0000894189-13-000867.txt : 20130212 0000894189-13-000867.hdr.sgml : 20130212 20130212171632 ACCESSION NUMBER: 0000894189-13-000867 CONFORMED SUBMISSION TYPE: 13F-HR PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20121231 FILED AS OF DATE: 20130212 DATE AS OF CHANGE: 20130212 EFFECTIVENESS DATE: 20130212 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: 13598244 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: December 31, 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: February 7, 2013 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 FrontFour Capital Group, LLC 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: 197 Form 13F Information Table Value Total: $182,232 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 SH/ PUT/ INVESTMENT OTHER NAME OF ISSUER CLASS CUSIP (x$1000) PRN AMT PRN CALL DISCRETION MANAGER SOLE SHARED ADVANCED MICRO DEVICES INC NOTE 6.000% 5/0 007903AL1 274 295,000 PRN DEFINED B 295,000 AFFYMETRIX INC NOTE 4.000% 7/0 00826TAH1 408 500,000 PRN DEFINED B 500,000 ALKERMES PLC SHS G01767105 1,115 60,200 SH DEFINED 60,200 ALTISOURCE PORTFOLIO SOLNS S REG SHS L0175J104 953 11,000 SH DEFINED 11,000 AMERICAN AXLE & MFG HLDGS IN COM 024061103 1,300 116,100 SH DEFINED 116,100 AMERICAN EXPRESS CO COM 025816109 701 12,200 SH DEFINED 12,200 ANNALY CAP MGMT INC NOTE 5.000% 5/1 035710AB8 505 500,000 PRN DEFINED B 500,000 APPLE INC COM 037833100 2,609 4,894 SH DEFINED 4,894 APPROACH RESOURCES INC COM 03834A103 883 35,325 SH DEFINED 35,325 ARROW ELECTRS INC COM 042735100 789 20,719 SH DEFINED A 20,719 ASSOCIATED ESTATES RLTY CORP COM 045604105 1,016 63,000 SH DEFINED 63,000 ATRICURE INC COM 04963C209 1,314 190,401 SH DEFINED 190,401 BARCLAYS BK PLC IPATH S&P500 VIX 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17,863 SH DEFINED A 17,863 CHIMERA INVT CORP COM 16934Q109 1,305 500,000 SH DEFINED 500,000 CINCINNATI BELL INC COM 171871106 932 170,000 SH DEFINED 170,000 CISCO SYS INC COM 17275R102 727 37,000 SH DEFINED 37,000 CITRIX SYS INC COM 177376100 495 7,527 SH DEFINED 7,527 COBALT INTL ENERGY INC NOTE 2.625%12/0 19075FAA4 1,009 1,000,000 PRN DEFINED B 1,000,000 COGNIZANT TECHNOLOGY SOLUTIO CL A 192446102 1,679 22,679 SH DEFINED 22,679 COLONY FINL INC COM 19624R106 460 23,598 SH DEFINED 23,598 COMMVAULT SYSTEMS INC COM 204166102 1,638 23,501 SH DEFINED 23,501 COMPUTER PROGRAMS & SYS INC COM 205306103 1,396 27,732 SH DEFINED 27,732 COMPUTER SCIENCES CORP COM 205363104 805 20,100 SH DEFINED 20,100 COMSTOCK RES INC COM 205768203 1,139 75,250 SH DEFINED 75,250 COMVERSE INC COM 20585P105 764 26,792 SH DEFINED 26,792 COMVERSE TECHNOLOGY INC