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

CIK: 0001317267 · Show all filings

Period: Q3 2019 (← Previous) (Next →)

Filing Date: Nov 14, 2019

Total Value ($000): $113,675 (98.4% shares, 1.6% debt)

Holdings (37)

SPY SPDR S&P 500 ETF TR 26.1%

Value ($000) $29,677 Shares 100,000 Est. Cost — Unrealized —

AMZN AMAZON COM INC 11.5%

Value ($000) $13,019 Shares 7,500 Est. Cost $92.73 Unrealized 0.0%

GS GOLDMAN SACHS GROUP INC 11.4%

Value ($000) $13,004 Shares 62,751 Est. Cost $193.78 Unrealized -7.3%

META FACEBOOK INC 9.6%

Value ($000) $10,880 Shares 61,096 Est. Cost $188.02 Unrealized +0.4%

AAL AMERICAN AIRLS GROUP INC 6.8%

Value ($000) $7,679 Shares 284,730 Est. Cost $34.47 Unrealized -15.8%

V VISA INC 5.3%

Value ($000) $6,020 Shares 35,000 Est. Cost $170.31 Unrealized 0.0%

GOOGL ALPHABET INC 3.2%

Value ($000) $3,663 Shares 3,000 Est. Cost $56.80 Unrealized +3.5%

— ALLERGAN PLC 2.4%

Value ($000) $2,700 Shares 16,042 Est. Cost $167.45 Unrealized —

BABA ALIBABA GROUP HLDG LTD 2.2%

Value ($000) $2,508 Shares 15,000 Est. Cost $167.20 Unrealized —

WFC WELLS FARGO CO NEW 2.0%

Value ($000) $2,270 Shares 45,000 Est. Cost $43.63 Unrealized -8.8%

MSFT MICROSOFT CORP 1.8%

Value ($000) $2,085 Shares 15,000 Est. Cost — Unrealized —

— SCULPTOR CAP MGMT 1.8%

Value ($000) $1,995 Shares 102,415 Est. Cost $19.48 Unrealized —

KHC KRAFT HEINZ CO 1.7%

Value ($000) $1,981 Shares 70,931 Est. Cost $29.94 Unrealized -29.3%

MHK MOHAWK INDS INC 1.6%

Value ($000) $1,863 Shares 15,013 Est. Cost $128.38 Unrealized 0.0%

SDCCQ SMILEDIRECTCLUB INC 1.6%

Value ($000) $1,804 Shares 130,000 Est. Cost $16.68 Unrealized 0.0%

— WHITING PETE CORP NEW 1.3%

Value ($000) $1,445 Shares 180,000 Est. Cost — Unrealized —

CRWD CROWDSTRIKE HLDGS INC 1.0%

Value ($000) $1,166 Shares 20,000 Est. Cost $79.41 Unrealized 0.0%

PAAS PAN AMERICAN SILVER CORP 1.0%

Value ($000) $1,137 Shares 72,500 Est. Cost $14.16 Unrealized +14.3%

T AT&T INC 0.8%

Value ($000) $946 Shares 25,000 Est. Cost $14.86 Unrealized +14.4%

— TIVO CORP 0.8%

Value ($000) $929 Shares 122,000 Est. Cost $15.83 Unrealized —

— IMMUNOGEN INC 0.8%

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

SE SEA LTD 0.6%

Value ($000) $696 Shares 22,500 Est. Cost — Unrealized —

CI CIGNA CORP NEW 0.5%

Value ($000) $607 Shares 4,000 Est. Cost $148.86 Unrealized 0.0%

— BARCLAYS BK PLC 0.5%

Value ($000) $594 Shares 25,000 Est. Cost $27.88 Unrealized —

ESI ELEMENT SOLUTIONS INC 0.5%

Value ($000) $516 Shares 50,659 Est. Cost $10.31 Unrealized -11.3%

— FIREEYE INC 0.4%

Value ($000) $470 Shares 500,000 Est. Cost $0.94 Unrealized —

CPB CAMPBELL SOUP CO 0.4%

Value ($000) $469 Shares 10,000 Est. Cost $36.29 Unrealized -3.4%

— INFINERA CORPORATION 0.4%

Value ($000) $439 Shares 500,000 Est. Cost $1.01 Unrealized —

— WPX ENERGY INC 0.4%

Value ($000) $415 Shares 39,200 Est. Cost $10.59 Unrealized —

— GENERAL ELECTRIC CO 0.3%

Value ($000) $358 Shares 40,000 Est. Cost $14.16 Unrealized —

AG FIRST MAJESTIC SILVER CORP 0.3%

Value ($000) $295 Shares 32,500 Est. Cost $9.65 Unrealized 0.0%

