Tetragon Partners GP Ltd Quant / Systematic

CIK: 0001515070 · Show all filings

Period: Q1 2018 (← Previous) (Next →)

Filing Date: May 15, 2018

Total Value ($000): $646,075 (17.7% shares, 82.3% debt)

Holdings (41)

— LIGAND PHARMACEUTICALS INC 10.0%

Value ($000) $64,730 Shares 29,500,000 Est. Cost $1.90 Unrealized —

— MERCADOLIBRE INC 8.8%

Value ($000) $56,599 Shares 20,000,000 Est. Cost $1.87 Unrealized —

— LGI HOMES INC 8.5%

Value ($000) $55,100 Shares 16,710,000 Est. Cost $2.01 Unrealized —

— MICROCHIP TECHNOLOGY INC 6.7%

Value ($000) $43,269 Shares 24,340,000 Est. Cost $1.53 Unrealized —

— ARRIS INTL INC 6.5%

Value ($000) $41,830 Shares 1,574,332 Est. Cost $23.54 Unrealized —

— ALLEGHENY TECHNOLOGIES INC 5.5%

Value ($000) $35,285 Shares 19,256,000 Est. Cost $1.64 Unrealized —

— SHIRE PLC 5.3%

Value ($000) $34,047 Shares 227,904 Est. Cost $162.05 Unrealized —

— MICRON TECHNOLOGY INC 4.9%

Value ($000) $31,623 Shares 17,500,000 Est. Cost $1.44 Unrealized —

— UNISYS CORP 3.4%

Value ($000) $21,978 Shares 16,500,000 Est. Cost $1.55 Unrealized —

— REPLIGEN CORP 3.3%

Value ($000) $21,446 Shares 16,500,000 Est. Cost $1.40 Unrealized —

— CARRIAGE SVCS INC 3.3%

Value ($000) $21,024 Shares 16,000,000 Est. Cost $1.30 Unrealized —

— RENEWABLE ENERGY GROUP INC 3.1%

Value ($000) $19,881 Shares 14,500,000 Est. Cost $1.35 Unrealized —

— ZIONS BANCORPORATION 3.0%

Value ($000) $19,241 Shares 947,820 Est. Cost $12.56 Unrealized —

— LEXICON PHARMACEUTICALS INC 3.0%

Value ($000) $19,079 Shares 14,500,000 Est. Cost $1.89 Unrealized —

— INVACARE CORP 2.7%

Value ($000) $17,685 Shares 14,000,000 Est. Cost $1.03 Unrealized —

— B2GOLD CORP 2.7%

Value ($000) $17,410 Shares 16,965,000 Est. Cost $0.91 Unrealized —

— HEALTHWAYS INC 2.5%

Value ($000) $16,363 Shares 8,000,000 Est. Cost $2.09 Unrealized —

— GENERAL CABLE CORP DEL NEW 2.0%

Value ($000) $12,960 Shares 12,000,000 Est. Cost $1.06 Unrealized —

— TESLA INC 1.6%

Value ($000) $10,448 Shares 10,000,000 Est. Cost $1.04 Unrealized —

— WRIGHT MED GROUP N V 1.5%

Value ($000) $9,741 Shares 8,500,000 Est. Cost $1.40 Unrealized —

— TRINITY INDS INC 1.3%

Value ($000) $8,248 Shares 6,000,000 Est. Cost $1.58 Unrealized —

— TRANSOCEAN INC 1.3%

Value ($000) $8,216 Shares 7,186,000 Est. Cost $1.14 Unrealized —

— INOTEK PHARMACEUTICALS CORP 1.2%

Value ($000) $7,466 Shares 7,700,000 Est. Cost $1.25 Unrealized —

