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

CIK: 0001317267 · Show all filings

Period: Q1 2020 (← Previous) (Next →)

Filing Date: May 15, 2020

Total Value ($000): $52,102 (95.0% shares, 5.0% debt)

Holdings (39)

MAR MARRIOTT INTL INC NEW 7.9%

Value ($000) $4,115 Shares 55,000 Est. Cost $119.64 Unrealized 0.0%

SLV ISHARES SILVER TRUST 7.9%

Value ($000) $4,111 Shares 315,000 Est. Cost — Unrealized —

SPG SIMON PPTY GROUP INC NEW 7.4%

Value ($000) $3,840 Shares 70,000 Est. Cost $86.10 Unrealized 0.0%

KHC KRAFT HEINZ CO 6.8%

Value ($000) $3,540 Shares 143,100 Est. Cost $25.61 Unrealized -19.2%

GS GOLDMAN SACHS GROUP INC 6.8%

Value ($000) $3,525 Shares 22,805 Est. Cost $193.78 Unrealized -4.8%

VOD VODAFONE GROUP PLC NEW 5.4%

Value ($000) $2,823 Shares 205,000 Est. Cost — Unrealized —

META FACEBOOK INC 4.8%

Value ($000) $2,502 Shares 15,000 Est. Cost $194.43 Unrealized 0.0%

GDX VANECK VECTORS ETF TR 4.5%

Value ($000) $2,362 Shares 102,500 Est. Cost — Unrealized —

GLD SPDR GOLD TRUST 4.3%

Value ($000) $2,221 Shares 15,000 Est. Cost — Unrealized —

— SL GREEN RLTY CORP 4.3%

Value ($000) $2,219 Shares 51,489 Est. Cost $43.10 Unrealized —

HST HOST HOTELS & RESORTS INC 4.2%

Value ($000) $2,208 Shares 200,000 Est. Cost $12.27 Unrealized 0.0%

BIDU BAIDU INC 3.9%

Value ($000) $2,006 Shares 19,900 Est. Cost $126.44 Unrealized —

ET ENERGY TRANSFER LP 3.6%

Value ($000) $1,865 Shares 405,347 Est. Cost $12.83 Unrealized —

WES WESTERN MIDSTREAM PARTNERS L 2.7%

Value ($000) $1,416 Shares 437,121 Est. Cost $3.24 Unrealized —

— SCULPTOR CAP MGMT 2.6%

Value ($000) $1,354 Shares 100,001 Est. Cost $20.12 Unrealized —

— IMMUNOGEN INC 2.0%

Value ($000) $1,067 Shares 1,000,000 Est. Cost $1.97 Unrealized —

VNO VORNADO RLTY TR 2.0%

Value ($000) $1,052 Shares 29,056 Est. Cost $36.21 Unrealized —

WFC WELLS FARGO CO NEW 1.9%

Value ($000) $982 Shares 34,200 Est. Cost $43.96 Unrealized -16.7%

— TIVO CORP 1.6%

Value ($000) $820 Shares 115,887 Est. Cost $15.83 Unrealized —

V VISA INC 1.5%

Value ($000) $806 Shares 5,000 Est. Cost $170.31 Unrealized +6.1%

T AT&T INC 1.4%

Value ($000) $729 Shares 25,000 Est. Cost $14.86 Unrealized +22.3%

— DOCUSIGN INC 1.4%

Value ($000) $708 Shares 500,000 Est. Cost $1.24 Unrealized —

UBER UBER TECHNOLOGIES INC 1.3%

Value ($000) $698 Shares 25,000 Est. Cost $29.67 Unrealized +10.9%

KHC KRAFT HEINZ CO 1.2%

Value ($000) $623 Shares 25,199 Est. Cost $25.61 Unrealized -19.2%

SDCCQ SMILEDIRECTCLUB INC 1.1%

Value ($000) $580 Shares 124,209 Est. Cost $11.83 Unrealized -16.7%

REYN REYNOLDS CONSUMER PRODS INC 1.0%

Value ($000) $510 Shares 17,500 Est. Cost $23.71 Unrealized 0.0%

— FIREEYE INC 0.8%

Value ($000) $423 Shares 500,000 Est. Cost $0.94 Unrealized —

— INFINERA CORP 0.8%

Value ($000) $398 Shares 500,000 Est. Cost $1.01 Unrealized —

XOM EXXON MOBIL CORP 0.7%

Value ($000) $380 Shares 10,000 Est. Cost $52.07 Unrealized -19.2%

— ALPS ETF TR 0.7%

Value ($000) $344 Shares 100,000 Est. Cost $8.50 Unrealized —

HAL HALLIBURTON CO 0.7%

Value ($000) $343 Shares 50,000 Est. Cost $15.62 Unrealized 0.0%

— UNITED STATES STL CORP NEW 0.6%

Value ($000) $316 Shares 50,000 Est. Cost $6.32 Unrealized —

RVLV REVOLVE GROUP INC 0.5%

Value ($000) $271 Shares 31,342 Est. Cost $15.86 Unrealized 0.0%

