Hatteras Core Alternatives Fund NPORT-P Hatteras Core Alternatives Fund, L.P. (Jun 2021 report)

Hatteras Core Alternatives Fund, L.P.			Schedule of Investments
		June 30, 2021 (Unaudited)
	Hatteras Core Alternavitves Fund, L.P. (1)
	Investments in Hatteras Master Fund, L.P., at Value - (99.72%)			$     46,817,778
	Other Assets in Excess of Liabilities - (0.28%)			129,476
	Partners’ Capital — (100.00%)			$     46,947,254
	(1) Invests the majority of its assets in Hatteras Master Fund, L.P.
	The Schedule of Investments of Hatteras Master Fund, L.P. is included below.

Hatteras Master Fund LP		Schedule of Investments
		June 30, 2021 (Unaudited)
Investments in Adviser Funds — (98.76%)			Shares	Cost	Fair Value
	Event Driven — (4.94%)
	Harbinger Capital Partners Fund I, L.P. (Acquired 10/1/2007)(a)(b)(c)(d)			11,188,444	91,849
	Harbinger Credit Distressed Blue Line Fund, L.P. (Acquired 4/1/2010)(a)(b)(c)(e)			12,326,927	1,522,447
	King Street Capital, L.P. (Acquired 12/1/2017)(a)(b)(c)(e)			614,414	574,530
	SGOF Liquidating Master LTD. (Acquired 6/30/2020) (a)(b)(c)(d)			415,757	823,247
	Sculptor Asia Domestic Partners, L.P. (Acquired 1/1/2006)(a)(b)(c)(d)			1,511	503
	Third Point Partners Qualified, L.P. (Acquired 8/1/2017)(a)(b)(c)(e)			7,952,500	12,229,416
	Total Event Driven			32,499,553	15,241,992
	Long Short Equity — (0.98%)
	PIPE Equity Partners (Acquired 10/1/2004)(a)(b)(c)			3,845,244	134
	PIPE Select Fund, LLC (Acquired 10/1/2004)(a)(b)(c)			3,218,604	2,155,093
	Valiant Capital Partners, L.P. (Acquired 9/1/2008)(a)(b)(c)(e)			354,270	874,643
	Total Long Short Equity			7,418,118	3,029,870
	Macro — (4.45%)
	Aspect US Fund LLC - Diversified Class (Acquired 10/10/2017)(a)(b)(e)			5,939,109	6,563,385
	Graham Absolute Return Trading Ltd. (Acquired 12/1/2017)(a)(b)(e)			6,507,802	7,082,076
	Touradji Private Equity Onshore Fund, LTD. (Acquired 3/1/2009)(a)(b)(c)(d)(i)			1,773,870	98,980
	Total Macro			14,220,781	13,744,441
	Relative Value — (3.75%)
	BDCM Partners I, L.P. (Acquired 2/1/2012)(a)(b)(c)			3,659,061	3,319,492
	D.E. Shaw Composite Fund, LLC (Acquired 4/1/2006) (a)(b)(c)			123,745	137,101
	Drawbridge Special Opportunities Fund, L.P. (Acquired 4/1/2006)(a)(b)(c)			154,567	177,943
	HBK Multi-Strategy Fund, L.P. (Acquired 7/1/2017)(a)(b)(c)(e)			6,612,983	7,909,064
	Stark Investments, L.P. (Acquired 11/1/2010)(a)(b)(c)			50,084	16,807
	Stark Select Asset Fund, LLC (Acquired 2/1/2010)(a)(b)(c)			19,907	17,768
	Total Relative Value			10,620,347	11,578,175
	Private Investments — (84.64%)
	ABRY Advanced Securities Fund III, L.P. (Acquired 6/1/2014)(a)(b)(d)			3,223,741	2,880,053
	ABRY Advanced Securities Fund, L.P. (Acquired 8/1/2008)(a)(b)(d)			229,936	83,483
	ABRY Partners VI, L.P. (Acquired 3/3/2008)(a)(b)			1,447,267	147,691
	ABRY Partners VII, L.P. (Acquired 11/8/2011)(a)(b)			1,852,727	1,401,312
	ABRY Partners VIII, L.P. (Acquired 5/1/2015)(b)(d)			1,318,962	1,298,746
	Accel-KKR Capital Partners III, L.P. (Acquired 9/30/2008)(a)(b)			-	31,855
	Accel-KKR Capital Partners IV, L.P. (Acquired 7/1/2013)(b)			1,720,664	3,045,181
	Angeles Equity Partners I, L.P. (Acquired 1/11/2016)(b)(e)			898,942	1,299,097
	Arclight Energy Partners Fund V, L.P. (Acquired 7/1/2006)(a)(b)			2,472,811	1,399,155
