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

CIK: 0001317267 · Show all filings

Period: Q3 2013 (← Previous) (Next →)

Filing Date: Nov 14, 2013

Total Value ($000): $156,026 (6.3% shares, 93.7% debt)

Holdings (16)

— COMCAST HOLDINGS CORP 28.7%

Value ($000) $44,851 Shares 1,019,346 Est. Cost $44.91 Unrealized —

— STARWOOD PPTY TR INC 12.9%

Value ($000) $20,172 Shares 19,500,000 Est. Cost $1.03 Unrealized —

— COLONY FINL INC 10.3%

Value ($000) $16,062 Shares 15,500,000 Est. Cost $1.01 Unrealized —

— EXELIXIS INC 9.8%

Value ($000) $15,303 Shares 13,000,000 Est. Cost $1.18 Unrealized —

— MOLYCORP INC DEL 7.7%

Value ($000) $12,044 Shares 15,217,000 Est. Cost $0.77 Unrealized —

— PROSPECT CAPITAL CORPORATION 5.6%

Value ($000) $8,697 Shares 8,400,000 Est. Cost $1.04 Unrealized —

— WEB COM GROUP INC 4.4%

Value ($000) $6,828 Shares 6,000,000 Est. Cost $1.14 Unrealized —

OSG AMBAC FINL GROUP INC 4.3%

Value ($000) $6,691 Shares 368,852 Est. Cost $24.20 Unrealized -5.9%

— LIBERTY MEDIA CORP 3.6%

Value ($000) $5,596 Shares 9,288,000 Est. Cost $0.60 Unrealized —

SFL 3.25 02/01/18 SHIP FINANCE INTERNATIONAL L 3.5%

Value ($000) $5,510 Shares 5,500,000 Est. Cost $0.96 Unrealized —

— CENTRAL EUROPEAN MEDIA 2.8%

Value ($000) $4,395 Shares 4,590,000 Est. Cost $0.95 Unrealized —

— MOLYCORP INC DEL 2.3%

Value ($000) $3,666 Shares 3,500,000 Est. Cost $0.98 Unrealized —

— MANNKIND CORP 2.0%

Value ($000) $3,143 Shares 2,975,000 Est. Cost $1.12 Unrealized —

UAL UNITED CONTL HLDGS INC 1.0%

Value ($000) $1,536 Shares 50,000 Est. Cost $32.18 Unrealized 0.0%

— FIFTH STR SR FLOATNG RATE CO 0.6%

Value ($000) $955 Shares 70,547 Est. Cost $13.54 Unrealized —

— HEALTH CARE REIT INC 0.4%

Value ($000) $577 Shares 10,000 Est. Cost $57.70 Unrealized —

Ticker	Issuer	Shares	Value ($000)	%	Est. Cost	Unrealized	Class	CUSIP
—	COMCAST HOLDINGS CORP	1,019,346	$44,851	28.7%	$44.91	—	ZONES CV2% PCS	200300507
—	STARWOOD PPTY TR INC	19,500,000	$20,172	12.9%	$1.03	—	NOTE 4.000% 1/1	85571BAB1
—	COLONY FINL INC	15,500,000	$16,062	10.3%	$1.01	—	NOTE 5.000% 4/1	19624RAA4
—	EXELIXIS INC	13,000,000	$15,303	9.8%	$1.18	—	NOTE 4.250% 8/1	30161QAC8
—	MOLYCORP INC DEL	15,217,000	$12,044	7.7%	$0.77	—	NOTE 6.000% 9/0	608753AF6
—	PROSPECT CAPITAL CORPORATION	8,400,000	$8,697	5.6%	$1.04	—	MTNF 5.375%10/1	74348TAK8
—	WEB COM GROUP INC	6,000,000	$6,828	4.4%	$1.14	—	NOTE 1.000% 8/1	94733AAA2
OSG	AMBAC FINL GROUP INC	368,852	$6,691	4.3%	$24.20	-5.9%	COM NEW	023139884
—	LIBERTY MEDIA CORP	9,288,000	$5,596	3.6%	$0.60	—	DEB 4.000%11/1	530715AG6
SFL 3.25 02/01/18	SHIP FINANCE INTERNATIONAL L	5,500,000	$5,510	3.5%	$0.96	—	NOTE 3.250% 2/0	G81075AE6
—	CENTRAL EUROPEAN MEDIA	4,590,000	$4,395	2.8%	$0.95	—	NOTE 5.000%11/1	153443AH9
—	MOLYCORP INC DEL	3,500,000	$3,666	2.3%	$0.98	—	NOTE 5.500% 2/0	608753AH2
—	MANNKIND CORP	2,975,000	$3,143	2.0%	$1.12	—	NOTE 5.750% 8/1	56400PAC6
UAL	UNITED CONTL HLDGS INC	50,000	$1,536	1.0%	$32.18	0.0%	COM	910047109
—	FIFTH STR SR FLOATNG RATE CO	70,547	$955	0.6%	$13.54	—	COM	31679F101
—	HEALTH CARE REIT INC	10,000	$577	0.4%	$57.70	—	PFD PER CON I	42217K601