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 06740C188 572 18,000 SH DEFINED 18,000
BARRETT BILL CORP NOTE 5.000% 3/1 06846NAA2 500 500,000 PRN DEFINED B 500,000
BELO CORP COM SER A 080555105 157 20,511 SH DEFINED 20,511
BERKSHIRE HILLS BANCORP INC COM 084680107 835 35,000 SH DEFINED 35,000
BIOSCRIP INC COM 09069N108 482 44,739 SH DEFINED A 44,739
BLUCORA INC COM 095229100 531 33,774 SH DEFINED A 33,774
BROWN SHOE INC COM 115736100 306 16,646 SH DEFINED A 16,646
BRUKER CORP COM 116794108 1,380 90,400 SH DEFINED 90,400
CA INC COM 12673P105 448 20,400 SH DEFINED 20,400
CAMERON INTERNATIONAL CORP COM 13342B105 593 10,500 SH DEFINED 10,500
CAPITAL ONE FINL CORP COM 14040H105 811 14,000 SH DEFINED 14,000
CAPITAL SR LIVING CORP COM 140475104 334 17,889 SH DEFINED A 17,889
CAREFUSION CORP COM 14170T101 2,409 84,300 SH DEFINED 84,300
CARRIZO OIL & CO INC NOTE 4.375% 6/0 144577AA1 1,000 1,000,000 PRN DEFINED B 1,000,000
CEDAR FAIR L P DEPOSITRY UNIT 150185106 1,673 50,000 SH DEFINED 50,000
CHESAPEAKE LODGING TR SH BEN INT 165240102 373 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 38,153 SH DEFINED 38,153
L-3 COMMUNICATIONS HLDGS INC COM 502424104 1,751 22,849 SH DEFINED 22,849
LAM RESEARCH CORP COM 512807108 798 22,100 SH DEFINED 22,100
LAS VEGAS SANDS CORP COM 517834107 831 18,000 SH DEFINED 18,000
LEAR CORP COM 521865204 932 19,900 SH DEFINED 19,900
LENNAR CORP CL A 526057104 696 17,992 SH DEFINED A 17,992
LIFE TECHNOLOGIES CORP COM 53217V109 2,410 49,100 SH DEFINED 49,100
LORAL SPACE & COMMUNICATNS I COM 543881106 447 8,174 SH DEFINED 8,174
MACQUARIE INFRASTR CO LLC MEMBERSHIP INT 55608B105 338 7,417 SH DEFINED 7,417
MARATHON OIL CORP COM 565849106 1,482 48,350 SH DEFINED 48,350
MARTIN MARIETTA MATLS INC COM 573284106 1,768 18,750 SH DEFINED 18,750
MBIA INC COM 55262C100 167 21,296 SH DEFINED 21,296
MCKESSON CORP COM 58155Q103 1,561 16,100 SH DEFINED 16,100
MEDASSETS INC COM 584045108 1,647 98,219 SH DEFINED 98,219
MENTOR GRAPHICS CORP SDCV 4.000% 4/0 587200AK2 588 500,000 PRN DEFINED B 500,000
MGC DIAGNOSTICS CORP COM 552768103 106 18,100 SH DEFINED 18,100
MORGAN STANLEY COM 617446448 864 45,200 SH DEFINED 45,200
MORGANS HOTEL GROUP CO COM 61748W108 1,374 248,000 SH DEFINED 248,000
MOVE INC COM 62458M207 259 34,100 SH DEFINED 34,100
MYR GROUP INC DEL COM 55405W104 236 10,619 SH DEFINED A 10,619
MYRIAD GENETICS INC COM 62855J104 314 11,539 SH DEFINED A 11,539
NAUTILUS INC COM 63910B102 88 25,125 SH DEFINED 25,125
NEW YORK MTG TR INC COM PAR $.02 649604501 885 140,000 SH DEFINED 140,000
NEWFIELD EXPL CO COM 651290108 931 34,750 SH DEFINED 34,750
NEXSTAR BROADCASTING GROUP I CL A 65336K103 245 23,129 SH DEFINED 23,129
NORTHERN OIL & GAS INC NEV COM 665531109 370 22,001 SH DEFINED A 22,001
NUANCE COMMUNICATIONS INC COM 67020Y100 980 43,922 SH DEFINED 43,922
NVIDIA CORP COM 67066G104 792 64,480 SH DEFINED A 64,480
OASIS PETE INC COM 674215108 449 14,107 SH DEFINED A 14,107
OMNIAMERICAN BANCORP INC COM 68216R107 925 40,000 SH DEFINED 40,000
OMNICARE INC DBCV 3.250%12/1 681904AL2 499 500,000 PRN DEFINED B 500,000
ORBCOMM INC COM 68555P100 551 140,453 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 PPTYS INC COM 78377T107 1,914 49,763 SH DEFINED 49,763
