0000894189-12-006207.txt : 20121108
0000894189-12-006207.hdr.sgml : 20121108
20121108085703
ACCESSION NUMBER: 0000894189-12-006207
CONFORMED SUBMISSION TYPE: 13F-HR
PUBLIC DOCUMENT COUNT: 1
CONFORMED PERIOD OF REPORT: 20120930
FILED AS OF DATE: 20121108
DATE AS OF CHANGE: 20121108
EFFECTIVENESS DATE: 20121108
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: 121188562
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
hamfllc_13fhr.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: September 30, 2012
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: November 7, 2012
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 2
Form 13F Information Table Entry Total: 233
Form 13F Information Table Value Total: $204,814
List of Other Included Managers:
No. Name Form 13F File Number
A Coe Capital Management, LLC 028-14042
B Raven Rock Capital Management, LLC
TITLE OF VALUE SHRS OR PRN SH/ PUT/ INVESTMENT OTHER
NAME OF ISSUER CLASS CUSIP (x$1000) AMT PRN CALL DISCRETION MANAGER SOLE
ABAXIS INC COM 002567105 780 21715 SH DEFINED A 21715
ACME PACKET INC COM 004764106 180 10500 SH DEFINED 10500
ACTIVISION BLIZZARD INC COM 00507V109 3 30600 CALL DEFINED 30600
ADVANCED MICRO
DEVICES INC NOTE 6.000% 5/0 007903AL1 1016 1000000 PRN DEFINED B 1000000
AFFYMETRIX INC NOTE 4.000% 7/0 00826TAH1 486 500000 PRN DEFINED B 500000
ALKERMES PLC SHS G01767105 822 39600 SH DEFINED 39600
AMARIN CORP PLC SPONS ADR 023111206 317 25164 SH DEFINED 25164
AMERICAN AXLE & MFG
HLDGS IN COM 024061103 948 84100 SH DEFINED 84100
AMERICAN INTL GROUP INC COM 026874784 1973 60162 SH DEFINED 60162
AMERICAN INTL GROUP INC COM 026874784 31 25000 CALL DEFINED 25000
ANALOGIC CORP COM PAR $0.05 032657207 815 10423 SH DEFINED A 10423
APOGEE ENTERPRISES INC COM 037598109 236 12021 SH DEFINED A 12021
APPLE INC COM 037833100 3699 5544 SH DEFINED 5544
APPROACH RESOURCES INC COM 03834A103 2529 83926 SH DEFINED 83926
ARUBA NETWORKS INC COM 043176106 220 9800 SH DEFINED 9800
ASSISTED LIVING CONCPT
NEV N CL A 04544X300 114 15000 SH DEFINED 15000
ASSOCIATED ESTATES
RLTY CORP COM 045604105 405 26697 SH DEFINED 26697
ASSURED GUARANTY LTD COM G0585R106 425 31227 SH DEFINED 31227
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ATRICURE INC COM 04963C209 1417 190401 SH DEFINED 190401
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BP PLC SPONSORED ADR 055622104 409 9662 SH DEFINED 9662
BRUKER CORP COM 116794108 272 20800 SH DEFINED 20800
CA INC COM 12673P105 629 24400 SH DEFINED 24400
CABOT MICROELECTRONICS
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CALPINE CORP COM 131347304 841 48600 SH DEFINED 48600
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CARTER INC COM 146229109 1357 25211 SH DEFINED A 25211
CASELLA WASTE SYS INC CL A 147448104 386 90229 SH DEFINED 90229
CEDAR FAIR L P DEPOSITRY UNIT 150185106 2403 71790 SH DEFINED 71790
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INC D CL A 16117M305 1430 19047 SH DEFINED 19047
