Tetragon Partners GP Ltd Quant / Systematic

CIK: 0001515070 · Show all filings

Period: Q1 2020 (← Previous) (Next →)

Filing Date: May 15, 2020

Total Value ($000): $577,853 (13.2% shares, 86.8% debt)

Holdings (40)

— TESLA INC 13.4%

Value ($000) $77,226 Shares 42,000,000 Est. Cost $1.20 Unrealized —

— RENEWABLE ENERGY GROUP INC 9.4%

Value ($000) $54,298 Shares 27,025,000 Est. Cost $2.00 Unrealized —

— TERADYNE INC 7.8%

Value ($000) $44,920 Shares 25,000,000 Est. Cost $1.78 Unrealized —

— DHT HOLDINGS INC 7.4%

Value ($000) $42,660 Shares 30,896,000 Est. Cost $1.41 Unrealized —

— MICROCHIP TECHNOLOGY INC 7.0%

Value ($000) $40,730 Shares 28,340,000 Est. Cost $1.57 Unrealized —

— WRIGHT MED GROUP N V 6.0%

Value ($000) $34,665 Shares 25,000,000 Est. Cost $1.42 Unrealized —

— LIBERTY MEDIA CORP 5.9%

Value ($000) $34,356 Shares 48,163,000 Est. Cost $0.67 Unrealized —

— WORLD WRESTLING ENTMT INC 5.6%

Value ($000) $32,601 Shares 21,000,000 Est. Cost $3.55 Unrealized —

— J2 GLOBAL INC 5.3%

Value ($000) $30,709 Shares 25,000,000 Est. Cost $1.40 Unrealized —

— NICE SYS INC 4.6%

Value ($000) $26,752 Shares 15,081,000 Est. Cost $1.71 Unrealized —

LYFT LYFT INC 3.9%

Value ($000) $22,823 Shares 850,000 Est. Cost $50.25 Unrealized -20.9%

CCL CARNIVAL CORP 3.4%

Value ($000) $19,755 Shares 1,500,000 Est. Cost $35.30 Unrealized 0.0%

— ALLEGHENY TECHNOLOGIES INC 3.1%

Value ($000) $17,806 Shares 19,256,000 Est. Cost $1.67 Unrealized —

— REALPAGE INC 2.4%

Value ($000) $13,723 Shares 10,000,000 Est. Cost $1.50 Unrealized —

AUTL AUTOLUS THERAPEUTICS PLC 2.1%

Value ($000) $11,876 Shares 1,982,601 Est. Cost $18.30 Unrealized —

— INSULET CORP 1.6%

Value ($000) $9,147 Shares 5,000,000 Est. Cost $1.84 Unrealized —

— LEXICON PHARMACEUTICALS INC 1.3%

Value ($000) $7,456 Shares 14,500,000 Est. Cost $1.89 Unrealized —

— PLANTRONICS INC NEW 1.2%

Value ($000) $7,042 Shares 700,000 Est. Cost $10.06 Unrealized —

TAK TAKEDA PHARMACEUTICAL CO LTD 1.0%

Value ($000) $6,037 Shares 397,662 Est. Cost $17.92 Unrealized —

— MAGNACHIP SEMICONDUCTOR SA 0.9%

Value ($000) $5,467 Shares 4,000,000 Est. Cost $1.41 Unrealized —

— HARMONIC INC 0.9%

Value ($000) $5,297 Shares 4,500,000 Est. Cost $1.29 Unrealized —

— COLFAX CORP 0.8%

Value ($000) $4,610 Shares 50,000 Est. Cost $133.62 Unrealized —

— INTREXON CORP 0.7%

