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: March 31, 2013 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: May 13, 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 Tamarack Capital Management, LLC 028-15086 FrontFour Capital Group, LLC 028-15383 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: 184 Form 13F Information Table Value Total: $125,999 List of Other Included Managers: No. Name Form 13F File Number A Coe Capital Management, LLC 028-14042 B Raven Rock Capital Management, LLC 028-15181
TITLE OF VALUE SHRS OR PUT/ INVESTMENT OTHER NAME OF ISSUER CLASS CUSIP (x$1000) PRN AMT SH/PRN CALL DISCRETION MANAGER SOLE SHARED AFFYMETRIX INC NOTE 4.000% 7/0 00826TAH1 524 500,000 PRN DEFINED B 500,000 AMERICAN CAMPUS CMNTYS INC COM 024835100 2,115 46,656 SH DEFINED 46,656 AMERICAN EXPRESS CO COM 025816109 823 12,200 SH DEFINED 12,200 ANNALY CAP MGMT INC NOTE 5.000% 5/1 035710AB8 518 500,000 PRN DEFINED B 500,000 APPLE INC COM 037833100 575 1,300 SH DEFINED 1,300 APPLE INC COM 037833100 36 10,000 PUT DEFINED 10,000 APTARGROUP INC COM 038336103 600 10,457 SH DEFINED A 10,457 ARRIS GROUP INC COM 04269Q100 201 11,734 SH DEFINED A 11,734 ARROW ELECTRS INC COM 042735100 1,016 25,024 SH DEFINED A 25,024 ASIA ENTN & RESOURCES LTD SHS G0539K108 542 126,057 SH DEFINED 126,057 AVNET INC COM 053807103 607 16,760 SH DEFINED A 16,760 BAIDU INC SPON ADR REP A 056752108 38 10,000 CALL DEFINED 10,000 BARRETT BILL CORP NOTE 5.000% 3/1 06846NAA2 500 500,000 PRN DEFINED B 500,000 BELO CORP COM SER A 080555105 202 20,511 SH DEFINED 20,511 BROADCOM CORP CL A 111320107 1,005 28,975 SH DEFINED A 28,975 BROADSOFT INC COM 11133B409 675 25,515 SH DEFINED 25,515 BROWN SHOE INC COM 115736100 704 44,000 SH DEFINED A 44,000 CA INC COM 12673P105 292 11,600 SH DEFINED 11,600 CAPITAL ONE FINL CORP COM 14040H105 934 17,000 SH DEFINED 17,000 CAPLEASE INC COM 140288101 845 132,600 SH DEFINED 132,600 CHESAPEAKE ENERGY CORP COM 165167107 245 12,000 SH DEFINED 12,000 CISCO SYS INC COM 17275R102 774 37,000 SH DEFINED 37,000 CITIGROUP INC COM 172967424 792 17,900 SH DEFINED 17,900 CITRIX SYS INC COM 177376100 543 7,527 SH DEFINED 7,527 CLEAR CHANNEL OUTDOOR HLDGS CL A 18451C109 121 16,130 SH DEFINED 16,130 COBALT INTL ENERGY INC NOTE 2.625%12/0 19075FAA4 1,117 1,000,000 PRN DEFINED B 1,000,000 COGNIZANT TECHNOLOGY SOLUTIO CL A 192446102 1,458 19,034 SH DEFINED 19,034 COMMAND SEC CORP COM 20050L100 111 60,000 SH DEFINED 60,000 COMMUNITY HEALTH SYS INC COM 203668108 567 11,970 SH DEFINED 11,970 COMMVAULT SYSTEMS INC COM 204166102 1,209 14,753 SH DEFINED 14,753 COMPUTER SCIENCES CORP COM 205363104 1,278 25,950 SH