COM PAR $0.10 205862402 617 160,600 SH DEFINED 160,600 CONCEPTUS INC COM 206016107 622 29,605 SH DEFINED A 29,605 CONTINENTAL RESOURCES INC COM 212015101 375 5,105 SH DEFINED A 5,105 CORNING INC COM 219350105 1,363 108,000 SH DEFINED 108,000 COVIDIEN PLC SHS G2554F113 1,819 31,500 SH DEFINED 31,500 CYPRESS SEMICONDUCTOR CORP COM 232806109 520 47,968 SH DEFINED 47,968 DANAHER CORP DEL COM 235851102 2,483 44,425 SH DEFINED 44,425 DENDREON CORP NOTE 2.875% 1/1 24823QAC1 302 400,000 PRN DEFINED B 400,000 DEVON ENERGY CORP COM 25179M103 856 16,450 SH DEFINED 16,450 DEXCOM INC COM 252131107 2,213 162,606 SH DEFINED 162,606 DU PONT E I DE NEMOURS & CO COM 263534109 578 12,860 SH DEFINED 12,860 E M C CORP MASS COM 268648102 696 27,500 SH DEFINED 27,500 E TRADE FINANCIAL CORP COM 269246401 161 18,000 SH DEFINED 18,000 ELECTRO RENT CORP COM 285218103 536 34,837 SH DEFINED 34,837 ELECTRONIC ARTS INC NOTE 0.750% 7/1 285512AA7 461 500,000 PRN DEFINED B 500,000 ELLIE MAE INC COM 28849P100 1,850 66,677 SH DEFINED A 66,677 EMERITUS CORP COM 291005106 1,038 42,000 SH DEFINED 42,000 ENCORE CAP GROUP INC NOTE 3.000%11/2 292554AC6 441 400,000 PRN DEFINED B 400,000 ENDOCYTE INC COM 29269A102 407 45,300 SH DEFINED 45,300 ENERGY XXI (BERMUDA) LTD USD UNRS SHS G10082140 452 14,047 SH DEFINED A 14,047 EQUINIX INC COM 29444U502 1,181 5,727 SH DEFINED 5,727 EURONET WORLDWIDE INC COM 298736109 622 26,344 SH DEFINED A 26,344 EXAR CORP COM 300645108 547 61,516 SH DEFINED 61,516 EXPRESS SCRIPTS HLDG CO COM 30219G108 518 9,600 SH DEFINED 9,600 EXXON MOBIL CORP COM 30231G102 2,203 25,450 SH DEFINED 25,450 F5 NETWORKS INC COM 315616102 519 5,341 SH DEFINED 5,341 FELCOR LODGING TR INC COM 31430F101 934 200,000 SH DEFINED 200,000 FIDELITY NATIONAL FINANCIAL NOTE 4.250% 8/1 31620RAE5 639 500,000 PRN DEFINED B 500,000 FINISH LINE INC CL A 317923100 678 35,800 SH DEFINED 35,800 FLUIDIGM CORP DEL COM 34385P108 922 64,400 SH DEFINED 64,400 FORD MTR CO DEL COM PAR $0.01 345370860 2,614 201,850 SH DEFINED 201,850 FORTINET INC COM 34959E109 621 29,466 SH DEFINED 29,466 GENCORP INC SDCV 4.062%12/3 368682AN0 614 500,000 PRN DEFINED B 500,000 GENERAL CABLE CORP DEL FRNT 4.500%11/1 369300AL2 1,079 1,000,000 PRN DEFINED B 1,000,000 GENERAL ELECTRIC CO COM 369604103 707 33,700 SH DEFINED 33,700 GENERAL MTRS CO COM 37045V100 303 10,500 SH DEFINED 10,500 GEOSPACE TECHNOLOGIES CORP COM 37364X109 226 2,543 SH DEFINED A 2,543 GOLDMAN SACHS GROUP INC COM 38141G104 727 5,700 SH DEFINED 5,700 GOOGLE INC CL A 38259P508 3,201 4,512 SH DEFINED 4,512 GRAND CANYON ED INC COM 38526M106 312 13,281 SH DEFINED A 13,281 GRAY TELEVISION INC COM 