Tetragon Partners GP Ltd Quant / Systematic

CIK: 0001515070 · Show all filings

Period: Q4 2019 (← Previous) (Next →)

Filing Date: Feb 12, 2020

Total Value ($000): $672,932 (13.7% shares, 86.3% debt)

Holdings (39)

— RENEWABLE ENERGY GROUP INC 11.0%

Value ($000) $74,002 Shares 29,000,000 Est. Cost $2.00 Unrealized —

— MICROCHIP TECHNOLOGY INC 9.1%

Value ($000) $61,176 Shares 28,340,000 Est. Cost $1.57 Unrealized —

— WORLD WRESTLING ENTMT INC 8.4%

Value ($000) $56,548 Shares 21,000,000 Est. Cost $3.55 Unrealized —

— TESLA INC 7.6%

Value ($000) $51,447 Shares 34,000,000 Est. Cost $1.05 Unrealized —

— DHT HOLDINGS INC 5.5%

Value ($000) $37,034 Shares 26,156,000 Est. Cost $1.42 Unrealized —

— WRIGHT MED GROUP N V 5.4%

Value ($000) $36,478 Shares 25,000,000 Est. Cost $1.42 Unrealized —

— ALLEGHENY TECHNOLOGIES INC 5.2%

Value ($000) $35,152 Shares 21,756,000 Est. Cost $1.67 Unrealized —

— LIBERTY MEDIA CORP 4.5%

Value ($000) $30,471 Shares 34,363,000 Est. Cost $0.65 Unrealized —

— J2 GLOBAL INC 4.3%

Value ($000) $29,080 Shares 20,000,000 Est. Cost $1.44 Unrealized —

— NICE SYS INC 4.3%

Value ($000) $28,882 Shares 15,081,000 Est. Cost $1.71 Unrealized —

LYFT LYFT INC 3.8%

Value ($000) $25,812 Shares 600,000 Est. Cost $54.63 Unrealized -19.8%

— TERADYNE INC 3.3%

Value ($000) $21,968 Shares 10,000,000 Est. Cost $1.77 Unrealized —

— OMNOVA SOLUTIONS INC 3.0%

Value ($000) $20,220 Shares 2,000,000 Est. Cost $10.07 Unrealized —

— MEDICINES CO 2.6%

Value ($000) $17,175 Shares 5,000,000 Est. Cost $3.44 Unrealized —

AUTL AUTOLUS THERAPEUTICS PLC 2.6%

Value ($000) $17,160 Shares 1,300,000 Est. Cost $24.77 Unrealized —

— TELADOC HEALTH INC 2.1%

Value ($000) $14,265 Shares 7,108,000 Est. Cost $2.08 Unrealized —

— REALPAGE INC 2.1%

Value ($000) $13,976 Shares 10,000,000 Est. Cost $1.50 Unrealized —

— LEXICON PHARMACEUTICALS INC 1.7%

Value ($000) $11,233 Shares 14,500,000 Est. Cost $1.89 Unrealized —

— INSULET CORP 1.4%

Value ($000) $9,487 Shares 5,000,000 Est. Cost $1.84 Unrealized —

— NATIONAL CINEMEDIA INC 1.3%

Value ($000) $8,505 Shares 1,166,746 Est. Cost $7.74 Unrealized —

— COLFAX CORP 1.2%

Value ($000) $7,922 Shares 50,000 Est. Cost $133.62 Unrealized —

TAK TAKEDA PHARMACEUTICAL CO LTD 1.2%

Value ($000) $7,846 Shares 397,662 Est. Cost $17.92 Unrealized —

