Tetragon Partners GP Ltd Quant / Systematic

Location: Grand Cayman, Cayman Islands

CIK: 0001515070 · Show all filings

Period: Q2 2014 (← Previous) (Next →)

Filing Date: Aug 13, 2014

Total Value: $355M (5.3% shares, 94.7% debt)

Holdings (19)

— GLOBALSTAR INC 41.1%

Value $146M Shares 20,783,705 Est. Cost $7.02 Unrealized —

— MICRON TECHNOLOGY INC 17.3%

Value $61.54M Shares 17,625,000 Est. Cost $2.36 Unrealized —

— ICONIX BRAND GROUP INC 6.3%

Value $22.43M Shares 15,449,000 Est. Cost $1.38 Unrealized —

— CEMEX SAB DE CV 6.2%

Value $21.97M Shares 15,000,000 Est. Cost $1.40 Unrealized —

— VECTOR GROUP LTD 5.6%

Value $19.9M Shares 14,800,000 Est. Cost $1.34 Unrealized —

— EXELIXIS INC 4.1%

Value $14.45M Shares 16,700,000 Est. Cost $1.00 Unrealized —

— GENERAL MTRS CO 3.8%

Value $13.6M Shares 511,045 Est. Cost $26.61 Unrealized —

— ACCURAY INC 3.3%

Value $11.78M Shares 6,600,000 Est. Cost $1.92 Unrealized —

— MERRIMACK PHARMACEUTICALS IN 2.7%

Value $9.508M Shares 7,000,000 Est. Cost $1.29 Unrealized —

— SOLAZYME INC 2.7%

Value $9.424M Shares 5,850,000 Est. Cost $1.55 Unrealized —

— BRISTOW GROUP INC 2.6%

Value $9.264M Shares 7,336,000 Est. Cost $1.23 Unrealized —

— AMTRUST FINL SVCS INC 1.0%

Value $3.52M Shares 2,140,000 Est. Cost $1.64 Unrealized —

— TESLA MTRS INC 0.9%

Value $3.039M Shares 1,500,000 Est. Cost $1.80 Unrealized —

— ALTRA INDL MOTION CORP 0.7%

Value $2.47M Shares 1,700,000 Est. Cost $1.43 Unrealized —

— MARKET VECTORS ETF TR 0.6%

Value $2.265M Shares 85,627 Est. Cost $23.60 Unrealized —

— MARKET VECTORS ETF TR 0.5%

Value $1.652M Shares 39,090 Est. Cost $31.05 Unrealized —

— SOLAZYME INC 0.3%

Value $1.199M Shares 1,050,000 Est. Cost $1.14 Unrealized —

GULTU GULF COAST ULTRA DEEP RTY TR 0.2%

Value $879K Shares 300,000 Est. Cost $2.93 Unrealized —

— WALTER ENERGY INC 0.2%

Value $545K Shares 100,000 Est. Cost $5.45 Unrealized —

Ticker	Issuer	Shares	Value	%	Est. Cost	Unrealized	Class	CUSIP
—	GLOBALSTAR INC	20,783,705	$146M	41.1%	$7.02	—	NOTE 8.000% 4/0	378973AD3
—	MICRON TECHNOLOGY INC	17,625,000	$61.54M	17.3%	$2.36	—	NOTE 1.875% 8/0	595112AR4
—	ICONIX BRAND GROUP INC	15,449,000	$22.43M	6.3%	$1.38	—	NOTE 2.500% 6/0	451055AE7
—	CEMEX SAB DE CV	15,000,000	$21.97M	6.2%	$1.40	—	NOTE 3.250% 3/1	151290BB8
—	VECTOR GROUP LTD	14,800,000	$19.9M	5.6%	$1.34	—	FRNT 1/1	92240MAY4
—	EXELIXIS INC	16,700,000	$14.45M	4.1%	$1.00	—	NOTE 4.250% 8/1	30161QAC8
—	GENERAL MTRS CO	511,045	$13.6M	3.8%	$26.61	—	*W EXP 07/10/201	37045V118
—	ACCURAY INC	6,600,000	$11.78M	3.3%	$1.92	—	NOTE 3.500% 2/0	004397AD7
—	MERRIMACK PHARMACEUTICALS IN	7,000,000	$9.508M	2.7%	$1.29	—	NOTE 4.500% 7/1	590328AA8
—	SOLAZYME INC	5,850,000	$9.424M	2.7%	$1.55	—	NOTE 6.000% 2/0	83415TAB7
—	BRISTOW GROUP INC	7,336,000	$9.264M	2.6%	$1.23	—	NOTE 3.000% 6/1	110394AC7
—	AMTRUST FINL SVCS INC	2,140,000	$3.52M	1.0%	$1.64	—	NOTE 5.500%12/1	032359AC5
—	TESLA MTRS INC	1,500,000	$3.039M	0.9%	$1.80	—	NOTE 1.500% 6/0	88160RAA9
—	ALTRA INDL MOTION CORP	1,700,000	$2.47M	0.7%	$1.43	—	NOTE 2.750% 3/0	02208RAE6
—	MARKET VECTORS ETF TR	85,627	$2.265M	0.6%	$23.60	—	GOLD MINER ETF	57060U100
—	MARKET VECTORS ETF TR	39,090	$1.652M	0.5%	$31.05	—	JR GOLD MINERS E	57061R544
—	SOLAZYME INC	1,050,000	$1.199M	0.3%	$1.14	—	NOTE 5.000%10/0	83415TAC5
GULTU	GULF COAST ULTRA DEEP RTY TR	300,000	$879K	0.2%	$2.93	—	ROYALTY TR UNT	40222T104
—	WALTER ENERGY INC	100,000	$545K	0.2%	$5.45	—	COM	93317Q105