Hatteras Alternative Mutual Funds

Hatteras Alternative Mutual Funds as of Sept. 30, 2012

Portfolio Holdings for Hatteras Alternative Mutual Funds

Hatteras Alternative Mutual Funds holds 225 positions in its portfolio as reported in the September 2012 quarterly 13F filing

Company (Ticker) Portfolio Weight Valued At Change in Shares Share Count Share Price
Microsoft Corporation (MSFT) 2.5 $5.2M 174k 29.78
Teva Pharmaceutical Industries (TEVA) 1.8 $3.7M 90k 41.40
Apple (AAPL) 1.8 $3.7M 5.5k 667.21
Inergy 1.7 $3.5M 185k 19.03
Haemonetics Corporation (HAE) 1.5 $3.1M 39k 80.20
Johnson & Johnson (JNJ) 1.5 $3.1M 45k 68.93
Royal Dutch Shell 1.5 $3.1M 43k 71.31
Hologic (HOLX) 1.4 $2.9M 144k 20.24
American International (AIG) 1.4 $2.8M 85k 32.79
Exxon Mobil Corporation (XOM) 1.3 $2.8M 30k 91.46
E.I. du Pont de Nemours & Company 1.3 $2.6M 52k 50.27
Six Flags Entertainment (SIX) 1.2 $2.6M 44k 58.80
Approach Resources 1.2 $2.5M 84k 30.13
Computer Programs & Systems (TBRG) 1.2 $2.4M 44k 55.55
Google 1.2 $2.4M 3.2k 754.47
Cedar Fair 1.2 $2.4M 72k 33.47
CommVault Systems (CVLT) 1.1 $2.3M 39k 58.69
USD.001 Atlas Energy Lp ltd part 1.1 $2.3M 65k 34.55
Hollyfrontier Corp 1.1 $2.2M 53k 41.27
Devon Energy Corporation (DVN) 0.9 $1.8M 30k 60.50
CareFusion Corporation 0.9 $1.8M 65k 28.39
Triumph (TGI) 0.9 $1.8M 29k 62.55
Ultratech 0.9 $1.8M 58k 31.39
Life Technologies 0.8 $1.7M 36k 48.85
Qualcomm (QCOM) 0.8 $1.7M 28k 62.49
Corning Incorporated (GLW) 0.8 $1.7M 131k 13.15
Martin Marietta Materials (MLM) 0.8 $1.7M 20k 82.89
Weatherford International Lt reg 0.8 $1.7M 132k 12.68
L-3 Communications Holdings 0.8 $1.6M 23k 71.73
RTI Biologics 0.8 $1.6M 392k 4.17
McKesson Corporation (MCK) 0.8 $1.6M 19k 86.04
Tetra Tech (TTEK) 0.8 $1.6M 61k 26.26
Barnes & Noble 0.8 $1.6M 125k 12.78
Fisher Communications 0.8 $1.6M 44k 36.77
Skyworks Solutions (SWKS) 0.8 $1.6M 67k 23.57
Endo Pharmaceuticals 0.7 $1.5M 47k 31.73
Stryker Corporation (SYK) 0.7 $1.5M 26k 55.64
Cognizant Technology Solutions (CTSH) 0.7 $1.4M 21k 69.94
Hanesbrands (HBI) 0.7 $1.4M 45k 31.88
Charter Communications 0.7 $1.4M 19k 75.08
AtriCure (ATRC) 0.7 $1.4M 190k 7.44
Ellie Mae 0.7 $1.4M 52k 27.24
Time Warner Cable 0.7 $1.4M 15k 95.09
Dex (DXCM) 0.7 $1.4M 92k 15.03
Spectranetics Corporation 0.7 $1.4M 94k 14.75
Carter's (CRI) 0.7 $1.4M 25k 53.83
Granite Real Estate 0.7 $1.4M 38k 35.90
Pdc Energy 0.7 $1.4M 43k 31.63
TRW Automotive Holdings 0.6 $1.3M 30k 43.71
