Tetragon Partners GP Ltd Quant / Systematic

CIK: 0001515070 · Show all filings

Period: Q1 2017 (← Previous) (Next →)

Filing Date: May 15, 2017

Total Value ($000): $533,088 (20.7% shares, 79.3% debt)

Holdings (34)

— JAZZ US HLDGS INC 13.8%

Value ($000) $73,685 Shares 31,330,000 Est. Cost $1.55 Unrealized —

— ARRIS INTL INC 7.9%

Value ($000) $42,320 Shares 1,600,000 Est. Cost $23.43 Unrealized —

— INTEL CORP 7.7%

Value ($000) $41,093 Shares 30,000,000 Est. Cost $1.37 Unrealized —

— GLOBALSTAR INC 7.7%

Value ($000) $41,020 Shares 15,807,929 Est. Cost $2.36 Unrealized —

— MEDICINES CO 6.2%

Value ($000) $33,133 Shares 18,788,000 Est. Cost $1.58 Unrealized —

— LEXICON PHARMACEUTICALS INC 6.2%

Value ($000) $32,791 Shares 17,500,000 Est. Cost $1.89 Unrealized —

— MONSANTO CO NEW 5.3%

Value ($000) $28,300 Shares 250,000 Est. Cost $102.20 Unrealized —

— YAHOO INC 3.9%

Value ($000) $20,738 Shares 20,000,000 Est. Cost $1.00 Unrealized —

— STARWOOD PPTY TR INC 3.6%

Value ($000) $19,096 Shares 18,500,000 Est. Cost $1.02 Unrealized —

— B2GOLD CORP 3.0%

Value ($000) $15,780 Shares 14,500,000 Est. Cost $0.88 Unrealized —

— ACCURAY INC 2.9%

Value ($000) $15,389 Shares 14,050,000 Est. Cost $1.22 Unrealized —

— INVACARE CORP 2.9%

Value ($000) $15,340 Shares 15,000,000 Est. Cost $1.02 Unrealized —

— ALLEGHENY TECHNOLOGIES INC 2.8%

Value ($000) $15,012 Shares 10,000,000 Est. Cost $1.42 Unrealized —

— MERCADOLIBRE INC 2.5%

Value ($000) $13,155 Shares 7,500,000 Est. Cost $1.57 Unrealized —

— LGI HOMES INC 2.4%

Value ($000) $12,590 Shares 7,500,000 Est. Cost $1.62 Unrealized —

— HEALTHSOUTH CORP 2.3%

Value ($000) $12,280 Shares 10,000,000 Est. Cost $1.23 Unrealized —

— LIGAND PHARMACEUTICALS INC 2.3%

Value ($000) $12,093 Shares 8,100,000 Est. Cost $1.62 Unrealized —

SPY SPDR S&P 500 ETF TR 2.2%

Value ($000) $11,787 Shares 50,000 Est. Cost — Unrealized —

— TESLA INC 2.0%

Value ($000) $10,437 Shares 10,000,000 Est. Cost $1.04 Unrealized —

— SHIRE PLC 1.9%

Value ($000) $10,059 Shares 57,734 Est. Cost $179.54 Unrealized —

— CARRIAGE SVCS INC 1.6%

Value ($000) $8,731 Shares 6,690,000 Est. Cost $1.34 Unrealized —

— MEDICINES CO 1.5%

Value ($000) $7,919 Shares 5,000,000 Est. Cost $1.58 Unrealized —

DHT DHT HOLDINGS INC 1.3%

Value ($000) $6,841 Shares 1,530,500 Est. Cost $2.50 Unrealized 0.0%

— INOTEK PHARMACEUTICALS CORP 1.2%

Value ($000) $6,557 Shares 10,200,000 Est. Cost $1.25 Unrealized —

— TRULIA INC 0.8%

Value ($000) $4,398 Shares 2,806,000 Est. Cost $1.57 Unrealized —

— ACCURAY INC 0.8%

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

— HARMONIC INC 0.7%

Value ($000) $3,812 Shares 3,000,000 Est. Cost $1.27 Unrealized —

— CORENERGY INFRASTRUCTURE TR 0.7%

Value ($000) $3,514 Shares 3,090,000 Est. Cost $1.14 Unrealized —

— ZIONS BANCORPORATION 0.5%

Value ($000) $2,843 Shares 247,019 Est. Cost $11.51 Unrealized —

— FRONTLINE LTD 0.5%

