Tetragon Partners GP Ltd Quant / Systematic

CIK: 0001515070 · Show all filings

Period: Q4 2016 (← Previous) (Next →)

Filing Date: Feb 13, 2017

Total Value ($000): $503,516 (32.4% shares, 67.6% debt)

Holdings (34)

— JAZZ US HLDGS INC 11.7%

Value ($000) $59,145 Shares 29,779,000 Est. Cost $1.51 Unrealized —

— MONSANTO CO NEW 11.5%

Value ($000) $57,866 Shares 550,000 Est. Cost $102.20 Unrealized —

— GLOBALSTAR INC 7.9%

Value ($000) $40,005 Shares 15,807,929 Est. Cost $2.36 Unrealized —

— INTEL CORP 7.9%

Value ($000) $39,811 Shares 29,400,000 Est. Cost $1.37 Unrealized —

— ARRIS INTL INC 7.8%

Value ($000) $39,169 Shares 1,300,000 Est. Cost $22.73 Unrealized —

— GENERAL MTRS CO 6.5%

Value ($000) $32,920 Shares 1,918,422 Est. Cost $13.94 Unrealized —

— LEXICON PHARMACEUTICALS INC 6.3%

Value ($000) $31,512 Shares 17,500,000 Est. Cost $1.89 Unrealized —

— SUCAMPO PHARMACEUTICALS INC 4.2%

Value ($000) $21,041 Shares 19,750,000 Est. Cost $1.07 Unrealized —

— YAHOO INC 3.4%

Value ($000) $17,328 Shares 17,500,000 Est. Cost $0.99 Unrealized —

— STARWOOD PPTY TR INC 3.0%

Value ($000) $15,022 Shares 14,500,000 Est. Cost $1.01 Unrealized —

— SHIRE PLC 3.0%

Value ($000) $14,863 Shares 87,234 Est. Cost $179.54 Unrealized —

— B2GOLD CORP 2.9%

Value ($000) $14,718 Shares 14,500,000 Est. Cost $0.88 Unrealized —

— ACCURAY INC 2.9%

Value ($000) $14,625 Shares 13,750,000 Est. Cost $1.22 Unrealized —

— ALLEGHENY TECHNOLOGIES INC 2.7%

Value ($000) $13,674 Shares 10,000,000 Est. Cost $1.42 Unrealized —

— LIGAND PHARMACEUTICALS INC 2.3%

Value ($000) $11,729 Shares 8,100,000 Est. Cost $1.62 Unrealized —

— LGI HOMES INC 2.1%

Value ($000) $10,819 Shares 7,500,000 Est. Cost $1.62 Unrealized —

SPY SPDR S&P 500 ETF TR 2.1%

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

— MERCADOLIBRE INC 2.1%

Value ($000) $10,466 Shares 7,500,000 Est. Cost $1.57 Unrealized —

— INOTEK PHARMACEUTICALS CORP 2.0%

Value ($000) $10,181 Shares 9,700,000 Est. Cost $1.28 Unrealized —

— MEDICINES CO 1.9%

Value ($000) $9,652 Shares 7,210,000 Est. Cost $1.28 Unrealized —

— CARRIAGE SVCS INC 1.0%

Value ($000) $5,089 Shares 3,723,000 Est. Cost $1.37 Unrealized —

— TRULIA INC 0.8%

Value ($000) $4,123 Shares 2,500,000 Est. Cost $1.56 Unrealized —

— ACCURAY INC 0.8%

Value ($000) $4,086 Shares 3,750,000 Est. Cost $1.24 Unrealized —

— SUNPOWER CORP 0.7%

Value ($000) $3,640 Shares 5,000,000 Est. Cost $0.73 Unrealized —

— THERAVANCE BIOPHARMA INC 0.6%

Value ($000) $2,885 Shares 2,500,000 Est. Cost $1.15 Unrealized —

SALTUSD SCORPIO BULKERS INC 0.5%

Value ($000) $2,576 Shares 510,186 Est. Cost $3.12 Unrealized —

— SANOFI 0.2%

Value ($000) $1,015 Shares 2,670,316 Est. Cost $0.38 Unrealized —

— WRIGHT MED GROUP N V 0.2%

Value ($000) $976 Shares 739,304 Est. Cost $1.14 Unrealized —

— GOLDCORP INC NEW 0.2%

Value ($000) $884 Shares 65,000 Est. Cost $16.52 Unrealized —

— COBALT INTL ENERGY INC 0.2%