	Ascendent Capital Partners I, L.P. (Acquired 7/1/2012)(b)(d)(e)			1,037,699	398,095
	BDCM Opportunity Fund II, L.P. (Acquired 3/1/2006)(b)(e)			1,167,846	562,862
	Benson Elliot Real Estate Partners II, L.P. (Acquired 6/1/2006)(a)(b)(g)			2,644,874	93,840
	Cadent Energy Partners II, L.P. (Acquired 2/1/2008)(b)(e)			4,667,188	2,870,163
	Canaan Natural Gas Fund X, L.P. (Acquired 8/7/2008)(a)(b)(i)			6,152,301	-
	CDH Fund IV, L.P. (Acquired 7/13/2010)(b)(d)			1,035,991	2,146,916
	China Special Opportunities Fund III, L.P. (Acquired 1/18/2011)(b)(d)			3,963,968	4,048,731
	Claremont Creek Ventures II, L.P. (Acquired 11/22/2008)(a)(b)			2,946,392	1,403,240
	Claremont Creek Ventures, L.P. (Acquired 12/1/2005)(a)(b)			1,476,005	8,777
	Colony Investors VII, L.P. (Acquired 3/1/2006)(a)(b)			2,221,355	31,700
	Colony Investors VIII, L.P. (Acquired 10/12/2006)(b)			6,143,940	150,800
	Crosslink Crossover Fund V, L.P. (Acquired 3/1/2007)(a)(b)			234,054	340,332
	Crosslink Crossover Fund VI, L.P. (Acquired 5/31/2011)(a)(b)			2,252,139	6,044,838
	CX Partners Fund LTD. (Acquired 4/1/2009)(b)(d)			1,963,959	1,825,960
	Dace Ventures I, L.P. (Acquired 6/1/2007)(a)(b)			2,300,695	924,690
	Darwin Private Equity I, L.P. (Acquired 8/1/2007)(b)(g)			4,723,624	598,162
	EMG AE Permian Co-Investment, L.P. (Acquired 7/1/2014)(a)(b)(e)			3,000,000	-
	EMG Ascent 2016, L.P. (Acquired 12/28/2015)(a)(b)(e)			4,203,815	5,051,603
	EMG Ascent Secondary Fund, L.P. (Acquired 9/7/2017)(a)(b)(e)			116,829	168,192
	EMG Investment, LLC (Acquired 12/21/2010)(b)(e)			-	555
	EnerVest Energy Institutional Fund X-A, L.P. (Acquired 6/1/2005)(a)(b)			2,155,939	5,112
	EnerVest Energy Institutional Fund XI-A, L.P. (Acquired 4/1/2007)(a)(b)			6,143,719	25,685
	Fairhaven Capital Partners, L.P. (Acquired 3/1/2008)(a)(b)(e)			4,526,074	1,575,091
	Florida Real Estate Value Fund, L.P. (Acquired 11/12/2010)(b)			-	8,372
	Forum European Realty Income III, L.P. (Acquired 2/1/2008)(b)(d)			1,945,475	211,058
	Garrison Opportunity Fund, LLC (Acquired 1/12/2010)(a)(b)			-	160,531
	Garrison Opportunity Fund II A, LLC (Acquired 3/8/2011)(a)(b)			-	937,184
	Gavea Investment Fund II, L.P. (Acquired 5/1/2007)(a)(b)(d)			-	19,623
	Gavea Investment Fund III, L.P. (Acquired 9/18/2008)(a)(b)(d)			-	103,778
	Glade Brook Private Investors III LLC (Acquired 11/1/2014)(a)(b)(e)			3,198,543	2,620,531
	Glade Brook Private Opportunities Fund, LLC (Acquired 5/1/2015)(a)(b)(e)			586,393	462,797
	Glade Brook Private Investors X LLC (Acquired 11/08/2017)(a)(b)			-	-
	Great Point Partners I, L.P. (Acquired 4/1/2006)(a)(b)			985,634	252,821
	Greenfield Acquisition Partners V,L.P. (Acquired 4/1/2008)(b)			2,331,247	53,026
	GTIS Brazil Real Estate Fund, L.P. (Acquired 7/25/2008)(b)(e)			6,052,585	3,920,842
	Halifax Capital Partners II, L.P. (Acquired 8/1/2012)(b)			1,690	47,778
	Halifax Capital Partners III, L.P. (Acquired 8/1/2012)(b)			3,247,780	3,203,607
	Hancock Park Capital III, L.P. (Acquired 3/1/2006)(a)(b)			808,899	183,363
	Intervale Capital Fund, L.P. (Acquired 2/1/2008)(a)(b)			2,436,356	2,360,147
	J.C. Flowers III, L.P. (Acquired 10/1/2009)(b)(d)			3,413,082	1,059,835
	L C Fund V, L.P. (Acquired 7/1/2011)(b)(d)			2,608,970	3,009,335
	Light Street Argon, L.P. (Acquired 5/1/2014)(a)(b)(e)			757,340	969,368
