# EDGAR Filing Document

**Accession Number:** 0001382143
**File Stem:** 0001145549-23-013272
**Filing Date:** 2023-2
**Character Count:** 10526
**Document Hash:** 4e5afe75f7de9c624008e0f4c8559c6a
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001145549-23-013272.hdr.sgml**: 20230228

**ACCESSION NUMBER**: 0001145549-23-013272

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 2

**CONFORMED PERIOD OF REPORT**: 20221231

**FILED AS OF DATE**: 20230228

**DATE AS OF CHANGE**: 20230228

**PERIOD START**: 20230331

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** Hatteras Core Alternatives Institutional Fund, L.P.
- **CENTRAL INDEX KEY:** 0001382143
- **IRS NUMBER:** 000000000
- **STATE OF INCORPORATION:** DE
- **FISCAL YEAR END:** 0331

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-21986
- **FILM NUMBER:** 23682502

**BUSINESS ADDRESS:**
- **STREET 1:** 8510 COLONNADE CENTER DRIVE
- **STREET 2:** SUITE 150
- **CITY:** RALEIGH
- **STATE:** NC
- **ZIP:** 27615
- **BUSINESS PHONE:** 919.846.2324

**MAIL ADDRESS:**
- **STREET 1:** 8510 COLONNADE CENTER DRIVE
- **STREET 2:** SUITE 150
- **CITY:** RALEIGH
- **STATE:** NC
- **ZIP:** 27615

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** Hatteras Core Alternatives
- **DATE OF NAME CHANGE:** 20120104

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** Hatteras Multi-Strategy Institutional Fund, L.P.
- **DATE OF NAME CHANGE:** 20061127

## Nport-Ex

---

| | | |
|:---|:---|:---|
| **Hatteras Core Alternatives Institutional Fund, L.P.** | **Hatteras Core Alternatives Institutional Fund, L.P.** | **Schedule of Investments** |
| | **December 31, 2022 (Unaudited)** | **December 31, 2022 (Unaudited)** |
| <br>**Hatteras Core Alternatives Institutional Fund, L.P. <sup>(1)</sup>** | | |
| **Investments in Hatteras Master Fund, L.P., at Value - (100.14%)** | **Investments in Hatteras Master Fund, L.P., at Value - (100.14%)** | $58345792 |
| **Liabilities in Excess of Other Assets - (-0.14%)** | **Liabilities in Excess of Other Assets - (-0.14%)** | (81671) |
| **Partners' Capital — (100.00%)** |  | $58264121 |
| <sup>(1)</sup> Invests the majority of its assets in Hatteras Master Fund, L.P. | <sup>(1)</sup> Invests the majority of its assets in Hatteras Master Fund, L.P. |  |
| &nbsp;&nbsp;&nbsp;&nbsp; The Schedule of Investments of Hatteras Master Fund, L.P. is included below. | &nbsp;&nbsp;&nbsp;&nbsp; The Schedule of Investments of Hatteras Master Fund, L.P. is included below. |  |

---

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Hatteras Master Fund LP** | **Schedule of Investments** | **Schedule of Investments** | **Schedule of Investments** | **Schedule of Investments** |
|  | **December 31, 2022 (Unaudited)** | **December 31, 2022 (Unaudited)** | **December 31, 2022 (Unaudited)** | **December 31, 2022 (Unaudited)** |
| **Investments in Private Preferred Equity — (100.11%)** |  | **Shares** | **Cost** | **Fair Value** |
| The Beneficient Company Group, L.P. - Preferred Series B-2 Unit Accounts <sup>(a)</sup> | The Beneficient Company Group, L.P. - Preferred Series B-2 Unit Accounts <sup>(a)</sup> | The Beneficient Company Group, L.P. - Preferred Series B-2 Unit Accounts <sup>(a)</sup> | 307505376 | 324373887 |
| **Total Investments in Private Preferred Equity** |  |  | **307505376** | **324373887** |
| **Total Investments — (100.11%)** |  |  | **307505376** | **324373887** |
| **Liabilities in Excess of Other Assets — (-0.11%)** |  |  |  | **&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(351560)** |
| **Partners' Capital — (100.00%)** |  |  |  | **324022327** |
| <sup>(a)</sup> Private Preferred Equity security has limited resale or redemptions terms. | <sup>(a)</sup> Private Preferred Equity security has limited resale or redemptions terms. |  |  |  |

