Monashee Investment Management LLC Quant / Systematic

CIK: 0001627608 · Show all filings

Period: Q4 2022 (← Previous) (Next →)

Filing Date: Feb 9, 2023

Total Value ($000): $232,331 (73.4% shares, 26.6% debt)

Holdings (41)

VTI VANGUARD INDEX FDS 25.5%

Value ($000) $59,269 Shares 310,000 Est. Cost $204.73 Unrealized —

GTLS CHART INDS INC 5.0%

Value ($000) $11,523 Shares 100,000 Est. Cost $160.62 Unrealized 0.0%

CMPX COMPASS THERAPEUTICS INC 4.8%

Value ($000) $11,219 Shares 2,230,441 Est. Cost $3.60 Unrealized +10.7%

STZ CONSTELLATION BRANDS INC 4.0%

Value ($000) $9,270 Shares 40,000 Est. Cost $226.15 Unrealized 0.0%

— NOVAVAX INC 3.9%

Value ($000) $9,087 Shares 9,000,000 Est. Cost $1.01 Unrealized —

ALIT ALIGHT INC 3.5%

Value ($000) $8,188 Shares 979,397 Est. Cost $7.96 Unrealized 0.0%

— CHART INDS INC 3.3%

Value ($000) $7,596 Shares 150,000 Est. Cost $50.64 Unrealized —

COR AMERISOURCEBERGEN CORP 3.2%

Value ($000) $7,457 Shares 45,000 Est. Cost $153.47 Unrealized 0.0%

— PATRICK INDS INC 3.0%

Value ($000) $6,988 Shares 7,000,000 Est. Cost $0.99 Unrealized —

— RINGCENTRAL INC 3.0%

Value ($000) $6,920 Shares 8,000,000 Est. Cost $0.86 Unrealized —

LAUR LAUREATE EDUCATION INC 2.9%

Value ($000) $6,718 Shares 698,304 Est. Cost $10.80 Unrealized 0.0%

QQQ INVESCO QQQ TR 2.9%

Value ($000) $6,657 Shares 25,000 Est. Cost $267.26 Unrealized —

ASPN ASPEN AEROGELS INC 2.6%

Value ($000) $5,954 Shares 505,000 Est. Cost $11.43 Unrealized 0.0%

— SUPERNUS PHARMACEUTICALS 2.5%

Value ($000) $5,914 Shares 6,000,000 Est. Cost $0.99 Unrealized —

— OKTA INC 2.3%

Value ($000) $5,310 Shares 6,000,000 Est. Cost $0.89 Unrealized —

— HERBALIFE NUTRITION LTD 2.0%

Value ($000) $4,673 Shares 5,000,000 Est. Cost $0.93 Unrealized —

ANTX AN2 THERAPEUTICS INC 1.8%

Value ($000) $4,289 Shares 450,000 Est. Cost $14.31 Unrealized -6.5%

— INNOVIVA INC 1.7%

Value ($000) $4,034 Shares 4,000,000 Est. Cost $1.01 Unrealized —

— NEW RELIC INC 1.7%

Value ($000) $3,934 Shares 4,000,000 Est. Cost $0.98 Unrealized —

— SPLUNK INC 1.7%

Value ($000) $3,872 Shares 4,000,000 Est. Cost $0.95 Unrealized —

ROIV ROIVANT SCIENCES LTD 1.6%

Value ($000) $3,755 Shares 470,000 Est. Cost $5.56 Unrealized 0.0%

NFE NEW FORTRESS ENERGY INC 1.6%

Value ($000) $3,720 Shares 87,700 Est. Cost $48.30 Unrealized 0.0%

— WIX COM LTD 1.3%

Value ($000) $2,920 Shares 3,000,000 Est. Cost $0.97 Unrealized —