— WPX ENERGY INC 0.2%

Value ($000) $265 Shares 25,000 Est. Cost $10.59 Unrealized —

DAL DELTA AIR LINES INC DEL 0.2%

Value ($000) $230 Shares 4,000 Est. Cost $56.71 Unrealized 0.0%

CI CIGNA CORP NEW 0.2%

Value ($000) $228 Shares 1,500 Est. Cost $148.86 Unrealized 0.0%

MO ALTRIA GROUP INC 0.2%

Value ($000) $205 Shares 5,000 Est. Cost $27.60 Unrealized 0.0%

SLV ISHARES SILVER TRUST 0.1%

Value ($000) $159 Shares 10,000 Est. Cost — Unrealized —

— VBI VACCINES INC 0.0%

Value ($000) $38 Shares 80,000 Est. Cost $3.54 Unrealized —

Ticker	Issuer	Shares	Value ($000)	%	Est. Cost	Unrealized	Class	CUSIP
SPY	SPDR S&P 500 ETF TR	100,000	$29,677	26.1%	—	—	Call	78462F103
AMZN	AMAZON COM INC	7,500	$13,019	11.5%	$92.73	0.0%	COM	023135106
GS	GOLDMAN SACHS GROUP INC	62,751	$13,004	11.4%	$193.78	-7.3%	COM	38141G104
META	FACEBOOK INC	61,096	$10,880	9.6%	$188.02	+0.4%	CL A	30303M102
AAL	AMERICAN AIRLS GROUP INC	284,730	$7,679	6.8%	$34.47	-15.8%	COM	02376R102
V	VISA INC	35,000	$6,020	5.3%	$170.31	0.0%	COM CL A	92826C839
GOOGL	ALPHABET INC	3,000	$3,663	3.2%	$56.80	+3.5%	CAP STK CL A	02079K305
—	ALLERGAN PLC	16,042	$2,700	2.4%	$167.45	—	SHS	G0177J108
BABA	ALIBABA GROUP HLDG LTD	15,000	$2,508	2.2%	$167.20	—	SPONSORED ADS	01609W102
WFC	WELLS FARGO CO NEW	45,000	$2,270	2.0%	$43.63	-8.8%	COM	949746101
MSFT	MICROSOFT CORP	15,000	$2,085	1.8%	—	—	Put	594918104
—	SCULPTOR CAP MGMT	102,415	$1,995	1.8%	$19.48	—	COM CL A	811246107
KHC	KRAFT HEINZ CO	70,931	$1,981	1.7%	$29.94	-29.3%	COM	500754106
MHK	MOHAWK INDS INC	15,013	$1,863	1.6%	$128.38	0.0%	COM	608190104
SDCCQ	SMILEDIRECTCLUB INC	130,000	$1,804	1.6%	$16.68	0.0%	CL A COM	83192H106
—	WHITING PETE CORP NEW	180,000	$1,445	1.3%	—	—	Call	966387409
CRWD	CROWDSTRIKE HLDGS INC	20,000	$1,166	1.0%	$79.41	0.0%	CL A	22788C105
PAAS	PAN AMERICAN SILVER CORP	72,500	$1,137	1.0%	$14.16	+14.3%	Call	697900108
T	AT&T INC	25,000	$946	0.8%	$14.86	+14.4%	COM	00206R102
—	TIVO CORP	122,000	$929	0.8%	$15.83	—	COM	88870P106
—	IMMUNOGEN INC	1,000,000	$920	0.8%	$1.97	—	NOTE 4.500% 7/0	45253HAB7
SE	SEA LTD	22,500	$696	0.6%	—	—	Put	81141R100
CI	CIGNA CORP NEW	4,000	$607	0.5%	$148.86	0.0%	COM	125523100
—	BARCLAYS BK PLC	25,000	$594	0.5%	$27.88	—	Call	06746P621
ESI	ELEMENT SOLUTIONS INC	50,659	$516	0.5%	$10.31	-11.3%	COM	28618M106
—	FIREEYE INC	500,000	$470	0.4%	$0.94	—	NOTE 0.875% 6/0	31816QAF8
CPB	CAMPBELL SOUP CO	10,000	$469	0.4%	$36.29	-3.4%	COM	134429109
—	INFINERA CORPORATION	500,000	$439	0.4%	$1.01	—	NOTE 2.125% 9/0	45667GAC7
—	WPX ENERGY INC	39,200	$415	0.4%	$10.59	—	COM	98212B103
—	GENERAL ELECTRIC CO	40,000	$358	0.3%	$14.16	—	COM	369604103
AG	FIRST MAJESTIC SILVER CORP	32,500	$295	0.3%	$9.65	0.0%	COM	32076V103
—	WPX ENERGY INC	25,000	$265	0.2%	$10.59	—	Call	98212B103
DAL	DELTA AIR LINES INC DEL	4,000	$230	0.2%	$56.71	0.0%	COM NEW	247361702
CI	CIGNA CORP NEW	1,500	$228	0.2%	$148.86	0.0%	Call	125523100
MO	ALTRIA GROUP INC	5,000	$205	0.2%	$27.60	0.0%	COM	02209S103
SLV	ISHARES SILVER TRUST	10,000	$159	0.1%	—	—	Call	46428Q109
—	VBI VACCINES INC	80,000	$38	0.0%	$3.54	—	COM	91822J103