Value ($000) $4,156 Shares 8,550,000 Est. Cost $1.19 Unrealized —

— TRULIA INC 0.7%

Value ($000) $4,044 Shares 2,806,000 Est. Cost $1.57 Unrealized —

— INVACARE CORP 0.7%

Value ($000) $3,887 Shares 4,000,000 Est. Cost $1.03 Unrealized —

BHP BHP GROUP LTD 0.6%

Value ($000) $3,475 Shares 94,700 Est. Cost $36.69 Unrealized —

— CONMED CORP 0.5%

Value ($000) $2,660 Shares 2,830,000 Est. Cost $0.94 Unrealized —

— INOVIO PHARMACEUTICALS INC 0.4%

Value ($000) $2,230 Shares 1,500,000 Est. Cost $1.49 Unrealized —

ADAPY ADAPTIMMUNE THERAPEUTICS PLC 0.4%

Value ($000) $2,040 Shares 750,000 Est. Cost $6.59 Unrealized —

— CAESARS ENTMT CORP 0.2%

Value ($000) $1,096 Shares 1,000,000 Est. Cost $1.73 Unrealized —

GDXJ VANECK VECTORS ETF TR 0.1%

Value ($000) $762 Shares 27,106 Est. Cost $28.11 Unrealized —

— INVACARE CORP 0.1%

Value ($000) $745 Shares 814,000 Est. Cost $1.34 Unrealized —

HCC WARRIOR MET COAL INC 0.1%

Value ($000) $713 Shares 67,100 Est. Cost — Unrealized —

— GOL LINHAS AEREAS INTLG S A 0.1%

Value ($000) $529 Shares 123,900 Est. Cost $11.98 Unrealized —

— HOSTESS BRANDS INC 0.1%

Value ($000) $503 Shares 882,467 Est. Cost $2.26 Unrealized —

— COLLEGIUM PHARMACEUTICAL INC 0.1%

Value ($000) $463 Shares 500,000 Est. Cost $0.93 Unrealized —

— AURORA CANNABIS INC 0.0%

Value ($000) $226 Shares 249,702 Est. Cost $4.39 Unrealized —

PGEN PRECIGEN INC 0.0%

Value ($000) $148 Shares 43,634 Est. Cost $4.32 Unrealized 0.0%

MCHP MICROCHIP TECHNOLOGY INC 0.0%

Value ($000) $125 Shares 1,850 Est. Cost $42.00 Unrealized 0.0%

— ZIONS BANCORPORATION N A 0.0%

Value ($000) $95 Shares 287,920 Est. Cost $12.56 Unrealized —

Ticker	Issuer	Shares	Value ($000)	%	Est. Cost	Unrealized	Class	CUSIP
—	TESLA INC	42,000,000	$77,226	13.4%	$1.20	—	NOTE 2.000% 5/1	88160RAG6
—	RENEWABLE ENERGY GROUP INC	27,025,000	$54,298	9.4%	$2.00	—	NOTE 4.000% 6/1	75972AAC7
—	TERADYNE INC	25,000,000	$44,920	7.8%	$1.78	—	NOTE 1.250%12/1	880770AG7
—	DHT HOLDINGS INC	30,896,000	$42,660	7.4%	$1.41	—	NOTE 4.500% 8/1	23335SAD8
—	MICROCHIP TECHNOLOGY INC	28,340,000	$40,730	7.0%	$1.57	—	NOTE 1.625% 2/1	595017AD6
—	WRIGHT MED GROUP N V	25,000,000	$34,665	6.0%	$1.42	—	NOTE 2.250% 11/1	98236JAB4
—	LIBERTY MEDIA CORP	48,163,000	$34,356	5.9%	$0.67	—	DEB 3.500% 1/1	530715AN1
—	WORLD WRESTLING ENTMT INC	21,000,000	$32,601	5.6%	$3.55	—	NOTE 3.375% 12/1	98156QAB4