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CHESAPEAKE ENERGY CORP COM 165167107 4 25000 PUT DEFINED 25000
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COGNIZANT TECHNOLOGY
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COMMVAULT
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COMPUTER PROGRAMS &
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COMVERSE
TECHNOLOGY INC COM PAR $0.10 205862402 988 160600 SH DEFINED 160600
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CORNING INC COM 219350105 1723 131000 SH DEFINED 131000
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CYPRESS
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DANAHER CORP DEL COM 235851102 27 10200 PUT DEFINED 10200
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DENDREON CORP NOTE 2.875% 1/1 24823QAC1 332 500000 PRN DEFINED B 500000
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DEXCOM INC COM 252131107 1377 91606 SH DEFINED 91606
DOVER CORP COM 260003108 851 14300 SH DEFINED 14300
DRYSHIPS INC. NOTE 5.000%12/0 262498AB4 486 588000 PRN DEFINED 588000
DU PONT E I DE
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E M C CORP MASS COM 268648102 843 30900 SH DEFINED 30900
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EDUCATION RLTY TR INC COM 28140H104 153 14000 SH DEFINED 14000
ELAN PLC ADR 284131208 783 73000 SH DEFINED 73000
ELECTRO RENT CORP COM 285218103 616 34837 SH DEFINED 34837
ELECTRONIC ARTS INC COM 285512109 774 61000 SH DEFINED 61000
ELECTRONIC ARTS INC NOTE 0.750% 7/1 285512AA7 456 500000 PRN DEFINED B 500000
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EMULEX CORP COM 292475209 633 87853 SH DEFINED A 87853
ENDO HEALTH
SOLUTIONS INC COM 29264F205 1488 46900 SH DEFINED 46900
ENDOCYTE INC COM 29269A102 479 48000 SH DEFINED 48000
ENERGY XXI
(BERMUDA) LTD USD UNRS SHS G10082140 246 7030 SH DEFINED 7030
ENTERTAINMENT
PPTYS TR COM SH BEN INT 29380T105 242 5445 SH DEFINED 5445
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EXAR CORP COM 300645108 460 57516 SH DEFINED 57516
EXXON MOBIL CORP COM 30231G102 2753 30100 SH DEFINED 30100
F5 NETWORKS INC COM 315616102 522 4990 SH DEFINED 4990
FEDERAL MOGUL CORP COM 313549404 854 93375 SH DEFINED 93375
FIDELITY NATIONAL
FINANCIAL NOTE 4.250% 8/1 31620RAE5 610 500000 PRN DEFINED B 500000
FINISH LINE INC CL A 317923100 782 34400 SH DEFINED 34400
FISHER
COMMUNICATIONS INC COM 337756209 1600 43514 SH DEFINED 43514
FORD MTR CO DEL COM PAR $0.01 345370860 17 103500 CALL DEFINED 103500
FORD MTR CO DEL COM PAR $0.01 345370860 1509 153000 SH DEFINED 153000
FORTINET INC COM 34959E109 664 27522 SH DEFINED 27522
GAYLORD ENTMT CO COM 367905106 387 9800 SH DEFINED 9800
GENCORP INC SDCV 4.062%12/3 368682AN0 628 500000 PRN DEFINED B 500000
GENERAL CABLE CORP DEL FRNT 4.500%11/1 369300AL2 535 500000 PRN DEFINED B 500000
GENERAL ELECTRIC CO COM 369604103 858 37800 SH DEFINED 37800
GENERAL MTRS CO COM 37045V100 910 40000 SH DEFINED 40000
GEO GROUP INC COM 36159R103 865 31250 SH DEFINED 31250
GEORGIA GULF CORP COM PAR$0.01 373200302 498 13750 SH DEFINED 13750
