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

CIK: 0001317267 · Show all filings

Period: Q2 2019 (← Previous) (Next →)

Filing Date: Aug 14, 2019

Total Value ($000): $102,111 (98.3% shares, 1.7% debt)

Holdings (46)

GOOGL ALPHABET INC 21.9%

Value ($000) $22,402 Shares 20,689 Est. Cost $56.80 Unrealized +1.1%

GS GOLDMAN SACHS GROUP INC 14.5%

Value ($000) $14,843 Shares 72,544 Est. Cost $193.78 Unrealized -12.7%

WFC WELLS FARGO CO NEW 7.6%

Value ($000) $7,808 Shares 165,000 Est. Cost $43.63 Unrealized -10.4%

AAL AMERICAN AIRLS GROUP INC 6.2%

Value ($000) $6,366 Shares 195,226 Est. Cost $36.98 Unrealized -13.7%

BMY BRISTOL MYERS SQUIBB CO 4.9%

Value ($000) $5,008 Shares 110,436 Est. Cost $37.30 Unrealized -3.2%

KHC KRAFT HEINZ CO 4.1%

Value ($000) $4,219 Shares 135,931 Est. Cost $29.94 Unrealized -23.8%

BMY BRISTOL MYERS SQUIBB CO 4.0%

Value ($000) $4,082 Shares 90,000 Est. Cost $37.30 Unrealized -3.2%

— ALLERGAN PLC 3.3%

Value ($000) $3,349 Shares 20,000 Est. Cost $167.45 Unrealized —

— OCH ZIFF CPTL MANGEMNT GRP I 3.2%

Value ($000) $3,256 Shares 141,815 Est. Cost $16.41 Unrealized —

LUV SOUTHWEST AIRLS CO 1.9%

Value ($000) $1,931 Shares 38,030 Est. Cost $48.28 Unrealized -1.5%

MSFT MICROSOFT CORP 1.8%

Value ($000) $1,808 Shares 13,500 Est. Cost — Unrealized —

JPM JPMORGAN CHASE & CO 1.6%

Value ($000) $1,677 Shares 15,000 Est. Cost $87.53 Unrealized +5.1%

ESI ELEMENT SOLUTIONS INC 1.3%

Value ($000) $1,374 Shares 132,859 Est. Cost $10.31 Unrealized -5.0%

PAAS PAN AMERICAN SILVER CORP 1.3%

Value ($000) $1,356 Shares 105,000 Est. Cost $14.16 Unrealized -14.9%

XLI SELECT SECTOR SPDR TR 1.3%

Value ($000) $1,355 Shares 17,500 Est. Cost — Unrealized —

TDOC TELADOC HEALTH INC 1.3%

Value ($000) $1,328 Shares 20,000 Est. Cost — Unrealized —

DBX DROPBOX INC 1.2%

Value ($000) $1,253 Shares 50,000 Est. Cost — Unrealized —

— WHITING PETE CORP NEW 1.2%

Value ($000) $1,214 Shares 65,000 Est. Cost — Unrealized —

BE BLOOM ENERGY CORP 1.1%

Value ($000) $1,156 Shares 94,200 Est. Cost — Unrealized —

IBB ISHARES TR 1.1%

Value ($000) $1,091 Shares 10,000 Est. Cost $109.10 Unrealized —

— SPDR SERIES TRUST 1.1%

Value ($000) $1,090 Shares 40,000 Est. Cost — Unrealized —

GGAL GRUPO FINANCIERO GALICIA S A 1.0%

Value ($000) $1,065 Shares 30,000 Est. Cost — Unrealized —

— AMARIN CORP PLC 0.9%

Value ($000) $969 Shares 50,000 Est. Cost $19.42 Unrealized —

CSX CSX CORP 0.9%

Value ($000) $967 Shares 12,500 Est. Cost — Unrealized —

