Tetragon Partners GP Ltd Quant / Systematic

Location: Grand Cayman, Cayman Islands

CIK: 0001515070 · Show all filings

Period: Q2 2020 (← Previous) (Next →)

Filing Date: Aug 14, 2020

Total Value: $751M (13.3% shares, 86.7% debt)

Holdings (42)

— TESLA INC 21.1%

Value $158M Shares 45,000,000 Est. Cost $1.35 Unrealized —

— TERADYNE INC 9.0%

Value $67.26M Shares 25,000,000 Est. Cost $1.78 Unrealized —

— MICROCHIP TECHNOLOGY INC 8.5%

Value $63.51M Shares 28,340,000 Est. Cost $1.57 Unrealized —

— RENEWABLE ENERGY GROUP INC 5.9%

Value $44.03M Shares 18,525,000 Est. Cost $2.00 Unrealized —

— WORLD WRESTLING ENTMT INC 5.2%

Value $39.25M Shares 21,000,000 Est. Cost $3.55 Unrealized —

— LIBERTY MEDIA CORP 4.9%

Value $37M Shares 48,163,000 Est. Cost $0.67 Unrealized —

— WRIGHT MED GROUP N V 4.7%

Value $35.48M Shares 25,000,000 Est. Cost $1.42 Unrealized —

— NICE SYS INC 4.6%

Value $34.7M Shares 15,081,000 Est. Cost $1.71 Unrealized —

AUTL AUTOLUS THERAPEUTICS PLC 4.6%

Value $34.47M Shares 2,150,000 Est. Cost $18.13 Unrealized —

— DHT HOLDINGS INC 3.9%

Value $29.28M Shares 27,000,000 Est. Cost $1.41 Unrealized —

— J2 GLOBAL INC 3.6%

Value $27.34M Shares 25,000,000 Est. Cost $1.40 Unrealized —

LYFT LYFT INC 3.3%

Value $24.76M Shares 750,000 Est. Cost $50.25 Unrealized -37.1%

— DOCUSIGN INC 2.9%

Value $21.92M Shares 9,000,000 Est. Cost $2.44 Unrealized —

NCLH NORWEGIAN CRUISE LINE HLDG L 2.2%

Value $16.43M Shares 1,000,000 Est. Cost $14.65 Unrealized 0.0%

— REALPAGE INC 2.2%

Value $16.15M Shares 10,000,000 Est. Cost $1.50 Unrealized —

TAK TAKEDA PHARMACEUTICAL CO LTD 1.6%

Value $11.72M Shares 653,662 Est. Cost $17.92 Unrealized —

— INSULET CORP 1.4%

Value $10.66M Shares 5,000,000 Est. Cost $1.84 Unrealized —

— CHENIERE ENERGY INC 1.2%

Value $9.351M Shares 14,447,000 Est. Cost $0.65 Unrealized —

— INOVIO PHARMACEUTICALS INC 1.0%

Value $7.588M Shares 1,500,000 Est. Cost $1.49 Unrealized —

— LEXICON PHARMACEUTICALS INC 1.0%

Value $7.387M Shares 14,500,000 Est. Cost $1.89 Unrealized —

— TRULIA INC 0.9%

Value $6.745M Shares 2,806,000 Est. Cost $1.57 Unrealized —

— COLFAX CORP 0.8%

Value $6.104M Shares 50,000 Est. Cost $133.62 Unrealized —

— MAGNACHIP SEMICONDUCTOR SA 0.7%

Value $5.492M Shares 4,000,000 Est. Cost $1.41 Unrealized —

BHP BHP GROUP LTD 0.7%

Value $5.207M Shares 104,700 Est. Cost $37.94 Unrealized —

