Tetragon Partners GP Ltd Quant / Systematic

Location: Grand Cayman, Cayman Islands

CIK: 0001515070 · Show all filings

Period: Q1 2017 (← Previous) (Next →)

Filing Date: May 15, 2017

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

Holdings (34)

— JAZZ US HLDGS INC 13.8%

Value $73.69M Shares 31,330,000 Est. Cost $1.55 Unrealized —

— ARRIS INTL INC 7.9%

Value $42.32M Shares 1,600,000 Est. Cost $23.43 Unrealized —

— INTEL CORP 7.7%

Value $41.09M Shares 30,000,000 Est. Cost $1.37 Unrealized —

— GLOBALSTAR INC 7.7%

Value $41.02M Shares 15,807,929 Est. Cost $2.36 Unrealized —

— MEDICINES CO 6.2%

Value $33.13M Shares 18,788,000 Est. Cost $1.58 Unrealized —

— LEXICON PHARMACEUTICALS INC 6.2%

Value $32.79M Shares 17,500,000 Est. Cost $1.89 Unrealized —

— MONSANTO CO NEW 5.3%

Value $28.3M Shares 250,000 Est. Cost $102.20 Unrealized —

— YAHOO INC 3.9%

Value $20.74M Shares 20,000,000 Est. Cost $1.00 Unrealized —

— STARWOOD PPTY TR INC 3.6%

Value $19.1M Shares 18,500,000 Est. Cost $1.02 Unrealized —

— B2GOLD CORP 3.0%

Value $15.78M Shares 14,500,000 Est. Cost $0.88 Unrealized —

— ACCURAY INC 2.9%

Value $15.39M Shares 14,050,000 Est. Cost $1.22 Unrealized —

— INVACARE CORP 2.9%

Value $15.34M Shares 15,000,000 Est. Cost $1.02 Unrealized —

— ALLEGHENY TECHNOLOGIES INC 2.8%

Value $15.01M Shares 10,000,000 Est. Cost $1.42 Unrealized —

— MERCADOLIBRE INC 2.5%

Value $13.15M Shares 7,500,000 Est. Cost $1.57 Unrealized —

— LGI HOMES INC 2.4%

Value $12.59M Shares 7,500,000 Est. Cost $1.62 Unrealized —

— HEALTHSOUTH CORP 2.3%

Value $12.28M Shares 10,000,000 Est. Cost $1.23 Unrealized —

— LIGAND PHARMACEUTICALS INC 2.3%

Value $12.09M Shares 8,100,000 Est. Cost $1.62 Unrealized —

SPY SPDR S&P 500 ETF TR 2.2%

Value $11.79M Shares 50,000 Est. Cost — Unrealized —

— TESLA INC 2.0%

Value $10.44M Shares 10,000,000 Est. Cost $1.04 Unrealized —

— SHIRE PLC 1.9%

Value $10.06M Shares 57,734 Est. Cost $179.54 Unrealized —

— CARRIAGE SVCS INC 1.6%

Value $8.731M Shares 6,690,000 Est. Cost $1.34 Unrealized —

— MEDICINES CO 1.5%

Value $7.919M Shares 5,000,000 Est. Cost $1.58 Unrealized —

DHT DHT HOLDINGS INC 1.3%

Value $6.841M Shares 1,530,500 Est. Cost $2.50 Unrealized 0.0%

— INOTEK PHARMACEUTICALS CORP 1.2%

Value $6.557M Shares 10,200,000 Est. Cost $1.25 Unrealized —

— TRULIA INC 0.8%

Value $4.398M Shares 2,806,000 Est. Cost $1.57 Unrealized —

— ACCURAY INC 0.8%

Value $4.086M Shares 3,750,000 Est. Cost $1.24 Unrealized —

— HARMONIC INC 0.7%

Value $3.812M Shares 3,000,000 Est. Cost $1.27 Unrealized —

— CORENERGY INFRASTRUCTURE TR 0.7%

Value $3.514M Shares 3,090,000 Est. Cost $1.14 Unrealized —

— ZIONS BANCORPORATION 0.5%

Value $2.843M Shares 247,019 Est. Cost $11.51 Unrealized —

— FRONTLINE LTD 0.5%

Value $2.447M Shares 363,000 Est. Cost $6.74 Unrealized —

— GENERAL MTRS CO 0.5%

