0000894189-11-003511.txt : 20110815
0000894189-11-003511.hdr.sgml : 20110815
20110815164919
ACCESSION NUMBER: 0000894189-11-003511
CONFORMED SUBMISSION TYPE: 13F-HR
PUBLIC DOCUMENT COUNT: 1
CONFORMED PERIOD OF REPORT: 20110630
FILED AS OF DATE: 20110815
DATE AS OF CHANGE: 20110815
EFFECTIVENESS DATE: 20110815
FILER:
COMPANY DATA:
COMPANY CONFORMED NAME: Hatteras Alternative Mutual Funds, LLC
CENTRAL INDEX KEY: 0001513062
IRS NUMBER: 460473341
STATE OF INCORPORATION: NC
FISCAL YEAR END: 1211
FILING VALUES:
FORM TYPE: 13F-HR
SEC ACT: 1934 Act
SEC FILE NUMBER: 028-14493
FILM NUMBER: 111037244
BUSINESS ADDRESS:
STREET 1: 8540 COLONNADE CENTER DRIVE
STREET 2: SUITE 401
CITY: RALEIGH
STATE: NC
ZIP: 27615
BUSINESS PHONE: 919-846-2324
MAIL ADDRESS:
STREET 1: 8540 COLONNADE CENTER DRIVE
STREET 2: SUITE 401
CITY: RALEIGH
STATE: NC
ZIP: 27615
13F-HR
1
hamft_13f-hr.txt
QUARTERLY HOLDINGS REPORT
UNITED STATES
SECURITIES AND EXCHANGE COMMISSION
Washington D.C. 20549
FORM 13F
FORM 13F COVER PAGE
Report for the Calendar Year or Quarter Ended: June 30, 2011
Check here if Amendment [ ]: Amendment Number: [ ]
This Amendment (Check only one.): [ ] is a restatement.
[ ] adds new holdings entries.
Institutional Investment Manager Filing this Report:
Name: Hatteras Alternative Mutual Funds, LLC
Address: 8540 Colonnade Center Drive, Suite 401
Raleigh, NC 27615
13F File Number: 028-14493
The institutional investment manager filing this report and the
person by whom it is signed hereby represent that the person
signing the report is authorized to submit it that all
information contained herein is true, correct and complete, and
that it is understood that all required items, statements,
schedules, lists and tables are considered integral parts of
this form.
Person Signing this Report on Behalf of Reporting Manager:
Name: Andrew P. Chica
Title: Chief Compliance Officer
Phone: (919) 846-2324
Signature, Place, and Date of Signing
/s/ Andrew P. Chica Raleigh, NC Date: August 12, 2011
Report Type (Check only one.):
[ ] 13F HOLDINGS REPORT.
[ ] 13F NOTICE.
[X] 13F COMBINATION REPORT.
List of Other Managers Reporting for this Manager:
Name Form 13F File Number
Chartwell Investment Partners, LP 028-06462
GAMCO Asset Management, Inc. 028-10894
Nicholas Investment Partners, LP 028-12426
OMT Capital Management, LLC 028-14338
TWIN Capital Management, Inc. 028-07078
I AM SIGNING THIS REPORT AS REQUIRED BY THE SECURITIES EXCHANGE
ACT OF 1934.
