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

CIK: 0001317267 · Show all filings

Period: Q1 2015 (← Previous) (Next →)

Filing Date: May 15, 2015

Total Value ($000): $42,554 (66.6% shares, 33.4% debt)

Holdings (28)

— HERBALIFE LTD 15.2%

Value ($000) $6,462 Shares 7,856,000 Est. Cost $0.82 Unrealized —

— TESLA MTRS INC 12.5%

Value ($000) $5,339 Shares 6,375,000 Est. Cost $0.91 Unrealized —

— TRAVELPORT WORLDWIDE LTD 7.8%

Value ($000) $3,331 Shares 199,468 Est. Cost $16.70 Unrealized —

HLF HERBALIFE LTD 6.7%

Value ($000) $2,861 Shares 66,902 Est. Cost $27.83 Unrealized -38.6%

— BLACKROCK CORPOR HI YLD FD I 6.2%

Value ($000) $2,654 Shares 237,830 Est. Cost $12.26 Unrealized —

— ROVI CORP 4.9%

Value ($000) $2,090 Shares 114,749 Est. Cost $18.21 Unrealized —

— NUVEEN CR STRATEGIES INCM FD 4.7%

Value ($000) $2,014 Shares 222,536 Est. Cost $9.23 Unrealized —

BMRN BIOMARIN PHARMACEUTICAL INC 3.8%

Value ($000) $1,618 Shares 12,985 Est. Cost $65.72 Unrealized +61.2%

— CENTRAL EUROPEAN MEDIA ENTRP 3.3%

Value ($000) $1,407 Shares 528,793 Est. Cost $2.86 Unrealized —

— TESLA MTRS INC 3.1%

Value ($000) $1,321 Shares 1,508,000 Est. Cost $0.93 Unrealized —

— CITRIX SYS INC 3.0%

Value ($000) $1,274 Shares 19,950 Est. Cost $70.55 Unrealized —

— WESTERN ASSET HGH YLD DFNDFD 2.8%

Value ($000) $1,173 Shares 71,773 Est. Cost $17.53 Unrealized —

TOL TOLL BROTHERS INC 2.6%

Value ($000) $1,125 Shares 28,600 Est. Cost $36.54 Unrealized 0.0%

— YAHOO INC 2.5%

Value ($000) $1,079 Shares 1,000,000 Est. Cost $1.08 Unrealized —

MBI MBIA INC 2.5%

Value ($000) $1,049 Shares 112,820 Est. Cost $5.31 Unrealized -26.9%

— PRUDENTIAL SHT DURATION HG Y 2.4%

Value ($000) $1,027 Shares 63,123 Est. Cost $17.94 Unrealized —

— MFS MULTIMARKET INCOME TR 2.4%

Value ($000) $1,012 Shares 159,300 Est. Cost $6.65 Unrealized —

ILMN ILLUMINA INC 2.3%

Value ($000) $984 Shares 5,300 Est. Cost $174.00 Unrealized +8.2%

— MFS CHARTER INCOME TR 2.2%

Value ($000) $953 Shares 108,300 Est. Cost $9.21 Unrealized —

— ALLIANCEBERNSTEIN GLBL HGH IN 2.0%

Value ($000) $855 Shares 67,980 Est. Cost $14.23 Unrealized —

— BLACKROCK DEBT STRAT FD INC 1.3%

Value ($000) $545 Shares 146,065 Est. Cost $4.10 Unrealized —

— WELLS FARGO ADVANTAGE MULTI 1.2%

Value ($000) $503 Shares 37,700 Est. Cost $14.82 Unrealized —

— WESTERN ASSET MGD HI INCM FD 1.1%

Value ($000) $452 Shares 87,488 Est. Cost $5.73 Unrealized —

— MORGAN STANLEY EM MKTS DM DE 1.0%