---

#### 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** <br> **Valued at NAV** | **Total** |
| **Investment Type** | | | | | |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Private Preferred Equity | $- | $- | $324373887 | $- | $324373887 |
| **&nbsp;&nbsp;&nbsp;&nbsp; Total Investments** | $- | $- | $324373887 | $- | $324373887 |

---

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**<br> **March 31, 2022** | **Transfers into/**<br> **(out of)** | **Net Realized Gain/(Loss)** | **Change in** <br> **Unrealized Appreciation/**<br> **Depreciation** | **Distributions** | **Gross Purchases** | **Gross Sales** | **Balance as of December 31, 2022** |
| Private Preferred Equity | $307505376 | $- | $- | $16868511 | $- |  | $- | $324373887 |
| Total Level 3 Investments | $307505376 | $- | $- | $16868511 | $- | $- | $- | $324373887 |

---

For the period ended December 31, 2022, 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 December 31, 2022 is $16,868,511.

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Type of Level 3 Investment** | **Fair Value as of**<br> **December 31, 2022** | **Unobservable Input** | **Range** | **Weighted Average of Unobservable Inputs** |
| &nbsp;&nbsp;&nbsp;&nbsp;Private Preferred Equity | $324373887 | Transaction Price, plus accrued interest | N/A | N/A |
| **Total Level 3 Investments** | $324373887 |  |  |  |

---

## Form NPORT-P: Monthly Portfolio Investments Report

### NPORT-P: Part A: General Information

**Item A.1. Information about the Registrant.**

- **a. Name of Registrant:** Hatteras Core Alternatives Institutional Fund, L.P.

- **b. Investment Company Act file number:** 811-21986

- **c. CIK number of Registrant:** 0001382143

- **d. LEI of Registrant:** 5493005JOU1PK5089H75

- **e. Address and telephone number of Registrant.**

  - **Street Address 1:** 8510 Colonnade Center Drive

  - **City:** Raleigh

  - **State:** NC

  - **Foreign country:** US

  - **Zip / Postal Code:** 27615

  - **Telephone number:** 919-846-2324

**Item A.2. Information about the Series.**

- **a. Name of Series:** Hatteras Core Alternatives Institutional Fund, L.P.

- **c. LEI of Series:** 5493005JOU1PK5089H75

**Item A.3. Reporting period.**

- **a. Date of fiscal year-end:** 2023-03-31

- **b. Date as of which information is reported:** 2022-12-31

**Item A.4. Final filing**

Does the Fund anticipate that this will be its final filing on Form N-PORT? **No**

### Fund Information

**Total Assets:** $58533189.80

**Total Liabilities:** $269068.71

**Net Assets:** $58264121.09

**Monthly Return Information**

| Class        | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID N/A | 0.19%                | 0.19%                | 0.36%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $0.00                    | $241556.56                                 |
| Month 2  | $0.00                    | $240564.38                                 |
| Month 3  | $0.00                    | $240411.41                                 |

### Schedule of Portfolio Investments

| Name                       | Title                      | Identifiers                             | Payoff Profile   | Asset Category   | Issuer Category   | Country   |   Balance | Units   | Value (USD)   | % of Net Assets   | Maturity Date   | Coupon Type   | Annualized Rate (%)   | Restricted?   | Fair Value Level   | Lending Status   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| Hatteras Master Fund, L.P. | Hatteras Master Fund, L.P. | CUSIP: N/A<br>LEI: 549300DPUW2OGXYMY560 | Long             | EC               | RF                | US        |  58345792 | NS      | $58345791.98  | 100.14%           |  |  |  | Yes           | N/A                | On Loan: No      |
| US BANK MMDA - USBFS 2     | US BANK MMDA - USBFS 2     | CUSIP: N/A<br>LEI: N/A                  | Long             | STIV             | RF                | US        |      7550 | NS      | $7550.05      | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |

### Signature

**Date Signed:** 2023-02-24

**Name of Applicant:** Hatteras Core Alternatives Institutional Fund, L.P.

**Signature:** /s/ Brittney Chick-Reny

**Name of Signer:** Hatteras Core Alternatives Institutional Fund, L.P.

**Title:** Secretary