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

CIK: 0001317267 · Show all filings

Period: Q4 2013 (← Previous) (Next →)

Filing Date: Feb 14, 2014

Total Value ($000): $70,969 (37.1% shares, 62.9% debt)

Holdings (22)

— EXELIXIS INC 24.1%

Value ($000) $17,115 Shares 14,000,000 Est. Cost $1.18 Unrealized —

OSG AMBAC FINL GROUP INC 8.3%

Value ($000) $5,866 Shares 238,852 Est. Cost $24.20 Unrealized -13.5%

— LIBERTY MEDIA CORP 8.1%

Value ($000) $5,759 Shares 9,288,000 Est. Cost $0.60 Unrealized —

SFL 3.25 02/01/18 SHIP FINANCE INTERNATIONAL L 8.1%

Value ($000) $5,745 Shares 5,500,000 Est. Cost $0.96 Unrealized —

— COLONY FINL INC 7.9%

Value ($000) $5,623 Shares 5,500,000 Est. Cost $1.01 Unrealized —

— CENTRAL EUROPEAN MEDIA 7.1%

Value ($000) $5,031 Shares 5,590,000 Est. Cost $0.95 Unrealized —

— COVANTA HLDG CORP 4.9%

Value ($000) $3,507 Shares 3,000,000 Est. Cost $1.17 Unrealized —

— SANDRIDGE ENERGY INC 4.7%

Value ($000) $3,339 Shares 550,000 Est. Cost $6.07 Unrealized —

— FIFTH STR SR FLOATNG RATE CO 4.4%

Value ($000) $3,158 Shares 238,553 Est. Cost $13.33 Unrealized —

— PIMCO DYNAMIC CR INCOME FD 3.8%

Value ($000) $2,730 Shares 121,433 Est. Cost $22.48 Unrealized —

MBI MBIA INC 3.0%

Value ($000) $2,149 Shares 180,000 Est. Cost $5.03 Unrealized 0.0%

— MOLYCORP INC DEL 2.6%

Value ($000) $1,865 Shares 2,000,000 Est. Cost $0.98 Unrealized —

— CROWN CASTLE INTL CORP 2.6%

Value ($000) $1,836 Shares 25,000 Est. Cost $73.44 Unrealized —

— BLACKROCK CORPOR HI YLD FD V 2.0%

Value ($000) $1,395 Shares 114,616 Est. Cost $12.17 Unrealized —

— WELLS FARGO ADVANTAGE INCOME 1.7%

Value ($000) $1,191 Shares 129,776 Est. Cost $9.18 Unrealized —

XXHYBXX NEW AMER HIGH INCOME FD INC 1.5%

Value ($000) $1,042 Shares 107,946 Est. Cost $9.65 Unrealized —

UAL UNITED CONTL HLDGS INC 1.3%

Value ($000) $946 Shares 25,000 Est. Cost $32.18 Unrealized +8.8%

— WESTERN ASSET HIGH INCM OPP 1.1%

Value ($000) $764 Shares 128,839 Est. Cost $5.93 Unrealized —

— WESTERN ASSET GLOBAL CP DEFI 1.0%

Value ($000) $716 Shares 39,633 Est. Cost $18.07 Unrealized —

— WESTERN ASSET MGD HI INCM FD 0.8%

Value ($000) $594 Shares 104,982 Est. Cost $5.66 Unrealized —

— HEALTH CARE REIT INC 0.7%

Value ($000) $514 Shares 10,000 Est. Cost $57.70 Unrealized —

— MOLYCORP INC DEL 0.1%

Value ($000) $84 Shares 15,000 Est. Cost $5.60 Unrealized —

Ticker	Issuer	Shares	Value ($000)	%	Est. Cost	Unrealized	Class	CUSIP
—	EXELIXIS INC	14,000,000	$17,115	24.1%	$1.18	—	NOTE 4.250% 8/1	30161QAC8
OSG	AMBAC FINL GROUP INC	238,852	$5,866	8.3%	$24.20	-13.5%	COM NEW	023139884
—	LIBERTY MEDIA CORP	9,288,000	$5,759	8.1%	$0.60	—	DEB 4.000%11/1	530715AG6
SFL 3.25 02/01/18	SHIP FINANCE INTERNATIONAL L	5,500,000	$5,745	8.1%	$0.96	—	NOTE 3.250% 2/0	G81075AE6
—	COLONY FINL INC	5,500,000	$5,623	7.9%	$1.01	—	NOTE 5.000% 4/1	19624RAA4
—	CENTRAL EUROPEAN MEDIA	5,590,000	$5,031	7.1%	$0.95	—	NOTE 5.000%11/1	153443AH9
—	COVANTA HLDG CORP	3,000,000	$3,507	4.9%	$1.17	—	NOTE 3.250% 6/0	22282EAC6
—	SANDRIDGE ENERGY INC	550,000	$3,339	4.7%	$6.07	—	COM	80007P307
—	FIFTH STR SR FLOATNG RATE CO	238,553	$3,158	4.4%	$13.33	—	COM	31679F101
—	PIMCO DYNAMIC CR INCOME FD	121,433	$2,730	3.8%	$22.48	—	COM SHS	72202D106
MBI	MBIA INC	180,000	$2,149	3.0%	$5.03	0.0%	COM	55262C100
—	MOLYCORP INC DEL	2,000,000	$1,865	2.6%	$0.98	—	NOTE 5.500% 2/0	608753AH2
—	CROWN CASTLE INTL CORP	25,000	$1,836	2.6%	$73.44	—	COM	228227104
—	BLACKROCK CORPOR HI YLD FD V	114,616	$1,395	2.0%	$12.17	—	COM	09255P107
—	WELLS FARGO ADVANTAGE INCOME	129,776	$1,191	1.7%	$9.18	—	COM SHS	94987B105
XXHYBXX	NEW AMER HIGH INCOME FD INC	107,946	$1,042	1.5%	$9.65	—	COM NEW	641876800
UAL	UNITED CONTL HLDGS INC	25,000	$946	1.3%	$32.18	+8.8%	COM	910047109
—	WESTERN ASSET HIGH INCM OPP	128,839	$764	1.1%	$5.93	—	COM	95766K109
—	WESTERN ASSET GLOBAL CP DEFI	39,633	$716	1.0%	$18.07	—	COM	95790C107
—	WESTERN ASSET MGD HI INCM FD	104,982	$594	0.8%	$5.66	—	COM	95766L107
—	HEALTH CARE REIT INC	10,000	$514	0.7%	$57.70	—	PFD PER CON I	42217K601
—	MOLYCORP INC DEL	15,000	$84	0.1%	$5.60	—	COM	608753109