— MAGNACHIP SEMICONDUCTOR SA 1.1%

Value ($000) $7,444 Shares 4,856,000 Est. Cost $1.41 Unrealized —

— ISIS PHARMACEUTICALS INC DEL 1.0%

Value ($000) $6,883 Shares 6,000,000 Est. Cost $1.32 Unrealized —

— ZIONS BANCORPORATION N A 1.0%

Value ($000) $6,683 Shares 341,557 Est. Cost $12.56 Unrealized —

— HARMONIC INC 1.0%

Value ($000) $6,629 Shares 4,500,000 Est. Cost $1.29 Unrealized —

— INVACARE CORP 0.9%

Value ($000) $5,738 Shares 6,064,000 Est. Cost $1.34 Unrealized —

— INTREXON CORP 0.8%

Value ($000) $5,363 Shares 8,550,000 Est. Cost $1.19 Unrealized —

— TRULIA INC 0.8%

Value ($000) $5,363 Shares 2,806,000 Est. Cost $1.57 Unrealized —

— INVACARE CORP 0.6%

Value ($000) $3,841 Shares 4,000,000 Est. Cost $1.03 Unrealized —

— CAESARS ENTMT CORP 0.3%

Value ($000) $1,938 Shares 1,000,000 Est. Cost $1.73 Unrealized —

— HOSTESS BRANDS INC 0.3%

Value ($000) $1,738 Shares 882,467 Est. Cost $2.26 Unrealized —

— GOL LINHAS AEREAS INTLG S A 0.2%

Value ($000) $1,370 Shares 75,800 Est. Cost $16.87 Unrealized —

— INOTEK PHARMACEUTICALS CORP 0.2%

Value ($000) $1,098 Shares 1,000,000 Est. Cost $1.25 Unrealized —

ADAPY ADAPTIMMUNE THERAPEUTICS PLC 0.2%

Value ($000) $1,029 Shares 857,311 Est. Cost $6.59 Unrealized —

TMQ TRILOGY METALS INC NEW 0.1%

Value ($000) $635 Shares 244,276 Est. Cost $1.84 Unrealized +5.1%

HBM HUDBAY MINERALS INC 0.1%

Value ($000) $563 Shares 136,000 Est. Cost $3.62 Unrealized 0.0%

— AURORA CANNABIS INC 0.1%

Value ($000) $539 Shares 249,702 Est. Cost $4.39 Unrealized —

— INTREXON CORP 0.0%

Value ($000) $239 Shares 43,634 Est. Cost $7.65 Unrealized —

Ticker	Issuer	Shares	Value ($000)	%	Est. Cost	Unrealized	Class	CUSIP
—	RENEWABLE ENERGY GROUP INC	29,000,000	$74,002	11.0%	$2.00	—	NOTE 4.000% 6/1	75972AAC7
—	MICROCHIP TECHNOLOGY INC	28,340,000	$61,176	9.1%	$1.57	—	NOTE 1.625% 2/1	595017AD6
—	WORLD WRESTLING ENTMT INC	21,000,000	$56,548	8.4%	$3.55	—	NOTE 3.375% 12/1	98156QAB4
—	TESLA INC	34,000,000	$51,447	7.6%	$1.05	—	NOTE 2.000% 5/1	88160RAG6
—	DHT HOLDINGS INC	26,156,000	$37,034	5.5%	$1.42	—	NOTE 4.500% 8/1	23335SAD8
—	WRIGHT MED GROUP N V	25,000,000	$36,478	5.4%	$1.42	—	NOTE 2.250% 11/1	98236JAB4
—	ALLEGHENY TECHNOLOGIES INC	21,756,000	$35,152	5.2%	$1.67	—	NOTE 4.750% 7/0	01741RAG7
—	LIBERTY MEDIA CORP	34,363,000	$30,471	4.5%	$0.65	—	DEB 3.500% 1/1	530715AN1
