Kamunting Street Capital Management, L.P. Quant / Systematic

CIK: 0001317267 · Show all filings

Period: Q2 2013 (Next →)

Filing Date: Aug 14, 2013

Total Value ($000): $143,785 (7.0% shares, 93.0% debt)

Holdings (16)

— COMCAST HOLDINGS CORP 29.1%

Value ($000) $41,905 Shares 931,231 Est. Cost $45.00 Unrealized —

— COLONY FINL INC 13.4%

Value ($000) $19,215 Shares 19,000,000 Est. Cost $1.01 Unrealized —

— STARWOOD PPTY TR INC 12.6%

Value ($000) $18,069 Shares 17,500,000 Est. Cost $1.03 Unrealized —

— CEMEX SAB DE CV 7.6%

Value ($000) $10,946 Shares 9,000,000 Est. Cost $1.22 Unrealized —

— MOLYCORP INC DEL 7.6%

Value ($000) $10,882 Shares 14,217,000 Est. Cost $0.77 Unrealized —

— CEMEX SAB DE CV 6.4%

Value ($000) $9,176 Shares 8,000,000 Est. Cost $1.15 Unrealized —

OSG AMBAC FINL GROUP INC 6.0%

Value ($000) $8,564 Shares 359,370 Est. Cost $24.24 Unrealized 0.0%

SFL 3.25 02/01/18 SHIP FINANCE INTERNATIONAL L 3.3%

Value ($000) $4,776 Shares 5,000,000 Est. Cost $0.96 Unrealized —

— ICONIX BRAND GROUP INC 3.2%

Value ($000) $4,554 Shares 4,000,000 Est. Cost $1.14 Unrealized —

— CENTRAL EUROPEAN MEDIA 3.0%

Value ($000) $4,383 Shares 4,590,000 Est. Cost $0.95 Unrealized —

— MOLYCORP INC DEL 2.4%

Value ($000) $3,441 Shares 3,500,000 Est. Cost $0.98 Unrealized —

— MANNKIND CORP 2.0%

Value ($000) $2,882 Shares 2,550,000 Est. Cost $1.13 Unrealized —

— GROUP 1 AUTOMOTIVE INC 1.7%

Value ($000) $2,399 Shares 2,000,000 Est. Cost $1.20 Unrealized —

— ANNALY CAP MGMT INC 0.8%

Value ($000) $1,120 Shares 1,000,000 Est. Cost $1.12 Unrealized —

— CENTRAL EUROPEAN MEDIA ENTRP 0.5%

Value ($000) $745 Shares 225,000 Est. Cost $3.31 Unrealized —

— ARCELORMITTAL SA LUXEMBOURG 0.5%

Value ($000) $728 Shares 65,000 Est. Cost $11.20 Unrealized —

Ticker	Issuer	Shares	Value ($000)	%	Est. Cost	Unrealized	Class	CUSIP
—	COMCAST HOLDINGS CORP	931,231	$41,905	29.1%	$45.00	—	ZONES CV2% PCS	200300507
—	COLONY FINL INC	19,000,000	$19,215	13.4%	$1.01	—	NOTE 5.750% 8/1	19624RAA4
—	STARWOOD PPTY TR INC	17,500,000	$18,069	12.6%	$1.03	—	NOTE 4.550% 3/0	85571BAA3
—	CEMEX SAB DE CV	9,000,000	$10,946	7.6%	$1.22	—	NOTE 3.250% 3/1	151290BB8
—	MOLYCORP INC DEL	14,217,000	$10,882	7.6%	$0.77	—	NOTE 6.000% 9/0	608753AF6
—	CEMEX SAB DE CV	8,000,000	$9,176	6.4%	$1.15	—	NOTE 4.875% 3/1	151290AV5
OSG	AMBAC FINL GROUP INC	359,370	$8,564	6.0%	$24.24	0.0%	COM NEW	023139884
SFL 3.25 02/01/18	SHIP FINANCE INTERNATIONAL L	5,000,000	$4,776	3.3%	$0.96	—	NOTE 3.250% 2/	G81075AE6
—	ICONIX BRAND GROUP INC	4,000,000	$4,554	3.2%	$1.14	—	NOTE 2.500% 6/0	451055AE7
—	CENTRAL EUROPEAN MEDIA	4,590,000	$4,383	3.0%	$0.95	—	NOTE 5.000%11/1	153443AH9
—	MOLYCORP INC DEL	3,500,000	$3,441	2.4%	$0.98	—	NOTE 5.500% 2/0	608753AH2
—	MANNKIND CORP	2,550,000	$2,882	2.0%	$1.13	—	NOTE 5.750% 8/1	56400PAC6
—	GROUP 1 AUTOMOTIVE INC	2,000,000	$2,399	1.7%	$1.20	—	FRNT 2.250% 6/1	398905AE9
—	ANNALY CAP MGMT INC	1,000,000	$1,120	0.8%	$1.12	—	NOTE 4.000% 2/1	035710AA0
—	CENTRAL EUROPEAN MEDIA ENTRP	225,000	$745	0.5%	$3.31	—	CL A NEW	G20045202
—	ARCELORMITTAL SA LUXEMBOURG	65,000	$728	0.5%	$11.20	—	NY REGISTRY SH	03938L104