FORM 13F SUMMARY PAGE
Report Summary:
Number of Other Included Managers 0
Form 13F Information Table Entry Total: 218
Form 13F Information Table Value Total: $114,559
List of Other Included Managers: None
COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8
NAME OF ISSUER TITLE OF CLASS CUSIP VALUE SHRS OR SH/ PUT/ INVESTMENT OTHER SOLE SHARED NONE
(x$1000) PRN AMT PRN CALL DISCRETION MANAGER
AAR CORP COM 000361105 637 23,500 SH DEFINED 23,500
ALCATEL-LUCENT SPONSORED ADR 013904305 874 151,541 SH DEFINED 151,541
ANADARKO PETE CORP COM 032511107 368 4,800 SH DEFINED 4,800
ANNALY CAP MGMT INC COM 035710409 543 30,112 SH DEFINED 30,112
APPLE INC COM 037833100 1,827 5,443 SH DEFINED 5,443
APPLIED MATLS INC COM 038222105 520 40,000 SH DEFINED 40,000
BP PLC SPONSORED ADR 055622104 416 9,400 SH DEFINED 9,400
BMC SOFTWARE INC COM 055921100 299 5,468 SH DEFINED 5,468
BANK OF AMERICA CORPORATION COM 060505104 29 125,000 CALL DEFINED 125,000
BANK OF AMERICA CORPORATION COM 060505104 663 60,500 SH DEFINED 60,500
BOSTON SCIENTIFIC CORP COM 101137107 1,105 159,900 SH DEFINED 159,900
CIT GROUP INC COM 125581801 708 16,000 SH DEFINED 16,000
CABOT OIL & GAS CORP COM 127097103 567 8,550 SH DEFINED 8,550
CALIPER LIFE SCIENCES INC COM 130872104 113 13,900 SH DEFINED 13,900
CANADIAN NAT RES LTD COM 136385101 377 9,000 SH DEFINED 9,000
CEDAR FAIR L P DEPOSITRY UNIT 150185106 1,321 65,590 SH DEFINED 65,590
CELGENE CORP COM 151020104 965 16,000 SH DEFINED 16,000
CHEMTURA CORP COM 163893209 192 10,528 SH DEFINED 10,528
CHICAGO BRIDGE & IRON CO N V NY REGISTRY SH 167250109 525 13,500 SH DEFINED 13,500
CITIGROUP INC COM 172967424 521 12,500 SH DEFINED 12,500
CITRIX SYS INC COM 177376100 283 3,543 SH DEFINED 3,543
COGNIZANT TECHNOLOGY SOLUTIO CL A 192446102 758 10,335 SH DEFINED 10,335
COMMVAULT SYSTEMS INC COM 204166102 591 13,288 SH DEFINED 13,288
COMPUTER SCIENCES CORP COM 205363104 740 19,500 SH DEFINED 19,500
COMSTOCK RES INC COM 205768203 711 24,695 SH DEFINED 24,695
CUBIST PHARMACEUTICALS INC COM 229678107 691 19,200 SH DEFINED 19,200
CUMMINS INC COM 231021106 559 5,400 SH DEFINED 5,400
CUMULUS MEDIA INC CL A 231082108 109 31,250 SH DEFINED 31,250
CYPRESS SEMICONDUCTOR CORP COM 232806109 499 23,624 SH DEFINED 23,624
DISNEY WALT CO COM 254687106 884 22,650 SH DEFINED 22,650
DOLLAR GEN CORP COM 256677105 424 12,500 SH DEFINED 12,500
E TRADE FINANCIAL CORP COM 269246401 562 40,700 SH DEFINED 40,700
EASTMAN KODAK CO COM 277461109 14 52,500 CALL DEFINED 52,500
ELECTRO RENT CORP COM 285218103 578 33,765 SH DEFINED 33,765
EXPRESS SCRIPTS INC COM 302182100 545 10,100 SH DEFINED 10,100
FINISH LINE INC CL A 317923100 492 23,000 SH DEFINED 23,000
FISHER COMMUNICATIONS INC COM 337756209 1,294 43,379 SH DEFINED 43,379
FLAMEL TECHNOLOGIES SA SPONSORED ADR 338488109 652 121,911 SH DEFINED 121,911
