Tetragon Partners GP Ltd Quant / Systematic

CIK: 0001515070 · Show all filings

Period: Q2 2015 (← Previous) (Next →)

Filing Date: Aug 13, 2015

Total Value ($000): $269,868 (9.1% shares, 90.9% debt)

Holdings (22)

— GLOBALSTAR INC 19.6%

Value ($000) $52,950 Shares 15,000,000 Est. Cost $7.00 Unrealized —

— MERRIMACK PHARMACEUTICALS IN 13.0%

Value ($000) $35,012 Shares 16,490,000 Est. Cost $1.64 Unrealized —

— JAZZ TECHNOLOGIES INC NEW 12.7%

Value ($000) $34,252 Shares 20,245,000 Est. Cost $1.69 Unrealized —

— VECTOR GROUP LTD 12.3%

Value ($000) $33,119 Shares 22,310,000 Est. Cost $1.38 Unrealized —

— OMNICARE INC 11.5%

Value ($000) $31,161 Shares 25,000,000 Est. Cost $1.25 Unrealized —

— COBALT INTL ENERGY INC 4.7%

Value ($000) $12,674 Shares 17,000,000 Est. Cost $0.63 Unrealized —

SPY SPDR S&P 500 ETF TR 3.8%

Value ($000) $10,295 Shares 50,000 Est. Cost — Unrealized —

— GENERAL MTRS CO 3.6%

Value ($000) $9,714 Shares 408,687 Est. Cost $27.10 Unrealized —

— AMTRUST FINL SVCS INC 3.4%

Value ($000) $9,249 Shares 9,432,000 Est. Cost $0.91 Unrealized —

— STARWOOD PPTY TR INC 3.3%

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

— ACCURAY INC 3.2%

Value ($000) $8,727 Shares 6,350,000 Est. Cost $1.91 Unrealized —

— B2GOLD CORP 2.5%

Value ($000) $6,648 Shares 7,500,000 Est. Cost $0.89 Unrealized —

— UNITED STATES STL CORP NEW 1.7%

Value ($000) $4,453 Shares 4,000,000 Est. Cost $1.65 Unrealized —

— INOTEK PHARMACEUTICALS CORP 1.4%

Value ($000) $3,764 Shares 4,000,000 Est. Cost $0.94 Unrealized —

— EXELIXIS INC 1.3%

Value ($000) $3,434 Shares 3,800,000 Est. Cost $1.00 Unrealized —

HBM HUDBAY MINERALS INC 1.0%

Value ($000) $2,764 Shares 332,000 Est. Cost $9.19 Unrealized 0.0%

— PEABODY ENERGY CORP 0.4%

Value ($000) $1,023 Shares 6,000,000 Est. Cost $0.17 Unrealized —

— WRIGHT MED GROUP INC 0.3%

Value ($000) $872 Shares 218,100 Est. Cost $4.30 Unrealized —

— GOLDEN OCEAN GROUP LTD 0.2%

Value ($000) $427 Shares 109,861 Est. Cost $3.89 Unrealized —

— KINDER MORGAN INC DEL 0.1%

Value ($000) $270 Shares 100,000 Est. Cost $4.21 Unrealized —

— QUIKSILVER INC 0.1%

Value ($000) $141 Shares 212,307 Est. Cost $1.72 Unrealized —

GULTU GULF COAST ULTRA DEEP RTY TR 0.0%

Value ($000) $45 Shares 64,100 Est. Cost $2.93 Unrealized —

Ticker	Issuer	Shares	Value ($000)	%	Est. Cost	Unrealized	Class	CUSIP
—	GLOBALSTAR INC	15,000,000	$52,950	19.6%	$7.00	—	NOTE 8.000% 4/0	378973AD3
—	MERRIMACK PHARMACEUTICALS IN	16,490,000	$35,012	13.0%	$1.64	—	NOTE 4.500% 7/1	590328AA8
—	JAZZ TECHNOLOGIES INC NEW	20,245,000	$34,252	12.7%	$1.69	—	NOTE 8.000%12/3	47214GAF4
—	VECTOR GROUP LTD	22,310,000	$33,119	12.3%	$1.38	—	FRNT 1/1	92240MAY4
—	OMNICARE INC	25,000,000	$31,161	11.5%	$1.25	—	DBCV 3.250%12/1	681904AR9
—	COBALT INTL ENERGY INC	17,000,000	$12,674	4.7%	$0.63	—	NOTE 2.625%12/0	19075FAA4
SPY	SPDR S&P 500 ETF TR	50,000	$10,295	3.8%	—	—	Put	78462F103
—	GENERAL MTRS CO	408,687	$9,714	3.6%	$27.10	—	*W EXP 07/10/201	37045V118
—	AMTRUST FINL SVCS INC	9,432,000	$9,249	3.4%	$0.91	—	NOTE 2.750%12/1	032359AG6
—	STARWOOD PPTY TR INC	8,750,000	$8,874	3.3%	$1.02	—	NOTE 3.750%10/1	85571BAC9
—	ACCURAY INC	6,350,000	$8,727	3.2%	$1.91	—	NOTE 3.500% 2/0	004397AD7
—	B2GOLD CORP	7,500,000	$6,648	2.5%	$0.89	—	NOTE 3.250%10/0	11777QAB6
—	UNITED STATES STL CORP NEW	4,000,000	$4,453	1.7%	$1.65	—	NOTE 2.750% 4/0	912909AH1
—	INOTEK PHARMACEUTICALS CORP	4,000,000	$3,764	1.4%	$0.94	—	NOTE 5.000% 2/1	45780VAA0
—	EXELIXIS INC	3,800,000	$3,434	1.3%	$1.00	—	NOTE 4.250% 8/1	30161QAC8
HBM	HUDBAY MINERALS INC	332,000	$2,764	1.0%	$9.19	0.0%	COM	443628102
—	PEABODY ENERGY CORP	6,000,000	$1,023	0.4%	$0.17	—	SDCV 4.750%12/1	704549AG9
—	WRIGHT MED GROUP INC	218,100	$872	0.3%	$4.30	—	RIGHT 03/01/2019	98235T115
—	GOLDEN OCEAN GROUP LTD	109,861	$427	0.2%	$3.89	—	SHS	G39637106
—	KINDER MORGAN INC DEL	100,000	$270	0.1%	$4.21	—	*W EXP 05/25/201	49456B119
—	QUIKSILVER INC	212,307	$141	0.1%	$1.72	—	COM	74838C106
GULTU	GULF COAST ULTRA DEEP RTY TR	64,100	$45	0.0%	$2.93	—	ROYALTY TR UNT	40222T104