Tetragon Partners GP Ltd Quant / Systematic

Location: Grand Cayman, Cayman Islands

CIK: 0001515070 · Show all filings

Period: Q1 2015 (← Previous) (Next →)

Filing Date: May 14, 2015

Total Value: $322M (16.9% shares, 83.1% debt)

Holdings (22)

— GLOBALSTAR INC 37.2%

Value $120M Shares 21,017,521 Est. Cost $7.00 Unrealized —

— GENERAL MTRS CO 11.5%

Value $37.16M Shares 1,339,094 Est. Cost $27.10 Unrealized —

— MERRIMACK PHARMACEUTICALS IN 10.9%

Value $34.99M Shares 17,370,000 Est. Cost $1.64 Unrealized —

— VECTOR GROUP LTD 7.8%

Value $25.24M Shares 17,800,000 Est. Cost $1.36 Unrealized —

— ICONIX BRAND GROUP INC 5.6%

Value $18.13M Shares 15,449,000 Est. Cost $1.38 Unrealized —

— BRISTOW GROUP INC 5.3%

Value $17.11M Shares 16,841,000 Est. Cost $1.02 Unrealized —

— ACCURAY INC 4.1%

Value $13.12M Shares 7,350,000 Est. Cost $1.91 Unrealized —

— COBALT INTL ENERGY INC 3.9%

Value $12.52M Shares 17,000,000 Est. Cost $0.63 Unrealized —

SPY SPDR S&P 500 ETF TR 3.2%

Value $10.32M Shares 50,000 Est. Cost — Unrealized —

— AMTRUST FINL SVCS INC 2.7%

Value $8.806M Shares 9,664,000 Est. Cost $0.91 Unrealized —

— UNITED STATES STL CORP NEW 2.3%

Value $7.384M Shares 6,000,000 Est. Cost $1.65 Unrealized —

— EXELIXIS INC 1.8%

Value $5.938M Shares 7,800,000 Est. Cost $1.00 Unrealized —

— SOLAZYME INC 0.7%

Value $2.256M Shares 3,850,000 Est. Cost $1.55 Unrealized —

— STARWOOD PPTY TR INC 0.7%

Value $2.121M Shares 2,000,000 Est. Cost $1.02 Unrealized —

— ALAMOS GOLD INC 0.5%

Value $1.723M Shares 294,000 Est. Cost $5.86 Unrealized —

— GLOBALSTAR INC 0.5%

Value $1.665M Shares 500,000 Est. Cost — Unrealized —

— KINDER MORGAN INC DEL 0.5%

Value $1.635M Shares 398,708 Est. Cost $4.21 Unrealized —

— WRIGHT MED GROUP INC 0.3%

Value $938K Shares 218,100 Est. Cost $4.30 Unrealized —

— GENERAL MTRS CO 0.1%

Value $473K Shares 24,091 Est. Cost $19.63 Unrealized —

— QUIKSILVER INC 0.1%

Value $393K Shares 212,307 Est. Cost $1.72 Unrealized —

— KEYW HLDG CORP 0.1%

Value $342K Shares 425,000 Est. Cost $0.99 Unrealized —

GULTU GULF COAST ULTRA DEEP RTY TR 0.0%

Value $46,000 Shares 64,100 Est. Cost $2.93 Unrealized —

Ticker	Issuer	Shares	Value	%	Est. Cost	Unrealized	Class	CUSIP
—	GLOBALSTAR INC	21,017,521	$120M	37.2%	$7.00	—	NOTE 8.000% 4/0	378973AD3
—	GENERAL MTRS CO	1,339,094	$37.16M	11.5%	$27.10	—	*W EXP 07/10/201	37045V118
—	MERRIMACK PHARMACEUTICALS IN	17,370,000	$34.99M	10.9%	$1.64	—	NOTE 4.500% 7/1	590328AA8
—	VECTOR GROUP LTD	17,800,000	$25.24M	7.8%	$1.36	—	FRNT 1/1	92240MAY4
—	ICONIX BRAND GROUP INC	15,449,000	$18.13M	5.6%	$1.38	—	NOTE 2.500% 6/0	451055AE7
—	BRISTOW GROUP INC	16,841,000	$17.11M	5.3%	$1.02	—	NOTE 3.000% 6/1	110394AC7
—	ACCURAY INC	7,350,000	$13.12M	4.1%	$1.91	—	NOTE 3.500% 2/0	004397AD7
—	COBALT INTL ENERGY INC	17,000,000	$12.52M	3.9%	$0.63	—	NOTE 2.625%12/0	19075FAA4
SPY	SPDR S&P 500 ETF TR	50,000	$10.32M	3.2%	—	—	Put	78462F103
—	AMTRUST FINL SVCS INC	9,664,000	$8.806M	2.7%	$0.91	—	NOTE 2.750%12/1	032359AG6
—	UNITED STATES STL CORP NEW	6,000,000	$7.384M	2.3%	$1.65	—	NOTE 2.750% 4/0	912909AH1
—	EXELIXIS INC	7,800,000	$5.938M	1.8%	$1.00	—	NOTE 4.250% 8/1	30161QAC8
—	SOLAZYME INC	3,850,000	$2.256M	0.7%	$1.55	—	NOTE 6.000% 2/0	83415TAB7
—	STARWOOD PPTY TR INC	2,000,000	$2.121M	0.7%	$1.02	—	NOTE 3.750%10/1	85571BAC9
—	ALAMOS GOLD INC	294,000	$1.723M	0.5%	$5.86	—	COM	011527108
—	GLOBALSTAR INC	500,000	$1.665M	0.5%	—	—	Put	378973408
—	KINDER MORGAN INC DEL	398,708	$1.635M	0.5%	$4.21	—	*W EXP 05/25/201	49456B119
—	WRIGHT MED GROUP INC	218,100	$938K	0.3%	$4.30	—	RIGHT 03/01/2019	98235T115
—	GENERAL MTRS CO	24,091	$473K	0.1%	$19.63	—	*W EXP 07/10/201	37045V126
—	QUIKSILVER INC	212,307	$393K	0.1%	$1.72	—	COM	74838C106
—	KEYW HLDG CORP	425,000	$342K	0.1%	$0.99	—	NOTE 2.500% 7/1	493723AA8
GULTU	GULF COAST ULTRA DEEP RTY TR	64,100	$46,000	0.0%	$2.93	—	ROYALTY TR UNT	40222T104