FORD MTR CO COM PAR $0.01 345370860 510 37,000 SH DEFINED 37,000
FORESTAR GROUP INC COM 346233109 251 15,306 SH DEFINED 15,306
FORMFACTOR INC COM 346375108 453 50,000 SH DEFINED 50,000
GATX CORP COM 361448103 356 9,600 SH DEFINED 9,600
GENERAL ELECTRIC CO COM 369604103 1,175 62,300 SH DEFINED 62,300
GILEAD SCIENCES INC COM 375558103 795 19,200 SH DEFINED 19,200
GOODRICH CORP COM 382388106 726 7,600 SH DEFINED 7,600
GOODYEAR TIRE & RUBR CO PFD CONV 382550309 278 5,000 SH DEFINED 5,000
GREIF INC CL A 397624107 973 14,958 SH DEFINED 14,958
HSN INC COM 404303109 723 21,969 SH DEFINED 21,969
HACKETT GROUP INC COM 404609109 180 35,400 SH DEFINED 35,400
HAEMONETICS CORP COM 405024100 592 9,200 SH DEFINED 9,200
HOME DEPOT INC COM 437076102 572 15,800 SH DEFINED 15,800
HUMANA INC COM 444859102 685 8,500 SH DEFINED 8,500
ITT CORP COM 450911102 230 3,900 SH DEFINED 3,900
INTEGRATED DEVICE TECHNOLOGY COM 458118106 464 59,059 SH DEFINED 59,059
INTERNATIONAL BUSINESS MACHS COM 459200101 703 4,100 SH DEFINED 4,100
ISHARES TR RUSSELL 2000 464287655 140 129,200 PUT DEFINED 129,200
ITRON INC COM 465741106 10 14,200 CALL DEFINED 14,200
JAZZ PHARMACEUTICALS INC COM 472147107 1,151 34,500 SH DEFINED 34,500
KIT DIGITAL INC COM 482470200 229 19,194 SH DEFINED 19,194
KFORCE INC COM 493732101 463 35,400 SH DEFINED 35,400
KOHLBERG CAPITAL CORP COM 500233101 357 44,967 SH DEFINED 44,967
KOHLS CORP COM 500255104 540 10,800 SH DEFINED 10,800
LEAR CORP COM 521865204 471 8,800 SH DEFINED 8,800
LEGG MASON INC COM 524901105 1 10,000 PUT DEFINED 10,000
LEGG MASON INC COM 524901105 613 18,700 SH DEFINED 18,700
LEXMARK INTL NEW CL A 529771107 14 19,600 CALL DEFINED 19,600
LINCARE HLDGS INC COM 532791100 1,051 35,900 SH DEFINED 35,900
LORAL SPACE & COMMUNICATNS I COM 543881106 255 3,676 SH DEFINED 3,676
MEMC ELECTR MATLS INC COM 552715104 213 25,000 SH DEFINED 25,000
MARATHON OIL CORP COM 565849106 1,715 32,550 SH DEFINED 32,550
MARSH & MCLENNAN COS INC COM 571748102 468 15,000 SH DEFINED 15,000
MAXYGEN INC COM 577776107 294 53,702 SH DEFINED 53,702
MEADWESTVACO CORP COM 583334107 554 16,635 SH DEFINED 16,635
METROPOLITAN HEALTH NETWORKS COM 592142103 120 25,000 SH DEFINED 25,000
MICROSOFT CORP COM 594918104 1,448 55,700 SH DEFINED 55,700
MICRON TECHNOLOGY INC COM 595112103 515 68,800 SH DEFINED 68,800
MORGAN STANLEY COM 617446448 690 30,000 SH DEFINED 30,000
NOKIA CORP SPONSORED ADR 654902204 0 72,000 CALL DEFINED 72,000
OCCIDENTAL PETE CORP COM 674599105 247 2,375 SH DEFINED 2,375
OSHKOSH CORP COM 688239201 1,130 39,050 SH DEFINED 39,050
PANTRY INC COM 698657103 27 17,500 CALL DEFINED 17,500
PENTAIR INC COM 709631105 1,025 25,400 SH DEFINED 25,400
PERKINELMER INC COM 714046109 651 24,200 SH DEFINED 24,200
PETROLEUM DEV CORP COM 716578109 781 26,125 SH DEFINED 26,125
PFIZER INC COM 717081103 323 15,700 SH DEFINED 15,700
