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

CIK: 0001317267 · Show all filings

Period: Q3 2015 (← Previous) (Next →)

Filing Date: Nov 18, 2015

Total Value ($000): $40,088 (71.9% shares, 28.1% debt)

Holdings (23)

— THRX 2.1250% 2023-01-15 22.9%

Value ($000) $9,176 Shares 13,872,000 Est. Cost $0.94 Unrealized —

HLF HERBALIFE ORD (NYS) 14.6%

Value ($000) $5,837 Shares 107,100 Est. Cost $27.64 Unrealized -0.9%

UAL UNITED CONTINENTAL HOLDINGS ORD (NYS) 11.2%

Value ($000) $4,509 Shares 85,000 Est. Cost $56.59 Unrealized -0.3%

XPO XPO LOGISTICS ORD (NYS) 9.5%

Value ($000) $3,813 Shares 160,000 Est. Cost $13.12 Unrealized 0.0%

— OCH ZIFF CAPT MANAGEMENT GP CL A ORD (NYS) 7.9%

Value ($000) $3,172 Shares 363,341 Est. Cost $8.73 Unrealized —

— TRAVELPORT WORLDWIDE ORD (NYS) 6.0%

Value ($000) $2,405 Shares 181,949 Est. Cost $16.25 Unrealized —

AAL AMERICAN AIRLINES GROUP ORD (NMS) 5.3%

Value ($000) $2,136 Shares 55,000 Est. Cost $40.27 Unrealized -2.9%

ILMN ILLUMINA ORD (NMS) 3.4%

Value ($000) $1,354 Shares 7,700 Est. Cost $183.67 Unrealized +10.1%

— SPRINGLEAF HOLDINGS ORD (NYS) 3.3%

Value ($000) $1,331 Shares 30,440 Est. Cost $45.92 Unrealized —

— CENTRAL EURO MEDIA ENTPRIS CL A ORD (NMS) 3.1%

Value ($000) $1,234 Shares 571,293 Est. Cost $2.81 Unrealized —

— RED HAT ORD (NYS) 2.8%

Value ($000) $1,121 Shares 15,600 Est. Cost $75.56 Unrealized —

— WDAY 1.5000% 2020-07-15 2.8%

Value ($000) $1,106 Shares 1,000,000 Est. Cost $1.11 Unrealized —

— AMRS 144A 6.5000% 2019-05-15 2.5%

Value ($000) $991 Shares 1,391,000 Est. Cost $0.71 Unrealized —

TOL TOLL BROTHERS ORD (NYS) 1.2%

Value ($000) $493 Shares 14,400 Est. Cost $36.54 Unrealized +3.6%

— THERAVANCE ORD (NMS) 0.5%

Value ($000) $220 Shares 30,574 Est. Cost $7.20 Unrealized —

— BLACKROCK CORPORATE HIGH YIELD CF (NYS) 0.5%

Value ($000) $198 Shares 20,100 Est. Cost $9.85 Unrealized —

— BLACKSTONE GSO STRATEGIC CREDIT CF (NYS) 0.4%

Value ($000) $178 Shares 12,500 Est. Cost $14.24 Unrealized —

— FIRST TRUST HIGH INCOME LONG SHRT CF (NYS) 0.4%

Value ($000) $176 Shares 12,500 Est. Cost $14.08 Unrealized —

— WESTRN ASST HIGH INCM OPPORTUNITY CF (NYS) 0.4%

Value ($000) $161 Shares 34,352 Est. Cost $4.69 Unrealized —

— CREDIT SUISSE HIGH YLD BND F 0.4%

Value ($000) $148 Shares 65,000 Est. Cost $2.28 Unrealized —

— WESTERN ASSET MANAGED HGH INCOME CF (NYS) 0.4%

Value ($000) $144 Shares 32,279 Est. Cost $4.46 Unrealized —

— BLACKROCK DEBT STRATEGIES CF (NYS) 0.3%

Value ($000) $117 Shares 35,000 Est. Cost $3.34 Unrealized —

— MANAGED HIGH YIELD PLUS CF (NYS) 0.2%

Value ($000) $68 Shares 42,500 Est. Cost $1.60 Unrealized —

Ticker	Issuer	Shares	Value ($000)	%	Est. Cost	Unrealized	Class	CUSIP
—	THRX 2.1250% 2023-01-15	13,872,000	$9,176	22.9%	$0.94	—	NOTE 2.125% 1/1	88338TAB0
HLF	HERBALIFE ORD (NYS)	107,100	$5,837	14.6%	$27.64	-0.9%	COM USD SHS	G4412G101
UAL	UNITED CONTINENTAL HOLDINGS ORD (NYS)	85,000	$4,509	11.2%	$56.59	-0.3%	COM	910047109
XPO	XPO LOGISTICS ORD (NYS)	160,000	$3,813	9.5%	$13.12	0.0%	COM	983793100
—	OCH ZIFF CAPT MANAGEMENT GP CL A ORD (NYS)	363,341	$3,172	7.9%	$8.73	—	CL A	67551U105
—	TRAVELPORT WORLDWIDE ORD (NYS)	181,949	$2,405	6.0%	$16.25	—	SHS	G9019D104
AAL	AMERICAN AIRLINES GROUP ORD (NMS)	55,000	$2,136	5.3%	$40.27	-2.9%	COM	02376R102
ILMN	ILLUMINA ORD (NMS)	7,700	$1,354	3.4%	$183.67	+10.1%	COM	452327109
—	SPRINGLEAF HOLDINGS ORD (NYS)	30,440	$1,331	3.3%	$45.92	—	COM	85172J101
—	CENTRAL EURO MEDIA ENTPRIS CL A ORD (NMS)	571,293	$1,234	3.1%	$2.81	—	CL A NEW	G20045202
—	RED HAT ORD (NYS)	15,600	$1,121	2.8%	$75.56	—	COM	756577102
—	WDAY 1.5000% 2020-07-15	1,000,000	$1,106	2.8%	$1.11	—	NOTE 1.500% 7/1	98138HAD3
—	AMRS 144A 6.5000% 2019-05-15	1,391,000	$991	2.5%	$0.71	—	NOTE 6.500% 5/1	03236MAC5
TOL	TOLL BROTHERS ORD (NYS)	14,400	$493	1.2%	$36.54	+3.6%	COM	889478103
—	THERAVANCE ORD (NMS)	30,574	$220	0.5%	$7.20	—	COM	88338T104
—	BLACKROCK CORPORATE HIGH YIELD CF (NYS)	20,100	$198	0.5%	$9.85	—	COM	09255P107
—	BLACKSTONE GSO STRATEGIC CREDIT CF (NYS)	12,500	$178	0.4%	$14.24	—	COM SHS BEN IN	09257R101
—	FIRST TRUST HIGH INCOME LONG SHRT CF (NYS)	12,500	$176	0.4%	$14.08	—	COM	33738E109
—	WESTRN ASST HIGH INCM OPPORTUNITY CF (NYS)	34,352	$161	0.4%	$4.69	—	COM	95766K109
—	CREDIT SUISSE HIGH YLD BND F	65,000	$148	0.4%	$2.28	—	SH BEN INT	22544F103
—	WESTERN ASSET MANAGED HGH INCOME CF (NYS)	32,279	$144	0.4%	$4.46	—	COM	95766L107
—	BLACKROCK DEBT STRATEGIES CF (NYS)	35,000	$117	0.3%	$3.34	—	COM	09255R103
—	MANAGED HIGH YIELD PLUS CF (NYS)	42,500	$68	0.2%	$1.60	—	COM	561911108