	Light Street SPVH, L.P. (Acquired 8/25/2015)(a)(b)(e)			2,000,000	2,273,687
	Lighthouse Capital Partners VI, L.P. (Acquired 2/1/2007)(a)(b)			83,588	9,475
	Lyfe Capital Fund, L.P. (Acquired 11/6/2015)(b)(d)			2,163,428	5,044,695
	Merit Energy Partners F-II, L.P. (Acquired 3/1/2006)(a)(b)			1,065,656	191,224
	Mid Europa Fund III, L.P. (Acquired 10/1/2007)(b)(h)			3,329,845	9,823
	Monomoy Capital Partners III, L.P. (Acquired 5/6/2011)(b)			2,094,359	1,961,427
	Natural Gas Partners IX, L.P. (Acquired 12/1/2005)(b)			564,297	326,132
	New Horizon Capital III, L.P. (Acquired 1/1/2009)(b)(d)			783,906	1,971,254
	NGP Energy Technology Partners II, L.P. (Acquired 1/23/2009)(b)			3,383,433	1,565,122
	NGP Midstream & Resources Follow-On Fund, L.P. (Acquired 10/7/2007)(b)			649,307	1,427,440
	NGP Midstream & Resources, L.P. (Acquired 10/7/2007)(b)			2,507,471	435,242
	Northstar Equity Partners III Limited (Acquired 6/1/2011)(b)(d)(e)			2,931,496	2,369,576
	ORBIS Real Estate Fund I, L.P. (Acquired 11/1/2006)(a)(b)(f)			2,254,564	277,437
	Orchid Asia IV, L.P. (Acquired 8/1/2007)(b)(d)(e)			2,523,435	25,520,286
	Patron Capital III, L.P. (Acquired 3/1/2007)(b)(g)			3,654,448	281,072
	Phoenix Asia Real Estate Investments L.P. (Acquired 9/24/2007)(a)(b)(d)			2,235,211	2,128,446
	Pine Brook Capital Partners, L.P. (Acquired 2/1/2008)(b)			4,596,155	610,157
	Private Equity Investment Fund IV, L.P. (Acquired 3/1/2006)(a)(b)(e)			1,204,730	193,460
	Private Equity Investment Fund V, L.P (Acquired 4/1/2009)(a)(b)(e)			12,442,343	6,965,626
	Rockwood Capital Real Estate Partners Fund VII, L.P. (Acquired 9/1/2006)(b)			2,913,547	45,336
	Roundtable Healthcare Partners II, L.P. (Acquired 10/29/2010)(a)(b)			-	1,618
	Roundtable Healthcare Partners III, L.P. (Acquired 10/29/2010)(a)(b)(e)			4,165,689	9,145,001
	Saints Capital VI, L.P. (Acquired 4/1/2008)(b)			5,286,496	855,643
	Sanderling Venture Partners VI Co-Investment L.P. (Acquired 5/1/2005)(a)(b)			509,878	406,183
	Sanderling Venture Partners VI, L.P. (Acquired 5/1/2005)(b)			687,045	634,242
	SBC U.S. Fund II, L.P. (Acquired 8/30/2011)(a)(b)			2,219,706	849,769
	Sentient Global Fund IV, L.P. (Acquired 6/1/2011)(a)(b)(e)			5,536,592	2,235,981
	Sentient Global Resources Fund III, L.P. (Acquired 7/21/2008)(b)(d)(e)			11,966,779	3,391,558
	Singerman Real Estate Opportunity Fund, L.P. (Acquired 5/28/2012)(b)			1,019,675	641,386
	Sovereign Capital L.P. III (Acquired 3/22/2010)(b)(g)			-	1,026,666
	Square Mile Partners III, L.P. (Acquired 7/17/2008)(a)(b)			1,791,262	25,913
	Sterling Capital Partners Venture Fund II, L.P. (Acquired 8/1/2005)(a)(b)			1,359,210	129,317
	Sterling Group Partners III, L.P. (Acquired 4/21/2010)(a)(b)			2,994,912	458,418
	Strategic Value Global Opportunities Fund I-A, L.P. (Acquired 11/1/2006)(a)(b)			1,836,663	1,288,962
	Sweetwater Secondaries Fund II LP (Acquired 6/12/2018) (a)(b)(e)			19,979,712	34,254,441
	TDR Capital AS 2013 L.P. (Acquired 12/1/2013)(a)(b)(g)			6,184,080	21,495
	Tenaya Capital V, L.P. (Acquired 7/1/2007)(b)(e)			1,962,993	1,010,193
	The Column Group, L.P. (Acquired 7/7/2007)(a)(b)(e)			4,103,265	6,756,264
	The Energy & Minerals Group Fund II L.P. (Acquired 6/1/2011)(b)(e)			4,040,468	5,261,440