DEFINED 25,950 COMVERSE INC COM 20585P105 686 24,466 SH DEFINED 24,466 CONCEPTUS INC COM 206016107 589 24,393 SH DEFINED A 24,393 CORESITE RLTY CORP COM 21870Q105 387 11,069 SH DEFINED A 11,069 CORNING INC COM 219350105 1,016 76,203 SH DEFINED 76,203 CYNOSURE INC CL A 232577205 462 17,653 SH DEFINED A 17,653 CYPRESS SEMICONDUCTOR CORP COM 232806109 863 78,282 SH DEFINED A 78,282 D R HORTON INC COM 23331A109 833 34,300 SH DEFINED 34,300 DENDREON CORP NOTE 2.875% 1/1 24823QAC1 319 400,000 PRN DEFINED B 400,000 DIGITAL RLTY TR INC COM 253868103 692 10,347 SH DEFINED A 10,347 DIME CMNTY BANCSHARES COM 253922108 947 65,916 SH DEFINED 65,916 DU PONT E I DE NEMOURS & CO COM 263534109 632 12,860 SH DEFINED 12,860 DUPONT FABROS TECHNOLOGY INC COM 26613Q106 2,221 91,500 SH DEFINED 91,500 E M C CORP MASS COM 268648102 1,284 53,748 SH DEFINED 53,748 E TRADE FINANCIAL CORP COM 269246401 193 18,000 SH DEFINED 18,000 E2OPEN INC COM 29788A104 459 23,039 SH DEFINED 23,039 ECHOSTAR CORP CL A 278768106 209 5,358 SH DEFINED 5,358 EDUCATION RLTY TR INC COM 28140H104 2,120 201,305 SH DEFINED 201,305 ELECTRO RENT CORP COM 285218103 510 27,497 SH DEFINED 27,497 ELECTRONIC ARTS INC COM 285512109 13 34,000 PUT DEFINED 34,000 ELLIE MAE INC COM 28849P100 1,505 62,586 SH DEFINED 62,586 ENCORE CAP GROUP INC NOTE 3.000%11/2 292554AC6 457 400,000 PRN DEFINED B 400,000 ENDOCYTE INC COM 29269A102 344 27,605 SH DEFINED 27,605 EQUINIX INC COM 29444U502 1,239 5,727 SH DEFINED 5,727 EURONET WORLDWIDE INC COM 298736109 541 20,554 SH DEFINED A 20,554 EXACTTARGET INC COM 30064K105 963 41,386 SH DEFINED 41,386 EXAR CORP COM 300645108 646 61,516 SH DEFINED 61,516 F5 NETWORKS INC COM 315616102 476 5,341 SH DEFINED 5,341 FAIRPOINT COMMUNICATIONS INC COM 305560302 185 24,725 SH DEFINED 24,725 FARO TECHNOLOGIES INC COM 311642102 603 13,901 SH DEFINED A 13,901 FELCOR LODGING TR INC COM 31430F101 1,905 320,200 SH DEFINED 320,200 FIDELITY NATIONAL FINANCIAL NOTE 4.250% 8/1 31620RAE5 674 500,000 PRN DEFINED B 500,000 FORD MTR CO DEL COM PAR $0.01 345370860 921 70,000 SH DEFINED 70,000 FORD MTR CO DEL COM PAR $0.01 345370860 24 70,000 CALL DEFINED 70,000 FORESTAR GROUP INC COM 346233109 2,293 104,900 SH DEFINED 104,900 FORTINET INC COM 34959E109 7 28,000 CALL DEFINED 28,000 FORTINET INC COM 34959E109 784 33,111 SH DEFINED 33,111 GENERAL CABLE CORP DEL FRNT 4.500%11/1 369300AL2 1,248 1,000,000 PRN DEFINED B 1,000,000 GENERAL ELECTRIC CO COM 369604103 779 33,700 SH DEFINED 33,700 GENERAL MTRS CO COM 37045V100 960 34,500 SH DEFINED 34,500 GENERAL MTRS CO COM 37045V100 27 34,500 PUT DEFINED 34,500 GOLDMAN SACHS GROUP INC COM 38141G104 839 5,700 