Tetragon Partners GP Ltd Quant / Systematic

CIK: 0001515070 · Show all filings

Period: Q1 2016 (← Previous) (Next →)

Filing Date: May 13, 2016

Total Value ($000): $315,406 (27.1% shares, 72.9% debt)

Holdings (26)

— ARRIS INTL INC 13.4%

Value ($000) $42,402 Shares 1,850,000 Est. Cost $22.92 Unrealized —

— GLOBALSTAR INC 11.3%

Value ($000) $35,769 Shares 15,188,747 Est. Cost $2.35 Unrealized —

— JAZZ US HLDGS INC 10.0%

Value ($000) $31,635 Shares 22,132,000 Est. Cost $1.43 Unrealized —

— MERRIMACK PHARMACEUTICALS IN 8.3%

Value ($000) $26,125 Shares 17,250,000 Est. Cost $1.51 Unrealized —

— GENERAL MTRS CO 5.9%

Value ($000) $18,746 Shares 864,263 Est. Cost $21.69 Unrealized —

— ACCURAY INC 4.8%

Value ($000) $15,236 Shares 12,500,000 Est. Cost $1.22 Unrealized —

— ENDOLOGIX INC 4.7%

Value ($000) $14,766 Shares 15,000,000 Est. Cost $0.98 Unrealized —

— B2GOLD CORP 4.3%

Value ($000) $13,587 Shares 15,500,000 Est. Cost $0.88 Unrealized —

— EXELIXIS INC 4.1%

Value ($000) $12,783 Shares 12,800,222 Est. Cost $1.00 Unrealized —

— MEDICINES CO 3.8%

Value ($000) $12,132 Shares 9,500,000 Est. Cost $1.28 Unrealized —

— STARWOOD PPTY TR INC 3.8%

Value ($000) $12,080 Shares 12,000,000 Est. Cost $1.01 Unrealized —

— COBALT INTL ENERGY INC 3.4%

Value ($000) $10,803 Shares 21,000,000 Est. Cost $0.51 Unrealized —

— LEXICON PHARMACEUTICALS INC 3.3%

Value ($000) $10,540 Shares 6,500,000 Est. Cost $1.73 Unrealized —

SPY SPDR S&P 500 ETF TR 3.3%

Value ($000) $10,276 Shares 50,000 Est. Cost — Unrealized —

— YAHOO INC 2.7%

Value ($000) $8,421 Shares 8,500,000 Est. Cost $0.99 Unrealized —

— GENERAL MTRS CO 2.4%

Value ($000) $7,446 Shares 545,106 Est. Cost $13.66 Unrealized —

— AMTRUST FINL SVCS INC 2.0%

Value ($000) $6,353 Shares 8,000,000 Est. Cost $0.79 Unrealized —

— TESLA MTRS INC 1.9%

Value ($000) $6,004 Shares 3,250,000 Est. Cost $1.85 Unrealized —

— VERISIGN INC 1.6%

Value ($000) $5,186 Shares 2,000,000 Est. Cost $2.59 Unrealized —

— SPECTRANETICS CORP 1.5%

Value ($000) $4,706 Shares 5,837,000 Est. Cost $0.81 Unrealized —

SALTUSD SCORPIO BULKERS INC 1.4%

Value ($000) $4,362 Shares 1,330,000 Est. Cost $3.28 Unrealized —

— ACCURAY INC 1.2%

Value ($000) $3,657 Shares 3,000,000 Est. Cost $1.22 Unrealized —

— NII HLDGS INC 0.4%

Value ($000) $1,370 Shares 247,800 Est. Cost — Unrealized —

— WRIGHT MED GROUP N V 0.2%

Value ($000) $522 Shares 417,549 Est. Cost $1.03 Unrealized —

— SYNERGY PHARMACEUTICALS DEL 0.1%

Value ($000) $423 Shares 153,100 Est. Cost — Unrealized —

— GOLDEN OCEAN GROUP LTD 0.0%

Value ($000) $76 Shares 109,861 Est. Cost $0.69 Unrealized —

Ticker	Issuer	Shares	Value ($000)	%	Est. Cost	Unrealized	Class	CUSIP
—	ARRIS INTL INC	1,850,000	$42,402	13.4%	$22.92	—	SHS	G0551A103
—	GLOBALSTAR INC	15,188,747	$35,769	11.3%	$2.35	—	NOTE 8.000% 4/0	378973AD3
—	JAZZ US HLDGS INC	22,132,000	$31,635	10.0%	$1.43	—	NOTE 8.000%12/3	47216EAA8
—	MERRIMACK PHARMACEUTICALS IN	17,250,000	$26,125	8.3%	$1.51	—	NOTE 4.500% 7/1	590328AA8
—	GENERAL MTRS CO	864,263	$18,746	5.9%	$21.69	—	*W EXP 07/10/201	37045V118
—	ACCURAY INC	12,500,000	$15,236	4.8%	$1.22	—	NOTE 3.500% 2/0	004397AD7
—	ENDOLOGIX INC	15,000,000	$14,766	4.7%	$0.98	—	NOTE 3.250%11/0	29266SAB2
—	B2GOLD CORP	15,500,000	$13,587	4.3%	$0.88	—	NOTE 3.250%10/0	11777QAB6
—	EXELIXIS INC	12,800,222	$12,783	4.1%	$1.00	—	NOTE 4.250% 8/1	30161QAC8
—	MEDICINES CO	9,500,000	$12,132	3.8%	$1.28	—	DBCV 1.375% 6/0	584688AC9
—	STARWOOD PPTY TR INC	12,000,000	$12,080	3.8%	$1.01	—	NOTE 3.750%10/1	85571BAC9
—	COBALT INTL ENERGY INC	21,000,000	$10,803	3.4%	$0.51	—	NOTE 2.625%12/0	19075FAA4
—	LEXICON PHARMACEUTICALS INC	6,500,000	$10,540	3.3%	$1.73	—	NOTE 5.250%12/0	528872AB0
SPY	SPDR S&P 500 ETF TR	50,000	$10,276	3.3%	—	—	Put	78462F103
—	YAHOO INC	8,500,000	$8,421	2.7%	$0.99	—	NOTE 12/0	984332AF3
—	GENERAL MTRS CO	545,106	$7,446	2.4%	$13.66	—	*W EXP 07/10/201	37045V126
—	AMTRUST FINL SVCS INC	8,000,000	$6,353	2.0%	$0.79	—	NOTE 2.750%12/1	032359AG6
—	TESLA MTRS INC	3,250,000	$6,004	1.9%	$1.85	—	NOTE 1.500% 6/0	88160RAA9
—	VERISIGN INC	2,000,000	$5,186	1.6%	$2.59	—	SDCV 3.250% 8/1	92343EAD4
—	SPECTRANETICS CORP	5,837,000	$4,706	1.5%	$0.81	—	MTNF 2.625% 6/0	84760CAA5
SALTUSD	SCORPIO BULKERS INC	1,330,000	$4,362	1.4%	$3.28	—	COM	Y7546A122
—	ACCURAY INC	3,000,000	$3,657	1.2%	$1.22	—	DEBT 3.500% 2/0	004397AF2
—	NII HLDGS INC	247,800	$1,370	0.4%	—	—	Call	62913F508
—	WRIGHT MED GROUP N V	417,549	$522	0.2%	$1.03	—	RIGHT 03/01/2019	N96617126
—	SYNERGY PHARMACEUTICALS DEL	153,100	$423	0.1%	—	—	Call	871639308
—	GOLDEN OCEAN GROUP LTD	109,861	$76	0.0%	$0.69	—	SHS	G39637106