Corporation 0.3 $590k 36k 16.24
Fortinet (FTNT) 0.3 $561k 24k 23.21
Philip Morris International (PM) 0.3 $540k 6.2k 87.22
Assured Guaranty (AGO) 0.3 $538k 38k 14.09
Finish Line 0.3 $552k 26k 20.91
Rockwood Holdings 0.3 $542k 12k 44.38
IRIS International 0.3 $542k 48k 11.30
Mentor Graphics 4% 2031 conv 0.3 $535k 500k 1.07
Royal Gold Inc conv 0.3 $525k 500k 1.05
Bob Evans Farms 0.2 $499k 12k 40.18
F5 Networks (FFIV) 0.2 $497k 5.0k 99.60
Quality Distribution 0.2 $506k 46k 11.08
Mag Silver Corp (MAG) 0.2 $511k 59k 8.71
General Cable Corp Del New frnt 4.500% 11/1 0.2 $485k 500k 0.97
Polaris Industries (PII) 0.2 $469k 6.6k 71.45
Exar Corporation 0.2 $469k 58k 8.15
Volcano Corporation 0.2 $456k 16k 28.68
MedAssets 0.2 $471k 35k 13.46
Brookdale Senior Living note 0.2 $465k 500k 0.93
Heckmann Corporation 0.2 $442k 131k 3.38
Dryships Inc. note 5.000%12/0 0.2 $429k 588k 0.73
Silicon Motion Technology (SIMO) 0.2 $417k 30k 14.12
Endocyte 0.2 $421k 51k 8.22
Crimson Exploration 0.2 $396k 86k 4.59
BP (BP) 0.2 $392k 9.7k 40.57
Spdr S&p 500 Etf (SPY) 0.2 $381k 389k 0.98
InterDigital (IDCC) 0.2 $375k 13k 29.53
Energy Partners 0.2 $387k 23k 16.89
Pfizer (PFE) 0.2 $355k 16k 22.97
SPDR Gold Trust (GLD) 0.2 $367k 2.4k 154.98
Beam 0.2 $368k 5.9k 62.57
Marriott Vacations Wrldwde Cp (VAC) 0.2 $373k 12k 31.02
Och-Ziff Capital Management 0.2 $348k 46k 7.59
Mentor Graphics Corporation 0.2 $331k 22k 14.99
Loral Space & Communications 0.2 $327k 4.9k 67.37
KongZhong Corporation 0.2 $329k 41k 8.03
Industries N shs - a - (LYB) 0.2 $316k 7.8k 40.31
Veeco Instruments (VECO) 0.1 $313k 9.1k 34.33
Newport Corporation 0.1 $284k 24k 12.02
Wausau Paper 0.1 $261k 27k 9.74
Liberty Media Corp lcpad 0.1 $264k 3.0k 88.00
Facebook Inc cl a (META) 0.1 $258k 60k 4.29
Spartan Stores Inc note 3.375% 5/1 0.1 $243k 250k 0.97
Cincinnati Bell 0.1 $247k 66k 3.72
Skyworks Solutions (SWKS) 0.1 $240k 8.8k 27.42
Aruba Networks 0.1 $241k 16k 15.06
Anixter International 0.1 $235k 4.4k 53.11
Barclays Bk Plc ipth s^p vix 0.1 $245k 150k 1.63
Pepsi (PEP) 0.1 $230k 3.3k 70.60
Citigroup Inc unit 0.1 $213k 2.5k 85.47
MasTec (MTZ) 0.1 $219k 15k 15.06
Orbcomm 0.1 $225k 69k 3.27
Greenbrier Cos Inc note 2.375% 5/1 0.1 $196k 200k 0.98
Abbott Laboratories (ABT) 0.1 $211k 3.3k 64.41
Ingersoll-rand Co Ltd-cl A 0.1 $207k 4.9k 42.12
Metropolitan Health Networks 0.1 $209k 22k 9.57
Pacira Pharmaceuticals (PCRX) 0.1 $212k 13k 16.06
Cadence Design Systems (CDNS) 0.1 $176k 16k 11.02
iShares Russell 2000 Index (IWM) 0.1 $189k 243k 0.78
ATP Oil & Gas Corporation 0.1 $168k 53k 3.20
Journal Communications 0.1 $165k 32k 5.17
North Amern Energy Partners 0.1 $159k 62k 2.58
Aeroflex Holding 0.1 $153k 25k 6.05
Savient Pharmaceuticals note 0.1 $165k 500k 0.33
Yahoo! 0.1 $146k 160k 0.91
Kinder Morgan Inc/delaware Wts 0.1 $135k 63k 2.16
Cumulus Media 0.1 $128k 42k 3.02
MDC PARTNERS INC CL A SUB Vtg 0.1 $122k 11k 11.37
Oracle Corporation (ORCL) 0.1 $95k 46k 2.07
Nexstar Broadcasting (NXST) 0.1 $105k 16k 6.71
Gray Television (GTN) 0.0 $84k 57k 1.46
Juniper Networks (JNPR) 0.0 $71k 63k 1.13
Angeion Corporation 0.0 $88k 16k 5.47
Capital One Financial (COF) 0.0 $64k 69k 0.93
Vision-Sciences 0.0 $62k 41k 1.50
Baidu (BIDU) 0.0 $46k 13k 3.68
JPMorgan Chase & Co. (JPM) 0.0 $30k 51k 0.59
Yandex Nv-a (NBIS) 0.0 $28k 60k 0.47
Edwards Lifesciences (EW) 0.0 $2.0k 20k 0.10
Mbia (MBI) 0.0 $0 112k 0.00
Owens-Illinois 0.0 $3.0k 20k 0.15
Acme Packet 0.0 $3.2k 63k 0.05