GLU MOBILE INC COM 379890106 864 186574 SH DEFINED A 186574
GOOGLE INC CL A 38259P508 2406 3189 SH DEFINED 3189
GRAND CANYON ED INC COM 38526M106 416 17678 SH DEFINED A 17678
GRANITE REAL ESTATE INC COM 387431109 1355 37739 SH DEFINED 37739
GRAY TELEVISION INC COM 389375106 287 126052 SH DEFINED 126052
GREATBATCH INC COM 39153L106 906 37253 SH DEFINED 37253
GREENBRIER COS INC NOTE 2.375% 5/1 393657AD3 197 200000 PRN DEFINED B 200000
GREENBRIER COS INC NOTE 3.500% 4/0 393657AH4 903 1000000 PRN DEFINED B 1000000
HAEMONETICS CORP COM 405024100 3122 38930 SH DEFINED 38930
HANESBRANDS INC COM 410345102 1433 44950 SH DEFINED 44950
HERTZ GLOBAL
HOLDINGS INC COM 42805T105 10 66000 CALL DEFINED 66000
HFF INC CL A 40418F108 194 13000 SH DEFINED 13000
HI-CRUSH PARTNERS LP COM UNIT LTD 428337109 1144 52040 SH DEFINED 52040
HOLLYFRONTIER CORP COM 436106108 2176 52722 SH DEFINED 52722
HOLOGIC INC COM 436440101 2906 143600 SH DEFINED 143600
HOME INNS & HOTELS
MGMT INC SPON ADR 43713W107 813 32800 SH DEFINED 32800
HOST HOTELS &
RESORTS INC COM 44107P104 1149 71596 SH DEFINED A 71596
HUMANA INC COM 444859102 689 9820 SH DEFINED 9820
HUNTSMAN CORP COM 447011107 1076 72100 SH DEFINED 72100
INERGY L P UNIT LTD PTNR 456615103 3522 185059 SH DEFINED 185059
INGERSOLL-RAND PLC SHS G47791101 289 6443 SH DEFINED 6443
INNOSPEC INC COM 45768S105 1068 31500 SH DEFINED 31500
INSULET CORP NOTE 3.750% 6/1 45784PAC5 612 550000 PRN DEFINED B 550000
INTEGRA LIFESCIENCES
HLDGS C NOTE 1.625%12/1 457985AK5 509 500000 PRN DEFINED B 500000
INTEGRATED DEVICE TECHNOLOGY COM 458118106 689 117139 SH DEFINED 117139
IRIS INTL INC COM 46270W105 427 21900 SH DEFINED 21900
IRON MTN INC COM 462846106 450 13192 SH DEFINED 13192
ISHARES TR RUSSELL 2000 464287655 168 211300 PUT DEFINED 211300
JAKKS PAC INC COM 47012E106 257 17632 SH DEFINED A 17632
JOHNSON & JOHNSON COM 478160104 1799 26100 SH DEFINED 26100
JOHNSON & JOHNSON COM 478160104 74 18800 CALL DEFINED 18800
JOURNAL
COMMUNICATIONS INC CL A 481130102 138 26633 SH DEFINED 26633
JPMORGAN CHASE & CO COM 46625H100 1044 25800 SH DEFINED 25800
K12 INC COM 48273U102 513 25398 SH DEFINED A 25398
KONGZHONG CORP SPONSORED ADR 50047P104 323 48100 SH DEFINED 48100
KOPPERS HOLDINGS INC COM 50060P106 1333 38153 SH DEFINED 38153
L-3 COMMUNICATIONS
HLDGS INC COM 502424104 1639 22849 SH DEFINED 22849
LAS VEGAS SANDS CORP COM 517834107 533 11500 SH DEFINED 11500
LENNOX INTL INC COM 526107107 387 7996 SH DEFINED A 7996
LIFE TECHNOLOGIES CORP COM 53217V109 938 19200 SH DEFINED 19200
LIFE TECHNOLOGIES CORP COM 53217V109 155 16600 CALL DEFINED 16600
LINKEDIN CORP COM CL A 53578A108 1023 8500 SH DEFINED 8500
LIQUIDITY SERVICES INC COM 53635B107 497 9904 SH DEFINED A 9904
LORAL SPACE &
COMMUNICATNS I COM 543881106 502 7064 SH DEFINED 7064
MAG SILVER CORP COM 55903Q104 470 38615 SH DEFINED 38615
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MARTIN MARIETTA
MATLS INC COM 573284106 1666 20100 SH DEFINED 20100
MCKESSON CORP COM 58155Q103 1609 18700 SH DEFINED 18700