PIONEER NAT RES CO COM 723787107 645 7,200 SH DEFINED 7,200
PITNEY BOWES INC COM 724479100 6 39,400 CALL DEFINED 39,400
POWERWAVE TECHNOLOGIES INC COM 739363109 354 120,000 SH DEFINED 120,000
QUALCOMM INC COM 747525103 368 6,480 SH DEFINED 6,480
RAYTHEON CO COM 755111507 1,047 21,000 SH DEFINED 21,000
RED HAT INC COM 756577102 474 10,335 SH DEFINED 10,335
REX ENERGY CORPORATION COM 761565100 499 48,600 SH DEFINED 48,600
ROCK-TENN CO CL A 772739207 622 9,378 SH DEFINED 9,378
RYDER SYS INC COM 783549108 915 16,100 SH DEFINED 16,100
SOLUTIA INC COM 834376501 289 12,645 SH DEFINED 12,645
SOUTHWESTERN ENERGY CO COM 845467109 3 14,700 CALL DEFINED 14,700
SPIRIT AEROSYSTEMS HLDGS INC COM CL A 848574109 525 23,850 SH DEFINED 23,850
TAKE-TWO INTERACTIVE SOFTWAR COM 874054109 406 26,577 SH DEFINED 26,577
TELEFLEX INC COM 879369106 452 7,400 SH DEFINED 7,400
TEVA PHARMACEUTICAL INDS LTD ADR 881624209 482 10,000 SH DEFINED 10,000
THERMO FISHER SCIENTIFIC INC COM 883556102 1,069 16,600 SH DEFINED 16,600
TIMKEN CO COM 887389104 835 16,560 SH DEFINED 16,560
TIVO INC COM 888706108 141 13,656 SH DEFINED 13,656
TRIUMPH GROUP INC COM 896818101 538 5,400 SH DEFINED 5,400
URS CORP COM 903236107 438 9,800 SH DEFINED 9,800
VMWARE INC CL A COM 928563402 202 2,020 SH DEFINED 2,020
VOLCANO CORPORATION COM 928645100 491 15,220 SH DEFINED 15,220
WAL MART STORES INC COM 931142103 351 6,600 SH DEFINED 6,600
WELLS FARGO & CO COM 949746101 539 19,200 SH DEFINED 19,200
WEYERHAEUSER CO COM 962166104 420 19,218 SH DEFINED 19,218
WILLIAMS COS INC COM 969457100 821 27,150 SH DEFINED 27,150
WORLD FUEL SVCS CORP COM 981475106 611 17,000 SH DEFINED 17,000
YAHOO INC COM 984332106 12 30,000 CALL DEFINED 30,000
YAHOO INC COM 984332106 331 22,000 SH DEFINED 22,000
COVANTA HLDG CORP COM 22282E102 564 34,200 SH DEFINED 34,200
NEWS CORP CL A 65248E104 1,481 83,700 SH DEFINED 83,700
NCR CORP COM 62886E108 465 24,600 SH DEFINED 24,600
NAVISTAR INTL CORP COM 63934E108 282 5,000 SH DEFINED 5,000
COMPLETE PRODUCTION SERVICES COM 20453E109 721 21,600 SH DEFINED 21,600
DR PEPPER SNAPPLE GROUP INC COM 26138E109 570 13,600 SH DEFINED 13,600
ATP OIL & GAS CORP COM 00208J108 32 53,100 PUT DEFINED 53,100
ACTIVISION BLIZZARD INC COM 00507V109 450 38,500 SH DEFINED 38,500
ADOBE SYS INC COM 00724F101 8 20,000 PUT DEFINED 20,000
ADOBE SYS INC COM 00724F101 629 20,000 SH DEFINED 20,000
AFFYMAX INC COM 00826A109 211 30,700 SH DEFINED 30,700
ALKERMES INC COM 01642T108 2,309 124,164 SH DEFINED 124,164
AMERICAN CAP LTD COM 02503Y103 431 43,447 SH DEFINED 43,447
AMYLIN PHARMACEUTICALS INC NOTE 3.000% 6/1 032346AF5 226 250,000 PRN DEFINED 250,000
APPROACH RESOURCES INC COM 03834A103 729 32,175 SH DEFINED 32,175
ARVINMERITOR INC FRNT 4.625% 3/0 043353AF8 546 500,000 PRN DEFINED 500,000
ATLAS ENERGY LP COM UNITS LP 04930A104 380 17,500 SH DEFINED 17,500
