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

CIK: 0001317267 · Show all filings

Period: Q3 2017 (← Previous) (Next →)

Filing Date: Nov 14, 2017

Total Value ($000): $158,275 (42.5% shares, 57.5% debt)

Holdings (36)

— COMCAST HOLDINGS CORP 29.7%

Value ($000) $47,074 Shares 855,884 Est. Cost $50.00 Unrealized —

AMZN AMAZON COM INC 14.0%

Value ($000) $22,111 Shares 23,000 Est. Cost $48.69 Unrealized +0.9%

— MICROCHIP TECHNOLOGY INC 13.8%

Value ($000) $21,813 Shares 12,500,000 Est. Cost $1.44 Unrealized —

— MERCADOLIBRE INC 6.6%

Value ($000) $10,441 Shares 5,000,000 Est. Cost $1.75 Unrealized —

UAL UNITED CONTL HLDGS INC 3.8%

Value ($000) $6,088 Shares 100,000 Est. Cost $66.62 Unrealized 0.0%

VST VISTRA ENERGY CORP 3.8%

Value ($000) $5,986 Shares 320,281 Est. Cost $13.44 Unrealized +9.7%

— THERAVANCE INC 2.9%

Value ($000) $4,647 Shares 4,763,000 Est. Cost $0.84 Unrealized —

AAPL APPLE INC 2.9%

Value ($000) $4,624 Shares 30,000 Est. Cost $36.15 Unrealized 0.0%

— OCH ZIFF CAP MGMT GROUP 1.9%

Value ($000) $3,037 Shares 943,307 Est. Cost $5.94 Unrealized —

GOOGL ALPHABET INC 1.8%

Value ($000) $2,921 Shares 3,000 Est. Cost $38.32 Unrealized +22.9%

— AMAG PHARMACEUTICALS INC 1.5%

Value ($000) $2,431 Shares 2,500,000 Est. Cost $0.96 Unrealized —

— ENDO INTL PLC 1.4%

Value ($000) $2,242 Shares 261,740 Est. Cost $17.06 Unrealized —

MRK MERCK & CO INC 1.4%

Value ($000) $2,241 Shares 35,000 Est. Cost $46.68 Unrealized 0.0%

MAC MACERICH CO 1.4%

Value ($000) $2,199 Shares 40,000 Est. Cost $55.35 Unrealized —

VZ VERIZON COMMUNICATIONS INC 1.3%

Value ($000) $2,128 Shares 43,000 Est. Cost $30.32 Unrealized -0.3%

— IMMUNOGEN INC 1.2%

Value ($000) $1,974 Shares 1,000,000 Est. Cost $1.97 Unrealized —

PFF ISHARES TR 1.0%

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

— PLATFORM SPECIALTY PRODS COR 1.0%

Value ($000) $1,598 Shares 143,291 Est. Cost $9.91 Unrealized —

PFE PFIZER INC 0.9%

Value ($000) $1,428 Shares 40,000 Est. Cost $21.60 Unrealized +3.0%

WFC WELLS FARGO CO NEW 0.9%

Value ($000) $1,379 Shares 25,000 Est. Cost $42.14 Unrealized 0.0%

— TESLA INC 0.8%

Value ($000) $1,228 Shares 1,000,000 Est. Cost $1.04 Unrealized —

GS GOLDMAN SACHS GROUP INC 0.7%

Value ($000) $1,186 Shares 5,000 Est. Cost $184.61 Unrealized +1.9%

M MACYS INC 0.7%

Value ($000) $1,091 Shares 50,000 Est. Cost $28.79 Unrealized -23.6%

TEVA TEVA PHARMACEUTICAL INDS LTD 0.7%

Value ($000) $1,056 Shares 60,000 Est. Cost $17.60 Unrealized —

— RADIUS HEALTH INC 0.6%

Value ($000) $1,001 Shares 1,000,000 Est. Cost $1.00 Unrealized —

— HI-CRUSH PARTNERS LP 0.5%

Value ($000) $789 Shares 83,000 Est. Cost $10.08 Unrealized —

— SPIRIT AIRLS INC 0.4%

Value ($000) $668 Shares 20,000 Est. Cost $33.40 Unrealized —

— INTELSAT S A 0.4%

Value ($000) $668 Shares 142,028 Est. Cost $3.40 Unrealized —

BTU PEABODY ENERGY CORP NEW 0.4%

Value ($000) $580 Shares 20,000 Est. Cost $21.59 Unrealized +13.6%

— CENTRAL EUROPEAN MEDIA ENTRP 0.4%

Value ($000) $573 Shares 141,387 Est. Cost $3.01 Unrealized —

