Opti Capital Management, LP Quant / Systematic

CIK: 0001738654 · Show all filings

Period: Q2 2021 (← Previous) (Next →)

Filing Date: Aug 16, 2021

Total Value ($000): $932,772 (0.1% shares, 99.9% debt)

Holdings (35)

— NATERA INC 10.7%

Value ($000) $99,928 Shares 32,896,000 Est. Cost $3.04 Unrealized —

— DICKS SPORTING GOODS INC 7.7%

Value ($000) $72,286 Shares 24,373,000 Est. Cost $2.97 Unrealized —

— CONMED CORP 7.6%

Value ($000) $71,296 Shares 44,065,000 Est. Cost $1.62 Unrealized —

— NEW RELIC INC 7.2%

Value ($000) $66,799 Shares 66,728,000 Est. Cost $1.16 Unrealized —

— CREE INC 6.2%

Value ($000) $57,593 Shares 26,504,000 Est. Cost $2.17 Unrealized —

— SLACK TECHNOLOGIES INC 5.1%

Value ($000) $47,270 Shares 31,315,000 Est. Cost $1.51 Unrealized —

— SAILPOINT TECHNOLOGIES HLDGS 4.8%

Value ($000) $44,954 Shares 23,980,000 Est. Cost $1.87 Unrealized —

— FIREEYE INC 4.0%

Value ($000) $37,616 Shares 37,748,000 Est. Cost $2.01 Unrealized —

— SUPERNUS PHARMACEUTICALS INC 4.0%

Value ($000) $37,062 Shares 37,347,000 Est. Cost $1.77 Unrealized —

— IONIS PHARMACEUTICALS INC 3.6%

Value ($000) $34,026 Shares 36,587,000 Est. Cost $0.96 Unrealized —

— FORTIVE CORP 3.4%

Value ($000) $32,058 Shares 31,927,000 Est. Cost $1.00 Unrealized —

— COHERUS BIOSCIENCES INC 3.2%

Value ($000) $29,964 Shares 29,150,000 Est. Cost $1.03 Unrealized —

— BIOMARIN PHARMACEUTICAL INC 3.0%

Value ($000) $27,617 Shares 26,461,000 Est. Cost $1.04 Unrealized —

— INSIGHT ENTERPRISES INC 2.7%

Value ($000) $25,187 Shares 16,468,000 Est. Cost $1.53 Unrealized —

— KBR INC 2.7%

Value ($000) $25,128 Shares 16,000,000 Est. Cost $1.57 Unrealized —

— NUVASIVE INC 2.5%

Value ($000) $23,456 Shares 22,410,000 Est. Cost $1.05 Unrealized —

— BURLINGTON STORES INC 2.5%

Value ($000) $23,081 Shares 14,500,000 Est. Cost $1.59 Unrealized —

— VONAGE HLDGS CORP 2.2%

Value ($000) $20,301 Shares 18,070,000 Est. Cost $1.07 Unrealized —

— RETROPHIN INC 2.1%

Value ($000) $19,322 Shares 22,582,000 Est. Cost $1.21 Unrealized —

— MODEL N INC 1.7%

Value ($000) $15,921 Shares 12,500,000 Est. Cost $1.27 Unrealized —

— KARYOPHARM THERAPEUTICS INC 1.6%

Value ($000) $15,028 Shares 15,000,000 Est. Cost $1.03 Unrealized —

— OMEROS CORP 1.6%

Value ($000) $14,754 Shares 13,200,000 Est. Cost $1.71 Unrealized —

— PEGASYSTEMS INC 1.5%

Value ($000) $13,766 Shares 11,500,000 Est. Cost $1.20 Unrealized —

— FLEXION THERAPEUTICS INC 1.3%

Value ($000) $11,953 Shares 13,158,000 Est. Cost $0.90 Unrealized —

— PTC THERAPEUTICS INC 0.9%

Value ($000) $8,743 Shares 8,000,000 Est. Cost $2.51 Unrealized —

— OPKO HEALTH INC 0.9%

Value ($000) $8,051 Shares 6,200,000 Est. Cost $2.12 Unrealized —

— ON SEMICONDUCTOR CORP 0.8%

Value ($000) $7,627 Shares 4,000,000 Est. Cost $1.91 Unrealized —

— WAYFAIR INC 0.7%

Value ($000) $6,857 Shares 2,500,000 Est. Cost $2.74 Unrealized —

— LIGAND PHARMACEUTICALS INC 0.7%

Value ($000) $6,676 Shares 6,722,000 Est. Cost $0.99 Unrealized —

— NATIONAL VISION HLDGS INC 0.7%

Value ($000) $6,627 Shares 3,750,000 Est. Cost $1.77 Unrealized —

— IRONWOOD PHARMACEUTICALS INC 0.7%

Value ($000) $6,220 Shares 5,300,000 Est. Cost $0.99 Unrealized —

