Hatteras Alternative Mutual Funds

Hatteras Alternative Mutual Funds as of June 30, 2011

Portfolio Holdings for Hatteras Alternative Mutual Funds

Hatteras Alternative Mutual Funds holds 211 positions in its portfolio as reported in the June 2011 quarterly 13F filing

Company (Ticker) Portfolio Weight Valued At Change in Shares Share Count Share Price
Visa (V) 2.3 $2.6M 31k 84.22
JPMorgan Chase & Co. (JPM) 2.1 $2.4M 59k 40.95
Alkermes 2.0 $2.3M 124k 18.60
AtriCure (ATRC) 1.7 $2.0M 151k 12.90
Apple (AAPL) 1.6 $1.8M 5.4k 335.66
Marathon Oil Corporation (MRO) 1.5 $1.7M 33k 52.69
Exxon Mobil Corporation (XOM) 1.3 $1.5M 19k 81.38
News Corporation 1.3 $1.5M 84k 17.69
Microsoft Corporation (MSFT) 1.2 $1.4M 56k 26.00
Google 1.2 $1.3M 2.7k 506.38
Cedar Fair 1.1 $1.3M 66k 20.14
Fisher Communications 1.1 $1.3M 43k 29.83
General Electric Company 1.0 $1.2M 62k 18.86
Cablevision Systems Corporation 1.0 $1.2M 32k 36.19
Jazz Pharmaceuticals 1.0 $1.2M 35k 33.36
Oshkosh Corporation (OSK) 1.0 $1.1M 39k 28.94
Boston Scientific Corporation (BSX) 0.9 $1.1M 160k 6.91
Thermo Fisher Scientific (TMO) 0.9 $1.1M 17k 64.40
School Specialty, Inc sdcv 3.750%11/3 0.9 $1.1M 1.0M 1.06
Lincare Holdings 0.9 $1.1M 36k 29.28
Raytheon Company 0.9 $1.0M 21k 49.86
Liberty Media 0.9 $1.0M 14k 75.27
Pentair 0.9 $1.0M 25k 40.35
Greif (GEF) 0.8 $973k 15k 65.05
Celgene Corporation 0.8 $965k 16k 60.31
Ryder System (R) 0.8 $915k 16k 56.83
McKesson Corporation (MCK) 0.8 $887k 11k 83.68
Hutchinson Technology Inc note 3.250% 1/1 0.8 $878k 1.1M 0.81
Walt Disney Company (DIS) 0.8 $884k 23k 39.03
Alcatel-Lucent 0.8 $874k 152k 5.77
Orthofix International Nv Com Stk 0.7 $845k 20k 42.47
Timken Company (TKR) 0.7 $835k 17k 50.42
Life Technologies 0.7 $833k 16k 52.06
Flowserve Corporation (FLS) 0.7 $831k 7.6k 109.92
Meritor 0.7 $832k 52k 16.05
Williams Companies (WMB) 0.7 $821k 27k 30.24
Amdocs Ltd ord (DOX) 0.7 $812k 27k 30.40
Gilead Sciences (GILD) 0.7 $795k 19k 41.41
RTI Biologics 0.7 $799k 295k 2.71
Devon Energy Corporation (DVN) 0.7 $780k 9.9k 78.79
Petroleum Development Corporation 0.7 $781k 26k 29.89
Cognizant Technology Solutions (CTSH) 0.7 $758k 10k 73.34
CareFusion Corporation 0.7 $755k 28k 27.16
Frontier Oil Corporation 0.7 $750k 23k 32.33
Charter Communications 0.7 $756k 14k 54.25
Computer Sciences Corporation 0.6 $740k 20k 37.95
Goodrich Corporation 0.6 $726k 7.6k 95.53
Approach Resources 0.6 $729k 32k 22.66
Covidien 0.6 $729k 14k 53.21
Biomarin Pharmaceutical Inc note 1.875% 4/2 0.6 $720k 500k 1.44
HSN 0.6 $723k 22k 32.91
Complete Production Services 0.6 $721k 22k 33.38
Cit 0.6 $708k 16k 44.25
International Business Machines (IBM) 0.6 $703k 4.1k 171.46
Comstock Resources 0.6 $711k 25k 28.79
Morgan Stanley (MS) 0.6 $690k 30k 23.00
Cubist Pharmaceuticals 0.6 $691k 19k 35.99
EQT Corporation (EQT) 0.6 $695k 13k 52.53
CUBIST PHARM CONVERTIBLE security 0.6 $695k 500k 1.39
Humana (HUM) 0.6 $685k 8.5k 80.59
Quest Diagnostics Incorporated (DGX) 0.6 $686k 12k 59.14
Gmx Res Inc note 5.000% 2/0 0.6 $653k 695k 0.94
PerkinElmer (RVTY) 0.6 $651k 24k 26.90