— SYNCHRONOSS TECHNOLOGIES INC 1.1%

Value ($000) $6,995 Shares 7,376,000 Est. Cost $0.95 Unrealized —

— GOLDEN STAR RES LTD CDA 1.0%

Value ($000) $6,359 Shares 6,224,000 Est. Cost $1.19 Unrealized —

— TRULIA INC 1.0%

Value ($000) $6,357 Shares 2,806,000 Est. Cost $1.57 Unrealized —

DHT DHT HOLDINGS INC 0.9%

Value ($000) $5,864 Shares 1,724,450 Est. Cost $2.47 Unrealized -15.8%

— MEDICINES CO 0.9%

Value ($000) $5,830 Shares 5,000,000 Est. Cost $1.58 Unrealized —

— CORENERGY INFRASTRUCTURE TR 0.6%

Value ($000) $4,057 Shares 3,360,000 Est. Cost $1.14 Unrealized —

— PRETIUM RES INC 0.5%

Value ($000) $3,268 Shares 490,700 Est. Cost — Unrealized —

— HARMONIC INC 0.5%

Value ($000) $3,007 Shares 3,000,000 Est. Cost $1.27 Unrealized —

GPRO GOPRO INC 0.4%

Value ($000) $2,613 Shares 545,600 Est. Cost $5.72 Unrealized 0.0%

— HOSTESS BRANDS INC 0.3%

Value ($000) $2,077 Shares 880,217 Est. Cost $2.26 Unrealized —

— GENER8 MARITIME INC 0.2%

Value ($000) $1,447 Shares 256,191 Est. Cost $5.65 Unrealized —

— WRIGHT MED GROUP N V 0.2%

Value ($000) $1,012 Shares 738,994 Est. Cost $1.14 Unrealized —

— NEVRO CORP 0.2%

Value ($000) $988 Shares 11,400 Est. Cost $104.39 Unrealized —

— CISION LTD 0.1%

Value ($000) $725 Shares 309,699 Est. Cost $2.40 Unrealized —

— MAGNACHIP SEMICONDUCTOR SA 0.1%

Value ($000) $703 Shares 515,000 Est. Cost $1.37 Unrealized —

— MCEWEN MNG INC 0.1%

Value ($000) $595 Shares 286,112 Est. Cost $1.95 Unrealized —

— SIMPLY GOOD FOODS CO 0.1%

Value ($000) $431 Shares 121,427 Est. Cost $3.55 Unrealized —

— ASSOCIATED BANC CORP 0.0%

Value ($000) $78 Shares 14,525 Est. Cost $6.13 Unrealized —

Ticker	Issuer	Shares	Value ($000)	%	Est. Cost	Unrealized	Class	CUSIP
—	LIGAND PHARMACEUTICALS INC	29,500,000	$64,730	10.0%	$1.90	—	NOTE 0.750% 8/1	53220KAD0
—	MERCADOLIBRE INC	20,000,000	$56,599	8.8%	$1.87	—	NOTE 2.250% 7/0	58733RAB8
—	LGI HOMES INC	16,710,000	$55,100	8.5%	$2.01	—	NOTE 4.250%11/1	50187TAB2
—	MICROCHIP TECHNOLOGY INC	24,340,000	$43,269	6.7%	$1.53	—	NOTE 1.625% 2/1	595017AD6
—	ARRIS INTL INC	1,574,332	$41,830	6.5%	$23.54	—	SHS	G0551A103
—	ALLEGHENY TECHNOLOGIES INC	19,256,000	$35,285	5.5%	$1.64	—	NOTE 4.750% 7/0	01741RAG7
—	SHIRE PLC	227,904	$34,047	5.3%	$162.05	—	SPONSORED ADR	82481R106
—	MICRON TECHNOLOGY INC	17,500,000	$31,623	4.9%	$1.44	—	NOTE 3.000% 11/1	595112AY9
—	UNISYS CORP	16,500,000	$21,978	3.4%	$1.55	—	NOTE 5.500% 3/0	909214BS6
