Tetragon Partners GP Ltd Quant / Systematic

CIK: 0001515070 · Show all filings

Period: Q3 2016 (← Previous) (Next →)

Filing Date: Nov 14, 2016

Total Value ($000): $528,299 (38.5% shares, 61.5% debt)

Holdings (34)

— MONSANTO CO NEW 12.6%

Value ($000) $66,430 Shares 650,000 Est. Cost $102.20 Unrealized —

— ARRIS INTL INC 8.6%

Value ($000) $45,328 Shares 1,600,000 Est. Cost $22.73 Unrealized —

— TRULIA INC 8.5%

Value ($000) $44,830 Shares 28,975,000 Est. Cost $1.56 Unrealized —

— JAZZ US HLDGS INC 8.0%

Value ($000) $42,077 Shares 25,983,000 Est. Cost $1.44 Unrealized —

— LEXICON PHARMACEUTICALS INC 7.5%

Value ($000) $39,872 Shares 17,500,000 Est. Cost $1.89 Unrealized —

— GLOBALSTAR INC 5.8%

Value ($000) $30,616 Shares 15,384,852 Est. Cost $2.35 Unrealized —

— GENERAL MTRS CO 5.2%

Value ($000) $27,429 Shares 1,964,854 Est. Cost $13.94 Unrealized —

— ENDOLOGIX INC 4.4%

Value ($000) $23,293 Shares 17,450,000 Est. Cost $1.14 Unrealized —

— POTASH CORP SASK INC 3.9%

Value ($000) $20,785 Shares 1,273,610 Est. Cost $16.32 Unrealized —

— ACCURAY INC 3.3%

Value ($000) $17,479 Shares 13,250,000 Est. Cost $1.22 Unrealized —

— B2GOLD CORP 2.9%

Value ($000) $15,134 Shares 14,500,000 Est. Cost $0.88 Unrealized —

— STARWOOD PPTY TR INC 2.4%

Value ($000) $12,530 Shares 12,000,000 Est. Cost $1.01 Unrealized —

— INTEL CORP 2.4%

Value ($000) $12,521 Shares 9,000,000 Est. Cost $1.39 Unrealized —

— ALLEGHENY TECHNOLOGIES INC 2.3%

Value ($000) $12,138 Shares 8,500,000 Est. Cost $1.43 Unrealized —

— LIGAND PHARMACEUTICALS INC 2.2%

Value ($000) $11,854 Shares 8,100,000 Est. Cost $1.62 Unrealized —

— MERCADOLIBRE INC 2.2%

Value ($000) $11,780 Shares 7,500,000 Est. Cost $1.57 Unrealized —

— SHIRE PLC 2.1%

Value ($000) $11,315 Shares 58,368 Est. Cost $184.07 Unrealized —

SPY SPDR S&P 500 ETF TR 2.0%

Value ($000) $10,815 Shares 50,000 Est. Cost — Unrealized —

— MEDICINES CO 2.0%

Value ($000) $10,713 Shares 7,210,000 Est. Cost $1.28 Unrealized —

— YAHOO INC 2.0%

Value ($000) $10,315 Shares 10,051,000 Est. Cost $0.99 Unrealized —

— INOTEK PHARMACEUTICALS CORP 1.9%

Value ($000) $9,839 Shares 7,200,000 Est. Cost $1.37 Unrealized —

— LGI HOMES INC 1.4%

Value ($000) $7,392 Shares 4,200,000 Est. Cost $1.76 Unrealized —

SALTUSD SCORPIO BULKERS INC 1.1%

Value ($000) $5,952 Shares 1,720,169 Est. Cost $3.12 Unrealized —

— MERRIMACK PHARMACEUTICALS IN 1.1%

Value ($000) $5,606 Shares 4,500,000 Est. Cost $1.31 Unrealized —

FCX FREEPORT-MCMORAN INC 1.0%

Value ($000) $5,430 Shares 500,000 Est. Cost — Unrealized —

— ACCURAY INC 0.9%

Value ($000) $4,922 Shares 3,750,000 Est. Cost $1.24 Unrealized —

— GOLDCORP INC NEW 0.6%

Value ($000) $3,387 Shares 205,000 Est. Cost $16.52 Unrealized —

— ASANKO GOLD INC 0.6%

Value ($000) $3,023 Shares 721,500 Est. Cost $3.89 Unrealized —

— COBALT INTL ENERGY INC 0.4%

Value ($000) $2,094 Shares 4,000,000 Est. Cost $0.50 Unrealized —

— NEVRO CORP 0.2%