	The Energy & Minerals Group Fund III L.P. (Acquired 10/8/2015)(b)(e)			2,918,996	1,393,732
	The Energy & Minerals Group Fund IV L.P. (Acquired 10/8/2015)(b)(e)			1,949,666	2,013,767
	The Founders Fund III, L.P. (Acquired 5/24/2010)(a)(b)(e)			2,874,836	22,255,038
	The Founders Fund IV, L.P. (Acquired 1/1/2012)(a)(b)(e)			1,062,210	15,998,999
	The Founders Fund VI, L.P. (Acquired 9/1/2017)(a)(b)(e)			954,576	1,951,633
	Tiger Global Private Investments Partners X, L.P. (Acquired 12/31/2016)(b)(d)(e)			1,970,347	6,083,272
	Tiger Global Private Investments Partners VI, L.P. (Acquired 11/8/2010)(b)(d)(e)			2,216,261	4,563,009
	Tiger Global Private Investments Partners VII, L.P. (Acquired 2/24/2012)(b)(d)(e)			1,685,545	2,475,360
	Towers Two Limited (Acquired 9/1/2014)(a)(b)(f)			7,419,169	12,494,644
	TPF II, L.P. (Acquired 10/1/2008)(a)(b)			1,814,310	177,727
	Trivest Fund IV, L.P. (Acquired 11/1/2007)(a)(b)(e)			862,306	62,558
	Trivest Fund V, L.P. (Acquired 5/24/2013)(b)(e)			2,177,229	2,093,188
	Trivest Growth Investment Fund (Acquired 1/17/2017)(b)(e)			1,711,920	2,305,713
	Urban Oil and Gas Partners A-1, L.P. (Acquired 4/29/2010)(a)(b)			6,874,263	144,000
	Urban Oil and Gas Partners B-1, L.P. (Acquired 12/1/2012)(b)			2,186,682	2,059,715
	VCFA Private Equity Partners IV, L.P. (Acquired 3/1/2005)(b)			1,027,985	107,910
	VCFA Venture Partners V, L.P. (Acquired 9/1/2006)(b)			2,764,467	1,373,640
	Voyager Capital Fund III, L.P. (Acquired 5/1/2007)(a)(b)(e)			1,580,421	628,377
	WCP Real Estate Fund I, L.P. (Acquired 4/1/2007)(a)(b)			742,933	77,654
	Westview Capital Partners II, L.P. (Acquired 8/21/2009)(a)(b)			1,556,290	1,009,575
	Zero2IPO China Fund II, L.P. (Acquired 8/8/2008)(a)(b)(d)			3,077,026	647,916
	Total Investments in Private Investments			285,070,532	261,364,747
	Total Investments in Adviser Funds			349,829,331	304,959,225
	Investments in Private Companies — (0.08%)
	Roblox Corporation - Class A			238,581	260,402
	Total Investments in Private Companies			238,581	260,402
	Investments in Mutual Funds — (4.85%)
	Goldman Sachs Absolute Return Tracker Fund - Institutional Class			15,000,000	14,985,795
	Total Invesmtents in Mutual Funds			15,000,000	14,985,795
	Total Investments in Advisor Funds and Securities (103.70%)			349,829,331	320,205,422
	Liabilities in Excess of Other Assets (-3.70%)				(11,413,608)
	Partners’ Capital — (100.00%)				308,791,814
	(a) Non-income producing.
	(b) Adviser Funds and securities that are issued in private placement transactions may have limited resale or redemptions terms.
	(c) The Adviser Fund has imposed gates on or has limited redemptions. The total cost and fair value of these investments as of
	June 30, 2021 was $53,311,888 and $29,949,017, respectively.
	(d) Domiciled in Cayman Islands.
	(e) All or a portion of this position is held in custody by U.S Bank N.A., as collateral for a credit facility.
	The total cost and fair value of these investments as of June 30, 2021 was $177,773,339 and $217,856,916, respectively.
	(f) Domiciled in Mauritius.
	(g) Domiciled in United Kingdom.
	(h) Domiciled in Guernsey.
	(i) Security value is determined using significant unobservable inputs. The fair value of these investments as of June 30, 2021 was $98,980, which reprents 0.03% of partners' capital.