ATRICURE INC COM 04963C209 1,950 151,201 SH DEFINED 151,201
BARCLAYS BK PLC IPTH S&P VIX 06740C261 211 10,000 SH DEFINED 10,000
BIOMARIN PHARMACEUTICAL INC NOTE 1.875% 4/2 09061GAD3 721 500,000 PRN DEFINED 500,000
BOISE INC COM 09746Y105 245 31,400 SH DEFINED 31,400
BROOKDALE SR LIVING INC NOTE 2.750% 6/1 112463AA2 514 500,000 PRN DEFINED 500,000
CA INC COM 12673P105 388 17,000 SH DEFINED 17,000
CABLEVISION SYS CORP CL A NY CABLVS 12686C109 1,162 32,104 SH DEFINED 32,104
CAREFUSION CORP COM 14170T101 755 27,800 SH DEFINED 27,800
CENVEO INC COM 15670S105 107 16,700 SH DEFINED 16,700
CHARTER COMMUNICATIONS INC D CL A 16117M305 756 13,936 SH DEFINED 13,936
CISCO SYS INC COM 17275R102 624 40,000 SH DEFINED 40,000
COGENT COMM GROUP INC COM 19239V302 201 11,812 SH DEFINED 11,812
CUBIST PHARMACEUTICALS INC NOTE 2.500%11/0 229678AD9 696 500,000 PRN DEFINED 500,000
CURRENCYSHARES EURO TR EURO SHS 23130C108 19 59,000 PUT DEFINED 59,000
DEVON ENERGY CORP COM 25179M103 780 9,900 SH DEFINED 9,900
DREAMWORKS ANIMATION SKG INC CL A 26153C103 5 15,500 CALL DEFINED 15,500
DRYSHIPS INC. NOTE 5.000%12/0 262498AB4 450 500,000 PRN DEFINED 500,000
EQT CORP COM 26884L109 695 13,230 SH DEFINED 13,230
EL PASO CORP COM 28336L109 403 19,950 SH DEFINED 19,950
ENDEAVOUR INTL CORP COM 29259G200 151 10,000 SH DEFINED 10,000
ENSCO PLC SPONSORED ADR 29358Q109 453 8,500 SH DEFINED 8,500
EQUINIX INC COM 29444U502 358 3,543 SH DEFINED 3,543
EXELON CORP COM 30161N101 278 6,498 SH DEFINED 6,498
EXXON MOBIL CORP COM 30231G102 1,508 18,530 SH DEFINED 18,530
FLOWSERVE CORP COM 34354P105 831 7,560 SH DEFINED 7,560
FRONTIER OIL CORP COM 35914P105 750 23,200 SH DEFINED 23,200
GENTIVA HEALTH SERVICES INC COM 37247A102 250 12,000 SH DEFINED 12,000
GLOBAL INDS LTD DBCV 2.750% 8/0 379336AE0 368 500,000 PRN DEFINED 500,000
GMX RES INC NOTE 5.000% 2/0 38011MAB4 656 695,000 PRN DEFINED 695,000
GOLDMAN SACHS GROUP INC COM 38141G104 586 4,400 SH DEFINED 4,400
GOOGLE INC CL A 38259P508 1,349 2,664 SH DEFINED 2,664
GRAVITY CO LTD SPONSORED ADR 38911N107 101 64,472 SH DEFINED 64,472
GREATBATCH INC SDCV 2.250% 6/1 39153LAB2 504 500,000 PRN DEFINED 500,000
GREENBRIER COS INC NOTE 2.375% 5/1 393657AD3 192 200,000 PRN DEFINED 200,000
HESS CORP COM 42809H107 316 4,230 SH DEFINED 4,230
HUTCHINSON TECHNOLOGY INC NOTE 3.250% 1/1 448407AF3 878 1,084,000 PRN DEFINED 1,084,000
HUTCHINSON TECHNOLOGY INC NOTE 8.500% 1/1 448407AG1 368 435,000 PRN DEFINED 435,000
HYPERCOM CORP COM 44913M105 267 27,205 SH DEFINED 27,205
INTERDIGITAL INC COM 45867G101 265 6,475 SH DEFINED 6,475
ISHARES SILVER TRUST ISHARES 46428Q109 71 50,000 CALL DEFINED 50,000
JPMORGAN CHASE & CO COM 46625H100 778 19,000 SH DEFINED 19,000
JPMORGAN CHASE & CO COM 46625H100 52 40,000 CALL DEFINED 40,000
LIBERTY MEDIA CORP INT COM SER A 53071M104 189 11,250 SH DEFINED 11,250