Value ($000) $409 Shares 44,213 Est. Cost $13.06 Unrealized —

AKAM AKAMAI TECHNOLOGIES INC 0.9%

Value ($000) $398 Shares 5,600 Est. Cost $60.14 Unrealized +9.9%

— WELLS FARGO ADVANTAGE INCOME 0.7%

Value ($000) $314 Shares 35,641 Est. Cost $9.27 Unrealized —

XXHYBXX NEW AMER HIGH INCOME FD INC 0.5%

Value ($000) $201 Shares 22,260 Est. Cost $9.78 Unrealized —

— WESTERN ASST EMRG MKT INCM 0.2%

Value ($000) $104 Shares 9,333 Est. Cost $12.94 Unrealized —

Ticker	Issuer	Shares	Value ($000)	%	Est. Cost	Unrealized	Class	CUSIP
—	HERBALIFE LTD	7,856,000	$6,462	15.2%	$0.82	—	NOTE 2.000% 8/1	42703MAB9
—	TESLA MTRS INC	6,375,000	$5,339	12.5%	$0.91	—	NOTE 1.25% 3/0	88160RAC5
—	TRAVELPORT WORLDWIDE LTD	199,468	$3,331	7.8%	$16.70	—	SHS	G9019D104
HLF	HERBALIFE LTD	66,902	$2,861	6.7%	$27.83	-38.6%	COM USD SHS	G4412G101
—	BLACKROCK CORPOR HI YLD FD I	237,830	$2,654	6.2%	$12.26	—	COM	09255P107
—	ROVI CORP	114,749	$2,090	4.9%	$18.21	—	COM	779376102
—	NUVEEN CR STRATEGIES INCM FD	222,536	$2,014	4.7%	$9.23	—	COM SHS	67073D102
BMRN	BIOMARIN PHARMACEUTICAL INC	12,985	$1,618	3.8%	$65.72	+61.2%	COM	09061G101
—	CENTRAL EUROPEAN MEDIA ENTRP	528,793	$1,407	3.3%	$2.86	—	CL A NEW	G20045202
—	TESLA MTRS INC	1,508,000	$1,321	3.1%	$0.93	—	NOTE 0.250% 3/0	88160RAB7
—	CITRIX SYS INC	19,950	$1,274	3.0%	$70.55	—	COM	177376100
—	WESTERN ASSET HGH YLD DFNDFD	71,773	$1,173	2.8%	$17.53	—	COM	95768B107
TOL	TOLL BROTHERS INC	28,600	$1,125	2.6%	$36.54	0.0%	COM	889478103
—	YAHOO INC	1,000,000	$1,079	2.5%	$1.08	—	NOTE 12/0	984332AF3
MBI	MBIA INC	112,820	$1,049	2.5%	$5.31	-26.9%	COM	55262C100
—	PRUDENTIAL SHT DURATION HG Y	63,123	$1,027	2.4%	$17.94	—	COM	74442F107
—	MFS MULTIMARKET INCOME TR	159,300	$1,012	2.4%	$6.65	—	SH BEN INT	552737108
ILMN	ILLUMINA INC	5,300	$984	2.3%	$174.00	+8.2%	COM	452327109
—	MFS CHARTER INCOME TR	108,300	$953	2.2%	$9.21	—	SH BEN INT	552727109
—	ALLIANCEBERNSTEIN GLBL HGH IN	67,980	$855	2.0%	$14.23	—	COM	01879R106
—	BLACKROCK DEBT STRAT FD INC	146,065	$545	1.3%	$4.10	—	COM	09255R103
—	WELLS FARGO ADVANTAGE MULTI	37,700	$503	1.2%	$14.82	—	COM SHS	94987D101
—	WESTERN ASSET MGD HI INCM FD	87,488	$452	1.1%	$5.73	—	COM	95766L107
—	MORGAN STANLEY EM MKTS DM DE	44,213	$409	1.0%	$13.06	—	COM	617477104
AKAM	AKAMAI TECHNOLOGIES INC	5,600	$398	0.9%	$60.14	+9.9%	COM	00971T101
—	WELLS FARGO ADVANTAGE INCOME	35,641	$314	0.7%	$9.27	—	COM SHS	94987B105
XXHYBXX	NEW AMER HIGH INCOME FD INC	22,260	$201	0.5%	$9.78	—	COM NEW	641876800
—	WESTERN ASST EMRG MKT INCM	9,333	$104	0.2%	$12.94	—	COM	95766E103