Valuation of Investments

The Hatteras Master Fund, L.P. (the “Fund”) classifies its assets and liabilities that are reported at fair value, not valued using net asset value (“NAV”) as the practical expedient into three levels based on the lowest level of input that is significant to the fair value measurement. Estimated values may differ from the values that would have been used if a ready market existed or if the investments were liquidated at the valuation date.

The three-tier hierarchy distinguishes between (1) inputs that reflect the assumptions market participants would use in pricing an asset or liability developed based on market data obtained from sources independent of the reporting entity (observable inputs) and (2) inputs that reflect the reporting entity’s own assumptions about the assumptions market participants would use in pricing an asset or liability developed based on the best information available in the circumstances (unobservable inputs) and to establish classification of fair value measurements for disclosure purposes. Various inputs may be used in determining the value of the Master Fund’s investments. The inputs are summarized in the three broad levels listed below:

Level 1 — quoted prices (unadjusted) in active markets for identical assets and liabilities.

Level 2 — Inputs to the valuation methodology include quoted prices for similar assets and liabilities in active markets and inputs that are observable for the asset or liability, either directly or indirectly.

Level 3 — Inputs to the valuation methodology are unobservable and significant to the fair value measurement. This includes situations where there is little, if any, market activity for the asset or liability.

Investments at Value	Level 1		Level 2		Level 3		Investments Valued at NAV		Total
Investments in Adviser Funds
Event Driven	$	-	$	-	$	-	$	15,241,992	$	15,241,992
Long Short Equity		-		-		-		3,029,870		3,029,870
Macro		-		-		98,980		13,645,461		13,744,441
Relative Value		-		-		-		11,578,175		11,578,175
Private Investments		-		-		-		261,364,747		261,364,747
Investments in Private Companies		-		-		-		-		-
Other Financial Instruments
Private Companies Call Options		-		-		-		-		-
Total	$	-	$	-	$	98,980	$	304,860,245	$	304,959,225

The following is a reconciliation of investments in which significant unobservable inputs (Level 3) were used in determining fair value on recurring basis:

Level 3 Investments	Balances as of March 31, 2021		Net Realized Gain (Loss)		Change in Unrealized Appreciation/ (Depreciation)		Distributions		Gross Purchases		Gross Sales		Balance as of June 30, 2021
Private Investments	$	98,980	$	-	$	-	$	-	$	-	$	-	$	98,980
Private Companies		-		-		-		-		-		-		-
Total Level 3 Investments	$	98,980	$	-	$	-	$	-	$	-	$	-	$	98,980

For the period ended June 30, 2021, there were no transfers into or out of Level 1, Level 2 or Level 3.

Should a transfer between Levels occur, it is the Fund’s policy to recognize transfers in and out of all Levels at the beginning of reporting period.

The change in unrealized appreciation/(depreciation) during the period from Level 3 investments held at June 30, 2021 is $-.

The following is a summary of quantitative information about significant unobservable valuation inputs for Level 3 Fair Value Measurements for investments held as of June 30, 2021:

	Fair Value as of June 30, 2020		Valuation Techniques	Unobservable Input
Preferred Stock
Private Investments	$	98,980	Dilution estimate	Partner commitment percentage
Private Companies		-	Current value method	Recent round of financing
Total Level 3 Investments	$	98,980