PAAS PAN AMERN SILVER CORP 0.4%

Value ($000) $215 Shares 15,000 Est. Cost $20.77 Unrealized 0.0%

IOVA IOVANCE BIOTHERAPEUTICS INC 0.4%

Value ($000) $210 Shares 7,000 Est. Cost $26.51 Unrealized 0.0%

— AMERICAN OUTDOOR BRANDS CORP 0.4%

Value ($000) $208 Shares 25,000 Est. Cost $8.32 Unrealized —

AA ALCOA CORP 0.3%

Value ($000) $144 Shares 23,300 Est. Cost $13.11 Unrealized 0.0%

— AMARIN CORP PLC 0.2%

Value ($000) $100 Shares 25,000 Est. Cost $21.43 Unrealized —

— UNITED STATES STL CORP NEW 0.1%

Value ($000) $68 Shares 10,700 Est. Cost $6.32 Unrealized —

Ticker	Issuer	Shares	Value ($000)	%	Est. Cost	Unrealized	Class	CUSIP
MAR	MARRIOTT INTL INC NEW	55,000	$4,115	7.9%	$119.64	0.0%	CL A	571903202
SLV	ISHARES SILVER TRUST	315,000	$4,111	7.9%	—	—	Call	46428Q109
SPG	SIMON PPTY GROUP INC NEW	70,000	$3,840	7.4%	$86.10	0.0%	COM	828806109
KHC	KRAFT HEINZ CO	143,100	$3,540	6.8%	$25.61	-19.2%	Call	500754106
GS	GOLDMAN SACHS GROUP INC	22,805	$3,525	6.8%	$193.78	-4.8%	COM	38141G104
VOD	VODAFONE GROUP PLC NEW	205,000	$2,823	5.4%	—	—	Call	92857W308
META	FACEBOOK INC	15,000	$2,502	4.8%	$194.43	0.0%	CL A	30303M102
GDX	VANECK VECTORS ETF TR	102,500	$2,362	4.5%	—	—	Call	92189F106
GLD	SPDR GOLD TRUST	15,000	$2,221	4.3%	—	—	Call	78463V107
—	SL GREEN RLTY CORP	51,489	$2,219	4.3%	$43.10	—	COM	78440X101
HST	HOST HOTELS & RESORTS INC	200,000	$2,208	4.2%	$12.27	0.0%	COM	44107P104
BIDU	BAIDU INC	19,900	$2,006	3.9%	$126.44	—	Call	056752108
ET	ENERGY TRANSFER LP	405,347	$1,865	3.6%	$12.83	—	COM UT LTD PTN	29273V100
WES	WESTERN MIDSTREAM PARTNERS L	437,121	$1,416	2.7%	$3.24	—	COM UNIT LP INT	958669103
—	SCULPTOR CAP MGMT	100,001	$1,354	2.6%	$20.12	—	COM CL A	811246107
—	IMMUNOGEN INC	1,000,000	$1,067	2.0%	$1.97	—	NOTE 4.500% 7/0	45253HAB7
VNO	VORNADO RLTY TR	29,056	$1,052	2.0%	$36.21	—	SH BEN INT	929042109
WFC	WELLS FARGO CO NEW	34,200	$982	1.9%	$43.96	-16.7%	COM	949746101
—	TIVO CORP	115,887	$820	1.6%	$15.83	—	COM	88870P106
V	VISA INC	5,000	$806	1.5%	$170.31	+6.1%	COM CL A	92826C839
T	AT&T INC	25,000	$729	1.4%	$14.86	+22.3%	COM	00206R102
—	DOCUSIGN INC	500,000	$708	1.4%	$1.24	—	NOTE 0.500% 9/1	256163AB2
UBER	UBER TECHNOLOGIES INC	25,000	$698	1.3%	$29.67	+10.9%	COM	90353T100
KHC	KRAFT HEINZ CO	25,199	$623	1.2%	$25.61	-19.2%	COM	500754106
SDCCQ	SMILEDIRECTCLUB INC	124,209	$580	1.1%	$11.83	-16.7%	CL A COM	83192H106
REYN	REYNOLDS CONSUMER PRODS INC	17,500	$510	1.0%	$23.71	0.0%	COM	76171L106
—	FIREEYE INC	500,000	$423	0.8%	$0.94	—	NOTE 0.875% 6/0	31816QAF8
—	INFINERA CORP	500,000	$398	0.8%	$1.01	—	NOTE 2.125% 9/0	45667GAC7
XOM	EXXON MOBIL CORP	10,000	$380	0.7%	$52.07	-19.2%	COM	30231G102
—	ALPS ETF TR	100,000	$344	0.7%	$8.50	—	ALERIAN MLP	00162Q866
HAL	HALLIBURTON CO	50,000	$343	0.7%	$15.62	0.0%	COM	406216101
—	UNITED STATES STL CORP NEW	50,000	$316	0.6%	$6.32	—	COM	912909108
RVLV	REVOLVE GROUP INC	31,342	$271	0.5%	$15.86	0.0%	CL A	76156B107
PAAS	PAN AMERN SILVER CORP	15,000	$215	0.4%	$20.77	0.0%	COM	697900108
IOVA	IOVANCE BIOTHERAPEUTICS INC	7,000	$210	0.4%	$26.51	0.0%	COM	462260100
—	AMERICAN OUTDOOR BRANDS CORP	25,000	$208	0.4%	$8.32	—	COM	02874P103
AA	ALCOA CORP	23,300	$144	0.3%	$13.11	0.0%	COM	013872106
—	AMARIN CORP PLC	25,000	$100	0.2%	$21.43	—	SPONS ADR NEW	023111206
—	UNITED STATES STL CORP NEW	10,700	$68	0.1%	$6.32	—	Call	912909108