—	REPLIGEN CORP	16,500,000	$21,446	3.3%	$1.40	—	NOTE 2.125% 6/0	759916AA7
—	CARRIAGE SVCS INC	16,000,000	$21,024	3.3%	$1.30	—	NOTE 2.750% 3/1	143905AM9
—	RENEWABLE ENERGY GROUP INC	14,500,000	$19,881	3.1%	$1.35	—	NOTE 4.000% 6/1	75972AAC7
—	ZIONS BANCORPORATION	947,820	$19,241	3.0%	$12.56	—	*W EXP 05/22/202	989701115
—	LEXICON PHARMACEUTICALS INC	14,500,000	$19,079	3.0%	$1.89	—	NOTE 5.250%12/0	528872AB0
—	INVACARE CORP	14,000,000	$17,685	2.7%	$1.03	—	NOTE 5.000% 2/1	461203AF8
—	B2GOLD CORP	16,965,000	$17,410	2.7%	$0.91	—	NOTE 3.250% 10/0	11777QAB6
—	HEALTHWAYS INC	8,000,000	$16,363	2.5%	$2.09	—	NOTE 1.500% 7/0	422245AB6
—	GENERAL CABLE CORP DEL NEW	12,000,000	$12,960	2.0%	$1.06	—	FRNT 4.500% 11/1	369300AL2
—	TESLA INC	10,000,000	$10,448	1.6%	$1.04	—	NOTE 2.375% 3/1	88160RAD3
—	WRIGHT MED GROUP N V	8,500,000	$9,741	1.5%	$1.40	—	NOTE 2.250% 11/1	98236JAB4
—	TRINITY INDS INC	6,000,000	$8,248	1.3%	$1.58	—	NOTE 3.875% 6/0	896522AF6
—	TRANSOCEAN INC	7,186,000	$8,216	1.3%	$1.14	—	DEBT 0.500% 1/3	893830BJ7
—	INOTEK PHARMACEUTICALS CORP	7,700,000	$7,466	1.2%	$1.25	—	NOTE 5.750% 8/0	45780VAB8
—	SYNCHRONOSS TECHNOLOGIES INC	7,376,000	$6,995	1.1%	$0.95	—	NOTE 0.75% 8/1	87157BAA1
—	GOLDEN STAR RES LTD CDA	6,224,000	$6,359	1.0%	$1.19	—	NOTE 7.000% 8/1	38119TAG9
—	TRULIA INC	2,806,000	$6,357	1.0%	$1.57	—	NOTE 2.750%12/1	897888AB9
DHT	DHT HOLDINGS INC	1,724,450	$5,864	0.9%	$2.47	-15.8%	SHS NEW	Y2065G121
—	MEDICINES CO	5,000,000	$5,830	0.9%	$1.58	—	NOTE 2.500% 1/1	584688AE5
—	CORENERGY INFRASTRUCTURE TR	3,360,000	$4,057	0.6%	$1.14	—	NOTE 7.000% 6/1	21870UAA4
—	PRETIUM RES INC	490,700	$3,268	0.5%	—	—	Put	74139C102
—	HARMONIC INC	3,000,000	$3,007	0.5%	$1.27	—	NOTE 4.000%12/0	413160AB8
GPRO	GOPRO INC	545,600	$2,613	0.4%	$5.72	0.0%	CL A	38268T103
—	HOSTESS BRANDS INC	880,217	$2,077	0.3%	$2.26	—	*W EXP 11/04/202	44109J114
—	GENER8 MARITIME INC	256,191	$1,447	0.2%	$5.65	—	COM	Y26889108
—	WRIGHT MED GROUP N V	738,994	$1,012	0.2%	$1.14	—	RIGHT 03/01/2019	N96617126
—	NEVRO CORP	11,400	$988	0.2%	$104.39	—	COM	64157F103
—	CISION LTD	309,699	$725	0.1%	$2.40	—	*W EXP 06/22/202	G1992S117
—	MAGNACHIP SEMICONDUCTOR SA	515,000	$703	0.1%	$1.37	—	NOTE 5.00% 3/0	55932XAB0
—	MCEWEN MNG INC	286,112	$595	0.1%	$1.95	—	COM	58039P107
—	SIMPLY GOOD FOODS CO	121,427	$431	0.1%	$3.55	—	COM	82900L110
—	ASSOCIATED BANC CORP	14,525	$78	0.0%	$6.13	—	*W EXP 11/21/201	045487113