PLRX PLIANT THERAPEUTICS INC 1.2%

Value ($000) $2,900 Shares 150,000 Est. Cost $19.72 Unrealized +6.0%

— WESTERN DIGITAL CORP. 1.2%

Value ($000) $2,888 Shares 3,000,000 Est. Cost $0.95 Unrealized —

BHVN BIOHAVEN LTD 1.2%

Value ($000) $2,776 Shares 200,000 Est. Cost $7.25 Unrealized +94.6%

— RAIN ONCOLOGY INC 1.1%

Value ($000) $2,513 Shares 314,171 Est. Cost $8.00 Unrealized —

— SOMALOGIC INC 1.1%

Value ($000) $2,510 Shares 1,000,000 Est. Cost $8.41 Unrealized —

CRGY CRESCENT ENERGY COMPANY 0.9%

Value ($000) $2,098 Shares 175,000 Est. Cost $12.35 Unrealized -3.7%

INDI INDIE SEMICONDUCTOR INC 0.9%

Value ($000) $2,041 Shares 350,000 Est. Cost $7.37 Unrealized 0.0%

— BELLUS HEALTH INC NEW 0.9%

Value ($000) $2,014 Shares 245,000 Est. Cost $8.51 Unrealized —

— ILLUMINA INC 0.8%

Value ($000) $1,936 Shares 2,000,000 Est. Cost $0.96 Unrealized —

— RAPID7 INC 0.8%

Value ($000) $1,933 Shares 2,000,000 Est. Cost $0.97 Unrealized —

— KARYOPHARM THERAPEUTICS INC 0.7%

Value ($000) $1,638 Shares 481,696 Est. Cost $3.40 Unrealized —

DYN DYNE THERAPEUTICS INC 0.6%

Value ($000) $1,434 Shares 123,719 Est. Cost $9.96 Unrealized +16.1%

AURA AURA BIOSCIENCES INC 0.6%

Value ($000) $1,382 Shares 131,640 Est. Cost $12.73 Unrealized 0.0%

— 8X8 INC NEW 0.6%

Value ($000) $1,353 Shares 1,500,000 Est. Cost $0.85 Unrealized —

TERN TERNS PHARMACEUTICALS INC 0.5%

Value ($000) $1,247 Shares 122,500 Est. Cost $6.66 Unrealized 0.0%

FREYEUR FREYR BATTERY 0.5%

Value ($000) $1,085 Shares 125,000 Est. Cost $8.68 Unrealized —

ASLE AERSALE CORPORATION 0.3%

Value ($000) $687 Shares 42,344 Est. Cost $17.38 Unrealized 0.0%

ACDC PROFRAC HLDG CORP 0.3%

Value ($000) $630 Shares 25,000 Est. Cost $18.50 Unrealized +19.4%

Ticker	Issuer	Shares	Value ($000)	%	Est. Cost	Unrealized	Class	CUSIP
VTI	VANGUARD INDEX FDS	310,000	$59,269	25.5%	$204.73	—	TOTAL STK MKT	922908769
GTLS	CHART INDS INC	100,000	$11,523	5.0%	$160.62	0.0%	COM	16115Q308
CMPX	COMPASS THERAPEUTICS INC	2,230,441	$11,219	4.8%	$3.60	+10.7%	COM	20454B104
STZ	CONSTELLATION BRANDS INC	40,000	$9,270	4.0%	$226.15	0.0%	CL A	21036P108
—	NOVAVAX INC	9,000,000	$9,087	3.9%	$1.01	—	NOTE 3.750% 2/0	670002AB0
ALIT	ALIGHT INC	979,397	$8,188	3.5%	$7.96	0.0%	COM CL A	01626W101
—	CHART INDS INC	150,000	$7,596	3.3%	$50.64	—	6.75DP CNV PFD B	16115Q407
COR	AMERISOURCEBERGEN CORP	45,000	$7,457	3.2%	$153.47	0.0%	COM	03073E105
