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

CIK: 0001317267 · Show all filings

Period: Q4 2017 (← Previous) (Next →)

Filing Date: Feb 14, 2018

Total Value ($000): $140,540 (48.8% shares, 51.2% debt)

Holdings (36)

— COMCAST HOLDINGS CORP 33.5%

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

— MERCADOLIBRE INC 7.1%

Value ($000) $10,008 Shares 4,000,000 Est. Cost $1.75 Unrealized —

— MICROCHIP TECHNOLOGY INC 6.1%

Value ($000) $8,513 Shares 5,000,000 Est. Cost $1.44 Unrealized —

META FACEBOOK INC 5.7%

Value ($000) $7,941 Shares 45,000 Est. Cost $175.52 Unrealized 0.0%

GOOGL ALPHABET INC 5.2%

Value ($000) $7,374 Shares 7,000 Est. Cost $45.70 Unrealized +12.1%

AMZN AMAZON COM INC 5.2%

Value ($000) $7,278 Shares 6,223 Est. Cost $48.69 Unrealized +13.0%

UAL UNITED CONTL HLDGS INC 4.8%

Value ($000) $6,740 Shares 100,000 Est. Cost $66.62 Unrealized -6.4%

MRK MERCK & CO INC 3.5%

Value ($000) $4,952 Shares 88,000 Est. Cost $44.47 Unrealized -3.3%

PFF ISHARES TR 3.5%

Value ($000) $4,949 Shares 130,000 Est. Cost $38.42 Unrealized —

VST VISTRA ENERGY CORP 3.1%

Value ($000) $4,347 Shares 237,261 Est. Cost $13.44 Unrealized +19.2%

KHC KRAFT HEINZ CO 2.2%

Value ($000) $3,110 Shares 40,000 Est. Cost $53.39 Unrealized 0.0%

INTC INTEL CORP 2.0%

Value ($000) $2,770 Shares 60,000 Est. Cost $36.55 Unrealized 0.0%

— PLATFORM SPECIALTY PRODS COR 1.9%

Value ($000) $2,711 Shares 273,291 Est. Cost $9.92 Unrealized —

— OCH ZIFF CAP MGMT GROUP 1.9%

Value ($000) $2,655 Shares 1,062,007 Est. Cost $5.56 Unrealized —

— AMAG PHARMACEUTICALS INC 1.5%

Value ($000) $2,145 Shares 2,500,000 Est. Cost $0.96 Unrealized —

— ENDO INTL PLC 1.4%

Value ($000) $2,028 Shares 261,740 Est. Cost $17.06 Unrealized —

— IMMUNOGEN INC 1.3%

Value ($000) $1,757 Shares 1,000,000 Est. Cost $1.97 Unrealized —

BABA ALIBABA GROUP HLDG LTD 1.2%

Value ($000) $1,724 Shares 10,000 Est. Cost $172.40 Unrealized —

— TIVO CORP 1.1%

Value ($000) $1,560 Shares 100,000 Est. Cost $16.45 Unrealized —

PFE PFIZER INC 1.0%

Value ($000) $1,449 Shares 40,000 Est. Cost $21.60 Unrealized +10.2%

— TESLA INC 0.8%

Value ($000) $1,163 Shares 1,000,000 Est. Cost $1.04 Unrealized —

— CELGENE CORP 0.8%

Value ($000) $1,148 Shares 11,000 Est. Cost $104.36 Unrealized —

ORCL ORACLE CORP 0.7%

Value ($000) $946 Shares 20,000 Est. Cost $43.49 Unrealized 0.0%

— RADIUS HEALTH INC 0.7%

Value ($000) $941 Shares 1,000,000 Est. Cost $1.00 Unrealized —

WFC WELLS FARGO CO NEW 0.6%

Value ($000) $910 Shares 15,000 Est. Cost $42.14 Unrealized +7.0%

— AMAG PHARMACEUTICALS INC 0.6%

Value ($000) $894 Shares 67,460 Est. Cost $14.20 Unrealized —

— COHEN & STEERS LTD DUR PFD I 0.6%

Value ($000) $782 Shares 30,000 Est. Cost $26.25 Unrealized —

— GENERAL ELECTRIC CO 0.5%

Value ($000) $698 Shares 40,000 Est. Cost $17.45 Unrealized —

— INTELSAT S A 0.4%

Value ($000) $500 Shares 147,400 Est. Cost $3.40 Unrealized —

CPB CAMPBELL SOUP CO 0.3%

Value ($000) $481 Shares 10,000 Est. Cost $36.29 Unrealized 0.0%

