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

CIK: 0001317267 · Show all filings

Period: Q1 2014 (← Previous) (Next →)

Filing Date: May 15, 2014

Total Value ($000): $108,204 (36.9% shares, 63.1% debt)

Holdings (26)

— COMCAST HOLDINGS CORP 33.9%

Value ($000) $36,716 Shares 829,746 Est. Cost $44.25 Unrealized —

— TESLA MTRS INC 17.8%

Value ($000) $19,241 Shares 20,900,000 Est. Cost $0.92 Unrealized —

— LIBERTY MEDIA CORP 5.2%

Value ($000) $5,671 Shares 9,288,000 Est. Cost $0.60 Unrealized —

MBI MBIA INC 5.0%

Value ($000) $5,444 Shares 389,142 Est. Cost $5.31 Unrealized +4.6%

— SANDRIDGE ENERGY INC 4.6%

Value ($000) $4,999 Shares 814,176 Est. Cost $6.09 Unrealized —

— NATIONSTAR MTG HLDGS INC 4.5%

Value ($000) $4,908 Shares 151,202 Est. Cost $32.46 Unrealized —

OSG AMBAC FINL GROUP INC 3.5%

Value ($000) $3,768 Shares 121,420 Est. Cost $24.20 Unrealized +14.1%

— CENTRAL EUROPEAN MEDIA 3.2%

Value ($000) $3,500 Shares 3,590,000 Est. Cost $0.95 Unrealized —

— PIMCO DYNAMIC CR INCOME FD 3.2%

Value ($000) $3,415 Shares 151,101 Est. Cost $22.50 Unrealized —

— MOLYCORP INC DEL 2.9%

Value ($000) $3,104 Shares 3,500,000 Est. Cost $0.94 Unrealized —

— CENTRAL EUROPEAN MEDIA ENTRP 2.2%

Value ($000) $2,347 Shares 798,454 Est. Cost $2.94 Unrealized —

— BLACKROCK CORPOR HI YLD FD V 1.9%

Value ($000) $2,056 Shares 167,708 Est. Cost $12.20 Unrealized —

— FIFTH STR SR FLOATNG RATE CO 1.4%

Value ($000) $1,533 Shares 106,615 Est. Cost $13.33 Unrealized —

HLF HERBALIFE LTD 1.3%

Value ($000) $1,457 Shares 25,433 Est. Cost $32.93 Unrealized 0.0%

XXHYBXX NEW AMER HIGH INCOME FD INC 1.3%

Value ($000) $1,377 Shares 140,393 Est. Cost $9.69 Unrealized —

AAL AMERICAN AIRLS GROUP INC 1.2%

Value ($000) $1,346 Shares 36,782 Est. Cost $32.09 Unrealized 0.0%

— WELLS FARGO ADVANTAGE INCOME 1.1%

Value ($000) $1,179 Shares 124,809 Est. Cost $9.18 Unrealized —

— WESTERN ASSET HIGH INCM OPP 0.9%

Value ($000) $1,021 Shares 168,839 Est. Cost $5.96 Unrealized —

— NUVEEN CR STRATEGIES INCM FD 0.9%

Value ($000) $1,014 Shares 106,625 Est. Cost $9.51 Unrealized —

— HALCON RES CORP 0.9%

Value ($000) $921 Shares 212,650 Est. Cost $4.33 Unrealized —

— FUELCELL ENERGY INC 0.8%

Value ($000) $913 Shares 368,100 Est. Cost $2.48 Unrealized —

— WESTERN ASSET MGD HI INCM FD 0.7%

Value ($000) $787 Shares 137,401 Est. Cost $5.67 Unrealized —

— WESTERN ASSET GLOBAL CP DEFI 0.7%

Value ($000) $721 Shares 39,633 Est. Cost $18.07 Unrealized —

— HEALTH CARE REIT INC 0.5%

Value ($000) $555 Shares 10,000 Est. Cost $57.70 Unrealized —

— INVESCO DYNAMIC CR OPP FD 0.2%

Value ($000) $202 Shares 15,581 Est. Cost $12.96 Unrealized —

— COLONY FINL INC 0.0%

Value ($000) $9 Shares 403 Est. Cost $22.33 Unrealized —

Ticker	Issuer	Shares	Value ($000)	%	Est. Cost	Unrealized	Class	CUSIP
—	COMCAST HOLDINGS CORP	829,746	$36,716	33.9%	$44.25	—	ZONES CV2% PCS	200300507
—	TESLA MTRS INC	20,900,000	$19,241	17.8%	$0.92	—	NOTE 0.250% 3/0	88160RAB7
—	LIBERTY MEDIA CORP	9,288,000	$5,671	5.2%	$0.60	—	DEB 4.000%11/1	530715AG6
MBI	MBIA INC	389,142	$5,444	5.0%	$5.31	+4.6%	COM	55262C100
—	SANDRIDGE ENERGY INC	814,176	$4,999	4.6%	$6.09	—	COM	80007P307
—	NATIONSTAR MTG HLDGS INC	151,202	$4,908	4.5%	$32.46	—	COM	63861C109
OSG	AMBAC FINL GROUP INC	121,420	$3,768	3.5%	$24.20	+14.1%	COM NEW	023139884
—	CENTRAL EUROPEAN MEDIA	3,590,000	$3,500	3.2%	$0.95	—	NOTE 5.000%11/1	153443AH9
—	PIMCO DYNAMIC CR INCOME FD	151,101	$3,415	3.2%	$22.50	—	COM SHS	72202D106
—	MOLYCORP INC DEL	3,500,000	$3,104	2.9%	$0.94	—	NOTE 5.500% 2/0	608753AH2
—	CENTRAL EUROPEAN MEDIA ENTRP	798,454	$2,347	2.2%	$2.94	—	CL A NEW	G20045202
—	BLACKROCK CORPOR HI YLD FD V	167,708	$2,056	1.9%	$12.20	—	COM	09255P107
—	FIFTH STR SR FLOATNG RATE CO	106,615	$1,533	1.4%	$13.33	—	COM	31679F101
HLF	HERBALIFE LTD	25,433	$1,457	1.3%	$32.93	0.0%	COM USD SHS	G4412G101
XXHYBXX	NEW AMER HIGH INCOME FD INC	140,393	$1,377	1.3%	$9.69	—	COM NEW	641876800
AAL	AMERICAN AIRLS GROUP INC	36,782	$1,346	1.2%	$32.09	0.0%	COM	02376R102
—	WELLS FARGO ADVANTAGE INCOME	124,809	$1,179	1.1%	$9.18	—	COM SHS	94987B105
—	WESTERN ASSET HIGH INCM OPP	168,839	$1,021	0.9%	$5.96	—	COM	95766K109
—	NUVEEN CR STRATEGIES INCM FD	106,625	$1,014	0.9%	$9.51	—	COM SHS	67073D102
—	HALCON RES CORP	212,650	$921	0.9%	$4.33	—	COM NEW	40537Q209
—	FUELCELL ENERGY INC	368,100	$913	0.8%	$2.48	—	COM	35952H106
—	WESTERN ASSET MGD HI INCM FD	137,401	$787	0.7%	$5.67	—	COM	95766L107
—	WESTERN ASSET GLOBAL CP DEFI	39,633	$721	0.7%	$18.07	—	COM	95790C107
—	HEALTH CARE REIT INC	10,000	$555	0.5%	$57.70	—	PFD PER CON I	42217K601
—	INVESCO DYNAMIC CR OPP FD	15,581	$202	0.2%	$12.96	—	COM	46132R104
—	COLONY FINL INC	403	$9	0.0%	$22.33	—	COM	19624R106