Tetragon Partners GP Ltd Quant / Systematic

CIK: 0001515070 · Show all filings

Period: Q2 2016 (← Previous) (Next →)

Filing Date: Aug 15, 2016

Total Value ($000): $439,139 (28.5% shares, 71.5% debt)

Holdings (34)

— ARRIS INTL INC 9.8%

Value ($000) $42,968 Shares 2,050,000 Est. Cost $22.73 Unrealized —

— TRULIA INC 8.9%

Value ($000) $39,188 Shares 25,000,000 Est. Cost $1.57 Unrealized —

— ENDOLOGIX INC 8.9%

Value ($000) $39,109 Shares 30,000,000 Est. Cost $1.14 Unrealized —

— JAZZ US HLDGS INC 8.5%

Value ($000) $37,479 Shares 25,330,000 Est. Cost $1.44 Unrealized —

— EXELIXIS INC 8.5%

Value ($000) $37,317 Shares 24,878,222 Est. Cost $1.24 Unrealized —

— GLOBALSTAR INC 6.8%

Value ($000) $29,682 Shares 15,359,618 Est. Cost $2.35 Unrealized —

FCX FREEPORT-MCMORAN INC 6.6%

Value ($000) $28,964 Shares 2,600,000 Est. Cost — Unrealized —

— LEXICON PHARMACEUTICALS INC 6.5%

Value ($000) $28,351 Shares 15,000,000 Est. Cost $1.82 Unrealized —

— B2GOLD CORP 3.5%

Value ($000) $15,490 Shares 15,500,000 Est. Cost $0.88 Unrealized —

— ACCURAY INC 3.3%

Value ($000) $14,284 Shares 12,500,000 Est. Cost $1.22 Unrealized —

GLD SPDR GOLD TRUST 2.9%

Value ($000) $12,647 Shares 100,000 Est. Cost $126.47 Unrealized —

— STARWOOD PPTY TR INC 2.8%

Value ($000) $12,194 Shares 12,000,000 Est. Cost $1.01 Unrealized —

— SHIRE PLC 2.4%

Value ($000) $10,744 Shares 58,368 Est. Cost $184.07 Unrealized —

SPY SPDR S&P 500 ETF TR 2.4%

Value ($000) $10,474 Shares 50,000 Est. Cost — Unrealized —

— LIGAND PHARMACEUTICALS INC 2.3%

Value ($000) $10,022 Shares 6,000,000 Est. Cost $1.67 Unrealized —

— YAHOO INC 2.3%

Value ($000) $9,979 Shares 10,051,000 Est. Cost $0.99 Unrealized —

— MEDICINES CO 2.2%

Value ($000) $9,851 Shares 7,210,000 Est. Cost $1.28 Unrealized —

GLD SPDR GOLD TRUST 2.2%

Value ($000) $9,523 Shares 75,300 Est. Cost $126.47 Unrealized —

— COBALT INTL ENERGY INC 2.0%

Value ($000) $8,726 Shares 23,000,000 Est. Cost $0.50 Unrealized —

— SPECTRANETICS CORP 1.9%

Value ($000) $8,330 Shares 9,337,000 Est. Cost $0.84 Unrealized —

— AMTRUST FINL SVCS INC 1.4%

Value ($000) $6,160 Shares 8,000,000 Est. Cost $0.79 Unrealized —

SALTUSD SCORPIO BULKERS INC 1.3%

Value ($000) $5,540 Shares 1,985,738 Est. Cost $3.12 Unrealized —

— ACCURAY INC 0.8%

Value ($000) $3,406 Shares 3,000,000 Est. Cost $1.22 Unrealized —

— ASANKO GOLD INC 0.5%

Value ($000) $2,231 Shares 583,600 Est. Cost $3.82 Unrealized —

— GENERAL MTRS CO 0.3%

Value ($000) $1,285 Shares 123,129 Est. Cost $13.66 Unrealized —

— MERRIMACK PHARMACEUTICALS IN 0.3%

Value ($000) $1,154 Shares 1,000,000 Est. Cost $1.51 Unrealized —

— NEVRO CORP 0.2%

Value ($000) $1,054 Shares 1,000,000 Est. Cost $1.05 Unrealized —

— IMMUNOMEDICS INC 0.2%

Value ($000) $1,037 Shares 1,500,000 Est. Cost $0.69 Unrealized —

— ARRAY BIOPHARMA INC 0.2%

Value ($000) $845 Shares 1,000,000 Est. Cost $0.84 Unrealized —

— WRIGHT MED GROUP N V 0.2%