MEDASSETS INC COM 584045108 372 20919 SH DEFINED 20919
MENTOR GRAPHICS CORP COM 587200106 337 21747 SH DEFINED A 21747
MENTOR GRAPHICS CORP SDCV 4.000% 4/0 587200AK2 562 500000 PRN DEFINED B 500000
METROPOLITAN HEALTH
NETWORKS COM 592142103 183 19550 SH DEFINED 19550
MGC DIAGNOSTICS CORP COM 552768103 97 16100 SH DEFINED 16100
MICROSOFT CORP COM 594918104 5191 174298 SH DEFINED A 174298
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MOVE INC COM 62458M207 406 47100 SH DEFINED 47100
NETAPP INC COM 64110D104 730 22200 SH DEFINED 22200
NETFLIX INC COM 64110L106 22 14000 CALL DEFINED 14000
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NEWS CORP CL A 65248E104 2 10800 PUT DEFINED 10800
NEXSTAR BROADCASTING
GROUP I CL A 65336K103 309 29082 SH DEFINED 29082
NORTH AMERN ENERGY
PARTNERS COM 656844107 910 315893 SH DEFINED 315893
NORTHSTAR RLTY
FIN CORP COM 66704R100 213 33438 SH DEFINED 33438
NUANCE
COMMUNICATIONS INC COM 67020Y100 1021 41024 SH DEFINED 41024
NVIDIA CORP COM 67066G104 411 30779 SH DEFINED A 30779
OAKTREE CAP GROUP LLC UNIT 99/99/9999 674001201 308 7500 SH DEFINED 7500
OFFICE DEPOT INC COM 676220106 1155 451250 SH DEFINED 451250
ORBCOMM INC COM 68555P100 477 127453 SH DEFINED 127453
ORTHOFIX INTL N V COM N6748L102 701 15658 SH DEFINED 15658
OSHKOSH CORP COM 688239201 1136 41400 SH DEFINED 41400
OSI SYSTEMS INC COM 671044105 1010 12979 SH DEFINED A 12979
OWENS ILL INC COM 690768403 0 12500 CALL DEFINED 12500
OYO GEOSPACE CORP COM 671074102 916 7480 SH DEFINED A 7480
PACIRA
PHARMACEUTICALS INC COM 695127100 454 26100 SH DEFINED 26100
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PIONEER NAT RES CO COM 723787107 1180 11300 SH DEFINED 11300
QUALCOMM INC COM 747525103 1728 27653 SH DEFINED 27653
QUALITY DISTR INC FLA COM 74756M102 97 10474 SH DEFINED 10474
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RED HAT INC COM 756577102 1168 20519 SH DEFINED 20519
REGAL ENTMT GROUP CL A 758766109 175 12441 SH DEFINED 12441
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RF MICRODEVICES INC COM 749941100 450 114006 SH DEFINED A 114006
ROYAL DUTCH SHELL PLC SPON ADR B 780259107 3053 42813 SH DEFINED 42813
ROYAL GOLD INC NOTE 2.875% 6/1 780287AA6 302 250000 PRN DEFINED B 250000
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SAVIENT
PHARMACEUTICALS INC NOTE 4.750% 2/0 80517QAA8 140 500000 PRN DEFINED B 500000
SBA COMMUNICATIONS
CORP NOTE 4.000%10/0 78388JAM8 953 450000 PRN DEFINED B 450000
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SELECT SECTOR SPDR TR SBI INT-FINL 81369Y605 1025 65700 SH DEFINED 65700
SILICON MOTION
TECHNOLOGY CO SPONSORED ADR 82706C108 1076 72787 SH DEFINED A 72787
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SPDR S&P MIDCAP UTSER1
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TEVA PHARMACEUTICAL
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TRW AUTOMOTIVE
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WEATHERFORD
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