— AMYRIS INC 0.2%

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

— CBL & ASSOC PPTYS INC 0.2%

Value ($000) $252 Shares 44,467 Est. Cost $5.67 Unrealized —

— VBI VACCINES INC 0.2%

Value ($000) $211 Shares 49,308 Est. Cost $4.03 Unrealized —

— QUOTIENT LTD 0.1%

Value ($000) $124 Shares 25,000 Est. Cost $4.92 Unrealized —

— CENTRAL EUROPEAN MEDIA ENTRP 0.0%

Value ($000) $38 Shares 8,177 Est. Cost $3.01 Unrealized —

— AMYRIS INC 0.0%

Value ($000) $17 Shares 4,476 Est. Cost $3.80 Unrealized —

Ticker	Issuer	Shares	Value ($000)	%	Est. Cost	Unrealized	Class	CUSIP
—	COMCAST HOLDINGS CORP	855,884	$47,074	33.5%	$50.00	—	ZONES CV2% PCS	200300507
—	MERCADOLIBRE INC	4,000,000	$10,008	7.1%	$1.75	—	NOTE 2.250% 7/0	58733RAB8
—	MICROCHIP TECHNOLOGY INC	5,000,000	$8,513	6.1%	$1.44	—	NOTE 1.625% 2/1	595017AD6
META	FACEBOOK INC	45,000	$7,941	5.7%	$175.52	0.0%	CL A	30303M102
GOOGL	ALPHABET INC	7,000	$7,374	5.2%	$45.70	+12.1%	CAP STK CL A	02079K305
AMZN	AMAZON COM INC	6,223	$7,278	5.2%	$48.69	+13.0%	COM	023135106
UAL	UNITED CONTL HLDGS INC	100,000	$6,740	4.8%	$66.62	-6.4%	COM	910047109
MRK	MERCK & CO INC	88,000	$4,952	3.5%	$44.47	-3.3%	COM	58933Y105
PFF	ISHARES TR	130,000	$4,949	3.5%	$38.42	—	S&P US PFD STK	464288687
VST	VISTRA ENERGY CORP	237,261	$4,347	3.1%	$13.44	+19.2%	COM	92840M102
KHC	KRAFT HEINZ CO	40,000	$3,110	2.2%	$53.39	0.0%	COM	500754106
INTC	INTEL CORP	60,000	$2,770	2.0%	$36.55	0.0%	COM	458140100
—	PLATFORM SPECIALTY PRODS COR	273,291	$2,711	1.9%	$9.92	—	COM	72766Q105
—	OCH ZIFF CAP MGMT GROUP	1,062,007	$2,655	1.9%	$5.56	—	CL A	67551U105
—	AMAG PHARMACEUTICALS INC	2,500,000	$2,145	1.5%	$0.96	—	NOTE 3.250% 6/0	00163UAD8
—	ENDO INTL PLC	261,740	$2,028	1.4%	$17.06	—	SHS	G30401106
—	IMMUNOGEN INC	1,000,000	$1,757	1.3%	$1.97	—	NOTE 4.500% 7/0	45253HAB7
BABA	ALIBABA GROUP HLDG LTD	10,000	$1,724	1.2%	$172.40	—	SPONSORED ADS	01609W102
—	TIVO CORP	100,000	$1,560	1.1%	$16.45	—	COM	88870P106
PFE	PFIZER INC	40,000	$1,449	1.0%	$21.60	+10.2%	COM	717081103
—	TESLA INC	1,000,000	$1,163	0.8%	$1.04	—	NOTE 2.375% 3/1	88160RAD3
—	CELGENE CORP	11,000	$1,148	0.8%	$104.36	—	COM	151020104
ORCL	ORACLE CORP	20,000	$946	0.7%	$43.49	0.0%	COM	68389X105
—	RADIUS HEALTH INC	1,000,000	$941	0.7%	$1.00	—	NOTE 3.000% 9/0	750469AA6
WFC	WELLS FARGO CO NEW	15,000	$910	0.6%	$42.14	+7.0%	COM	949746101
—	AMAG PHARMACEUTICALS INC	67,460	$894	0.6%	$14.20	—	COM	00163U106
—	COHEN & STEERS LTD DUR PFD I	30,000	$782	0.6%	$26.25	—	COM	19248C105
—	GENERAL ELECTRIC CO	40,000	$698	0.5%	$17.45	—	COM	369604103
—	INTELSAT S A	147,400	$500	0.4%	$3.40	—	COM	L5140P101
CPB	CAMPBELL SOUP CO	10,000	$481	0.3%	$36.29	0.0%	COM	134429109
—	AMYRIS INC	500,000	$350	0.2%	$0.60	—	NOTE 9.500% 4/1	03236MAF8
—	CBL & ASSOC PPTYS INC	44,467	$252	0.2%	$5.67	—	COM	124830100
—	VBI VACCINES INC	49,308	$211	0.2%	$4.03	—	COM NEW	91822J103
—	QUOTIENT LTD	25,000	$124	0.1%	$4.92	—	SHS	G73268107
—	CENTRAL EUROPEAN MEDIA ENTRP	8,177	$38	0.0%	$3.01	—	CL A NEW	G20045202
—	AMYRIS INC	4,476	$17	0.0%	$3.80	—	COM NEW	03236M200