Value ($000) $660 Shares 523,528 Est. Cost $1.08 Unrealized —

— ALMADEN MINERALS LTD 0.0%

Value ($000) $147 Shares 90,500 Est. Cost $1.62 Unrealized —

— ENDOLOGIX INC 0.0%

Value ($000) $139 Shares 150,000 Est. Cost $0.93 Unrealized —

— GENERAL MTRS CO 0.0%

Value ($000) $82 Shares 4,447 Est. Cost $21.69 Unrealized —

— GOLDEN OCEAN GROUP LTD 0.0%

Value ($000) $77 Shares 109,861 Est. Cost $0.69 Unrealized —

Ticker	Issuer	Shares	Value ($000)	%	Est. Cost	Unrealized	Class	CUSIP
—	ARRIS INTL INC	2,050,000	$42,968	9.8%	$22.73	—	SHS	G0551A103
—	TRULIA INC	25,000,000	$39,188	8.9%	$1.57	—	NOTE 2.750%12/1	897888AB9
—	ENDOLOGIX INC	30,000,000	$39,109	8.9%	$1.14	—	NOTE 3.250%11/0	29266SAB2
—	JAZZ US HLDGS INC	25,330,000	$37,479	8.5%	$1.44	—	NOTE 8.000%12/3	47216EAA8
—	EXELIXIS INC	24,878,222	$37,317	8.5%	$1.24	—	NOTE 4.250% 8/1	30161QAC8
—	GLOBALSTAR INC	15,359,618	$29,682	6.8%	$2.35	—	NOTE 8.000% 4/0	378973AD3
FCX	FREEPORT-MCMORAN INC	2,600,000	$28,964	6.6%	—	—	Put	35671D857
—	LEXICON PHARMACEUTICALS INC	15,000,000	$28,351	6.5%	$1.82	—	NOTE 5.250%12/0	528872AB0
—	B2GOLD CORP	15,500,000	$15,490	3.5%	$0.88	—	NOTE 3.250%10/0	11777QAB6
—	ACCURAY INC	12,500,000	$14,284	3.3%	$1.22	—	NOTE 3.500% 2/0	004397AD7
GLD	SPDR GOLD TRUST	100,000	$12,647	2.9%	$126.47	—	Call	78463V107
—	STARWOOD PPTY TR INC	12,000,000	$12,194	2.8%	$1.01	—	NOTE 3.750%10/1	85571BAC9
—	SHIRE PLC	58,368	$10,744	2.4%	$184.07	—	SPONSORED ADR	82481R106
SPY	SPDR S&P 500 ETF TR	50,000	$10,474	2.4%	—	—	Put	78462F103
—	LIGAND PHARMACEUTICALS INC	6,000,000	$10,022	2.3%	$1.67	—	NOTE 0.750% 8/1	53220KAD0
—	YAHOO INC	10,051,000	$9,979	2.3%	$0.99	—	NOTE 12/0	984332AF3
—	MEDICINES CO	7,210,000	$9,851	2.2%	$1.28	—	DBCV 1.375% 6/0	584688AC9
GLD	SPDR GOLD TRUST	75,300	$9,523	2.2%	$126.47	—	GOLD SHS	78463V107
—	COBALT INTL ENERGY INC	23,000,000	$8,726	2.0%	$0.50	—	NOTE 2.625%12/0	19075FAA4
—	SPECTRANETICS CORP	9,337,000	$8,330	1.9%	$0.84	—	MTNF 2.625% 6/0	84760CAA5
—	AMTRUST FINL SVCS INC	8,000,000	$6,160	1.4%	$0.79	—	NOTE 2.750%12/1	032359AG6
SALTUSD	SCORPIO BULKERS INC	1,985,738	$5,540	1.3%	$3.12	—	COM	Y7546A122
—	ACCURAY INC	3,000,000	$3,406	0.8%	$1.22	—	DEBT 3.500% 2/0	004397AF2
—	ASANKO GOLD INC	583,600	$2,231	0.5%	$3.82	—	COM	04341Y105
—	GENERAL MTRS CO	123,129	$1,285	0.3%	$13.66	—	*W EXP 07/10/201	37045V126
—	MERRIMACK PHARMACEUTICALS IN	1,000,000	$1,154	0.3%	$1.51	—	NOTE 4.500% 7/1	590328AA8
—	NEVRO CORP	1,000,000	$1,054	0.2%	$1.05	—	NOTE 1.750% 6/0	64157FAA1
—	IMMUNOMEDICS INC	1,500,000	$1,037	0.2%	$0.69	—	NOTE 4.750% 2/1	452907AK4
—	ARRAY BIOPHARMA INC	1,000,000	$845	0.2%	$0.84	—	NOTE 3.000% 6/0	04269XAA3
—	WRIGHT MED GROUP N V	523,528	$660	0.2%	$1.08	—	RIGHT 03/01/2019	N96617126
—	ALMADEN MINERALS LTD	90,500	$147	0.0%	$1.62	—	COM CL B	20283305
—	ENDOLOGIX INC	150,000	$139	0.0%	$0.93	—	NOTE 2.250%12/1	29266SAA4
—	GENERAL MTRS CO	4,447	$82	0.0%	$21.69	—	*W EXP 07/10/201	37045V118
—	GOLDEN OCEAN GROUP LTD	109,861	$77	0.0%	$0.69	—	SHS	G39637106