Opti Capital Management, LP Quant / Systematic

CIK: 0001738654 · Show all filings

Period: Q3 2021 (← Previous) (Next →)

Filing Date: Nov 15, 2021

Total Value ($000): $1,065,646 (0.0% shares, 100.0% debt)

Holdings (35)

— NATERA INC 11.4%

Value ($000) $121,729 Shares 40,562,000 Est. Cost $3.03 Unrealized —

— DICKS SPORTING GOODS INC 10.2%

Value ($000) $108,852 Shares 29,655,000 Est. Cost $3.09 Unrealized —

— CONMED CORP 6.7%

Value ($000) $70,876 Shares 45,565,000 Est. Cost $1.62 Unrealized —

— NEW RELIC INC 6.4%

Value ($000) $67,716 Shares 66,728,000 Est. Cost $1.16 Unrealized —

— ON SEMICONDUCTOR CORP 5.4%

Value ($000) $57,267 Shares 25,411,000 Est. Cost $2.20 Unrealized —

— WORKIVA INC 5.3%

Value ($000) $56,315 Shares 30,038,000 Est. Cost $1.87 Unrealized —

— SUPERNUS PHARMACEUTICALS 4.2%

Value ($000) $44,828 Shares 45,402,000 Est. Cost $1.63 Unrealized —

— SAILPOINT TECHNOLOGIES HLDGS 4.1%

Value ($000) $43,961 Shares 27,280,000 Est. Cost $1.84 Unrealized —

— IONIS PHARMACEUTICALS INC 3.4%

Value ($000) $35,848 Shares 38,938,000 Est. Cost $0.96 Unrealized —

— VEECO INSTRS INC DEL 3.1%

Value ($000) $32,937 Shares 18,500,000 Est. Cost $1.78 Unrealized —

— COHERUS BIOSCIENCES INC 3.0%

Value ($000) $32,235 Shares 29,150,000 Est. Cost $1.03 Unrealized —

— FORTIVE CORP 3.0%

Value ($000) $32,087 Shares 31,927,000 Est. Cost $1.00 Unrealized —

— FIREEYE INC 2.9%

Value ($000) $31,387 Shares 31,309,000 Est. Cost $2.01 Unrealized —

— ALTERYX INC 2.8%

Value ($000) $30,273 Shares 31,867,000 Est. Cost $0.95 Unrealized —

— INSIGHT ENTERPRISES INC 2.7%

Value ($000) $29,250 Shares 20,836,000 Est. Cost $1.50 Unrealized —

— REPLIGEN CORP 2.5%

Value ($000) $26,675 Shares 10,534,000 Est. Cost $2.53 Unrealized —

— KBR INC 2.4%

Value ($000) $25,747 Shares 16,000,000 Est. Cost $1.57 Unrealized —

— VONAGE HLDGS CORP 2.3%

Value ($000) $24,518 Shares 20,880,000 Est. Cost $1.09 Unrealized —

— FIVE9 INC 2.2%

Value ($000) $23,258 Shares 17,260,000 Est. Cost $1.35 Unrealized —

— NUVASIVE INC 2.2%

Value ($000) $22,927 Shares 22,410,000 Est. Cost $1.05 Unrealized —

— BIOMARIN PHARMACEUTICAL INC 1.7%

Value ($000) $18,030 Shares 17,461,000 Est. Cost $1.04 Unrealized —

— MODEL N INC 1.4%

Value ($000) $15,195 Shares 12,000,000 Est. Cost $1.27 Unrealized —

— OMEROS CORP 1.4%

Value ($000) $14,388 Shares 13,200,000 Est. Cost $1.71 Unrealized —

— NATIONAL VISION HLDGS INC 1.3%

Value ($000) $14,278 Shares 7,416,000 Est. Cost $1.85 Unrealized —

— PEGASYSTEMS INC 1.2%

Value ($000) $13,045 Shares 11,500,000 Est. Cost $1.20 Unrealized —

— FLEXION THERAPEUTICS INC 1.1%

Value ($000) $11,742 Shares 13,158,000 Est. Cost $0.90 Unrealized —

— KARYOPHARM THERAPEUTICS INC 1.1%

Value ($000) $11,437 Shares 14,960,000 Est. Cost $1.03 Unrealized —

— RAMBUS INC DEL 0.8%

Value ($000) $8,868 Shares 7,000,000 Est. Cost $1.27 Unrealized —

— LIGAND PHARMACEUTICALS INC 0.8%

Value ($000) $8,782 Shares 8,722,000 Est. Cost $1.00 Unrealized —

— PTC THERAPEUTICS INC 0.8%

Value ($000) $8,383 Shares 8,000,000 Est. Cost $2.51 Unrealized —

— IRONWOOD PHARMACEUTICALS INC 0.6%

Value ($000) $6,265 Shares 5,300,000 Est. Cost $0.99 Unrealized —