— COUPA SOFTWARE INC 0.6%

Value $4.535M Shares 2,500,000 Est. Cost $1.81 Unrealized —

— ALLEGHENY TECHNOLOGIES INC 0.6%

Value $4.366M Shares 3,992,000 Est. Cost $1.67 Unrealized —

— INVACARE CORP 0.5%

Value $3.976M Shares 4,000,000 Est. Cost $1.03 Unrealized —

— INTREXON CORP 0.5%

Value $3.783M Shares 8,550,000 Est. Cost $1.19 Unrealized —

— AURORA CANNABIS INC 0.3%

Value $2.291M Shares 4,550,000 Est. Cost $0.50 Unrealized —

— INSEEGO CORP 0.3%

Value $2.127M Shares 2,000,000 Est. Cost $1.06 Unrealized —

CCL CARNIVAL CORP 0.3%

Value $1.929M Shares 117,500 Est. Cost $35.30 Unrealized -57.6%

— CAESARS ENTMT CORP 0.2%

Value $1.708M Shares 1,000,000 Est. Cost $1.73 Unrealized —

GDXJ VANECK VECTORS ETF TR 0.2%

Value $1.594M Shares 32,146 Est. Cost $31.48 Unrealized —

— GOL LINHAS AEREAS INTLG S A 0.2%

Value $1.167M Shares 172,100 Est. Cost $10.52 Unrealized —

CXW CORECIVIC INC 0.1%

Value $889K Shares 95,000 Est. Cost $11.40 Unrealized 0.0%

— HOSTESS BRANDS INC 0.1%

Value $759K Shares 882,467 Est. Cost $2.26 Unrealized —

— REALPAGE INC 0.1%

Value $541K Shares 500,000 Est. Cost $1.08 Unrealized —

CXW CORECIVIC INC 0.1%

Value $515K Shares 55,000 Est. Cost $11.40 Unrealized 0.0%

— COLLEGIUM PHARMACEUTICAL INC 0.1%

Value $456K Shares 500,000 Est. Cost $0.93 Unrealized —

— AURORA CANNABIS INC 0.0%

Value $258K Shares 20,808 Est. Cost $4.39 Unrealized —

PGEN PRECIGEN INC 0.0%

Value $93,000 Shares 18,634 Est. Cost $4.32 Unrealized -21.2%

— INVACARE CORP 0.0%

Value $31,000 Shares 4,900 Est. Cost $6.33 Unrealized —

Ticker	Issuer	Shares	Value	%	Est. Cost	Unrealized	Class	CUSIP
—	TESLA INC	45,000,000	$158M	21.1%	$1.35	—	NOTE 2.000% 5/1	88160RAG6
—	TERADYNE INC	25,000,000	$67.26M	9.0%	$1.78	—	NOTE 1.250%12/1	880770AG7
—	MICROCHIP TECHNOLOGY INC	28,340,000	$63.51M	8.5%	$1.57	—	NOTE 1.625% 2/1	595017AD6
—	RENEWABLE ENERGY GROUP INC	18,525,000	$44.03M	5.9%	$2.00	—	NOTE 4.000% 6/1	75972AAC7
—	WORLD WRESTLING ENTMT INC	21,000,000	$39.25M	5.2%	$3.55	—	NOTE 3.375% 12/1	98156QAB4
—	LIBERTY MEDIA CORP	48,163,000	$37M	4.9%	$0.67	—	DEB 3.500% 1/1	530715AN1
—	WRIGHT MED GROUP N V	25,000,000	$35.48M	4.7%	$1.42	—	NOTE 2.250% 11/1	98236JAB4
—	NICE SYS INC	15,081,000	$34.7M	4.6%	$1.71	—	NOTE 1.250% 1/1	65366HAB9
AUTL	AUTOLUS THERAPEUTICS PLC	2,150,000	$34.47M	4.6%	$18.13	—	SPON ADS	05280R100
—	DHT HOLDINGS INC	27,000,000	$29.28M	3.9%	$1.41	—	NOTE 4.500% 8/1	23335SAD8
