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