Tetragon Partners GP Ltd Quant / Systematic

CIK: 0001515070 · Show all filings

Period: Q2 2017 (← Previous) (Next →)

Filing Date: Aug 14, 2017

Total Value ($000): $672,171 (21.2% shares, 78.8% debt)

Holdings (41)

— JAZZ US HLDGS INC 11.6%

Value ($000) $77,712 Shares 31,470,000 Est. Cost $1.55 Unrealized —

— GLOBALSTAR INC 8.3%

Value ($000) $55,742 Shares 15,985,766 Est. Cost $2.37 Unrealized —

— ARRIS INTL INC 6.7%

Value ($000) $44,832 Shares 1,600,000 Est. Cost $23.43 Unrealized —

— MONSANTO CO NEW 6.2%

Value ($000) $41,426 Shares 350,000 Est. Cost $106.82 Unrealized —

— LEXICON PHARMACEUTICALS INC 5.4%

Value ($000) $36,587 Shares 17,500,000 Est. Cost $1.89 Unrealized —

— IMMUNOGEN INC 4.9%

Value ($000) $33,268 Shares 18,000,000 Est. Cost $1.85 Unrealized —

— MICROCHIP TECHNOLOGY INC 4.9%

Value ($000) $32,926 Shares 21,840,000 Est. Cost $1.51 Unrealized —

— MERCADOLIBRE INC 4.8%

Value ($000) $32,600 Shares 16,000,000 Est. Cost $1.82 Unrealized —

— UNISYS CORP 3.8%

Value ($000) $25,569 Shares 16,500,000 Est. Cost $1.55 Unrealized —

— INTEL CORP 3.1%

Value ($000) $20,919 Shares 16,000,000 Est. Cost $1.37 Unrealized —

— STARWOOD PPTY TR INC 3.0%

Value ($000) $20,267 Shares 20,000,000 Est. Cost $1.02 Unrealized —

— SHIRE PLC 2.9%

Value ($000) $19,492 Shares 117,936 Est. Cost $172.26 Unrealized —

— INVACARE CORP 2.8%

Value ($000) $18,684 Shares 17,000,000 Est. Cost $1.03 Unrealized —

— LGI HOMES INC 2.6%

Value ($000) $17,289 Shares 9,000,000 Est. Cost $1.67 Unrealized —

— B2GOLD CORP 2.3%

Value ($000) $15,451 Shares 14,500,000 Est. Cost $0.88 Unrealized —

— ACCURAY INC 2.3%

Value ($000) $15,416 Shares 14,050,000 Est. Cost $1.22 Unrealized —

— ALLEGHENY TECHNOLOGIES INC 2.2%

Value ($000) $14,501 Shares 10,000,000 Est. Cost $1.42 Unrealized —

— WRIGHT MED GROUP N V 2.1%

Value ($000) $14,166 Shares 10,000,000 Est. Cost $1.42 Unrealized —

— TESLA INC 1.9%

Value ($000) $12,647 Shares 10,000,000 Est. Cost $1.04 Unrealized —

SPY SPDR S&P 500 ETF TR 1.8%

Value ($000) $12,090 Shares 50,000 Est. Cost — Unrealized —

— REPLIGEN CORP 1.8%

Value ($000) $11,999 Shares 8,327,000 Est. Cost $1.44 Unrealized —

— BECTON DICKINSON & CO 1.7%

Value ($000) $11,223 Shares 205,000 Est. Cost $54.75 Unrealized —

— ZIONS BANCORPORATION 1.7%

Value ($000) $11,134 Shares 878,782 Est. Cost $12.34 Unrealized —