SH DEFINED 5,700 GOOGLE INC CL A 38259P508 3,003 3,782 SH DEFINED 3,782 GRAY TELEVISION INC COM 389375106 788 168,092 SH DEFINED 168,092 GREENBRIER COS INC COM 393657101 1,194 52,576 SH DEFINED A 52,576 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 500 500,000 PRN DEFINED B 500,000 HACKETT GROUP INC COM 404609109 47 10,230 SH DEFINED 10,230 HANESBRANDS INC COM 410345102 1,026 22,520 SH DEFINED 22,520 HCA HOLDINGS INC COM 40412C101 293 7,200 SH DEFINED 7,200 HEALTH MGMT ASSOC INC CL A 421933102 532 41,300 SH DEFINED 41,300 HESS CORP COM 42809H107 251 3,500 SH DEFINED 3,500 HEWLETT PACKARD CO COM 428236103 11 23,500 PUT DEFINED 23,500 HIBBETT SPORTS INC COM 428567101 273 4,848 SH DEFINED A 4,848 HOST HOTELS & RESORTS INC COM 44107P104 714 40,839 SH DEFINED A 40,839 INFOBLOX INC COM 45672H104 490 22,599 SH DEFINED 22,599 INFORMATICA CORP COM 45666Q102 678 19,683 SH DEFINED 19,683 INSULET CORP NOTE 3.750% 6/1 45784PAC5 650 550,000 PRN DEFINED B 550,000 INTEGRATED DEVICE TECHNOLOGY COM 458118106 936 125,339 SH DEFINED 125,339 INTERCONTINENTALEXCHANGE INC COM 45865V100 1,141 7,000 SH DEFINED 7,000 INTERNATIONAL GAME TECHNOLOG COM 459902102 184 11,135 SH DEFINED 11,135 IPG PHOTONICS CORP COM 44980X109 1,216 18,309 SH DEFINED A 18,309 ISHARES TR BARCLYS 20+ YR 464287432 80 77,000 PUT DEFINED 77,000 ISHARES TR RUSSELL 2000 464287655 42 20,000 PUT DEFINED 20,000 JETBLUE AIRWAYS CORP COM 477143101 669 97,000 SH DEFINED 97,000 JOURNAL COMMUNICATIONS INC CL A 481130102 179 26,633 SH DEFINED 26,633 JPMORGAN CHASE & CO COM 46625H100 2 19,000 CALL DEFINED 19,000 JUNIPER NETWORKS INC COM 48203R104 14 40,000 CALL DEFINED 40,000 K12 INC COM 48273U102 1,126 46,715 SH DEFINED A 46,715 KONGZHONG CORP SPONSORED ADR 50047P104 237 38,200 SH DEFINED 38,200 KOPPERS HOLDINGS INC COM 50060P106 1,014 23,053 SH DEFINED 23,053 KORN FERRY INTL COM 500643200 705 39,453 SH DEFINED A 39,453 LA Z BOY INC COM 505336107 369 19,529 SH DEFINED A 19,529 LAM RESEARCH CORP COM 512807108 746 18,000 SH DEFINED 18,000 LIFELOCK INC COM 53224V100 503 52,198 SH DEFINED 52,198 LORAL SPACE & COMMUNICATNS I COM 543881106 506 8,174 SH DEFINED 8,174 M/I HOMES INC COM 55305B101 807 33,000 SH DEFINED 33,000 MACQUARIE INFRASTR CO LLC MEMBERSHIP INT 55608B105 497 9,199 SH DEFINED 9,199 MARTIN MARIETTA MATLS INC COM 573284106 821 8,046 SH DEFINED A 8,046 MAXIM INTEGRATED PRODS INC COM 57772K101 1,267 38,820 SH DEFINED A 38,820 MBIA INC COM 55262C100 368 35,796 SH DEFINED 35,796 MGC DIAGNOSTICS CORP COM 552768103 127 18,100 SH DEFINED 18,100 MICRON TECHNOLOGY INC COM 595112103 364 36,450 SH DEFINED 36,450 MICROSOFT CORP COM 594918104 606 21,180 