Security has been particularly tight in recent days outside the headquarters of Mr Alkatiri's Fretilin political party.
East Timor erupted in violence last month after Mr Alkatiri sacked 600 soldiers, nearly half the nation's armed forces.
The troops, who came from the west of the country, had deserted because of alleged discrimination.
The rebellion triggered in-fighting among the security forces which led to gang warfare in which at least 21 people were killed.
More than 2,200 troops and police from Australia, New Zealand, Malaysia and Portugal were sent to East Timor to restore order.
Many of the rebel soldiers have begun surrendering their weapons, but one rebel leader has rejected demands for his group to disarm immediately, saying he will only hand over the weapons directly to president Xanana Gusmao.
East Timor's independent prosecutor-general has issued an arrest warrant for former interior minister Rogerio Lobato over accusations that he armed civilians as the country descended into violence last month.
A UN official is quoted as saying an official statement on the warrant is being prepared.
A UN team of special prosecutors is currently working with East Timor's prosecutor-general to investigate several violent incidents along with claims of gang violence linked to the government of prime minister Mari Alkatiri.
A former guerrilla fighter, Vincente da Concecao, has reportedly claimed Mr Alkatiri and his then interior minister Rogerio Lobato armed his group of men to act against opponents.
Mr Alkatiri has repeatedly denied the claims against him.