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 ATLAS ENERGY LP COM UNITS LP 04930A104 2259 65391 SH DEFINED 65391 ATRICURE INC COM 04963C209 1417 190401 SH DEFINED 190401 BARCLAYS BK PLC IPTH S&P VIX 06740C261 156 17300 SH DEFINED 17300 BARNES & NOBLE INC COM 067774109 1593 124653 SH DEFINED 124653 BEAM INC COM 073730103 291 5058 SH DEFINED 5058 BEST BUY INC COM 086516101 959 55800 SH DEFINED 55800 BLUCORA INC COM 095229100 384 21544 SH DEFINED A 21544 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 CORP COM 12709P103 907 25801 SH DEFINED A 25801 CALPINE CORP COM 131347304 841 48600 SH DEFINED 48600 CAPITAL ONE FINL CORP COM 14040H105 1123 19700 SH DEFINED 19700 CAREFUSION CORP COM 14170T101 1834 64600 SH DEFINED 64600 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 CHARTER COMMUNICATIONS INC D CL A 16117M305 1430 19047 SH DEFINED 19047 CHEMTURA CORP COM 163893209 1173 68100 SH DEFINED 68100 CHESAPEAKE ENERGY CORP COM 165167107 4 25000 PUT DEFINED 25000 CHESAPEAKE LODGING TR SH BEN INT 165240102 229 11550 SH DEFINED A 11550 CINCINNATI BELL INC COM 171871106 73 12864 SH DEFINED 12864 CISCO SYS INC COM 17275R102 815 42700 SH DEFINED 42700 CITIGROUP INC COM 172967424 805 24600 SH DEFINED 24600 CITRIX SYS INC COM 177376100 539 7033 SH DEFINED 7033 CLEAN HARBORS INC COM 184496107 900 18417 SH DEFINED A 18417 COGNIZANT TECHNOLOGY SOLUTIO CL A 192446102 1435 20519 SH DEFINED 20519 COMMVAULT SYSTEMS INC COM 204166102 2272 38710 SH DEFINED A 38710 COMPUTER PROGRAMS & SYS INC COM 205306103 2435 43832 SH DEFINED 43832 COMSTOCK RES INC COM 205768203 1197 65100 SH DEFINED 65100 COMVERSE TECHNOLOGY INC COM PAR $0.10 205862402 988 160600 SH DEFINED 160600 CONCEPTUS INC COM 206016107 770 37895 SH DEFINED A 37895 CORNING INC COM 219350105 1723 131000 SH DEFINED 131000 COVIDIEN PLC SHS G2554F113 1111 18700 SH DEFINED 18700 CRIMSON EXPLORATION INC COM 22662K207 470 110008 SH DEFINED 110008 CUMULUS MEDIA INC CL A 231082108 116 42422 SH DEFINED 42422 CYPRESS SEMICONDUCTOR CORP COM 232806109 630 58786 SH DEFINED 58786 DANAHER CORP DEL COM 235851102 27 10200 PUT DEFINED 10200 DANAHER CORP DEL COM 235851102 1835 33275 SH DEFINED 33275 DENDREON CORP NOTE 2.875% 1/1 24823QAC1 332 500000 PRN DEFINED B 500000 DEVON ENERGY CORP COM 25179M103 1830 30250 SH DEFINED 30250 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 NEMOURS & CO COM 263534109 2624 52200 SH DEFINED 52200 E M C CORP MASS COM 268648102 843 30900 SH DEFINED 30900 E TRADE FINANCIAL CORP COM 269246401 1203 136500 SH DEFINED 136500 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 ELLIE MAE INC COM 28849P100 1423 52244 SH DEFINED A 52244 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 EPL OIL & GAS INC COM 26883D108 419 20670 SH DEFINED 20670 EQUINIX INC COM 29444U502 1103 5355 SH DEFINED 5355 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 MARATHON OIL CORP COM 565849106 1198 40500 SH DEFINED 40500 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 MONSTER WORLDWIDE INC COM 611742107 273 37274 SH DEFINED 37274 MORGAN STANLEY COM 617446448 852 50900 SH DEFINED 50900 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 NEWS CORP CL A 65248E104 281 11450 SH DEFINED 11450 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 PDC ENERGY INC COM 69327R101 1360 43000 SH DEFINED 43000 PEPSICO INC COM 713448108 231 3258 SH DEFINED 3258 PFIZER INC COM 717081103 404 