—	J2 GLOBAL INC	20,000,000	$29,080	4.3%	$1.44	—	NOTE 3.250% 6/1	48123VAC6
—	NICE SYS INC	15,081,000	$28,882	4.3%	$1.71	—	NOTE 1.250% 1/1	65366HAB9
LYFT	LYFT INC	600,000	$25,812	3.8%	$54.63	-19.8%	CL A COM	55087P104
—	TERADYNE INC	10,000,000	$21,968	3.3%	$1.77	—	NOTE 1.250%12/1	880770AG7
—	OMNOVA SOLUTIONS INC	2,000,000	$20,220	3.0%	$10.07	—	COM	682129101
—	MEDICINES CO	5,000,000	$17,175	2.6%	$3.44	—	NOTE 3.500% 1/1	584688AJ4
AUTL	AUTOLUS THERAPEUTICS PLC	1,300,000	$17,160	2.6%	$24.77	—	SPON ADS	05280R100
—	TELADOC HEALTH INC	7,108,000	$14,265	2.1%	$2.08	—	NOTE 3.000% 12/1	87918AAB1
—	REALPAGE INC	10,000,000	$13,976	2.1%	$1.50	—	NOTE 1.500%11/1	75606NAB5
—	LEXICON PHARMACEUTICALS INC	14,500,000	$11,233	1.7%	$1.89	—	NOTE 5.250%12/0	528872AB0
—	INSULET CORP	5,000,000	$9,487	1.4%	$1.84	—	NOTE 1.375% 11/1	45784PAH4
—	NATIONAL CINEMEDIA INC	1,166,746	$8,505	1.3%	$7.74	—	COM	635309107
—	COLFAX CORP	50,000	$7,922	1.2%	$133.62	—	UNIT 01/15/2022T	194014205
TAK	TAKEDA PHARMACEUTICAL CO LTD	397,662	$7,846	1.2%	$17.92	—	SPONSORED ADS	874060205
—	MAGNACHIP SEMICONDUCTOR SA	4,856,000	$7,444	1.1%	$1.41	—	NOTE 5.00% 3/0	55932XAB0
—	ISIS PHARMACEUTICALS INC DEL	6,000,000	$6,883	1.0%	$1.32	—	NOTE 1.000% 11/1	464337AJ3
—	ZIONS BANCORPORATION N A	341,557	$6,683	1.0%	$12.56	—	*W EXP 05/21/202	989701115
—	HARMONIC INC	4,500,000	$6,629	1.0%	$1.29	—	NOTE 4.000%12/0	413160AB8
—	INVACARE CORP	6,064,000	$5,738	0.9%	$1.34	—	NOTE 4.500% 6/0	461203AH4
—	INTREXON CORP	8,550,000	$5,363	0.8%	$1.19	—	NOTE 3.500% 7/0	46122TAA0
—	TRULIA INC	2,806,000	$5,363	0.8%	$1.57	—	NOTE 2.750%12/1	897888AB9
—	INVACARE CORP	4,000,000	$3,841	0.6%	$1.03	—	NOTE 5.000% 2/1	461203AF8
—	CAESARS ENTMT CORP	1,000,000	$1,938	0.3%	$1.73	—	NOTE 5.000%10/0	127686AA1
—	HOSTESS BRANDS INC	882,467	$1,738	0.3%	$2.26	—	*W EXP 11/04/202	44109J114
—	GOL LINHAS AEREAS INTLG S A	75,800	$1,370	0.2%	$16.87	—	SPON ADR PFD NEW	38045R206
—	INOTEK PHARMACEUTICALS CORP	1,000,000	$1,098	0.2%	$1.25	—	NOTE 5.750% 8/0	45780VAB8
ADAPY	ADAPTIMMUNE THERAPEUTICS PLC	857,311	$1,029	0.2%	$6.59	—	SPONDS ADR	00653A107
TMQ	TRILOGY METALS INC NEW	244,276	$635	0.1%	$1.84	+5.1%	COM	89621C105
HBM	HUDBAY MINERALS INC	136,000	$563	0.1%	$3.62	0.0%	COM	443628102
—	AURORA CANNABIS INC	249,702	$539	0.1%	$4.39	—	COM	05156X108
—	INTREXON CORP	43,634	$239	0.0%	$7.65	—	COM	46122T102