Value ($000) $847 Shares 2,000,000 Est. Cost $0.50 Unrealized —

— NEVRO CORP 0.2%

Value ($000) $828 Shares 11,400 Est. Cost $104.39 Unrealized —

— ASANKO GOLD INC 0.1%

Value ($000) $449 Shares 146,500 Est. Cost $3.89 Unrealized —

— HEALTHSOUTH CORP 0.1%

Value ($000) $419 Shares 625,875 Est. Cost $1.50 Unrealized —

AAUAF ALMADEN MINERALS LTD 0.1%

Value ($000) $338 Shares 346,400 Est. Cost $1.15 Unrealized 0.0%

Ticker	Issuer	Shares	Value ($000)	%	Est. Cost	Unrealized	Class	CUSIP
—	JAZZ US HLDGS INC	29,779,000	$59,145	11.7%	$1.51	—	NOTE 8.000%12/3	47216EAA8
—	MONSANTO CO NEW	550,000	$57,866	11.5%	$102.20	—	COM	61166W101
—	GLOBALSTAR INC	15,807,929	$40,005	7.9%	$2.36	—	NOTE 8.000% 4/0	378973AD3
—	INTEL CORP	29,400,000	$39,811	7.9%	$1.37	—	SDCV 12/1	458140AD2
—	ARRIS INTL INC	1,300,000	$39,169	7.8%	$22.73	—	SHS	G0551A103
—	GENERAL MTRS CO	1,918,422	$32,920	6.5%	$13.94	—	*W EXP 07/10/201	37045V126
—	LEXICON PHARMACEUTICALS INC	17,500,000	$31,512	6.3%	$1.89	—	NOTE 5.250%12/0	528872AB0
—	SUCAMPO PHARMACEUTICALS INC	19,750,000	$21,041	4.2%	$1.07	—	DBCV 3.250%12/1	864909AA4
—	YAHOO INC	17,500,000	$17,328	3.4%	$0.99	—	NOTE 12/0	984332AF3
—	STARWOOD PPTY TR INC	14,500,000	$15,022	3.0%	$1.01	—	NOTE 3.750%10/1	85571BAC9
—	SHIRE PLC	87,234	$14,863	3.0%	$179.54	—	SPONSORED ADR	82481R106
—	B2GOLD CORP	14,500,000	$14,718	2.9%	$0.88	—	NOTE 3.250%10/0	11777QAB6
—	ACCURAY INC	13,750,000	$14,625	2.9%	$1.22	—	NOTE 3.500% 2/0	004397AD7
—	ALLEGHENY TECHNOLOGIES INC	10,000,000	$13,674	2.7%	$1.42	—	NOTE 4.750% 7/0	01741RAG7
—	LIGAND PHARMACEUTICALS INC	8,100,000	$11,729	2.3%	$1.62	—	NOTE 0.750% 8/1	53220KAD0
—	LGI HOMES INC	7,500,000	$10,819	2.1%	$1.62	—	NOTE 4.250%11/1	50187TAB2
SPY	SPDR S&P 500 ETF TR	50,000	$10,815	2.1%	—	—	Put	78462F103
—	MERCADOLIBRE INC	7,500,000	$10,466	2.1%	$1.57	—	NOTE 2.250% 7/0	58733RAB8
—	INOTEK PHARMACEUTICALS CORP	9,700,000	$10,181	2.0%	$1.28	—	NOTE 5.750% 8/0	45780VAB8
—	MEDICINES CO	7,210,000	$9,652	1.9%	$1.28	—	DBCV 1.375% 6/0	584688AC9
—	CARRIAGE SVCS INC	3,723,000	$5,089	1.0%	$1.37	—	NOTE 2.750% 3/1	143905AM9
—	TRULIA INC	2,500,000	$4,123	0.8%	$1.56	—	NOTE 2.750%12/1	897888AB9
—	ACCURAY INC	3,750,000	$4,086	0.8%	$1.24	—	DEBT 3.500% 2/0	004397AF2
—	SUNPOWER CORP	5,000,000	$3,640	0.7%	$0.73	—	DBCV 4.000% 1/1	867652AL3
—	THERAVANCE BIOPHARMA INC	2,500,000	$2,885	0.6%	$1.15	—	NOTE 3.250%11/0	88339KAA0
SALTUSD	SCORPIO BULKERS INC	510,186	$2,576	0.5%	$3.12	—	COM	Y7546A122
—	SANOFI	2,670,316	$1,015	0.2%	$0.38	—	RIGHT 12/31/2020	80105N113
—	WRIGHT MED GROUP N V	739,304	$976	0.2%	$1.14	—	RIGHT 03/01/2019	N96617126
—	GOLDCORP INC NEW	65,000	$884	0.2%	$16.52	—	COM	380956409
—	COBALT INTL ENERGY INC	2,000,000	$847	0.2%	$0.50	—	NOTE 2.625%12/0	19075FAA4
—	NEVRO CORP	11,400	$828	0.2%	$104.39	—	COM	64157F103
—	ASANKO GOLD INC	146,500	$449	0.1%	$3.89	—	COM	04341Y105
—	HEALTHSOUTH CORP	625,875	$419	0.1%	$1.50	—	*W EXP 01/17/201	421924127
AAUAF	ALMADEN MINERALS LTD	346,400	$338	0.1%	$1.15	0.0%	COM CL B	020283305