Central Asset Investments & Management Holdings (HK) Ltd Quant / Systematic

CIK: 0001583672 · Show all filings

Period: Q4 2018 (← Previous) (Next →)

Filing Date: Feb 12, 2019

Total Value ($000): $38,936 (28.6% shares, 71.4% debt)

Holdings (7)

— CANADIAN SOLAR INC 50.3%

Value ($000) $19,590 Shares 19,847,000 Est. Cost $0.99 Unrealized —

— CHINA LODGING GROUP LTD 16.2%

Value ($000) $6,320 Shares 6,500,000 Est. Cost $0.97 Unrealized —

BIL SPDR SER TR 12.9%

Value ($000) $5,030 Shares 55,000 Est. Cost $91.57 Unrealized —

SHV ISHARES TR 12.7%

Value ($000) $4,963 Shares 45,000 Est. Cost $110.43 Unrealized —

— SOLARCITY CORP 4.8%

Value ($000) $1,884 Shares 2,000,000 Est. Cost $0.94 Unrealized —

— CHINA SOUTHN AIRLS LTD 1.9%

Value ($000) $745 Shares 24,557 Est. Cost $30.34 Unrealized —

— CHINA EASTN AIRLS LTD 1.0%

Value ($000) $404 Shares 14,773 Est. Cost $27.35 Unrealized —

Ticker	Issuer	Shares	Value ($000)	%	Est. Cost	Unrealized	Class	CUSIP
—	CANADIAN SOLAR INC	19,847,000	$19,590	50.3%	$0.99	—	NOTE 4.250% 2/1	136635AE9
—	CHINA LODGING GROUP LTD	6,500,000	$6,320	16.2%	$0.97	—	NOTE 0.375%11/0	16949NAC3
BIL	SPDR SER TR	55,000	$5,030	12.9%	$91.57	—	SPDR BLOOMBERG	78468R663
SHV	ISHARES TR	45,000	$4,963	12.7%	$110.43	—	SHORT TREAS BD	464288679
—	SOLARCITY CORP	2,000,000	$1,884	4.8%	$0.94	—	NOTE 1.625%11/0	83416TAC4
—	CHINA SOUTHN AIRLS LTD	24,557	$745	1.9%	$30.34	—	SPON ADR CL H	169409109
—	CHINA EASTN AIRLS LTD	14,773	$404	1.0%	$27.35	—	SPON ADR CL H	16937R104