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

CIK: 0001317267 · Show all filings

Period: Q4 2015 (← Previous) (Next →)

Filing Date: Feb 16, 2016

Total Value ($000): $28,486 (47.3% shares, 52.7% debt)

Holdings (16)

— INVA 2.1250% 2023-01-15 36.4%

Value ($000) $10,378 Shares 13,872,000 Est. Cost $0.94 Unrealized —

AAL AMERICAN AIRLINES GROUP ORD (NMS) 13.6%

Value ($000) $3,867 Shares 91,300 Est. Cost $40.71 Unrealized +1.6%

— OCH ZIFF CAPT MANAGEMENT GP CL A ORD (NYS) 12.2%

Value ($000) $3,478 Shares 558,341 Est. Cost $7.86 Unrealized —

— NVDA 1.0000% 2018-12-01 8.8%

Value ($000) $2,498 Shares 1,500,000 Est. Cost $1.67 Unrealized —

— TRAVELPORT WORLDWIDE ORD (NYS) 8.2%

Value ($000) $2,347 Shares 181,949 Est. Cost $16.25 Unrealized —

— AMRS 9.5000% 2019-04-15 7.5%

Value ($000) $2,125 Shares 2,000,000 Est. Cost $1.06 Unrealized —

— CENTRAL EURO MEDIA ENTPRIS CL A ORD (NMS) 4.9%

Value ($000) $1,383 Shares 514,104 Est. Cost $2.81 Unrealized —

— RED HAT ORD (NYS) 4.3%

Value ($000) $1,221 Shares 14,750 Est. Cost $75.56 Unrealized —

— BLACKROCK CORPORATE HIGH YIELD CF (NYS) 0.7%

Value ($000) $197 Shares 20,100 Est. Cost $9.85 Unrealized —

— FIRST TRUST HIGH INCOME LONG SHRT CF (NYS) 0.6%

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

— BLACKSTONE GSO STRATEGIC CREDIT CF (NYS) 0.6%

Value ($000) $167 Shares 12,500 Est. Cost $14.24 Unrealized —

— WESTRN ASST HIGH INCM OPPORTUNITY CF (NYS) 0.6%

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

— CREDIT SUISSE HIGH YIELD BOND CF (ASE) 0.5%

Value ($000) $149 Shares 65,000 Est. Cost $2.28 Unrealized —

— WESTERN ASSET MANAGED HGH INCOME CF (NYS) 0.5%

Value ($000) $146 Shares 32,279 Est. Cost $4.46 Unrealized —

— BLACKROCK DEBT STRATEGIES CF (NYS) 0.4%

Value ($000) $118 Shares 35,000 Est. Cost $3.34 Unrealized —

— MANAGED HIGH YIELD PLUS CF (NYS) 0.3%

Value ($000) $75 Shares 42,500 Est. Cost $1.60 Unrealized —

Ticker	Issuer	Shares	Value ($000)	%	Est. Cost	Unrealized	Class	CUSIP
—	INVA 2.1250% 2023-01-15	13,872,000	$10,378	36.4%	$0.94	—	NOTE 2.125% 1/1	88338TAB0
AAL	AMERICAN AIRLINES GROUP ORD (NMS)	91,300	$3,867	13.6%	$40.71	+1.6%	COM	02376R102
—	OCH ZIFF CAPT MANAGEMENT GP CL A ORD (NYS)	558,341	$3,478	12.2%	$7.86	—	CL A	67551U105
—	NVDA 1.0000% 2018-12-01	1,500,000	$2,498	8.8%	$1.67	—	Note 1.000%12/0	67066GAC8
—	TRAVELPORT WORLDWIDE ORD (NYS)	181,949	$2,347	8.2%	$16.25	—	SHS	G9019D104
—	AMRS 9.5000% 2019-04-15	2,000,000	$2,125	7.5%	$1.06	—	DBCV 9.500% 4/1	03236MAD3
—	CENTRAL EURO MEDIA ENTPRIS CL A ORD (NMS)	514,104	$1,383	4.9%	$2.81	—	CL A NEW	G20045202
—	RED HAT ORD (NYS)	14,750	$1,221	4.3%	$75.56	—	COM	756577102
—	BLACKROCK CORPORATE HIGH YIELD CF (NYS)	20,100	$197	0.7%	$9.85	—	COM	09255P107
—	FIRST TRUST HIGH INCOME LONG SHRT CF (NYS)	12,500	$176	0.6%	$14.08	—	COM	33738E109
—	BLACKSTONE GSO STRATEGIC CREDIT CF (NYS)	12,500	$167	0.6%	$14.24	—	COM SHS BEN IN	09257R101
—	WESTRN ASST HIGH INCM OPPORTUNITY CF (NYS)	34,352	$161	0.6%	$4.69	—	COM	95766K109
—	CREDIT SUISSE HIGH YIELD BOND CF (ASE)	65,000	$149	0.5%	$2.28	—	SH BEN INT	22544F103
—	WESTERN ASSET MANAGED HGH INCOME CF (NYS)	32,279	$146	0.5%	$4.46	—	COM	95766L107
—	BLACKROCK DEBT STRATEGIES CF (NYS)	35,000	$118	0.4%	$3.34	—	COM	09255R103
—	MANAGED HIGH YIELD PLUS CF (NYS)	42,500	$75	0.3%	$1.60	—	COM	561911108