— LUMINEX CORP DEL 0.6%

Value ($000) $5,821 Shares 5,806,000 Est. Cost $1.00 Unrealized —

— EVOLENT HEALTH INC 0.5%

Value ($000) $4,826 Shares 5,000,000 Est. Cost $0.95 Unrealized —

— OMEROS CORP 0.5%

Value ($000) $4,470 Shares 4,000,000 Est. Cost $1.18 Unrealized —

PSTG PURE STORAGE INC 0.1%

Value ($000) $488 Shares 25,000 Est. Cost $19.66 Unrealized 0.0%

Ticker	Issuer	Shares	Value ($000)	%	Est. Cost	Unrealized	Class	CUSIP
—	NATERA INC	32,896,000	$99,928	10.7%	$3.04	—	NOTE 2.250% 5/0	632307AB0
—	DICKS SPORTING GOODS INC	24,373,000	$72,286	7.7%	$2.97	—	NOTE 3.250% 4/1	253393AD4
—	CONMED CORP	44,065,000	$71,296	7.6%	$1.62	—	NOTE 2.625% 2/0	207410AF8
—	NEW RELIC INC	66,728,000	$66,799	7.2%	$1.16	—	NOTE 0.500% 5/0	64829BAB6
—	CREE INC	26,504,000	$57,593	6.2%	$2.17	—	NOTE 1.750% 5/0	225447AD3
—	SLACK TECHNOLOGIES INC	31,315,000	$47,270	5.1%	$1.51	—	NOTE 0.500% 4/1	83088VAB8
—	SAILPOINT TECHNOLOGIES HLDGS	23,980,000	$44,954	4.8%	$1.87	—	NOTE 0.125% 9/1	78781PAB1
—	FIREEYE INC	37,748,000	$37,616	4.0%	$2.01	—	NOTE 1.625% 6/0	31816QAD3
—	SUPERNUS PHARMACEUTICALS INC	37,347,000	$37,062	4.0%	$1.77	—	NOTE 0.625% 4/0	868459AD0
—	IONIS PHARMACEUTICALS INC	36,587,000	$34,026	3.6%	$0.96	—	NOTE 0.125%12/1	462222AB6
—	FORTIVE CORP	31,927,000	$32,058	3.4%	$1.00	—	NOTE 0.875% 2/1	34959JAK4
—	COHERUS BIOSCIENCES INC	29,150,000	$29,964	3.2%	$1.03	—	NOTE 1.500% 4/1	19249HAB9
—	BIOMARIN PHARMACEUTICAL INC	26,461,000	$27,617	3.0%	$1.04	—	NOTE 0.599% 8/0	09061GAH4
—	INSIGHT ENTERPRISES INC	16,468,000	$25,187	2.7%	$1.53	—	NOTE 0.750% 2/1	45765UAB9
—	KBR INC	16,000,000	$25,128	2.7%	$1.57	—	NOTE 2.500%11/0	48242WAB2
—	NUVASIVE INC	22,410,000	$23,456	2.5%	$1.05	—	NOTE 1.000% 6/0	670704AL9
—	BURLINGTON STORES INC	14,500,000	$23,081	2.5%	$1.59	—	NOTE 2.250% 4/1	122017AB2
—	VONAGE HLDGS CORP	18,070,000	$20,301	2.2%	$1.07	—	NOTE 1.750% 6/0	92886TAJ1
—	RETROPHIN INC	22,582,000	$19,322	2.1%	$1.21	—	NOTE 2.500% 9/1	761299AB2
—	MODEL N INC	12,500,000	$15,921	1.7%	$1.27	—	NOTE 2.625% 6/0	607525AB8
—	KARYOPHARM THERAPEUTICS INC	15,000,000	$15,028	1.6%	$1.03	—	NOTE 3.000%10/1	48576UAA4
—	OMEROS CORP	13,200,000	$14,754	1.6%	$1.71	—	NOTE 6.250%11/1	682143AE2
—	PEGASYSTEMS INC	11,500,000	$13,766	1.5%	$1.20	—	NOTE 0.750% 3/0	705573AB9
—	FLEXION THERAPEUTICS INC	13,158,000	$11,953	1.3%	$0.90	—	NOTE 3.375% 5/0	33938JAB2
—	PTC THERAPEUTICS INC	8,000,000	$8,743	0.9%	$2.51	—	NOTE 3.000% 8/1	69366JAB7
—	OPKO HEALTH INC	6,200,000	$8,051	0.9%	$2.12	—	NOTE 4.500% 2/1	68375NAD5
—	ON SEMICONDUCTOR CORP	4,000,000	$7,627	0.8%	$1.91	—	NOTE 1.625%10/1	682189AP0
—	WAYFAIR INC	2,500,000	$6,857	0.7%	$2.74	—	NOTE 1.125%11/0	94419LAD3
—	LIGAND PHARMACEUTICALS INC	6,722,000	$6,676	0.7%	$0.99	—	NOTE 0.750% 5/1	53220KAF5
—	NATIONAL VISION HLDGS INC	3,750,000	$6,627	0.7%	$1.77	—	NOTE 2.500% 5/1	63845RAB3
—	IRONWOOD PHARMACEUTICALS INC	5,300,000	$6,220	0.7%	$0.99	—	NOTE 0.750% 6/1	46333XAF5
—	LUMINEX CORP DEL	5,806,000	$5,821	0.6%	$1.00	—	NOTE 3.000% 5/1	55027EAA0
—	EVOLENT HEALTH INC	5,000,000	$4,826	0.5%	$0.95	—	NOTE 1.500%10/1	30050BAD3
—	OMEROS CORP	4,000,000	$4,470	0.5%	$1.18	—	NOTE 5.250% 2/1	682143AG7
PSTG	PURE STORAGE INC	25,000	$488	0.1%	$19.66	0.0%	CL A	74624M102