Koppers Holdings (KOP) 0.6 $1.3M 38k 34.94
Suncor Energy (SU) 0.6 $1.3M 40k 32.84
Quanta Services (PWR) 0.6 $1.3M 53k 24.69
Sirius XM Radio 0.6 $1.3M 499k 2.60
Tronox 0.6 $1.3M 57k 22.66
Solta Medical 0.6 $1.2M 393k 3.14
E TRADE Financial Corporation 0.6 $1.2M 137k 8.81
Marathon Oil Corporation (MRO) 0.6 $1.2M 41k 29.58
Rex Energy Corporation 0.6 $1.2M 90k 13.35
Comstock Resources 0.6 $1.2M 65k 18.39
Pioneer Natural Resources 0.6 $1.2M 11k 104.42
Chemtura Corporation 0.6 $1.2M 68k 17.22
Host Hotels & Resorts (HST) 0.6 $1.1M 72k 16.05
Office Depot 0.6 $1.2M 451k 2.56
Red Hat 0.6 $1.2M 21k 56.92
Oshkosh Corporation (OSK) 0.6 $1.1M 41k 27.44
Unknown 0.6 $1.1M 52k 21.98
Capital One Financial (COF) 0.5 $1.1M 20k 57.01
Covidien 0.5 $1.1M 19k 59.41
Equinix 0.5 $1.1M 5.4k 205.98
Huntsman Corporation (HUN) 0.5 $1.1M 72k 14.92
Innospec (IOSP) 0.5 $1.1M 32k 33.90
Silicon Motion Technology (SIMO) 0.5 $1.1M 73k 14.78
JPMorgan Chase & Co. (JPM) 0.5 $1.0M 26k 40.47
Financial Select Sector SPDR (XLF) 0.5 $1.0M 66k 15.60
Advanced Micro Devices Inc note 6.000% 5/0 0.5 $1.0M 1.0M 1.02
Nuance Communications 0.5 $1.0M 41k 24.89
OSI Systems (OSIS) 0.5 $1.0M 13k 77.82
Linkedin Corp 0.5 $1.0M 8.5k 120.35
Comverse Technology 0.5 $988k 161k 6.15
Talisman Energy Inc Com Stk 0.5 $997k 75k 13.32
Sba Communications Corp note 4.000%10/0 0.5 $954k 450k 2.12
Best Buy (BBY) 0.5 $959k 56k 17.19
American Axle & Manufact. Holdings (AXL) 0.5 $948k 84k 11.27
Clean Harbors (CLH) 0.4 $900k 18k 48.87
Cabot Microelectronics Corporation 0.4 $907k 26k 35.15
Greatbatch 0.4 $906k 37k 24.32
OYO Geospace Corporation 0.4 $916k 7.5k 122.46
North Amern Energy Partners 0.4 $910k 316k 2.88
General Motors Company (GM) 0.4 $910k 40k 22.75
Greenbrier Co Inc conv bnd 0.4 $900k 1.0M 0.90
Sina Corporation 0.4 $899k 14k 64.68
Virgin Media Inc note 6.500%11/1 0.4 $860k 500k 1.72
Geo 0.4 $865k 31k 27.68
Glu Mobile 0.4 $864k 187k 4.63
Federal-Mogul Corporation 0.4 $854k 93k 9.15
General Electric Company 0.4 $858k 38k 22.70
Sealed Air (SEE) 0.4 $850k 55k 15.45
Morgan Stanley (MS) 0.4 $852k 51k 16.74
EMC Corporation 0.4 $843k 31k 27.28
Dover Corporation (DOV) 0.4 $851k 14k 59.51
Calpine Corporation 0.4 $841k 49k 17.30
Seagate Technology Com Stk 0.4 $820k 26k 31.00
Sourcefire 0.4 $817k 17k 49.03
Alkermes (ALKS) 0.4 $822k 40k 20.76
Cisco Systems (CSCO) 0.4 $815k 43k 19.09
Home Inns & Hotels Management 0.4 $813k 33k 24.79
Analogic Corporation 0.4 $815k 10k 78.19
Citigroup (C) 0.4 $805k 25k 32.72