Value ($000) $2,447 Shares 363,000 Est. Cost $6.74 Unrealized —

— GENERAL MTRS CO 0.5%

Value ($000) $2,441 Shares 136,726 Est. Cost $13.94 Unrealized —

— SANOFI 0.2%

Value ($000) $1,202 Shares 2,670,316 Est. Cost $0.38 Unrealized —

— WRIGHT MED GROUP N V 0.2%

Value ($000) $1,131 Shares 738,994 Est. Cost $1.14 Unrealized —

— NEVRO CORP 0.2%

Value ($000) $1,068 Shares 11,400 Est. Cost $104.39 Unrealized —

Ticker	Issuer	Shares	Value ($000)	%	Est. Cost	Unrealized	Class	CUSIP
—	JAZZ US HLDGS INC	31,330,000	$73,685	13.8%	$1.55	—	NOTE 8.000%12/3	47216EAA8
—	ARRIS INTL INC	1,600,000	$42,320	7.9%	$23.43	—	SHS	G0551A103
—	INTEL CORP	30,000,000	$41,093	7.7%	$1.37	—	SDCV 12/1	458140AD2
—	GLOBALSTAR INC	15,807,929	$41,020	7.7%	$2.36	—	NOTE 8.000% 4/0	378973AD3
—	MEDICINES CO	18,788,000	$33,133	6.2%	$1.58	—	DBCV 1.375% 6/0	584688AC9
—	LEXICON PHARMACEUTICALS INC	17,500,000	$32,791	6.2%	$1.89	—	NOTE 5.250%12/0	528872AB0
—	MONSANTO CO NEW	250,000	$28,300	5.3%	$102.20	—	COM	61166W101
—	YAHOO INC	20,000,000	$20,738	3.9%	$1.00	—	NOTE 12/0	984332AF3
—	STARWOOD PPTY TR INC	18,500,000	$19,096	3.6%	$1.02	—	NOTE 3.750%10/1	85571BAC9
—	B2GOLD CORP	14,500,000	$15,780	3.0%	$0.88	—	NOTE 3.250%10/0	11777QAB6
—	ACCURAY INC	14,050,000	$15,389	2.9%	$1.22	—	NOTE 3.500% 2/0	004397AD7
—	INVACARE CORP	15,000,000	$15,340	2.9%	$1.02	—	NOTE 5.000% 2/1	461203AF8
—	ALLEGHENY TECHNOLOGIES INC	10,000,000	$15,012	2.8%	$1.42	—	NOTE 4.750% 7/0	01741RAG7
—	MERCADOLIBRE INC	7,500,000	$13,155	2.5%	$1.57	—	NOTE 2.250% 7/0	58733RAB8
—	LGI HOMES INC	7,500,000	$12,590	2.4%	$1.62	—	NOTE 4.250%11/1	50187TAB2
—	HEALTHSOUTH CORP	10,000,000	$12,280	2.3%	$1.23	—	DEBT 2.000%12/0	421924BL4
—	LIGAND PHARMACEUTICALS INC	8,100,000	$12,093	2.3%	$1.62	—	NOTE 0.750% 8/1	53220KAD0
SPY	SPDR S&P 500 ETF TR	50,000	$11,787	2.2%	—	—	Put	78462F103
—	TESLA INC	10,000,000	$10,437	2.0%	$1.04	—	NOTE 2.375% 3/1	88160RAD3
—	SHIRE PLC	57,734	$10,059	1.9%	$179.54	—	SPONSORED ADR	82481R106
—	CARRIAGE SVCS INC	6,690,000	$8,731	1.6%	$1.34	—	NOTE 2.750% 3/1	143905AM9
—	MEDICINES CO	5,000,000	$7,919	1.5%	$1.58	—	NOTE 2.500% 1/1	584688AE5
DHT	DHT HOLDINGS INC	1,530,500	$6,841	1.3%	$2.50	0.0%	SHS NEW	Y2065G121
—	INOTEK PHARMACEUTICALS CORP	10,200,000	$6,557	1.2%	$1.25	—	NOTE 5.750% 8/0	45780VAB8
—	TRULIA INC	2,806,000	$4,398	0.8%	$1.57	—	NOTE 2.750%12/1	897888AB9
—	ACCURAY INC	3,750,000	$4,086	0.8%	$1.24	—	DEBT 3.500% 2/0	004397AF2
—	HARMONIC INC	3,000,000	$3,812	0.7%	$1.27	—	NOTE 4.000%12/0	413160AB8
—	CORENERGY INFRASTRUCTURE TR	3,090,000	$3,514	0.7%	$1.14	—	NOTE 7.000% 6/1	21870UAA4
—	ZIONS BANCORPORATION	247,019	$2,843	0.5%	$11.51	—	*W EXP 05/22/202	989701115
—	FRONTLINE LTD	363,000	$2,447	0.5%	$6.74	—	SHS NEW	G3682E192
—	GENERAL MTRS CO	136,726	$2,441	0.5%	$13.94	—	*W EXP 07/10/201	37045V126
—	SANOFI	2,670,316	$1,202	0.2%	$0.38	—	RIGHT 12/31/2020	80105N113
—	WRIGHT MED GROUP N V	738,994	$1,131	0.2%	$1.14	—	RIGHT 03/01/2019	N96617126
—	NEVRO CORP	11,400	$1,068	0.2%	$104.39	—	COM	64157F103