Value $2.441M Shares 136,726 Est. Cost $13.94 Unrealized —

— SANOFI 0.2%

Value $1.202M Shares 2,670,316 Est. Cost $0.38 Unrealized —

— WRIGHT MED GROUP N V 0.2%

Value $1.131M Shares 738,994 Est. Cost $1.14 Unrealized —

— NEVRO CORP 0.2%

Value $1.068M Shares 11,400 Est. Cost $104.39 Unrealized —

Ticker	Issuer	Shares	Value	%	Est. Cost	Unrealized	Class	CUSIP
—	JAZZ US HLDGS INC	31,330,000	$73.69M	13.8%	$1.55	—	NOTE 8.000%12/3	47216EAA8
—	ARRIS INTL INC	1,600,000	$42.32M	7.9%	$23.43	—	SHS	G0551A103
—	INTEL CORP	30,000,000	$41.09M	7.7%	$1.37	—	SDCV 12/1	458140AD2
—	GLOBALSTAR INC	15,807,929	$41.02M	7.7%	$2.36	—	NOTE 8.000% 4/0	378973AD3
—	MEDICINES CO	18,788,000	$33.13M	6.2%	$1.58	—	DBCV 1.375% 6/0	584688AC9
—	LEXICON PHARMACEUTICALS INC	17,500,000	$32.79M	6.2%	$1.89	—	NOTE 5.250%12/0	528872AB0
—	MONSANTO CO NEW	250,000	$28.3M	5.3%	$102.20	—	COM	61166W101
—	YAHOO INC	20,000,000	$20.74M	3.9%	$1.00	—	NOTE 12/0	984332AF3
—	STARWOOD PPTY TR INC	18,500,000	$19.1M	3.6%	$1.02	—	NOTE 3.750%10/1	85571BAC9
—	B2GOLD CORP	14,500,000	$15.78M	3.0%	$0.88	—	NOTE 3.250%10/0	11777QAB6
—	ACCURAY INC	14,050,000	$15.39M	2.9%	$1.22	—	NOTE 3.500% 2/0	004397AD7
—	INVACARE CORP	15,000,000	$15.34M	2.9%	$1.02	—	NOTE 5.000% 2/1	461203AF8
—	ALLEGHENY TECHNOLOGIES INC	10,000,000	$15.01M	2.8%	$1.42	—	NOTE 4.750% 7/0	01741RAG7
—	MERCADOLIBRE INC	7,500,000	$13.15M	2.5%	$1.57	—	NOTE 2.250% 7/0	58733RAB8
—	LGI HOMES INC	7,500,000	$12.59M	2.4%	$1.62	—	NOTE 4.250%11/1	50187TAB2
—	HEALTHSOUTH CORP	10,000,000	$12.28M	2.3%	$1.23	—	DEBT 2.000%12/0	421924BL4
—	LIGAND PHARMACEUTICALS INC	8,100,000	$12.09M	2.3%	$1.62	—	NOTE 0.750% 8/1	53220KAD0
SPY	SPDR S&P 500 ETF TR	50,000	$11.79M	2.2%	—	—	Put	78462F103
—	TESLA INC	10,000,000	$10.44M	2.0%	$1.04	—	NOTE 2.375% 3/1	88160RAD3
—	SHIRE PLC	57,734	$10.06M	1.9%	$179.54	—	SPONSORED ADR	82481R106
—	CARRIAGE SVCS INC	6,690,000	$8.731M	1.6%	$1.34	—	NOTE 2.750% 3/1	143905AM9
—	MEDICINES CO	5,000,000	$7.919M	1.5%	$1.58	—	NOTE 2.500% 1/1	584688AE5
DHT	DHT HOLDINGS INC	1,530,500	$6.841M	1.3%	$2.50	0.0%	SHS NEW	Y2065G121
—	INOTEK PHARMACEUTICALS CORP	10,200,000	$6.557M	1.2%	$1.25	—	NOTE 5.750% 8/0	45780VAB8
—	TRULIA INC	2,806,000	$4.398M	0.8%	$1.57	—	NOTE 2.750%12/1	897888AB9
—	ACCURAY INC	3,750,000	$4.086M	0.8%	$1.24	—	DEBT 3.500% 2/0	004397AF2
—	HARMONIC INC	3,000,000	$3.812M	0.7%	$1.27	—	NOTE 4.000%12/0	413160AB8
—	CORENERGY INFRASTRUCTURE TR	3,090,000	$3.514M	0.7%	$1.14	—	NOTE 7.000% 6/1	21870UAA4
—	ZIONS BANCORPORATION	247,019	$2.843M	0.5%	$11.51	—	*W EXP 05/22/202	989701115
—	FRONTLINE LTD	363,000	$2.447M	0.5%	$6.74	—	SHS NEW	G3682E192
—	GENERAL MTRS CO	136,726	$2.441M	0.5%	$13.94	—	*W EXP 07/10/201	37045V126
—	SANOFI	2,670,316	$1.202M	0.2%	$0.38	—	RIGHT 12/31/2020	80105N113
—	WRIGHT MED GROUP N V	738,994	$1.131M	0.2%	$1.14	—	RIGHT 03/01/2019	N96617126
—	NEVRO CORP	11,400	$1.068M	0.2%	$104.39	—	COM	64157F103