Tetragon Partners GP Ltd Quant / Systematic

Location: Grand Cayman, Cayman Islands

CIK: 0001515070 · Show all filings

Period: Q1 2016 (← Previous) (Next →)

Filing Date: May 13, 2016

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

Holdings (26)

— ARRIS INTL INC 13.4%

Value $42.4M Shares 1,850,000 Est. Cost $22.92 Unrealized —

— GLOBALSTAR INC 11.3%

Value $35.77M Shares 15,188,747 Est. Cost $2.35 Unrealized —

— JAZZ US HLDGS INC 10.0%

Value $31.64M Shares 22,132,000 Est. Cost $1.43 Unrealized —

— MERRIMACK PHARMACEUTICALS IN 8.3%

Value $26.13M Shares 17,250,000 Est. Cost $1.51 Unrealized —

— GENERAL MTRS CO 5.9%

Value $18.75M Shares 864,263 Est. Cost $21.69 Unrealized —

— ACCURAY INC 4.8%

Value $15.24M Shares 12,500,000 Est. Cost $1.22 Unrealized —

— ENDOLOGIX INC 4.7%

Value $14.77M Shares 15,000,000 Est. Cost $0.98 Unrealized —

— B2GOLD CORP 4.3%

Value $13.59M Shares 15,500,000 Est. Cost $0.88 Unrealized —

— EXELIXIS INC 4.1%

Value $12.78M Shares 12,800,222 Est. Cost $1.00 Unrealized —

— MEDICINES CO 3.8%

Value $12.13M Shares 9,500,000 Est. Cost $1.28 Unrealized —

— STARWOOD PPTY TR INC 3.8%

Value $12.08M Shares 12,000,000 Est. Cost $1.01 Unrealized —

— COBALT INTL ENERGY INC 3.4%

Value $10.8M Shares 21,000,000 Est. Cost $0.51 Unrealized —

— LEXICON PHARMACEUTICALS INC 3.3%

Value $10.54M Shares 6,500,000 Est. Cost $1.73 Unrealized —

SPY SPDR S&P 500 ETF TR 3.3%

Value $10.28M Shares 50,000 Est. Cost — Unrealized —

— YAHOO INC 2.7%

Value $8.421M Shares 8,500,000 Est. Cost $0.99 Unrealized —

— GENERAL MTRS CO 2.4%

Value $7.446M Shares 545,106 Est. Cost $13.66 Unrealized —

— AMTRUST FINL SVCS INC 2.0%

Value $6.353M Shares 8,000,000 Est. Cost $0.79 Unrealized —

— TESLA MTRS INC 1.9%

Value $6.004M Shares 3,250,000 Est. Cost $1.85 Unrealized —

— VERISIGN INC 1.6%

Value $5.186M Shares 2,000,000 Est. Cost $2.59 Unrealized —

— SPECTRANETICS CORP 1.5%

Value $4.706M Shares 5,837,000 Est. Cost $0.81 Unrealized —

SALTUSD SCORPIO BULKERS INC 1.4%

Value $4.362M Shares 1,330,000 Est. Cost $3.28 Unrealized —

— ACCURAY INC 1.2%

Value $3.657M Shares 3,000,000 Est. Cost $1.22 Unrealized —

— NII HLDGS INC 0.4%

Value $1.37M Shares 247,800 Est. Cost — Unrealized —

— WRIGHT MED GROUP N V 0.2%

Value $522K Shares 417,549 Est. Cost $1.03 Unrealized —

— SYNERGY PHARMACEUTICALS DEL 0.1%

Value $423K Shares 153,100 Est. Cost — Unrealized —

— GOLDEN OCEAN GROUP LTD 0.0%

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

Ticker	Issuer	Shares	Value	%	Est. Cost	Unrealized	Class	CUSIP
—	ARRIS INTL INC	1,850,000	$42.4M	13.4%	$22.92	—	SHS	G0551A103
—	GLOBALSTAR INC	15,188,747	$35.77M	11.3%	$2.35	—	NOTE 8.000% 4/0	378973AD3
—	JAZZ US HLDGS INC	22,132,000	$31.64M	10.0%	$1.43	—	NOTE 8.000%12/3	47216EAA8
—	MERRIMACK PHARMACEUTICALS IN	17,250,000	$26.13M	8.3%	$1.51	—	NOTE 4.500% 7/1	590328AA8
—	GENERAL MTRS CO	864,263	$18.75M	5.9%	$21.69	—	*W EXP 07/10/201	37045V118
—	ACCURAY INC	12,500,000	$15.24M	4.8%	$1.22	—	NOTE 3.500% 2/0	004397AD7
—	ENDOLOGIX INC	15,000,000	$14.77M	4.7%	$0.98	—	NOTE 3.250%11/0	29266SAB2
—	B2GOLD CORP	15,500,000	$13.59M	4.3%	$0.88	—	NOTE 3.250%10/0	11777QAB6
—	EXELIXIS INC	12,800,222	$12.78M	4.1%	$1.00	—	NOTE 4.250% 8/1	30161QAC8
—	MEDICINES CO	9,500,000	$12.13M	3.8%	$1.28	—	DBCV 1.375% 6/0	584688AC9
—	STARWOOD PPTY TR INC	12,000,000	$12.08M	3.8%	$1.01	—	NOTE 3.750%10/1	85571BAC9
—	COBALT INTL ENERGY INC	21,000,000	$10.8M	3.4%	$0.51	—	NOTE 2.625%12/0	19075FAA4
—	LEXICON PHARMACEUTICALS INC	6,500,000	$10.54M	3.3%	$1.73	—	NOTE 5.250%12/0	528872AB0
SPY	SPDR S&P 500 ETF TR	50,000	$10.28M	3.3%	—	—	Put	78462F103
—	YAHOO INC	8,500,000	$8.421M	2.7%	$0.99	—	NOTE 12/0	984332AF3
—	GENERAL MTRS CO	545,106	$7.446M	2.4%	$13.66	—	*W EXP 07/10/201	37045V126
—	AMTRUST FINL SVCS INC	8,000,000	$6.353M	2.0%	$0.79	—	NOTE 2.750%12/1	032359AG6
—	TESLA MTRS INC	3,250,000	$6.004M	1.9%	$1.85	—	NOTE 1.500% 6/0	88160RAA9
—	VERISIGN INC	2,000,000	$5.186M	1.6%	$2.59	—	SDCV 3.250% 8/1	92343EAD4
—	SPECTRANETICS CORP	5,837,000	$4.706M	1.5%	$0.81	—	MTNF 2.625% 6/0	84760CAA5
SALTUSD	SCORPIO BULKERS INC	1,330,000	$4.362M	1.4%	$3.28	—	COM	Y7546A122
—	ACCURAY INC	3,000,000	$3.657M	1.2%	$1.22	—	DEBT 3.500% 2/0	004397AF2
—	NII HLDGS INC	247,800	$1.37M	0.4%	—	—	Call	62913F508
—	WRIGHT MED GROUP N V	417,549	$522K	0.2%	$1.03	—	RIGHT 03/01/2019	N96617126
—	SYNERGY PHARMACEUTICALS DEL	153,100	$423K	0.1%	—	—	Call	871639308
—	GOLDEN OCEAN GROUP LTD	109,861	$76,000	0.0%	$0.69	—	SHS	G39637106