— IMMUNOGEN INC 0.9%

Value ($000) $920 Shares 1,000,000 Est. Cost $1.97 Unrealized —

META FACEBOOK INC 0.9%

Value ($000) $907 Shares 5,000 Est. Cost $179.77 Unrealized +0.9%

— TIVO CORP 0.9%

Value ($000) $899 Shares 122,000 Est. Cost $15.83 Unrealized —

T AT&T INC 0.8%

Value ($000) $838 Shares 25,000 Est. Cost $14.86 Unrealized +1.5%

VOD VODAFONE GROUP PLC NEW 0.8%

Value ($000) $817 Shares 50,000 Est. Cost $18.20 Unrealized —

AG FIRST MAJESTIC SILVER CORP 0.8%

Value ($000) $811 Shares 102,500 Est. Cost — Unrealized —

WYNN WYNN RESORTS LTD 0.6%

Value ($000) $620 Shares 5,000 Est. Cost $129.88 Unrealized -6.7%

BIDU BAIDU INC 0.6%

Value ($000) $587 Shares 5,000 Est. Cost $117.40 Unrealized —

PCG PG&E CORP 0.6%

Value ($000) $573 Shares 25,000 Est. Cost — Unrealized —

— TESLA INC 0.5%

Value ($000) $491 Shares 500,000 Est. Cost $0.98 Unrealized —

— GENERAL ELECTRIC CO 0.4%

Value ($000) $420 Shares 40,000 Est. Cost $14.16 Unrealized —

PAAS PAN AMERICAN SILVER CORP 0.4%

Value ($000) $420 Shares 32,500 Est. Cost $14.16 Unrealized -14.9%

CPB CAMPBELL SOUP CO 0.4%

Value ($000) $401 Shares 10,000 Est. Cost $36.29 Unrealized -12.9%

— AVAYA HLDGS CORP 0.3%

Value ($000) $357 Shares 30,000 Est. Cost — Unrealized —

— INFINERA CORPORATION 0.3%

Value ($000) $349 Shares 500,000 Est. Cost $1.01 Unrealized —

BYND BEYOND MEAT INC 0.3%

Value ($000) $337 Shares 2,100 Est. Cost — Unrealized —

OCUL OCULAR THERAPEUTIX INC 0.3%

Value ($000) $330 Shares 75,000 Est. Cost — Unrealized —

— AMARIN CORP PLC 0.3%

Value ($000) $301 Shares 15,500 Est. Cost $19.42 Unrealized —

— BRF SA 0.2%

Value ($000) $228 Shares 30,000 Est. Cost $7.60 Unrealized —

FNKO FUNKO INC 0.2%

Value ($000) $223 Shares 9,200 Est. Cost — Unrealized —

— BARCLAYS BK PLC 0.2%

Value ($000) $221 Shares 8,500 Est. Cost $27.88 Unrealized —

— VBI VACCINES INC 0.1%

Value ($000) $94 Shares 80,000 Est. Cost $3.54 Unrealized —

Ticker	Issuer	Shares	Value ($000)	%	Est. Cost	Unrealized	Class	CUSIP
GOOGL	ALPHABET INC	20,689	$22,402	21.9%	$56.80	+1.1%	CAP STK CL A	02079K305
GS	GOLDMAN SACHS GROUP INC	72,544	$14,843	14.5%	$193.78	-12.7%	COM	38141G104
WFC	WELLS FARGO CO NEW	165,000	$7,808	7.6%	$43.63	-10.4%	COM	949746101
AAL	AMERICAN AIRLS GROUP INC	195,226	$6,366	6.2%	$36.98	-13.7%	COM	02376R102
BMY	BRISTOL MYERS SQUIBB CO	110,436	$5,008	4.9%	$37.30	-3.2%	COM	110122108
KHC	KRAFT HEINZ CO	135,931	$4,219	4.1%	$29.94	-23.8%	COM	500754106
BMY	BRISTOL MYERS SQUIBB CO	90,000	$4,082	4.0%	$37.30	-3.2%	Call	110122108
