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

CIK: 0001317267 · Show all filings

Period: Q2 2017 (← Previous) (Next →)

Filing Date: Aug 14, 2017

Total Value ($000): $125,410 (32.6% shares, 67.4% debt)

Holdings (26)

— COMCAST HOLDINGS CORP 36.2%

Value ($000) $45,362 Shares 855,884 Est. Cost $50.00 Unrealized —

— MICROCHIP TECHNOLOGY INC 15.0%

Value ($000) $18,805 Shares 12,500,000 Est. Cost $1.44 Unrealized —

— MERCADOLIBRE INC 8.1%

Value ($000) $10,125 Shares 5,000,000 Est. Cost $1.75 Unrealized —

VST VISTRA ENERGY CORP 6.4%

Value ($000) $8,071 Shares 480,695 Est. Cost $13.44 Unrealized 0.0%

AMZN AMAZON COM INC 5.4%

Value ($000) $6,776 Shares 7,000 Est. Cost $47.71 Unrealized 0.0%

— THERAVANCE INC 5.0%

Value ($000) $6,294 Shares 6,926,000 Est. Cost $0.84 Unrealized —

GOOGL ALPHABET INC 4.4%

Value ($000) $5,578 Shares 6,000 Est. Cost $38.32 Unrealized +21.2%

GS GOLDMAN SACHS GROUP INC 2.7%

Value ($000) $3,329 Shares 15,000 Est. Cost $184.61 Unrealized 0.0%

— ENDO INTL PLC 2.2%

Value ($000) $2,700 Shares 241,740 Est. Cost $17.76 Unrealized —

— OCH ZIFF CAP MGMT GROUP 2.1%

Value ($000) $2,622 Shares 1,024,407 Est. Cost $5.94 Unrealized —

— AMAG PHARMACEUTICALS INC 1.9%

Value ($000) $2,397 Shares 2,500,000 Est. Cost $0.96 Unrealized —

VZ VERIZON COMMUNICATIONS INC 1.7%

Value ($000) $2,144 Shares 48,000 Est. Cost $30.32 Unrealized -2.6%

PFF ISHARES TR 1.3%

Value ($000) $1,645 Shares 42,000 Est. Cost $39.17 Unrealized —

PFE PFIZER INC 1.1%

Value ($000) $1,344 Shares 40,000 Est. Cost $21.60 Unrealized 0.0%

— TESLA INC 1.0%

Value ($000) $1,256 Shares 1,000,000 Est. Cost $1.04 Unrealized —

M MACYS INC 0.9%

Value ($000) $1,162 Shares 50,000 Est. Cost $28.79 Unrealized -11.0%

— PLATFORM SPECIALTY PRODS COR 0.7%

Value ($000) $870 Shares 68,582 Est. Cost $8.57 Unrealized —

— CENTRAL EUROPEAN MEDIA ENTRP 0.6%

Value ($000) $770 Shares 192,452 Est. Cost $3.01 Unrealized —

RL RALPH LAUREN CORP 0.6%

Value ($000) $738 Shares 10,000 Est. Cost $63.12 Unrealized 0.0%

— INTELSAT S A 0.6%

Value ($000) $735 Shares 240,138 Est. Cost $3.40 Unrealized —

NOMD NOMAD FOODS LTD 0.6%

Value ($000) $700 Shares 49,579 Est. Cost $10.01 Unrealized +27.7%

BTU PEABODY ENERGY CORP NEW 0.4%

Value ($000) $489 Shares 20,000 Est. Cost $21.59 Unrealized 0.0%

— NORDSTROM INC 0.4%

Value ($000) $478 Shares 10,000 Est. Cost $47.80 Unrealized —

— HI-CRUSH PARTNERS LP 0.3%

Value ($000) $380 Shares 35,000 Est. Cost $10.86 Unrealized —

— AMYRIS INC 0.3%

Value ($000) $350 Shares 500,000 Est. Cost $0.60 Unrealized —

MAC MACERICH CO 0.2%

Value ($000) $290 Shares 5,000 Est. Cost $58.00 Unrealized —

Ticker	Issuer	Shares	Value ($000)	%	Est. Cost	Unrealized	Class	CUSIP
—	COMCAST HOLDINGS CORP	855,884	$45,362	36.2%	$50.00	—	ZONES CV2% PCS	200300507
—	MICROCHIP TECHNOLOGY INC	12,500,000	$18,805	15.0%	$1.44	—	NOTE 1.625% 2/1	595017AD6
—	MERCADOLIBRE INC	5,000,000	$10,125	8.1%	$1.75	—	NOTE 2.250% 7/0	58733RAB8
VST	VISTRA ENERGY CORP	480,695	$8,071	6.4%	$13.44	0.0%	COM	92840M102
AMZN	AMAZON COM INC	7,000	$6,776	5.4%	$47.71	0.0%	COM	023135106
—	THERAVANCE INC	6,926,000	$6,294	5.0%	$0.84	—	NOTE 2.125% 1/1	88338TAB0
GOOGL	ALPHABET INC	6,000	$5,578	4.4%	$38.32	+21.2%	CAP STK CL A	02079K305
GS	GOLDMAN SACHS GROUP INC	15,000	$3,329	2.7%	$184.61	0.0%	COM	38141G104
—	ENDO INTL PLC	241,740	$2,700	2.2%	$17.76	—	SHS	G30401106
—	OCH ZIFF CAP MGMT GROUP	1,024,407	$2,622	2.1%	$5.94	—	CL A	67551U105
—	AMAG PHARMACEUTICALS INC	2,500,000	$2,397	1.9%	$0.96	—	NOTE 3.250% 6/0	00163UAD8
VZ	VERIZON COMMUNICATIONS INC	48,000	$2,144	1.7%	$30.32	-2.6%	COM	92343V104
PFF	ISHARES TR	42,000	$1,645	1.3%	$39.17	—	U.S. PFD STK ETF	464288687
PFE	PFIZER INC	40,000	$1,344	1.1%	$21.60	0.0%	COM	717081103
—	TESLA INC	1,000,000	$1,256	1.0%	$1.04	—	NOTE 2.375% 3/1	88160RAD3
M	MACYS INC	50,000	$1,162	0.9%	$28.79	-11.0%	COM	55616P104
—	PLATFORM SPECIALTY PRODS COR	68,582	$870	0.7%	$8.57	—	COM	72766Q105
—	CENTRAL EUROPEAN MEDIA ENTRP	192,452	$770	0.6%	$3.01	—	CL A NEW	G20045202
RL	RALPH LAUREN CORP	10,000	$738	0.6%	$63.12	0.0%	CL A	751212101
—	INTELSAT S A	240,138	$735	0.6%	$3.40	—	COM	L5140P101
NOMD	NOMAD FOODS LTD	49,579	$700	0.6%	$10.01	+27.7%	USD ORD SHS	G6564A105
BTU	PEABODY ENERGY CORP NEW	20,000	$489	0.4%	$21.59	0.0%	COM	704551100
—	NORDSTROM INC	10,000	$478	0.4%	$47.80	—	COM	655664100
—	HI-CRUSH PARTNERS LP	35,000	$380	0.3%	$10.86	—	COM UNIT LTD	428337109
—	AMYRIS INC	500,000	$350	0.3%	$0.60	—	NOTE 9.500% 4/1	03236MAF8
MAC	MACERICH CO	5,000	$290	0.2%	$58.00	—	COM	554382101