SAVIENT PHARMACEUTICALS INC NOTE 4.750% 2/0 80517QAA8 88 500,000 PRN DEFINED B 500,000
SBA COMMUNICATIONS CORP NOTE 4.000%10/0 78388JAM8 1,064 450,000 PRN DEFINED B 450,000
SCHOOL SPECIALTY INC SDCV 3.750%11/3 807863AM7 188 375,000 PRN DEFINED B 375,000
SEAGATE TECHNOLOGY PLC SHS G7945M107 863 28,308 SH DEFINED 28,308
SEALED AIR CORP COM 81211K100 1,564 89,300 SH DEFINED 89,300
SILICON MOTION TECHNOLOGY CO SPONSORED ADR 82706C108 932 65,576 SH DEFINED A 65,576
SIMPSON MANUFACTURING CO INC COM 829073105 534 16,273 SH DEFINED A 16,273
SIRIUS XM RADIO INC COM 82967N108 1,155 399,524 SH DEFINED 399,524
SKECHERS U S A INC CL A 830566105 468 25,285 SH DEFINED A 25,285
SKYWORKS SOLUTIONS INC COM 83088M102 1,457 71,761 SH DEFINED A 71,761
SOLTA MED INC COM 83438K103 1,137 425,875 SH DEFINED 425,875
SOURCEFIRE INC COM 83616T108 842 17,834 SH DEFINED 17,834
SPARTAN STORES INC NOTE 3.375% 5/1 846822AE4 124 125,000 PRN DEFINED B 125,000
SPDR GOLD TRUST GOLD SHS 78463V107 384 2,368 SH DEFINED 2,368
SPDR S&P 500 ETF TR TR UNIT 78462F103 71 72,800 PUT DEFINED 72,800
SPECTRANETICS CORP COM 84760C107 1,342 90,840 SH DEFINED 90,840
STAGE STORES INC COM 85254C305 329 13,274 SH DEFINED A 13,274
STRYKER CORP COM 863667101 1,321 24,100 SH DEFINED 24,100
SUNCOR ENERGY INC COM 867224107 1,327 40,250 SH DEFINED 40,250
TAKE-TWO INTERACTIVE SOFTWAR NOTE 1.750%12/0 874054AC3 713 750,000 PRN DEFINED B 750,000
TERADATA CORP DEL COM 88076W103 653 10,558 SH DEFINED 10,558
TEVA PHARMACEUTICAL INDS LTD ADR 881624209 2,293 61,400 SH DEFINED 61,400
TFS FINL CORP COM 87240R107 962 100,000 SH DEFINED 100,000
TRIUMPH GROUP INC COM 896818101 1,916 29,338 SH DEFINED 29,338
TRONOX LTD SHS CL A Q9235V101 460 25,220 SH DEFINED 25,220
TRW AUTOMOTIVE HLDGS CORP COM 87264S106 1,514 28,250 SH DEFINED 28,250
TYSON FOODS INC NOTE 3.250%10/1 902494AP8 605 500,000 PRN DEFINED B 500,000
UDR INC COM 902653104 832 35,000 SH DEFINED 35,000
ULTRATECH INC COM 904034105 1,621 43,454 SH DEFINED A 43,454
UNITED RENTALS INC COM 911363109 1,010 22,181 SH DEFINED A 22,181
VALERO ENERGY CORP COM 91913Y100 249 7,303 SH DEFINED A 7,303
VCA ANTECH INC COM 918194101 432 20,533 SH DEFINED A 20,533
VECTOR GROUP LTD FRNT 1/1 92240MAY4 545 500,000 PRN DEFINED B 500,000
VEECO INSTRS INC DEL COM 922417100 288 9,759 SH DEFINED 9,759
VERIFONE SYS INC COM 92342Y109 282 9,501 SH DEFINED 9,501
VERISIGN INC COM 92343E102 609 15,700 SH DEFINED 15,700
VERISIGN INC SDCV 3.250% 8/1 92343EAD4 631 500,000 PRN DEFINED B 500,000
VIRGIN MEDIA INC NOTE 6.500%11/1 92769LAB7 1,029 500,000 PRN DEFINED B 500,000
VOCERA COMMUNICATIONS INC COM 92857F107 316 12,600 SH DEFINED 12,600
VOLCANO CORPORATION COM 928645100 1,849 78,300 SH DEFINED 78,300
WABASH NATL CORP NOTE 3.375% 5/0 929566AH0 554 500,000 PRN DEFINED B 500,000
WEATHERFORD INTERNATIONAL LT REG SHS H27013103 1,515 135,400 SH DEFINED 135,400
WELLS FARGO & CO COM 949746101 889 26,000 SH DEFINED 26,000
WESCO INTL INC DBCV 6.000% 9/1 95082PAH8 1,239 500,000 PRN DEFINED B 500,000
YANDEX N V SHS CLASS A N97284108 276 12,800 SH DEFINED 12,800
ZHONGPIN INC COM 98952K107 784 61,030 SH DEFINED 61,030