Tetragon Partners GP Ltd Quant / Systematic

CIK: 0001515070 · Show all filings

Period: Q3 2015 (← Previous) (Next →)

Filing Date: Nov 13, 2015

Total Value ($000): $207,747 (11.1% shares, 88.9% debt)

Holdings (22)

— GLOBALSTAR INC 18.7%

Value ($000) $38,775 Shares 15,000,000 Est. Cost $7.00 Unrealized —

— JAZZ TECHNOLOGIES INC NEW 15.6%

Value ($000) $32,366 Shares 21,915,000 Est. Cost $1.68 Unrealized —

— MERRIMACK PHARMACEUTICALS IN 12.5%

Value ($000) $25,947 Shares 16,490,000 Est. Cost $1.64 Unrealized —

— VECTOR GROUP LTD 11.9%

Value ($000) $24,633 Shares 16,310,000 Est. Cost $1.38 Unrealized —

— COBALT INTL ENERGY INC 6.3%

Value ($000) $13,183 Shares 18,500,000 Est. Cost $0.63 Unrealized —

SPY SPDR S&P 500 ETF TR 4.6%

Value ($000) $9,580 Shares 50,000 Est. Cost — Unrealized —

— STARWOOD PPTY TR INC 4.3%

Value ($000) $8,874 Shares 8,750,000 Est. Cost $1.02 Unrealized —

— AMTRUST FINL SVCS INC 4.2%

Value ($000) $8,729 Shares 9,432,000 Est. Cost $0.91 Unrealized —

— B2GOLD CORP 4.1%

Value ($000) $8,473 Shares 10,000,000 Est. Cost $0.88 Unrealized —

— ALERE INC 3.7%

Value ($000) $7,597 Shares 6,500,000 Est. Cost $1.17 Unrealized —

— ACCURAY INC 3.4%

Value ($000) $7,028 Shares 6,350,000 Est. Cost $1.91 Unrealized —

— EXELIXIS INC 3.4%

Value ($000) $6,977 Shares 5,800,000 Est. Cost $1.07 Unrealized —

— NII HLDGS INC 1.6%

Value ($000) $3,271 Shares 502,438 Est. Cost $6.51 Unrealized —

EXEL EXELIXIS INC 1.3%

Value ($000) $2,601 Shares 463,600 Est. Cost $5.44 Unrealized 0.0%

— PACIRA PHARMACEUTICALS INC 1.0%

Value ($000) $2,080 Shares 1,200,000 Est. Cost $1.73 Unrealized —

HBM HUDBAY MINERALS INC 1.0%

Value ($000) $2,066 Shares 558,000 Est. Cost $7.80 Unrealized -26.2%

— WRIGHT MED GROUP INC 0.8%

Value ($000) $1,593 Shares 352,499 Est. Cost $4.38 Unrealized —

— ASANKO GOLD INC 0.7%

Value ($000) $1,499 Shares 1,023,500 Est. Cost $1.46 Unrealized —

— GENERAL MTRS CO 0.7%

Value ($000) $1,420 Shares 69,663 Est. Cost $27.10 Unrealized —

— ETFS PLATINUM TR 0.4%

Value ($000) $760 Shares 8,650 Est. Cost $87.86 Unrealized —

— GOLDEN OCEAN GROUP LTD 0.1%

Value ($000) $276 Shares 109,861 Est. Cost $3.89 Unrealized —

GULTU GULF COAST ULTRA DEEP RTY TR 0.0%

Value ($000) $19 Shares 64,100 Est. Cost $2.93 Unrealized —

Ticker	Issuer	Shares	Value ($000)	%	Est. Cost	Unrealized	Class	CUSIP
—	GLOBALSTAR INC	15,000,000	$38,775	18.7%	$7.00	—	NOTE 8.000% 4/0	378973AD3
—	JAZZ TECHNOLOGIES INC NEW	21,915,000	$32,366	15.6%	$1.68	—	NOTE 8.000%12/3	47214GAF4
—	MERRIMACK PHARMACEUTICALS IN	16,490,000	$25,947	12.5%	$1.64	—	NOTE 4.500% 7/1	590328AA8
—	VECTOR GROUP LTD	16,310,000	$24,633	11.9%	$1.38	—	FRNT 1/1	92240MAY4
—	COBALT INTL ENERGY INC	18,500,000	$13,183	6.3%	$0.63	—	NOTE 2.625%12/0	19075FAA4
SPY	SPDR S&P 500 ETF TR	50,000	$9,580	4.6%	—	—	Put	78462F103
—	STARWOOD PPTY TR INC	8,750,000	$8,874	4.3%	$1.02	—	NOTE 3.750%10/1	85571BAC9
—	AMTRUST FINL SVCS INC	9,432,000	$8,729	4.2%	$0.91	—	NOTE 2.750%12/1	032359AG6
—	B2GOLD CORP	10,000,000	$8,473	4.1%	$0.88	—	NOTE 3.250%10/0	11777QAB6
—	ALERE INC	6,500,000	$7,597	3.7%	$1.17	—	NOTE 3.000% 5/1	01449JAA3
—	ACCURAY INC	6,350,000	$7,028	3.4%	$1.91	—	NOTE 3.500% 2/0	004397AD7
—	EXELIXIS INC	5,800,000	$6,977	3.4%	$1.07	—	NOTE 4.250% 8/1	30161QAC8
—	NII HLDGS INC	502,438	$3,271	1.6%	$6.51	—	COM PAR $0.001	62913F508
EXEL	EXELIXIS INC	463,600	$2,601	1.3%	$5.44	0.0%	COM	30161Q104
—	PACIRA PHARMACEUTICALS INC	1,200,000	$2,080	1.0%	$1.73	—	NOTE 3.250% 2/0	695127AB6
HBM	HUDBAY MINERALS INC	558,000	$2,066	1.0%	$7.80	-26.2%	COM	443628102
—	WRIGHT MED GROUP INC	352,499	$1,593	0.8%	$4.38	—	RIGHT 03/01/2019	98235T115
—	ASANKO GOLD INC	1,023,500	$1,499	0.7%	$1.46	—	COM	04341Y105
—	GENERAL MTRS CO	69,663	$1,420	0.7%	$27.10	—	*W EXP 07/10/201	37045V118
—	ETFS PLATINUM TR	8,650	$760	0.4%	$87.86	—	SH BEN INT	26922V101
—	GOLDEN OCEAN GROUP LTD	109,861	$276	0.1%	$3.89	—	SHS	G39637106
GULTU	GULF COAST ULTRA DEEP RTY TR	64,100	$19	0.0%	$2.93	—	ROYALTY TR UNT	40222T104