LIBERTY MEDIA CORP LIB STAR COM A 53071M708 1,027 13,644 SH DEFINED 13,644
LIFE TECHNOLOGIES CORP COM 53217V109 833 16,000 SH DEFINED 16,000
MBIA INC COM 55262C100 91 78,900 PUT DEFINED 78,900
MAG SILVER CORP COM 55903Q104 224 22,487 SH DEFINED 22,487
MCKESSON CORP COM 58155Q103 887 10,600 SH DEFINED 10,600
MEDCO HEALTH SOLUTIONS INC COM 58405U102 565 10,000 SH DEFINED 10,000
MERITOR INC COM 59001K100 832 51,840 SH DEFINED 51,840
NALCO HOLDING COMPANY COM 62985Q101 517 18,600 SH DEFINED 18,600
NEWPARK RES INC NOTE 4.000%10/0 651718AC2 583 500,000 PRN DEFINED 500,000
NUANCE COMMUNICATIONS INC COM 67020Y100 444 20,671 SH DEFINED 20,671
OCLARO INC COM 67555N206 258 38,388 SH DEFINED 38,388
ORBCOMM INC COM 68555P100 41 13,200 SH DEFINED 13,200
QUEST DIAGNOSTICS INC COM 74834L100 686 11,600 SH DEFINED 11,600
QUICKSILVER RESOURCES INC COM 74837R104 359 24,300 SH DEFINED 24,300
RSC HOLDINGS INC COM 74972L102 365 30,500 SH DEFINED 30,500
RTI BIOLOGICS INC COM 74975N105 799 294,800 SH DEFINED 294,800
SPDR S&P 500 ETF TR TR UNIT 78462F103 334 245,800 PUT DEFINED 245,800
SAVIENT PHARMACEUTICALS INC NOTE 4.750% 2/0 80517QAA8 498 500,000 PRN DEFINED 500,000
SCHOOL SPECIALTY INC SDCV 3.750%11/3 807863AM7 1,060 1,000,000 PRN DEFINED 1,000,000
SELECT SECTOR SPDR TR SBI HEALTHCARE 81369Y209 41 47,900 PUT DEFINED 47,900
SERACARE LIFE SCIENCES INC D COM 81747T104 302 80,018 SH DEFINED 80,018
SIRIUS XM RADIO INC COM 82967N108 349 159,460 SH DEFINED 159,460
SPANSION INC COM CL A 84649R200 455 23,621 SH SOLE 23,621
SPARTAN STORES INC NOTE 3.375% 5/1 846822AE4 248 250,000 PRN DEFINED 250,000
SPECTRANETICS CORP COM 84760C107 449 72,146 SH DEFINED 72,146
SUNOCO INC COM 86764P109 544 13,050 SH DEFINED 13,050
TESSERA TECHNOLOGIES INC COM 88164L100 273 15,950 SH DEFINED 15,950
VASCO DATA SEC INTL INC COM 92230Y104 371 29,788 SH DEFINED 29,788
VERIFONE SYS INC COM 92342Y109 301 6,792 SH DEFINED 6,792
VERIZON COMMUNICATIONS INC COM 92343V104 298 8,000 SH DEFINED 8,000
VIACOM INC CL B 92553P201 638 12,500 SH DEFINED 12,500
VISA INC COM CL A 92826C839 758 9,000 SH DEFINED 9,000
VISA INC COM CL A 92826C839 91 11,000 CALL DEFINED 11,000
VISA INC COM CL A 92826C839 1 11,000 PUT DEFINED 11,000
VISTEON CORP COM 92839U206 520 7,600 SH DEFINED 7,600
VODAFONE GROUP PLC SPONS ADR 92857W209 4 12,200 CALL DEFINED 12,200
AMDOCS LTD ORD G02602103 812 26,712 SH DEFINED 26,712
ASSURED GUARANTY LTD COM G0585R106 459 28,149 SH DEFINED 28,149
ENERGY XXI (BERMUDA) LTD USD UNRS SHS G10082140 535 16,108 SH DEFINED 16,108
COVIDIEN PLC SHS G2554F113 729 13,700 SH DEFINED 13,700
ORTHOFIX INTL N V COM N6748L102 845 19,896 SH DEFINED 19,896
SENSATA TECHNOLOGIES HLDG BV SHS N7902X106 235 6,250 SH DEFINED 6,250
MAKEMYTRIP LIMITED MAURITIUS SHS V5633W109 343 14,000 SH DEFINED 14,000
DIANA CONTAINERSHIPS INC COM Y2069P101 311 43,658 SH DEFINED 43,658