—	ALLERGAN PLC	20,000	$3,349	3.3%	$167.45	—	SHS	G0177J108
—	OCH ZIFF CPTL MANGEMNT GRP I	141,815	$3,256	3.2%	$16.41	—	CL A NEW	67551U204
LUV	SOUTHWEST AIRLS CO	38,030	$1,931	1.9%	$48.28	-1.5%	COM	844741108
MSFT	MICROSOFT CORP	13,500	$1,808	1.8%	—	—	Put	594918104
JPM	JPMORGAN CHASE & CO	15,000	$1,677	1.6%	$87.53	+5.1%	COM	46625H100
ESI	ELEMENT SOLUTIONS INC	132,859	$1,374	1.3%	$10.31	-5.0%	COM	28618M106
PAAS	PAN AMERICAN SILVER CORP	105,000	$1,356	1.3%	$14.16	-14.9%	Call	697900108
XLI	SELECT SECTOR SPDR TR	17,500	$1,355	1.3%	—	—	Put	81369Y704
TDOC	TELADOC HEALTH INC	20,000	$1,328	1.3%	—	—	Call	87918A105
DBX	DROPBOX INC	50,000	$1,253	1.2%	—	—	Call	26210C104
—	WHITING PETE CORP NEW	65,000	$1,214	1.2%	—	—	Call	966387409
BE	BLOOM ENERGY CORP	94,200	$1,156	1.1%	—	—	Call	093712107
IBB	ISHARES TR	10,000	$1,091	1.1%	$109.10	—	NASDAQ BIOTECH	464287556
—	SPDR SERIES TRUST	40,000	$1,090	1.1%	—	—	Call	78464A730
GGAL	GRUPO FINANCIERO GALICIA S A	30,000	$1,065	1.0%	—	—	Call	399909100
—	AMARIN CORP PLC	50,000	$969	0.9%	$19.42	—	Call	023111206
CSX	CSX CORP	12,500	$967	0.9%	—	—	Put	126408103
—	IMMUNOGEN INC	1,000,000	$920	0.9%	$1.97	—	NOTE 4.500% 7/0	45253HAB7
META	FACEBOOK INC	5,000	$907	0.9%	$179.77	+0.9%	CL A	30303M102
—	TIVO CORP	122,000	$899	0.9%	$15.83	—	COM	88870P106
T	AT&T INC	25,000	$838	0.8%	$14.86	+1.5%	COM	00206R102
VOD	VODAFONE GROUP PLC NEW	50,000	$817	0.8%	$18.20	—	Call	92857W308
AG	FIRST MAJESTIC SILVER CORP	102,500	$811	0.8%	—	—	Call	32076V103
WYNN	WYNN RESORTS LTD	5,000	$620	0.6%	$129.88	-6.7%	COM	983134107
BIDU	BAIDU INC	5,000	$587	0.6%	$117.40	—	SPON ADR REP A	056752108
PCG	PG&E CORP	25,000	$573	0.6%	—	—	Call	69331C108
—	TESLA INC	500,000	$491	0.5%	$0.98	—	NOTE 2.000% 5/1	88160RAG6
—	GENERAL ELECTRIC CO	40,000	$420	0.4%	$14.16	—	COM	369604103
PAAS	PAN AMERICAN SILVER CORP	32,500	$420	0.4%	$14.16	-14.9%	COM	697900108
CPB	CAMPBELL SOUP CO	10,000	$401	0.4%	$36.29	-12.9%	COM	134429109
—	AVAYA HLDGS CORP	30,000	$357	0.3%	—	—	Call	05351X101
—	INFINERA CORPORATION	500,000	$349	0.3%	$1.01	—	NOTE 2.125% 9/0	45667GAC7
BYND	BEYOND MEAT INC	2,100	$337	0.3%	—	—	Call	08862E109
OCUL	OCULAR THERAPEUTIX INC	75,000	$330	0.3%	—	—	Call	67576A100
—	AMARIN CORP PLC	15,500	$301	0.3%	$19.42	—	SPONS ADR NEW	023111206
—	BRF SA	30,000	$228	0.2%	$7.60	—	SPONSORED ADR	10552T107
FNKO	FUNKO INC	9,200	$223	0.2%	—	—	Call	361008105
—	BARCLAYS BK PLC	8,500	$221	0.2%	$27.88	—	IPATH B SHRT TRM	06746P621
—	VBI VACCINES INC	80,000	$94	0.1%	$3.54	—	COM	91822J103