— RENEWABLE ENERGY GROUP INC 1.6%

Value ($000) $10,647 Shares 7,800,000 Est. Cost $1.36 Unrealized —

— LIGAND PHARMACEUTICALS INC 1.5%

Value ($000) $10,116 Shares 6,100,000 Est. Cost $1.62 Unrealized —

— CARRIAGE SVCS INC 1.3%

Value ($000) $8,743 Shares 6,690,000 Est. Cost $1.34 Unrealized —

— MEDICINES CO 1.0%

Value ($000) $6,601 Shares 5,000,000 Est. Cost $1.58 Unrealized —

— INOTEK PHARMACEUTICALS CORP 1.0%

Value ($000) $6,453 Shares 10,200,000 Est. Cost $1.25 Unrealized —

DHT DHT HOLDINGS INC 0.9%

Value ($000) $6,352 Shares 1,530,500 Est. Cost $2.50 Unrealized -4.6%

— TRULIA INC 0.9%

Value ($000) $5,872 Shares 2,806,000 Est. Cost $1.57 Unrealized —

— GENERAL MTRS CO 0.6%

Value ($000) $4,222 Shares 242,798 Est. Cost $15.45 Unrealized —

— ACCURAY INC 0.6%

Value ($000) $4,102 Shares 3,750,000 Est. Cost $1.24 Unrealized —

— CORENERGY INFRASTRUCTURE TR 0.6%

Value ($000) $3,755 Shares 3,340,000 Est. Cost $1.14 Unrealized —

— HARMONIC INC 0.5%

Value ($000) $3,468 Shares 3,000,000 Est. Cost $1.27 Unrealized —

— WORKDAY INC 0.3%

Value ($000) $1,852 Shares 1,500,000 Est. Cost $1.23 Unrealized —

— WRIGHT MED GROUP N V 0.2%

Value ($000) $1,123 Shares 738,994 Est. Cost $1.14 Unrealized —

— SANOFI 0.2%

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

— NEVRO CORP 0.1%

Value ($000) $849 Shares 11,400 Est. Cost $104.39 Unrealized —

— COBALT INTL ENERGY INC 0.1%

Value ($000) $826 Shares 4,000,000 Est. Cost $0.21 Unrealized —

— PRETIUM RES INC 0.0%

Value ($000) $120 Shares 12,500 Est. Cost $9.60 Unrealized —

— COBALT INTL ENERGY INC 0.0%

Value ($000) $115 Shares 46,667 Est. Cost $2.46 Unrealized —

Ticker	Issuer	Shares	Value ($000)	%	Est. Cost	Unrealized	Class	CUSIP
—	JAZZ US HLDGS INC	31,470,000	$77,712	11.6%	$1.55	—	NOTE 8.000%12/3	47216EAA8
—	GLOBALSTAR INC	15,985,766	$55,742	8.3%	$2.37	—	NOTE 8.000% 4/0	378973AD3
—	ARRIS INTL INC	1,600,000	$44,832	6.7%	$23.43	—	SHS	G0551A103
—	MONSANTO CO NEW	350,000	$41,426	6.2%	$106.82	—	COM	61166W101
—	LEXICON PHARMACEUTICALS INC	17,500,000	$36,587	5.4%	$1.89	—	NOTE 5.250%12/0	528872AB0
—	IMMUNOGEN INC	18,000,000	$33,268	4.9%	$1.85	—	NOTE 4.500% 7/0	45253HAB7
—	MICROCHIP TECHNOLOGY INC	21,840,000	$32,926	4.9%	$1.51	—	NOTE 1.625% 2/1	595017AD6
—	MERCADOLIBRE INC	16,000,000	$32,600	4.8%	$1.82	—	NOTE 2.250% 7/0	58733RAB8
—	UNISYS CORP	16,500,000	$25,569	3.8%	$1.55	—	NOTE 5.500% 3/0	909214BS6
