Tetragon Partners GP Ltd Quant / Systematic

CIK: 0001515070 · Show all filings

Period: Q1 2015 (← Previous) (Next →)

Filing Date: May 14, 2015

Total Value ($000): $322,106 (16.9% shares, 83.1% debt)

Holdings (22)

— GLOBALSTAR INC 37.2%

Value ($000) $119,800 Shares 21,017,521 Est. Cost $7.00 Unrealized —

— GENERAL MTRS CO 11.5%

Value ($000) $37,160 Shares 1,339,094 Est. Cost $27.10 Unrealized —

— MERRIMACK PHARMACEUTICALS IN 10.9%

Value ($000) $34,992 Shares 17,370,000 Est. Cost $1.64 Unrealized —

— VECTOR GROUP LTD 7.8%

Value ($000) $25,236 Shares 17,800,000 Est. Cost $1.36 Unrealized —

— ICONIX BRAND GROUP INC 5.6%

Value ($000) $18,127 Shares 15,449,000 Est. Cost $1.38 Unrealized —

— BRISTOW GROUP INC 5.3%

Value ($000) $17,115 Shares 16,841,000 Est. Cost $1.02 Unrealized —

— ACCURAY INC 4.1%

Value ($000) $13,118 Shares 7,350,000 Est. Cost $1.91 Unrealized —

— COBALT INTL ENERGY INC 3.9%

Value ($000) $12,516 Shares 17,000,000 Est. Cost $0.63 Unrealized —

SPY SPDR S&P 500 ETF TR 3.2%

Value ($000) $10,322 Shares 50,000 Est. Cost — Unrealized —

— AMTRUST FINL SVCS INC 2.7%

Value ($000) $8,806 Shares 9,664,000 Est. Cost $0.91 Unrealized —

— UNITED STATES STL CORP NEW 2.3%

Value ($000) $7,384 Shares 6,000,000 Est. Cost $1.65 Unrealized —

— EXELIXIS INC 1.8%

Value ($000) $5,938 Shares 7,800,000 Est. Cost $1.00 Unrealized —

— SOLAZYME INC 0.7%

Value ($000) $2,256 Shares 3,850,000 Est. Cost $1.55 Unrealized —

— STARWOOD PPTY TR INC 0.7%

Value ($000) $2,121 Shares 2,000,000 Est. Cost $1.02 Unrealized —

— ALAMOS GOLD INC 0.5%

Value ($000) $1,723 Shares 294,000 Est. Cost $5.86 Unrealized —

— GLOBALSTAR INC 0.5%

Value ($000) $1,665 Shares 500,000 Est. Cost — Unrealized —

— KINDER MORGAN INC DEL 0.5%

Value ($000) $1,635 Shares 398,708 Est. Cost $4.21 Unrealized —

— WRIGHT MED GROUP INC 0.3%

Value ($000) $938 Shares 218,100 Est. Cost $4.30 Unrealized —

— GENERAL MTRS CO 0.1%

Value ($000) $473 Shares 24,091 Est. Cost $19.63 Unrealized —

— QUIKSILVER INC 0.1%

Value ($000) $393 Shares 212,307 Est. Cost $1.72 Unrealized —

— KEYW HLDG CORP 0.1%

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

GULTU GULF COAST ULTRA DEEP RTY TR 0.0%

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

Ticker	Issuer	Shares	Value ($000)	%	Est. Cost	Unrealized	Class	CUSIP
—	GLOBALSTAR INC	21,017,521	$119,800	37.2%	$7.00	—	NOTE 8.000% 4/0	378973AD3
—	GENERAL MTRS CO	1,339,094	$37,160	11.5%	$27.10	—	*W EXP 07/10/201	37045V118
—	MERRIMACK PHARMACEUTICALS IN	17,370,000	$34,992	10.9%	$1.64	—	NOTE 4.500% 7/1	590328AA8
—	VECTOR GROUP LTD	17,800,000	$25,236	7.8%	$1.36	—	FRNT 1/1	92240MAY4
—	ICONIX BRAND GROUP INC	15,449,000	$18,127	5.6%	$1.38	—	NOTE 2.500% 6/0	451055AE7
—	BRISTOW GROUP INC	16,841,000	$17,115	5.3%	$1.02	—	NOTE 3.000% 6/1	110394AC7
—	ACCURAY INC	7,350,000	$13,118	4.1%	$1.91	—	NOTE 3.500% 2/0	004397AD7
—	COBALT INTL ENERGY INC	17,000,000	$12,516	3.9%	$0.63	—	NOTE 2.625%12/0	19075FAA4
SPY	SPDR S&P 500 ETF TR	50,000	$10,322	3.2%	—	—	Put	78462F103
—	AMTRUST FINL SVCS INC	9,664,000	$8,806	2.7%	$0.91	—	NOTE 2.750%12/1	032359AG6
—	UNITED STATES STL CORP NEW	6,000,000	$7,384	2.3%	$1.65	—	NOTE 2.750% 4/0	912909AH1
—	EXELIXIS INC	7,800,000	$5,938	1.8%	$1.00	—	NOTE 4.250% 8/1	30161QAC8
—	SOLAZYME INC	3,850,000	$2,256	0.7%	$1.55	—	NOTE 6.000% 2/0	83415TAB7
—	STARWOOD PPTY TR INC	2,000,000	$2,121	0.7%	$1.02	—	NOTE 3.750%10/1	85571BAC9
—	ALAMOS GOLD INC	294,000	$1,723	0.5%	$5.86	—	COM	011527108
—	GLOBALSTAR INC	500,000	$1,665	0.5%	—	—	Put	378973408
—	KINDER MORGAN INC DEL	398,708	$1,635	0.5%	$4.21	—	*W EXP 05/25/201	49456B119
—	WRIGHT MED GROUP INC	218,100	$938	0.3%	$4.30	—	RIGHT 03/01/2019	98235T115
—	GENERAL MTRS CO	24,091	$473	0.1%	$19.63	—	*W EXP 07/10/201	37045V126
—	QUIKSILVER INC	212,307	$393	0.1%	$1.72	—	COM	74838C106
—	KEYW HLDG CORP	425,000	$342	0.1%	$0.99	—	NOTE 2.500% 7/1	493723AA8
GULTU	GULF COAST ULTRA DEEP RTY TR	64,100	$46	0.0%	$2.93	—	ROYALTY TR UNT	40222T104