— CSG SYS INTL INC 0.4%

Value ($000) $4,647 Shares 4,500,000 Est. Cost $1.03 Unrealized —

— VIAVI SOLUTIONS INC 0.4%

Value ($000) $4,426 Shares 3,388,000 Est. Cost $1.31 Unrealized —

— LENDINGTREE INC 0.4%

Value ($000) $4,275 Shares 5,000,000 Est. Cost $0.85 Unrealized —

— FIREEYE INC 0.3%

Value ($000) $3,199 Shares 3,000,000 Est. Cost $1.07 Unrealized —

Ticker	Issuer	Shares	Value ($000)	%	Est. Cost	Unrealized	Class	CUSIP
—	NATERA INC	40,562,000	$121,729	11.4%	$3.03	—	NOTE 2.250% 5/0	632307AB0
—	DICKS SPORTING GOODS INC	29,655,000	$108,852	10.2%	$3.09	—	NOTE 3.250% 4/1	253393AD4
—	CONMED CORP	45,565,000	$70,876	6.7%	$1.62	—	NOTE 2.625% 2/0	207410AF8
—	NEW RELIC INC	66,728,000	$67,716	6.4%	$1.16	—	NOTE 0.500% 5/0	64829BAB6
—	ON SEMICONDUCTOR CORP	25,411,000	$57,267	5.4%	$2.20	—	NOTE 1.625%10/1	682189AP0
—	WORKIVA INC	30,038,000	$56,315	5.3%	$1.87	—	NOTE 1.125% 8/1	98139AAB1
—	SUPERNUS PHARMACEUTICALS	45,402,000	$44,828	4.2%	$1.63	—	NOTE 0.625% 4/0	868459AD0
—	SAILPOINT TECHNOLOGIES HLDGS	27,280,000	$43,961	4.1%	$1.84	—	NOTE 0.125% 9/1	78781PAB1
—	IONIS PHARMACEUTICALS INC	38,938,000	$35,848	3.4%	$0.96	—	NOTE 0.125%12/1	462222AB6
—	VEECO INSTRS INC DEL	18,500,000	$32,937	3.1%	$1.78	—	NOTE 3.750% 6/0	922417AF7
—	COHERUS BIOSCIENCES INC	29,150,000	$32,235	3.0%	$1.03	—	NOTE 1.500% 4/1	19249HAB9
—	FORTIVE CORP	31,927,000	$32,087	3.0%	$1.00	—	NOTE 0.875% 2/1	34959JAK4
—	FIREEYE INC	31,309,000	$31,387	2.9%	$2.01	—	NOTE 1.625% 6/0	31816QAD3
—	ALTERYX INC	31,867,000	$30,273	2.8%	$0.95	—	NOTE 0.500% 8/0	02156BAD5
—	INSIGHT ENTERPRISES INC	20,836,000	$29,250	2.7%	$1.50	—	NOTE 0.750% 2/1	45765UAB9
—	REPLIGEN CORP	10,534,000	$26,675	2.5%	$2.53	—	NOTE 0.375% 7/1	759916AB5
—	KBR INC	16,000,000	$25,747	2.4%	$1.57	—	NOTE 2.500%11/0	48242WAB2
—	VONAGE HLDGS CORP	20,880,000	$24,518	2.3%	$1.09	—	NOTE 1.750% 6/0	92886TAJ1
—	FIVE9 INC	17,260,000	$23,258	2.2%	$1.35	—	NOTE 0.500% 6/0	338307AD3
—	NUVASIVE INC	22,410,000	$22,927	2.2%	$1.05	—	NOTE 1.000% 6/0	670704AL9
—	BIOMARIN PHARMACEUTICAL INC	17,461,000	$18,030	1.7%	$1.04	—	NOTE 0.599% 8/0	09061GAH4
—	MODEL N INC	12,000,000	$15,195	1.4%	$1.27	—	NOTE 2.625% 6/0	607525AB8
—	OMEROS CORP	13,200,000	$14,388	1.4%	$1.71	—	NOTE 6.250%11/1	682143AE2
—	NATIONAL VISION HLDGS INC	7,416,000	$14,278	1.3%	$1.85	—	NOTE 2.500% 5/1	63845RAB3
—	PEGASYSTEMS INC	11,500,000	$13,045	1.2%	$1.20	—	NOTE 0.750% 3/0	705573AB9
—	FLEXION THERAPEUTICS INC	13,158,000	$11,742	1.1%	$0.90	—	NOTE 3.375% 5/0	33938JAB2
—	KARYOPHARM THERAPEUTICS INC	14,960,000	$11,437	1.1%	$1.03	—	NOTE 3.000%10/1	48576UAA4
—	RAMBUS INC DEL	7,000,000	$8,868	0.8%	$1.27	—	NOTE 1.375% 2/0	750917AG1
—	LIGAND PHARMACEUTICALS INC	8,722,000	$8,782	0.8%	$1.00	—	NOTE 0.750% 5/1	53220KAF5
—	PTC THERAPEUTICS INC	8,000,000	$8,383	0.8%	$2.51	—	NOTE 3.000% 8/1	69366JAB7
—	IRONWOOD PHARMACEUTICALS INC	5,300,000	$6,265	0.6%	$0.99	—	NOTE 0.750% 6/1	46333XAF5
—	CSG SYS INTL INC	4,500,000	$4,647	0.4%	$1.03	—	NOTE 4.250% 3/1	126349AF6
—	VIAVI SOLUTIONS INC	3,388,000	$4,426	0.4%	$1.31	—	NOTE 1.000% 3/0	925550AB1
—	LENDINGTREE INC	5,000,000	$4,275	0.4%	$0.85	—	NOTE 0.500% 7/1	52603BAD9
—	FIREEYE INC	3,000,000	$3,199	0.3%	$1.07	—	NOTE 0.875% 6/0	31816QAF8