—	J2 GLOBAL INC	25,000,000	$30,709	5.3%	$1.40	—	NOTE 3.250% 6/1	48123VAC6
—	NICE SYS INC	15,081,000	$26,752	4.6%	$1.71	—	NOTE 1.250% 1/1	65366HAB9
LYFT	LYFT INC	850,000	$22,823	3.9%	$50.25	-20.9%	CL A COM	55087P104
CCL	CARNIVAL CORP	1,500,000	$19,755	3.4%	$35.30	0.0%	UNIT 99/99/9999	143658300
—	ALLEGHENY TECHNOLOGIES INC	19,256,000	$17,806	3.1%	$1.67	—	NOTE 4.750% 7/0	01741RAG7
—	REALPAGE INC	10,000,000	$13,723	2.4%	$1.50	—	NOTE 1.500%11/1	75606NAB5
AUTL	AUTOLUS THERAPEUTICS PLC	1,982,601	$11,876	2.1%	$18.30	—	SPON ADS	05280R100
—	INSULET CORP	5,000,000	$9,147	1.6%	$1.84	—	NOTE 1.375% 11/1	45784PAH4
—	LEXICON PHARMACEUTICALS INC	14,500,000	$7,456	1.3%	$1.89	—	NOTE 5.250%12/0	528872AB0
—	PLANTRONICS INC NEW	700,000	$7,042	1.2%	$10.06	—	COM	727493108
TAK	TAKEDA PHARMACEUTICAL CO LTD	397,662	$6,037	1.0%	$17.92	—	SPONSORED ADS	874060205
—	MAGNACHIP SEMICONDUCTOR SA	4,000,000	$5,467	0.9%	$1.41	—	NOTE 5.00% 3/0	55932XAB0
—	HARMONIC INC	4,500,000	$5,297	0.9%	$1.29	—	NOTE 4.000%12/0	413160AB8
—	COLFAX CORP	50,000	$4,610	0.8%	$133.62	—	UNIT 01/15/2022T	194014205
—	INTREXON CORP	8,550,000	$4,156	0.7%	$1.19	—	NOTE 3.500% 7/0	46122TAA0
—	TRULIA INC	2,806,000	$4,044	0.7%	$1.57	—	NOTE 2.750%12/1	897888AB9
—	INVACARE CORP	4,000,000	$3,887	0.7%	$1.03	—	NOTE 5.000% 2/1	461203AF8
BHP	BHP GROUP LTD	94,700	$3,475	0.6%	$36.69	—	SPON ADS	088606108
—	CONMED CORP	2,830,000	$2,660	0.5%	$0.94	—	NOTE 2.625% 2/0	207410AF8
—	INOVIO PHARMACEUTICALS INC	1,500,000	$2,230	0.4%	$1.49	—	NOTE 6.500% 3/0	45773HAB8
ADAPY	ADAPTIMMUNE THERAPEUTICS PLC	750,000	$2,040	0.4%	$6.59	—	SPONDS ADR	00653A107
—	CAESARS ENTMT CORP	1,000,000	$1,096	0.2%	$1.73	—	NOTE 5.000%10/0	127686AA1
GDXJ	VANECK VECTORS ETF TR	27,106	$762	0.1%	$28.11	—	JR GOLD MINERS E	92189F791
—	INVACARE CORP	814,000	$745	0.1%	$1.34	—	NOTE 4.500% 6/0	461203AH4
HCC	WARRIOR MET COAL INC	67,100	$713	0.1%	—	—	Put	93627C101
—	GOL LINHAS AEREAS INTLG S A	123,900	$529	0.1%	$11.98	—	SPON ADR PFD NEW	38045R206
—	HOSTESS BRANDS INC	882,467	$503	0.1%	$2.26	—	*W EXP 11/04/202	44109J114
—	COLLEGIUM PHARMACEUTICAL INC	500,000	$463	0.1%	$0.93	—	NOTE 2.625% 2/1	19459JAA2
—	AURORA CANNABIS INC	249,702	$226	0.0%	$4.39	—	COM	05156X108
PGEN	PRECIGEN INC	43,634	$148	0.0%	$4.32	0.0%	COM	74017N105
MCHP	MICROCHIP TECHNOLOGY INC	1,850	$125	0.0%	$42.00	0.0%	COM	595017104
—	ZIONS BANCORPORATION N A	287,920	$95	0.0%	$12.56	—	*W EXP 05/21/202	989701115