Pioneer Natural Resources 0.6 $645k 7.2k 89.58
Flamel Technologies 0.6 $652k 122k 5.35
Via 0.6 $638k 13k 51.04
Aar (AIR) 0.6 $637k 24k 27.11
Cisco Systems (CSCO) 0.5 $624k 40k 15.60
Rock-Tenn Company 0.5 $622k 9.4k 66.33
World Fuel Services Corporation (WKC) 0.5 $611k 17k 35.94
Goldman Sachs (GS) 0.5 $586k 4.4k 133.18
Haemonetics Corporation (HAE) 0.5 $592k 9.2k 64.35
CommVault Systems (CVLT) 0.5 $591k 13k 44.48
Newpark Res Inc note 4.000%10/0 0.5 $585k 500k 1.17
Electro Rent Corporation 0.5 $578k 34k 17.12
Covanta Holding Corporation 0.5 $564k 34k 16.49
E TRADE Financial Corporation 0.5 $562k 41k 13.81
Cabot Oil & Gas Corporation (CTRA) 0.5 $567k 8.6k 66.32
Home Depot (HD) 0.5 $572k 16k 36.20
Medco Health Solutions 0.5 $565k 10k 56.50
Dr Pepper Snapple 0.5 $570k 14k 41.91
Cummins (CMI) 0.5 $559k 5.4k 103.52
MeadWestva 0.5 $554k 17k 33.30
Arvinmeritor Inc frnt 4.625% 3/0 0.5 $545k 500k 1.09
Annaly Capital Management 0.5 $543k 30k 18.03
Kohl's Corporation (KSS) 0.5 $540k 11k 50.00
Wells Fargo & Company (WFC) 0.5 $539k 19k 28.07
Suno 0.5 $544k 13k 41.69
Express Scripts 0.5 $545k 10k 53.96
Energy Xxi 0.5 $535k 16k 33.21
Triumph (TGI) 0.5 $538k 5.4k 99.63
Nalco Holding Company 0.5 $517k 19k 27.80
Applied Materials (AMAT) 0.5 $520k 40k 13.00
Micron Technology (MU) 0.5 $515k 69k 7.49
Chicago Bridge & Iron Company 0.5 $525k 14k 38.89
Spirit AeroSystems Holdings (SPR) 0.5 $525k 24k 22.01
Visteon Corporation (VC) 0.5 $520k 7.6k 68.42
Citigroup (C) 0.5 $521k 13k 41.68
Brookdale Senior Living note 0.5 $515k 500k 1.03
Greatbatch Inc sdcv 2.250% 6/1 0.4 $505k 500k 1.01
Ford Motor Company (F) 0.4 $510k 37k 13.78
Cypress Semiconductor Corporation 0.4 $499k 24k 21.12
Rex Energy Corporation 0.4 $499k 49k 10.27
Finish Line 0.4 $492k 23k 21.39
Savient Pharmaceuticals note 0.4 $500k 500k 1.00
Teva Pharmaceutical Industries (TEVA) 0.4 $482k 10k 48.20
Volcano Corporation 0.4 $491k 15k 32.26
Lear Corporation (LEA) 0.4 $471k 8.8k 53.52
Red Hat 0.4 $474k 10k 45.86
Integrated Device Technology 0.4 $464k 59k 7.86
Marsh & McLennan Companies (MMC) 0.4 $468k 15k 31.20
NCR Corporation (VYX) 0.4 $465k 25k 18.90
Assured Guaranty (AGO) 0.4 $459k 28k 16.31
Kforce (KFRC) 0.4 $463k 35k 13.08
Ens 0.4 $453k 8.5k 53.29
Dryships Inc. note 5.000%12/0 0.4 $450k 500k 0.90
Activision Blizzard 0.4 $450k 39k 11.69
Teleflex Incorporated (TFX) 0.4 $452k 7.4k 61.08
FormFactor (FORM) 0.4 $453k 50k 9.06
Spansion 0.4 $455k 24k 19.26
Spectranetics Corporation 0.4 $449k 72k 6.22
Nuance Communications 0.4 $444k 21k 21.48
URS Corporation 0.4 $438k 9.8k 44.69
American Capital 0.4 $431k 43k 9.92
Dollar General (DG) 0.4 $424k 13k 33.92
BP (BP) 0.4 $416k 9.4k 44.26
Weyerhaeuser Company (WY) 0.4 $420k 19k 21.85
El Paso Corporation 0.3 $403k 20k 20.20
Take-Two Interactive Software (TTWO) 0.3 $406k 27k 15.28
Ca 0.3 $388k 17k 22.82
Canadian Natural Resources (CNQ) 0.3 $377k 9.0k 41.89
USD.001 Atlas Energy Lp ltd part 0.3 $380k 18k 21.71
Global Inds Ltd dbcv 2.750% 8/0 0.3 $370k 500k 0.74
Anadarko Petroleum Corporation 0.3 $368k 4.8k 76.67
Qualcomm (QCOM) 0.3 $368k 6.5k 56.79