Elan Corporation 0.4 $783k 73k 10.73
Finish Line 0.4 $782k 34k 22.73
Abaxis 0.4 $780k 22k 35.92
Electronic Arts (EA) 0.4 $774k 61k 12.69
Conceptus 0.4 $770k 38k 20.32
Teradata Corporation (TDC) 0.4 $744k 9.9k 75.42
NetApp (NTAP) 0.3 $730k 22k 32.88
Stage Stores 0.3 $712k 34k 21.07
Orthofix International Nv Com Stk 0.3 $701k 16k 44.77
Integrated Device Technology 0.3 $689k 117k 5.88
Humana (HUM) 0.3 $689k 9.8k 70.16
Fortinet (FTNT) 0.3 $664k 28k 24.13
School Specialty, Inc sdcv 3.750%11/3 0.3 $660k 1.0M 0.66
Wabash National Corporation (WNC) 0.3 $641k 90k 7.13
Emulex Corporation 0.3 $633k 88k 7.21
Ca 0.3 $629k 24k 25.78
Zhongpin 0.3 $627k 57k 10.99
Cypress Semiconductor Corporation 0.3 $630k 59k 10.72
Electro Rent Corporation 0.3 $616k 35k 17.68
Notes Gencorp Inc. 4.0625% dbcv 0.3 $630k 500k 1.26
Insulet Corporation Cvt 3.75 0 convert 0.3 $611k 550k 1.11
Fidelity National Finance conv 0.3 $610k 500k 1.22
Volcano Corporation 0.3 $594k 21k 28.56
tw tele 0.3 $587k 23k 26.09
Tyson Foods Inc note 3.250%10/1 0.3 $550k 500k 1.10
Mentor Graphics 4% 2031 conv 0.3 $560k 500k 1.12
Citrix Systems 0.3 $539k 7.0k 76.64
Las Vegas Sands (LVS) 0.3 $533k 12k 46.35
News Corporation 0.3 $546k 22k 24.54
General Cable Corp Del New frnt 4.500% 11/1 0.3 $535k 500k 1.07
F5 Networks (FFIV) 0.2 $522k 5.0k 104.61
K12 0.2 $513k 25k 20.20
Integra Lifesciences Holdings conv bnd 0.2 $510k 500k 1.02
Dryships Inc. note 5.000%12/0 0.2 $488k 588k 0.83
Loral Space & Communications 0.2 $502k 7.1k 71.06
Georgia Gulf Corporation 0.2 $498k 14k 36.22
Liquidity Services (LQDT) 0.2 $497k 9.9k 50.18
Wabash National Corp 3.375 '18 conv 0.2 $500k 500k 1.00
Crimson Exploration 0.2 $470k 110k 4.27
Orbcomm 0.2 $477k 128k 3.74
Mag Silver Corp (MAG) 0.2 $470k 39k 12.17
Endocyte 0.2 $479k 48k 9.98
GROUP Affymetrix Inc cnv 0.2 $485k 500k 0.97
Iron Mountain Incorporated 0.2 $450k 13k 34.11
Exar Corporation 0.2 $460k 58k 8.00
RF Micro Devices 0.2 $450k 114k 3.95
Pacira Pharmaceuticals (PCRX) 0.2 $454k 26k 17.39
Electronic Arts Inc conv 0.2 $455k 500k 0.91
Assured Guaranty (AGO) 0.2 $425k 31k 13.61
IRIS International 0.2 $427k 22k 19.50
BP (BP) 0.2 $409k 9.7k 42.33
Pfizer (PFE) 0.2 $404k 16k 24.82
NVIDIA Corporation (NVDA) 0.2 $411k 31k 13.35
Grand Canyon Education (LOPE) 0.2 $416k 18k 23.53
SPDR Gold Trust (GLD) 0.2 $407k 2.4k 171.88
Associated Estates Realty Corporation 0.2 $405k 27k 15.17
Move 0.2 $406k 47k 8.62
Epl Oil & Gas 0.2 $419k 21k 20.27