— TIVO CORP 0.3%

Value ($000) $397 Shares 20,000 Est. Cost $19.85 Unrealized —

— AMYRIS INC 0.2%

Value ($000) $351 Shares 500,000 Est. Cost $0.60 Unrealized —

— AMAG PHARMACEUTICALS INC 0.1%

Value ($000) $227 Shares 12,300 Est. Cost $18.46 Unrealized —

— COHEN & STEERS LTD DUR PFD I 0.1%

Value ($000) $214 Shares 8,000 Est. Cost $26.75 Unrealized —

— QUOTIENT LTD 0.1%

Value ($000) $123 Shares 25,000 Est. Cost $4.92 Unrealized —

— VBI VACCINES INC 0.1%

Value ($000) $116 Shares 30,000 Est. Cost $3.87 Unrealized —

Ticker	Issuer	Shares	Value ($000)	%	Est. Cost	Unrealized	Class	CUSIP
—	COMCAST HOLDINGS CORP	855,884	$47,074	29.7%	$50.00	—	ZONES CV2% PCS	200300507
AMZN	AMAZON COM INC	23,000	$22,111	14.0%	$48.69	+0.9%	COM	023135106
—	MICROCHIP TECHNOLOGY INC	12,500,000	$21,813	13.8%	$1.44	—	NOTE 1.625% 2/1	595017AD6
—	MERCADOLIBRE INC	5,000,000	$10,441	6.6%	$1.75	—	NOTE 2.250% 7/0	58733RAB8
UAL	UNITED CONTL HLDGS INC	100,000	$6,088	3.8%	$66.62	0.0%	COM	910047109
VST	VISTRA ENERGY CORP	320,281	$5,986	3.8%	$13.44	+9.7%	COM	92840M102
—	THERAVANCE INC	4,763,000	$4,647	2.9%	$0.84	—	NOTE 2.125% 1/1	88338TAB0
AAPL	APPLE INC	30,000	$4,624	2.9%	$36.15	0.0%	COM	037833100
—	OCH ZIFF CAP MGMT GROUP	943,307	$3,037	1.9%	$5.94	—	CL A	67551U105
GOOGL	ALPHABET INC	3,000	$2,921	1.8%	$38.32	+22.9%	CAP STK CL A	02079K305
—	AMAG PHARMACEUTICALS INC	2,500,000	$2,431	1.5%	$0.96	—	NOTE 3.250% 6/0	00163UAD8
—	ENDO INTL PLC	261,740	$2,242	1.4%	$17.06	—	SHS	G30401106
MRK	MERCK & CO INC	35,000	$2,241	1.4%	$46.68	0.0%	COM	58933Y105
MAC	MACERICH CO	40,000	$2,199	1.4%	$55.35	—	COM	554382101
VZ	VERIZON COMMUNICATIONS INC	43,000	$2,128	1.3%	$30.32	-0.3%	COM	92343V104
—	IMMUNOGEN INC	1,000,000	$1,974	1.2%	$1.97	—	NOTE 4.500% 7/0	45253HAB7
PFF	ISHARES TR	42,000	$1,645	1.0%	$39.17	—	S&P US PFD STK	464288687
—	PLATFORM SPECIALTY PRODS COR	143,291	$1,598	1.0%	$9.91	—	COM	72766Q105
PFE	PFIZER INC	40,000	$1,428	0.9%	$21.60	+3.0%	COM	717081103
WFC	WELLS FARGO CO NEW	25,000	$1,379	0.9%	$42.14	0.0%	COM	949746101
—	TESLA INC	1,000,000	$1,228	0.8%	$1.04	—	NOTE 2.375% 3/1	88160RAD3
GS	GOLDMAN SACHS GROUP INC	5,000	$1,186	0.7%	$184.61	+1.9%	COM	38141G104
M	MACYS INC	50,000	$1,091	0.7%	$28.79	-23.6%	COM	55616P104
TEVA	TEVA PHARMACEUTICAL INDS LTD	60,000	$1,056	0.7%	$17.60	—	SPONSORED ADR	881624209
—	RADIUS HEALTH INC	1,000,000	$1,001	0.6%	$1.00	—	NOTE 3.000% 9/0	750469AA6
—	HI-CRUSH PARTNERS LP	83,000	$789	0.5%	$10.08	—	COM UNIT LTD	428337109
—	SPIRIT AIRLS INC	20,000	$668	0.4%	$33.40	—	COM	848577102
—	INTELSAT S A	142,028	$668	0.4%	$3.40	—	COM	L5140P101
BTU	PEABODY ENERGY CORP NEW	20,000	$580	0.4%	$21.59	+13.6%	COM	704551100
—	CENTRAL EUROPEAN MEDIA ENTRP	141,387	$573	0.4%	$3.01	—	CL A NEW	G20045202
—	TIVO CORP	20,000	$397	0.3%	$19.85	—	COM	88870P106
—	AMYRIS INC	500,000	$351	0.2%	$0.60	—	NOTE 9.500% 4/1	03236MAF8
—	AMAG PHARMACEUTICALS INC	12,300	$227	0.1%	$18.46	—	COM	00163U106
—	COHEN & STEERS LTD DUR PFD I	8,000	$214	0.1%	$26.75	—	COM	19248C105
—	QUOTIENT LTD	25,000	$123	0.1%	$4.92	—	SHS	G73268107
—	VBI VACCINES INC	30,000	$116	0.1%	$3.87	—	COM	91822J103