RSC Holdings 0.3 $365k 31k 11.97
VASCO Data Security International 0.3 $371k 30k 12.45
Hutchinson Technology Inc note 8.500% 1/1 0.3 $370k 435k 0.85
Powerwave Technologies 0.3 $354k 120k 2.95
GATX Corporation (GATX) 0.3 $356k 9.6k 37.08
Quicksilver Resources 0.3 $359k 24k 14.77
Equinix 0.3 $358k 3.5k 101.04
Kohlberg Capital (KCAP) 0.3 $357k 45k 7.94
Wal-Mart Stores (WMT) 0.3 $351k 6.6k 53.18
Sirius XM Radio 0.3 $349k 160k 2.19
Makemytrip Limited Mauritius (MMYT) 0.3 $343k 14k 24.50
Spdr S&p 500 Etf (SPY) 0.3 $334k 246k 1.36
Pfizer (PFE) 0.3 $323k 16k 20.57
Hess (HES) 0.3 $316k 4.2k 74.70
Diana Containerships 0.3 $311k 44k 7.12
BMC Software 0.3 $299k 5.5k 54.68
Verizon Communications (VZ) 0.3 $298k 8.0k 37.25
VeriFone Systems 0.3 $301k 6.8k 44.32
SeraCare Life Sciences 0.3 $302k 80k 3.77
Solutia 0.2 $289k 13k 22.85
Maxygen 0.2 $294k 54k 5.47
Citrix Systems 0.2 $283k 3.5k 79.88
Exelon Corporation (EXC) 0.2 $278k 6.5k 42.78
Tessera Technologies 0.2 $273k 16k 17.12
Navistar International Corporation 0.2 $282k 5.0k 56.40
Goodyear Tire Rubr Pfd 5.875% p 0.2 $278k 5.0k 55.60
Hypercom Corporation (HYC) 0.2 $267k 27k 9.81
InterDigital (IDCC) 0.2 $265k 6.5k 40.93
Loral Space & Communications 0.2 $255k 3.7k 69.37
Forestar 0.2 $251k 15k 16.40
Gentiva Health Services 0.2 $250k 12k 20.83
Oclaro 0.2 $258k 38k 6.72
Spartan Stores Inc note 3.375% 5/1 0.2 $248k 250k 0.99
Occidental Petroleum Corporation (OXY) 0.2 $247k 2.4k 104.00
Boise 0.2 $245k 31k 7.80
ITT Corporation 0.2 $230k 3.9k 58.97
Sensata Technologies Hldg Bv 0.2 $235k 6.3k 37.60
KIT digital 0.2 $229k 19k 11.93
Amylin Pharmaceuticals Inc note 3.000% 6/1 0.2 $225k 250k 0.90
Mag Silver Corp (MAG) 0.2 $224k 23k 9.96
Affymax (AFFY) 0.2 $211k 31k 6.87
MEMC Electronic Materials 0.2 $213k 25k 8.52
Barclays Bk Plc ipth s^p vix 0.2 $211k 10k 21.10
Greenbrier Cos Inc note 2.375% 5/1 0.2 $192k 200k 0.96
Cogent Communications (CCOI) 0.2 $201k 12k 17.02
VMware 0.2 $202k 2.0k 100.00
Chemtura Corporation 0.2 $192k 11k 18.24
Liberty Media 0.2 $189k 11k 16.80
Hackett (HCKT) 0.2 $180k 35k 5.08
Endeavour International C 0.1 $151k 10k 15.10
iShares Russell 2000 Index (IWM) 0.1 $140k 129k 1.08
TiVo 0.1 $141k 14k 10.33
Caliper Life Sciences 0.1 $113k 14k 8.13
Metropolitan Health Networks 0.1 $120k 25k 4.80
Gravity 0.1 $101k 65k 1.57
Cumulus Media 0.1 $109k 31k 3.49
Cenveo 0.1 $107k 17k 6.41
Mbia (MBI) 0.1 $91k 79k 1.15
iShares Silver Trust (SLV) 0.1 $71k 50k 1.42
Bank of America Corporation (BAC) 0.0 $43k 186k 0.23
Health Care SPDR (XLV) 0.0 $41k 48k 0.86
Orbcomm 0.0 $41k 13k 3.11
ATP Oil & Gas Corporation 0.0 $32k 53k 0.60
Yahoo! 0.0 $21k 52k 0.40
Pantry 0.0 $27k 18k 1.54
CurrencyShares Euro Trust 0.0 $19k 59k 0.32
Eastman Kodak Company 0.0 $14k 53k 0.27
Pitney Bowes (PBI) 0.0 $5.9k 39k 0.15
Adobe Systems Incorporated (ADBE) 0.0 $16k 40k 0.40
Itron (ITRI) 0.0 $9.9k 14k 0.70
Lexmark International 0.0 $14k 20k 0.71
Legg Mason 0.0 $2.9k 29k 0.10
Nokia Corporation (NOK) 0.0 $453k 72k 6.29
Vodafone 0.0 $4.0k 12k 0.33
Southwestern Energy Company 0.0 $2.9k 15k 0.20
DreamWorks Animation SKG 0.0 $5.0k 16k 0.32