SH DEFINED 21,180 MONOTYPE IMAGING HOLDINGS IN COM 61022P100 534 22,473 SH DEFINED 22,473 MOODYS CORP COM 615369105 587 11,000 SH DEFINED 11,000 MORGAN STANLEY COM 617446448 497 22,600 SH DEFINED 22,600 MORGANS HOTEL GROUP CO COM 61748W108 2,283 385,635 SH DEFINED 385,635 NAM TAI ELECTRS INC COM PAR $0.02 629865205 337 24,786 SH DEFINED 24,786 NAUTILUS INC COM 63910B102 183 25,125 SH DEFINED 25,125 NEWCASTLE INVT CORP COM 65105M108 686 61,380 SH DEFINED 61,380 NEXSTAR BROADCASTING GROUP I CL A 65336K103 366 20,352 SH DEFINED 20,352 NOKIA CORP SPONSORED ADR 654902204 12 112,000 CALL DEFINED 112,000 NORTHERN OIL & GAS INC NEV COM 665531109 480 33,400 SH DEFINED A 33,400 OCWEN FINL CORP COM 675746309 280 7,386 SH DEFINED 7,386 OLIN CORP COM PAR $1 680665205 561 22,240 SH DEFINED A 22,240 OMNIAMERICAN BANCORP INC COM 68216R107 1,319 52,179 SH DEFINED 52,179 OMNICARE INC DBCV 3.250%12/1 681904AL2 499 500,000 PRN DEFINED B 500,000 ORBCOMM INC COM 68555P100 629 120,653 SH DEFINED 120,653 PINNACLE ENTMT INC COM 723456109 1,186 81,133 SH DEFINED 81,133 POWER INTEGRATIONS INC COM 739276103 480 11,053 SH DEFINED A 11,053 QUALCOMM INC COM 747525103 1,687 25,203 SH DEFINED 25,203 QUANTA SVCS INC COM 74762E102 595 20,823 SH DEFINED A 20,823 RADWARE LTD ORD M81873107 1,044 27,681 SH DEFINED A 27,681 RAIT FINANCIAL TRUST COM 749227609 777 97,438 SH DEFINED 97,438 RED HAT INC COM 756577102 1,110 21,961 SH DEFINED 21,961 RED HAT INC COM 756577102 2 14,600 PUT DEFINED 14,600 REDWOOD TR INC COM 758075402 243 10,492 SH DEFINED 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84610H108 1,682 26,074 SH DEFINED 26,074 SPDR GOLD TRUST GOLD SHS 78463V107 366 2,368 SH DEFINED 2,368 SPDR S&P 500 ETF TR TR UNIT 78462F103 46 22,000 CALL DEFINED 22,000 SPLUNK INC COM 848637104 613 15,312 SH DEFINED 15,312 STEWART INFORMATION SVCS COR COM 860372101 2,363 92,790 SH DEFINED 92,790 SUMMIT HOTEL PPTYS COM 866082100 403 38,471 SH DEFINED A 38,471 SYNAPTICS INC COM 87157D109 344 8,463 SH DEFINED A 8,463 SYNTEL INC COM 87162H103 438 6,492 SH DEFINED A 6,492 TERRENO RLTY CORP COM 88146M101 1,622 90,207 SH DEFINED 90,207 TETRA TECH INC COM 88162G103 676 22,156 SH DEFINED A 22,156 TEVA PHARMACEUTICAL INDS LTD ADR 881624209 528 13,300 SH DEFINED 13,300 THERAVANCE INC NOTE 2.125% 1/1 88338TAB0 822 750,000 PRN DEFINED B 750,000 TRONOX LTD SHS CL A Q9235V101 381 19,220 SH DEFINED 19,220 TRW AUTOMOTIVE HLDGS CORP COM 87264S106 928 16,880 SH DEFINED 16,880 TYSON FOODS INC NOTE 3.250%10/1 902494AP8 740 500,000 PRN DEFINED B 500,000 ULTRATECH INC COM 904034105 897 22,699 SH DEFINED 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