389375106 350 159,280 SH DEFINED 159,280 GREATBATCH INC COM 39153L106 2,576 110,853 SH DEFINED 110,853 GREENBRIER COS INC NOTE 2.375% 5/1 393657AD3 100 100,000 PRN DEFINED B 100,000 GREENBRIER COS INC NOTE 3.500% 4/0 393657AH4 908 1,000,000 PRN DEFINED B 1,000,000 HAEMONETICS CORP COM 405024100 3,163 77,460 SH DEFINED 77,460 HALCON RES CORP COM 40537Q209 107 15,439 SH DEFINED A 15,439 HANESBRANDS INC COM 410345102 1,589 44,350 SH DEFINED 44,350 HEADWATERS INC COM 42210P102 446 52,078 SH DEFINED A 52,078 HEWLETT PACKARD CO COM 428236103 381 26,720 SH DEFINED 26,720 HOLLYFRONTIER CORP COM 436106108 1,620 34,797 SH DEFINED 34,797 HOLOGIC INC COM 436440101 3,617 180,600 SH DEFINED 180,600 HOST HOTELS & RESORTS INC COM 44107P104 1,053 67,212 SH DEFINED A 67,212 HUNTSMAN CORP COM 447011107 844 53,100 SH DEFINED 53,100 INSULET CORP NOTE 3.750% 6/1 45784PAC5 597 550,000 PRN DEFINED B 550,000 INTEGRATED DEVICE TECHNOLOGY COM 458118106 915 125,339 SH DEFINED 125,339 ISHARES TR BARCLYS 20+ YR 464287432 119 77,000 PUT DEFINED 77,000 ISHARES TR RUSSELL 2000 464287655 99 80,000 PUT DEFINED 80,000 JETBLUE AIRWAYS CORP COM 477143101 497 87,000 SH DEFINED 87,000 JOHNSON & JOHNSON COM 478160104 4,493 64,100 SH DEFINED 64,100 JOURNAL COMMUNICATIONS INC CL A 481130102 144 26,633 SH DEFINED 26,633 JPMORGAN CHASE & CO COM 46625H100 835 19,000 SH DEFINED 19,000 K12 INC COM 48273U102 1,030 50,376 SH DEFINED A 50,376 KONGZHONG CORP SPONSORED ADR 50047P104 210 38,200 SH DEFINED 38,200 KOPPERS HOLDINGS INC COM 50060P106 1,456 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140,453 SH DEFINED 140,453 OSI SYSTEMS INC COM 671044105 565 8,822 SH DEFINED A 8,822 PACIRA PHARMACEUTICALS INC COM 695127100 1,682 96,300 SH DEFINED 96,300 PDC ENERGY INC COM 69327R101 1,122 33,800 SH DEFINED 33,800 PIONEER NAT RES CO COM 723787107 874 8,200 SH DEFINED 8,200 POWER INTEGRATIONS INC COM 739276103 842 25,053 SH DEFINED A 25,053 QUALCOMM INC COM 747525103 1,563 25,203 SH DEFINED 25,203 QUANTA SVCS INC COM 74762E102 707 25,920 SH DEFINED A 25,920 QUICKSILVER RESOURCES INC COM 74837R104 272 95,000 SH DEFINED 95,000 RADWARE LTD ORD M81873107 840 25,460 SH DEFINED A 25,460 RED HAT INC COM 756577102 1,163 21,961 SH DEFINED 21,961 REDWOOD TR INC COM 758075402 249 14,758 SH DEFINED A 14,758 REX ENERGY CORPORATION COM 761565100 1,269 97,500 SH DEFINED 97,500 RF MICRODEVICES INC COM 749941100 359 80,184 SH DEFINED A 80,184 ROYAL DUTCH SHELL PLC SPON ADR B 780259107 1,568 22,113 SH DEFINED 22,113 RTI BIOLOGICS INC COM 74975N105 1,972 461,900 SH DEFINED 461,900 RYMAN HOSPITALITY 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