—	INTEL CORP	16,000,000	$20,919	3.1%	$1.37	—	SDCV 12/1	458140AD2
—	STARWOOD PPTY TR INC	20,000,000	$20,267	3.0%	$1.02	—	NOTE 3.750%10/1	85571BAC9
—	SHIRE PLC	117,936	$19,492	2.9%	$172.26	—	SPONSORED ADR	82481R106
—	INVACARE CORP	17,000,000	$18,684	2.8%	$1.03	—	NOTE 5.000% 2/1	461203AF8
—	LGI HOMES INC	9,000,000	$17,289	2.6%	$1.67	—	NOTE 4.250%11/1	50187TAB2
—	B2GOLD CORP	14,500,000	$15,451	2.3%	$0.88	—	NOTE 3.250%10/0	11777QAB6
—	ACCURAY INC	14,050,000	$15,416	2.3%	$1.22	—	NOTE 3.500% 2/0	004397AD7
—	ALLEGHENY TECHNOLOGIES INC	10,000,000	$14,501	2.2%	$1.42	—	NOTE 4.750% 7/0	01741RAG7
—	WRIGHT MED GROUP N V	10,000,000	$14,166	2.1%	$1.42	—	NOTE 2.250%11/1	98236JAB4
—	TESLA INC	10,000,000	$12,647	1.9%	$1.04	—	NOTE 2.375% 3/1	88160RAD3
SPY	SPDR S&P 500 ETF TR	50,000	$12,090	1.8%	—	—	Put	78462F103
—	REPLIGEN CORP	8,327,000	$11,999	1.8%	$1.44	—	NOTE 2.125% 6/0	759916AA7
—	BECTON DICKINSON & CO	205,000	$11,223	1.7%	$54.75	—	PFD SHS CONV A	075887208
—	ZIONS BANCORPORATION	878,782	$11,134	1.7%	$12.34	—	*W EXP 05/22/202	989701115
—	RENEWABLE ENERGY GROUP INC	7,800,000	$10,647	1.6%	$1.36	—	NOTE 4.000% 6/1	75972AAC7
—	LIGAND PHARMACEUTICALS INC	6,100,000	$10,116	1.5%	$1.62	—	NOTE 0.750% 8/1	53220KAD0
—	CARRIAGE SVCS INC	6,690,000	$8,743	1.3%	$1.34	—	NOTE 2.750% 3/1	143905AM9
—	MEDICINES CO	5,000,000	$6,601	1.0%	$1.58	—	NOTE 2.500% 1/1	584688AE5
—	INOTEK PHARMACEUTICALS CORP	10,200,000	$6,453	1.0%	$1.25	—	NOTE 5.750% 8/0	45780VAB8
DHT	DHT HOLDINGS INC	1,530,500	$6,352	0.9%	$2.50	-4.6%	SHS NEW	Y2065G121
—	TRULIA INC	2,806,000	$5,872	0.9%	$1.57	—	NOTE 2.750%12/1	897888AB9
—	GENERAL MTRS CO	242,798	$4,222	0.6%	$15.45	—	*W EXP 07/10/201	37045V126
—	ACCURAY INC	3,750,000	$4,102	0.6%	$1.24	—	DEBT 3.500% 2/0	004397AF2
—	CORENERGY INFRASTRUCTURE TR	3,340,000	$3,755	0.6%	$1.14	—	NOTE 7.000% 6/1	21870UAA4
—	HARMONIC INC	3,000,000	$3,468	0.5%	$1.27	—	NOTE 4.000%12/0	413160AB8
—	WORKDAY INC	1,500,000	$1,852	0.3%	$1.23	—	NOTE 0.750% 7/1	98138HAC5
—	WRIGHT MED GROUP N V	738,994	$1,123	0.2%	$1.14	—	RIGHT 03/01/2019	N96617126
—	SANOFI	2,670,316	$1,015	0.2%	$0.38	—	RIGHT 12/31/2020	80105N113
—	NEVRO CORP	11,400	$849	0.1%	$104.39	—	COM	64157F103
—	COBALT INTL ENERGY INC	4,000,000	$826	0.1%	$0.21	—	NOTE 3.125% 5/1	19075FAB2
—	PRETIUM RES INC	12,500	$120	0.0%	$9.60	—	COM	74139C102
—	COBALT INTL ENERGY INC	46,667	$115	0.0%	$2.46	—	COM NEW	19075F304