Gaylord Entertainment Company 0.2 $387k 9.8k 39.49
Lennox International (LII) 0.2 $387k 8.0k 48.40
Casella Waste Systems (CWST) 0.2 $386k 90k 4.28
Yandex Nv-a (NBIS) 0.2 $395k 16k 24.09
Blucora 0.2 $384k 22k 17.82
MedAssets 0.2 $372k 21k 17.78
VeriFone Systems 0.2 $343k 12k 27.81
Mentor Graphics Corporation 0.2 $337k 22k 15.50
KongZhong Corporation 0.2 $323k 48k 6.72
Dendreon Corp note 0.2 $330k 500k 0.66
Spdr S&p 500 Etf (SPY) 0.1 $318k 155k 2.06
Nexstar Broadcasting (NXST) 0.1 $309k 29k 10.63
Amarin Corporation (AMRN) 0.1 $317k 25k 12.60
Royal Gold Inc conv 0.1 $303k 250k 1.21
Oaktree Cap 0.1 $308k 7.5k 41.07
Gray Television (GTN) 0.1 $287k 126k 2.28
Ingersoll-rand Co Ltd-cl A 0.1 $289k 6.4k 44.85
Beam 0.1 $291k 5.1k 57.53
Monster Worldwide 0.1 $273k 37k 7.32
Bruker Corporation (BRKR) 0.1 $272k 21k 13.08
Veeco Instruments (VECO) 0.1 $274k 9.1k 30.05
Spartan Stores Inc note 3.375% 5/1 0.1 $240k 250k 0.96
Entertainment Properties Trust 0.1 $242k 5.4k 44.44
Energy Xxi 0.1 $246k 7.0k 34.99
JAKKS Pacific 0.1 $257k 18k 14.58
Skilled Healthcare 0.1 $238k 37k 6.43
Pepsi (PEP) 0.1 $231k 3.3k 70.90
Apogee Enterprises (APOG) 0.1 $236k 12k 19.63
Aruba Networks 0.1 $220k 9.8k 22.45
Chesapeake Lodging Trust sh ben int 0.1 $229k 12k 19.83
Northstar Realty Finance 0.1 $213k 33k 6.37
Suncoke Energy (SXC) 0.1 $213k 13k 16.15
Greenbrier Cos Inc note 2.375% 5/1 0.1 $196k 200k 0.98
HFF 0.1 $194k 13k 14.92
Metropolitan Health Networks 0.1 $183k 20k 9.36
Acme Packet 0.1 $180k 11k 17.14
Tenet Healthcare Corporation 0.1 $157k 25k 6.28
Steelcase (SCS) 0.1 $162k 17k 9.84
Regal Entertainment 0.1 $175k 12k 14.07
iShares Russell 2000 Index (IWM) 0.1 $169k 211k 0.80
Barclays Bk Plc ipth s^p vix 0.1 $156k 17k 9.02
Education Realty Trust 0.1 $153k 14k 10.93
Journal Communications 0.1 $138k 27k 5.18
SPDR S&P MidCap 400 ETF (MDY) 0.1 $147k 31k 4.70
Savient Pharmaceuticals note 0.1 $140k 500k 0.28
Danaher Corporation (DHR) 0.1 $115k 44k 2.65
Cumulus Media 0.1 $116k 42k 2.73
Assisted Living Concepts 0.1 $114k 15k 7.60
Westfield Financial 0.1 $124k 17k 7.52
Quality Distribution 0.1 $97k 11k 9.26
Mgc Diagnostics 0.1 $97k 16k 6.02
Cincinnati Bell 0.0 $73k 13k 5.67
Ford Motor Company (F) 0.0 $41k 257k 0.16
Netflix (NFLX) 0.0 $22k 14k 1.57
Wells Fargo & Company (WFC) 0.0 $5.1k 23k 0.22
Chesapeake Energy Corporation 0.0 $4.0k 25k 0.16
Hertz Global Holdings 0.0 $9.9k 66k 0.15
Activision Blizzard 0.0 $3.1k 31k 0.10
Owens-Illinois 0.0 $0 13k 0.00