PIPER SANDLER & CO. Quant / Systematic

Location: Minneapolis, MN

CIK: 0000724683 · Show all filings

Period: Q1 2016 (← Previous) (Next →)

Filing Date: May 16, 2016

Total Value: $46.1M (63.7% shares, 36.3% debt)

Holdings (20)

SPY SPDR S&P 500 ETF TR 44.6%

Value $20.55M Shares 100,000 Share Price $205.52 Est. Cost/Share — Unrealized @ Report Date —

— GENCORP INC 29.0%

Value $13.36M Shares 7,350,000 Share Price $1.82 Est. Cost/Share $1.96 Unrealized @ Report Date —

XLE SELECT SECTOR SPDR TR 10.7%

Value $4.951M Shares 80,000 Share Price $61.89 Est. Cost/Share — Unrealized @ Report Date —

— GILEAD SCIENCES INC 7.4%

Value $3.393M Shares 825,000 Share Price $4.11 Est. Cost/Share $4.11 Unrealized @ Report Date —

— VTV THERAPEUTICS INC 6.9%

Value $3.179M Shares 616,155 Share Price $5.16 Est. Cost/Share $6.52 Unrealized @ Report Date —

— INCONTACT INC 0.6%

Value $284K Shares 32,000 Share Price $8.88 Est. Cost/Share $8.88 Unrealized @ Report Date —

GILD GILEAD SCIENCES INC 0.4%

Value $165K Shares 1,800 Share Price $91.67 * Est. Cost/Share $63.47 Unrealized @ Report Date +2.2%

PRLB PROTO LABS INC 0.2%

Value $84,000 Shares 1,095 Share Price $76.71 Est. Cost/Share $64.57 Unrealized @ Report Date +19.4%

— ALCOBRA LTD 0.2%

Value $73,000 Shares 11,641 Share Price $6.27 Est. Cost/Share $6.27 Unrealized @ Report Date —

— WELLS FARGO & CO NEW 0.1%

Value $24,000 Shares 20 Share Price $1200.00 Est. Cost/Share $1200.00 Unrealized @ Report Date —

— KANSAS CITY SOUTHERN 0.0%

Value $17,000 Shares 200 Share Price $85.00 Est. Cost/Share $85.00 Unrealized @ Report Date —

— VOCERA COMMUNICATIONS INC 0.0%

Value $7,000 Shares 554 Share Price $12.64 Est. Cost/Share $12.64 Unrealized @ Report Date —

— ASCENA RETAIL GROUP INC 0.0%

Value $5,000 Shares 489 Share Price $10.22 Est. Cost/Share $10.22 Unrealized @ Report Date —

ZTS ZOETIS INC 0.0%

Value $2,000 Shares 52 Share Price $38.46 * Est. Cost/Share $39.31 Unrealized @ Report Date +4.5%

— LDR HLDG CORP 0.0%

Value $2,000 Shares 81 Share Price $24.69 Est. Cost/Share $25.02 Unrealized @ Report Date —

— OXFORD IMMUNOTEC GLOBAL PLC 0.0%

Value $1,000 Shares 65 Share Price $15.38 Est. Cost/Share $13.67 Unrealized @ Report Date —

NTRA NATERA INC 0.0%

Value $1,000 Shares 96 Share Price $10.42 * Est. Cost/Share $8.46 Unrealized @ Report Date +12.5%

— SYNTHESIS ENERGY SYS INC 0.0%

Value $0 Shares 41 Share Price $0.00 Est. Cost/Share — Unrealized @ Report Date —

— CLIFTON BANCORP INC 0.0%

Value $0 Shares 29 Share Price $0.00 Est. Cost/Share — Unrealized @ Report Date —

— AURIS MED HLDG AG 0.0%

Value $0 Shares 84 Share Price $0.00 Est. Cost/Share — Unrealized @ Report Date —

Ticker	Issuer	Shares	Value	%	Share Price	Est. Cost/Share	Unrealized @ Report Date	Class	CUSIP
SPY	SPDR S&P 500 ETF TR	100,000	$20.55M	44.6%	$205.52	—	—	Put	78462F103
—	GENCORP INC	7,350,000	$13.36M	29.0%	$1.82	$1.96	—	SDCV 4.062%12/3	368682AN0
XLE	SELECT SECTOR SPDR TR	80,000	$4.951M	10.7%	$61.89	—	—	Put	81369Y506
—	GILEAD SCIENCES INC	825,000	$3.393M	7.4%	$4.11	$4.11	—	NOTE 1.625% 5/0	375558AP8
—	VTV THERAPEUTICS INC	616,155	$3.179M	6.9%	$5.16	$6.52	—	CL A	918385105
—	INCONTACT INC	32,000	$284K	0.6%	$8.88	$8.88	—	COM	45336E109
GILD	GILEAD SCIENCES INC	1,800	$165K	0.4%	$91.67 *	$63.47	+2.2%	COM	375558103
PRLB	PROTO LABS INC	1,095	$84,000	0.2%	$76.71	$64.57	+19.4%	COM	743713109
—	ALCOBRA LTD	11,641	$73,000	0.2%	$6.27	$6.27	—	SHS	M2239P109
—	WELLS FARGO & CO NEW	20	$24,000	0.1%	$1200.00	$1200.00	—	PERP PFD CNV A	949746804
—	KANSAS CITY SOUTHERN	200	$17,000	0.0%	$85.00	$85.00	—	COM NEW	485170302
—	VOCERA COMMUNICATIONS INC	554	$7,000	0.0%	$12.64	$12.64	—	COM	92857F107
—	ASCENA RETAIL GROUP INC	489	$5,000	0.0%	$10.22	$10.22	—	COM	04351G101
ZTS	ZOETIS INC	52	$2,000	0.0%	$38.46 *	$39.31	+4.5%	CL A	98978V103
—	LDR HLDG CORP	81	$2,000	0.0%	$24.69	$25.02	—	COM	50185U105
—	OXFORD IMMUNOTEC GLOBAL PLC	65	$1,000	0.0%	$15.38	$13.67	—	ORD SHS	G6855A103
NTRA	NATERA INC	96	$1,000	0.0%	$10.42 *	$8.46	+12.5%	COM	632307104
—	SYNTHESIS ENERGY SYS INC	41	$0	0.0%	$0.00	—	—	COM	871628103
—	CLIFTON BANCORP INC	29	$0	0.0%	$0.00	—	—	COM	186873105
—	AURIS MED HLDG AG	84	$0	0.0%	$0.00	—	—	COM	H03579101