—	J2 GLOBAL INC	25,000,000	$27.34M	3.6%	$1.40	—	NOTE 3.250% 6/1	48123VAC6
LYFT	LYFT INC	750,000	$24.76M	3.3%	$50.25	-37.1%	CL A COM	55087P104
—	DOCUSIGN INC	9,000,000	$21.92M	2.9%	$2.44	—	NOTE 0.500% 9/1	256163AB2
NCLH	NORWEGIAN CRUISE LINE HLDG L	1,000,000	$16.43M	2.2%	$14.65	0.0%	SHS	G66721104
—	REALPAGE INC	10,000,000	$16.15M	2.2%	$1.50	—	NOTE 1.500%11/1	75606NAB5
TAK	TAKEDA PHARMACEUTICAL CO LTD	653,662	$11.72M	1.6%	$17.92	—	SPONSORED ADS	874060205
—	INSULET CORP	5,000,000	$10.66M	1.4%	$1.84	—	NOTE 1.375% 11/1	45784PAH4
—	CHENIERE ENERGY INC	14,447,000	$9.351M	1.2%	$0.65	—	NOTE 4.250% 3/1	16411RAG4
—	INOVIO PHARMACEUTICALS INC	1,500,000	$7.588M	1.0%	$1.49	—	NOTE 6.500% 3/0	45773HAB8
—	LEXICON PHARMACEUTICALS INC	14,500,000	$7.387M	1.0%	$1.89	—	NOTE 5.250%12/0	528872AB0
—	TRULIA INC	2,806,000	$6.745M	0.9%	$1.57	—	NOTE 2.750%12/1	897888AB9
—	COLFAX CORP	50,000	$6.104M	0.8%	$133.62	—	UNIT 01/15/2022T	194014205
—	MAGNACHIP SEMICONDUCTOR SA	4,000,000	$5.492M	0.7%	$1.41	—	NOTE 5.00% 3/0	55932XAB0
BHP	BHP GROUP LTD	104,700	$5.207M	0.7%	$37.94	—	SPON ADS	088606108
—	COUPA SOFTWARE INC	2,500,000	$4.535M	0.6%	$1.81	—	NOTE 0.125% 6/1	22266LAC0
—	ALLEGHENY TECHNOLOGIES INC	3,992,000	$4.366M	0.6%	$1.67	—	NOTE 4.750% 7/0	01741RAG7
—	INVACARE CORP	4,000,000	$3.976M	0.5%	$1.03	—	NOTE 5.000% 2/1	461203AF8
—	INTREXON CORP	8,550,000	$3.783M	0.5%	$1.19	—	NOTE 3.500% 7/0	46122TAA0
—	AURORA CANNABIS INC	4,550,000	$2.291M	0.3%	$0.50	—	NOTE 5.500% 2/2	05156XAG3
—	INSEEGO CORP	2,000,000	$2.127M	0.3%	$1.06	—	NOTE 3.250% 5/0	45782BAD6
CCL	CARNIVAL CORP	117,500	$1.929M	0.3%	$35.30	-57.6%	UNIT 99/99/9999	143658300
—	CAESARS ENTMT CORP	1,000,000	$1.708M	0.2%	$1.73	—	NOTE 5.000%10/0	127686AA1
GDXJ	VANECK VECTORS ETF TR	32,146	$1.594M	0.2%	$31.48	—	JR GOLD MINERS E	92189F791
—	GOL LINHAS AEREAS INTLG S A	172,100	$1.167M	0.2%	$10.52	—	SPON ADR PFD NEW	38045R206
CXW	CORECIVIC INC	95,000	$889K	0.1%	$11.40	0.0%	Put	21871N101
—	HOSTESS BRANDS INC	882,467	$759K	0.1%	$2.26	—	*W EXP 11/04/202	44109J114
—	REALPAGE INC	500,000	$541K	0.1%	$1.08	—	NOTE 1.500% 5/1	75606NAC3
CXW	CORECIVIC INC	55,000	$515K	0.1%	$11.40	0.0%	COM	21871N101
—	COLLEGIUM PHARMACEUTICAL INC	500,000	$456K	0.1%	$0.93	—	NOTE 2.625% 2/1	19459JAA2
—	AURORA CANNABIS INC	20,808	$258K	0.0%	$4.39	—	COM	05156X108
PGEN	PRECIGEN INC	18,634	$93,000	0.0%	$4.32	-21.2%	COM	74017N105
—	INVACARE CORP	4,900	$31,000	0.0%	$6.33	—	COM	461203101