Value ($000) $1,190 Shares 11,400 Est. Cost $104.39 Unrealized —

— WRIGHT MED GROUP N V 0.2%

Value ($000) $933 Shares 712,232 Est. Cost $1.14 Unrealized —

— HEALTHSOUTH CORP 0.1%

Value ($000) $717 Shares 298,904 Est. Cost $2.40 Unrealized —

— ALMADEN MINERALS LTD 0.1%

Value ($000) $470 Shares 335,600 Est. Cost $1.46 Unrealized —

GOGL GOLDEN OCEAN GROUP LTD 0.0%

Value ($000) $90 Shares 21,972 Est. Cost $4.10 Unrealized —

Ticker	Issuer	Shares	Value ($000)	%	Est. Cost	Unrealized	Class	CUSIP
—	MONSANTO CO NEW	650,000	$66,430	12.6%	$102.20	—	COM	61166W101
—	ARRIS INTL INC	1,600,000	$45,328	8.6%	$22.73	—	SHS	G0551A103
—	TRULIA INC	28,975,000	$44,830	8.5%	$1.56	—	NOTE 2.750%12/1	897888AB9
—	JAZZ US HLDGS INC	25,983,000	$42,077	8.0%	$1.44	—	NOTE 8.000%12/3	47216EAA8
—	LEXICON PHARMACEUTICALS INC	17,500,000	$39,872	7.5%	$1.89	—	NOTE 5.250%12/0	528872AB0
—	GLOBALSTAR INC	15,384,852	$30,616	5.8%	$2.35	—	NOTE 8.000% 4/0	378973AD3
—	GENERAL MTRS CO	1,964,854	$27,429	5.2%	$13.94	—	*W EXP 07/10/201	37045V126
—	ENDOLOGIX INC	17,450,000	$23,293	4.4%	$1.14	—	NOTE 3.250%11/0	29266SAB2
—	POTASH CORP SASK INC	1,273,610	$20,785	3.9%	$16.32	—	COM	73755L107
—	ACCURAY INC	13,250,000	$17,479	3.3%	$1.22	—	NOTE 3.500% 2/0	004397AD7
—	B2GOLD CORP	14,500,000	$15,134	2.9%	$0.88	—	NOTE 3.250%10/0	11777QAB6
—	STARWOOD PPTY TR INC	12,000,000	$12,530	2.4%	$1.01	—	NOTE 3.750%10/1	85571BAC9
—	INTEL CORP	9,000,000	$12,521	2.4%	$1.39	—	SDCV 12/1	458140AD2
—	ALLEGHENY TECHNOLOGIES INC	8,500,000	$12,138	2.3%	$1.43	—	NOTE 4.750% 7/0	01741RAG7
—	LIGAND PHARMACEUTICALS INC	8,100,000	$11,854	2.2%	$1.62	—	NOTE 0.750% 8/1	53220KAD0
—	MERCADOLIBRE INC	7,500,000	$11,780	2.2%	$1.57	—	NOTE 2.250% 7/0	58733RAB8
—	SHIRE PLC	58,368	$11,315	2.1%	$184.07	—	SPONSORED ADR	82481R106
SPY	SPDR S&P 500 ETF TR	50,000	$10,815	2.0%	—	—	Put	78462F103
—	MEDICINES CO	7,210,000	$10,713	2.0%	$1.28	—	DBCV 1.375% 6/0	584688AC9
—	YAHOO INC	10,051,000	$10,315	2.0%	$0.99	—	NOTE 12/0	984332AF3
—	INOTEK PHARMACEUTICALS CORP	7,200,000	$9,839	1.9%	$1.37	—	NOTE 5.750% 8/0	45780VAB8
—	LGI HOMES INC	4,200,000	$7,392	1.4%	$1.76	—	NOTE 4.250%11/1	50187TAB2
SALTUSD	SCORPIO BULKERS INC	1,720,169	$5,952	1.1%	$3.12	—	COM	Y7546A122
—	MERRIMACK PHARMACEUTICALS IN	4,500,000	$5,606	1.1%	$1.31	—	NOTE 4.500% 7/1	590328AA8
FCX	FREEPORT-MCMORAN INC	500,000	$5,430	1.0%	—	—	Put	35671D857
—	ACCURAY INC	3,750,000	$4,922	0.9%	$1.24	—	DEBT 3.500% 2/0	004397AF2
—	GOLDCORP INC NEW	205,000	$3,387	0.6%	$16.52	—	COM	380956409
—	ASANKO GOLD INC	721,500	$3,023	0.6%	$3.89	—	COM	04341Y105
—	COBALT INTL ENERGY INC	4,000,000	$2,094	0.4%	$0.50	—	NOTE 2.625%12/0	19075FAA4
—	NEVRO CORP	11,400	$1,190	0.2%	$104.39	—	COM	64157F103
—	WRIGHT MED GROUP N V	712,232	$933	0.2%	$1.14	—	RIGHT 03/01/2019	N96617126
—	HEALTHSOUTH CORP	298,904	$717	0.1%	$2.40	—	*W EXP 01/17/201	421924127
—	ALMADEN MINERALS LTD	335,600	$470	0.1%	$1.46	—	COM CL B	20283305
GOGL	GOLDEN OCEAN GROUP LTD	21,972	$90	0.0%	$4.10	—	SHS NEW	G39637205