—	PATRICK INDS INC	7,000,000	$6,988	3.0%	$0.99	—	DBCV 1.000% 2/0	703343AB9
—	RINGCENTRAL INC	8,000,000	$6,920	3.0%	$0.86	—	NOTE 3/0	76680RAF4
LAUR	LAUREATE EDUCATION INC	698,304	$6,718	2.9%	$10.80	0.0%	COMMON STOCK	518613203
QQQ	INVESCO QQQ TR	25,000	$6,657	2.9%	$267.26	—	UNIT SER 1	46090E103
ASPN	ASPEN AEROGELS INC	505,000	$5,954	2.6%	$11.43	0.0%	COM	04523Y105
—	SUPERNUS PHARMACEUTICALS	6,000,000	$5,914	2.5%	$0.99	—	NOTE 0.625% 4/0	868459AD0
—	OKTA INC	6,000,000	$5,310	2.3%	$0.89	—	NOTE 0.125% 9/0	679295AD7
—	HERBALIFE NUTRITION LTD	5,000,000	$4,673	2.0%	$0.93	—	NOTE 2.625% 3/1	42703MAD5
ANTX	AN2 THERAPEUTICS INC	450,000	$4,289	1.8%	$14.31	-6.5%	COM	037326105
—	INNOVIVA INC	4,000,000	$4,034	1.7%	$1.01	—	NOTE 2.125% 1/1	88338TAB0
—	NEW RELIC INC	4,000,000	$3,934	1.7%	$0.98	—	NOTE 0.500% 5/0	64829BAB6
—	SPLUNK INC	4,000,000	$3,872	1.7%	$0.95	—	NOTE 0.500% 9/1	848637AC8
ROIV	ROIVANT SCIENCES LTD	470,000	$3,755	1.6%	$5.56	0.0%	SHS	G76279101
NFE	NEW FORTRESS ENERGY INC	87,700	$3,720	1.6%	$48.30	0.0%	COM CL A	644393100
—	WIX COM LTD	3,000,000	$2,920	1.3%	$0.97	—	NOTE 7/0	92940WAB5
PLRX	PLIANT THERAPEUTICS INC	150,000	$2,900	1.2%	$19.72	+6.0%	COM	729139105
—	WESTERN DIGITAL CORP.	3,000,000	$2,888	1.2%	$0.95	—	NOTE 1.500% 2/0	958102AP0
BHVN	BIOHAVEN LTD	200,000	$2,776	1.2%	$7.25	+94.6%	COM	G1110E107
—	RAIN ONCOLOGY INC	314,171	$2,513	1.1%	$8.00	—	COM	75082Q105
—	SOMALOGIC INC	1,000,000	$2,510	1.1%	$8.41	—	CLASS A COM	83444K105
CRGY	CRESCENT ENERGY COMPANY	175,000	$2,098	0.9%	$12.35	-3.7%	CL A COM	44952J104
INDI	INDIE SEMICONDUCTOR INC	350,000	$2,041	0.9%	$7.37	0.0%	CLASS A COM	45569U101
—	BELLUS HEALTH INC NEW	245,000	$2,014	0.9%	$8.51	—	COM NEW	07987C204
—	ILLUMINA INC	2,000,000	$1,936	0.8%	$0.96	—	NOTE 8/1	452327AK5
—	RAPID7 INC	2,000,000	$1,933	0.8%	$0.97	—	NOTE 2.250% 5/0	753422AD6
—	KARYOPHARM THERAPEUTICS INC	481,696	$1,638	0.7%	$3.40	—	COM	48576U106
DYN	DYNE THERAPEUTICS INC	123,719	$1,434	0.6%	$9.96	+16.1%	COM	26818M108
AURA	AURA BIOSCIENCES INC	131,640	$1,382	0.6%	$12.73	0.0%	COM	05153U107
—	8X8 INC NEW	1,500,000	$1,353	0.6%	$0.85	—	NOTE 0.500% 2/0	282914AB6
TERN	TERNS PHARMACEUTICALS INC	122,500	$1,247	0.5%	$6.66	0.0%	COM	880881107
FREYEUR	FREYR BATTERY	125,000	$1,085	0.5%	$8.68	—	SHS	L4135L100
ASLE	AERSALE CORPORATION	42,344	$687	0.3%	$17.38	0.0%	COM	00810F106
ACDC	PROFRAC HLDG CORP	25,000	$630	0.3%	$18.50	+19.4%	CLASS A COM	74319N100