16275 SH DEFINED 16275 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 QUANTA SVCS INC COM 74762E102 1299 52608 SH DEFINED A 52608 RED HAT INC COM 756577102 1168 20519 SH DEFINED 20519 REGAL ENTMT GROUP CL A 758766109 175 12441 SH DEFINED 12441 REX ENERGY CORPORATION COM 761565100 1195 89500 SH DEFINED 89500 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 RTI BIOLOGICS INC COM 74975N105 1635 392200 SH DEFINED 392200 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 SCHOOL SPECIALTY INC SDCV 3.750%11/3 807863AM7 659 1000000 PRN DEFINED B 1000000 SEAGATE TECHNOLOGY PLC SHS G7945M107 820 26449 SH DEFINED 26449 SEALED AIR CORP COM 81211K100 850 55000 SH DEFINED 55000 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 SINA CORP ORD G81477104 899 13900 SH DEFINED 13900 SIRIUS XM RADIO INC COM 82967N108 1296 498524 SH DEFINED 498524 SIX FLAGS ENTMT CORP COM 83001A102 2587 44000 SH DEFINED 44000 SKILLED HEALTHCARE GROUP INC CL A 83066R107 238 37000 SH DEFINED 37000 SKYWORKS SOLUTIONS INC COM 83088M102 1577 66918 SH DEFINED A 66918 SOLTA MED INC COM 83438K103 1234 392875 SH DEFINED 392875 SOURCEFIRE INC COM 83616T108 817 16663 SH DEFINED 16663 SPARTAN STORES INC NOTE 3.375% 5/1 846822AE4 241 250000 PRN DEFINED B 250000 SPDR GOLD TRUST GOLD SHS 78463V107 407 2368 SH DEFINED 2368 SPDR S&P 500 ETF TR TR UNIT 78462F103 180 87500 PUT DEFINED 87500 SPDR S&P 500 ETF TR TR UNIT 78462F103 38 67000 CALL DEFINED 67000 SPDR S&P MIDCAP UTSER1 400 ETF TR S&PDCRP 78467Y107 147 31300 PUT DEFINED 31300 SPECTRANETICS CORP COM 84760C107 1383 93740 SH DEFINED 93740 STAGE STORES INC COM 85254C305 712 33787 SH DEFINED A 33787 STEELCASE INC CL A 858155203 162 16459 SH DEFINED A 16459 STRYKER CORP COM 863667101 1469 26400 SH DEFINED 26400 SUNCOKE ENERGY INC COM 86722A103 213 13192 SH DEFINED 13192 SUNCOR ENERGY INC COM 867224107 1322 40250 SH DEFINED 40250 TALISMAN ENERGY INC COM 87425E103 997 74850 SH DEFINED 74850 TENET HEALTHCARE CORP COM 88033G100 157 25000 SH DEFINED 25000 TERADATA CORP DEL COM 88076W103 744 9865 SH DEFINED 9865 TETRA TECH INC COM 88162G103 1592 60628 SH DEFINED A 60628 TEVA PHARMACEUTICAL INDS LTD ADR 881624209 1474 35600 SH DEFINED 35600 TEVA PHARMACEUTICAL INDS LTD ADR 881624209 103 54800 CALL DEFINED 54800 TIME WARNER CABLE INC COM 88732J207 1393 14650 SH DEFINED 14650 TRIUMPH GROUP INC COM 896818101 1835 29338 SH DEFINED 29338 TRONOX LTD SHS CL A Q9235V101 1285 56720 SH DEFINED 56720 TRW AUTOMOTIVE HLDGS CORP COM 87264S106 1318 30150 SH DEFINED 30150 TW TELECOM INC COM 87311L104 587 22500 SH DEFINED 22500 TYSON FOODS INC NOTE 3.250%10/1 902494AP8 552 500000 PRN DEFINED B 500000 ULTRATECH INC COM 904034105 1805 57506 SH DEFINED A 57506 VEECO INSTRS INC DEL COM 922417100 274 9118 SH DEFINED 9118 VERIFONE SYS INC COM 92342Y109 343 12333 SH DEFINED 12333 VIRGIN MEDIA INC NOTE 6.500%11/1 92769LAB7 862 500000 PRN DEFINED B 500000 VOLCANO CORPORATION COM 928645100 594 20800 SH DEFINED 20800 WABASH NATL CORP COM 929566107 641 89893 SH DEFINED A 89893 WABASH NATL CORP NOTE 3.375% 5/0 929566AH0 500 500000 PRN DEFINED B 500000 WEATHERFORD INTERNATIONAL LT REG SHS H27013103 1675 132100 SH DEFINED 132100 WELLS FARGO & CO COM 949746101 5 23000 CALL DEFINED 23000 WESTFIELD FINANCIAL INC COM 96008P104 124 16500 SH DEFINED 16500 YANDEX N V SHS CLASS A N97284108 395 16400 SH DEFINED 16400 ZHONGPIN INC COM 98952K107 627 57030 SH DEFINED 57030