PIPER SANDLER & CO. Quant / Systematic

CIK: 0000724683 · Show all filings

Period: Q1 2016 (← Previous) (Next →)

Filing Date: May 16, 2016

Total Value ($000): $46,099 (63.7% shares, 36.3% debt)

Holdings (20)

SPY SPDR S&P 500 ETF TR 44.6%

Value ($000) $20,552 Shares 100,000 Est. Cost — Unrealized —

— GENCORP INC 29.0%

Value ($000) $13,359 Shares 7,350,000 Est. Cost $1.96 Unrealized —

XLE SELECT SECTOR SPDR TR 10.7%

Value ($000) $4,951 Shares 80,000 Est. Cost — Unrealized —

— GILEAD SCIENCES INC 7.4%

Value ($000) $3,393 Shares 825,000 Est. Cost $4.11 Unrealized —

— VTV THERAPEUTICS INC 6.9%

Value ($000) $3,179 Shares 616,155 Est. Cost $6.52 Unrealized —

— INCONTACT INC 0.6%

Value ($000) $284 Shares 32,000 Est. Cost $8.88 Unrealized —

GILD GILEAD SCIENCES INC 0.4%

Value ($000) $165 Shares 1,800 Est. Cost $63.47 Unrealized 0.0%

PRLB PROTO LABS INC 0.2%

Value ($000) $84 Shares 1,095 Est. Cost $64.57 Unrealized 0.0%

— ALCOBRA LTD 0.2%

Value ($000) $73 Shares 11,641 Est. Cost $6.27 Unrealized —

— WELLS FARGO & CO NEW 0.1%

Value ($000) $24 Shares 20 Est. Cost $1200.00 Unrealized —

— KANSAS CITY SOUTHERN 0.0%

Value ($000) $17 Shares 200 Est. Cost $85.00 Unrealized —

— VOCERA COMMUNICATIONS INC 0.0%

Value ($000) $7 Shares 554 Est. Cost $12.64 Unrealized —

— ASCENA RETAIL GROUP INC 0.0%

Value ($000) $5 Shares 489 Est. Cost $10.22 Unrealized —

ZTS ZOETIS INC 0.0%

Value ($000) $2 Shares 52 Est. Cost $39.31 Unrealized 0.0%

— LDR HLDG CORP 0.0%

Value ($000) $2 Shares 81 Est. Cost $25.02 Unrealized —

— OXFORD IMMUNOTEC GLOBAL PLC 0.0%

Value ($000) $1 Shares 65 Est. Cost $13.67 Unrealized —

NTRA NATERA INC 0.0%

Value ($000) $1 Shares 96 Est. Cost $8.46 Unrealized 0.0%

— SYNTHESIS ENERGY SYS INC 0.0%

Value ($000) $0 Shares 41 Est. Cost — Unrealized —

— CLIFTON BANCORP INC 0.0%

Value ($000) $0 Shares 29 Est. Cost — Unrealized —

— AURIS MED HLDG AG 0.0%

Value ($000) $0 Shares 84 Est. Cost — Unrealized —

Ticker	Issuer	Shares	Value ($000)	%	Est. Cost	Unrealized	Class	CUSIP
SPY	SPDR S&P 500 ETF TR	100,000	$20,552	44.6%	—	—	Put	78462F103
—	GENCORP INC	7,350,000	$13,359	29.0%	$1.96	—	SDCV 4.062%12/3	368682AN0
XLE	SELECT SECTOR SPDR TR	80,000	$4,951	10.7%	—	—	Put	81369Y506
—	GILEAD SCIENCES INC	825,000	$3,393	7.4%	$4.11	—	NOTE 1.625% 5/0	375558AP8
—	VTV THERAPEUTICS INC	616,155	$3,179	6.9%	$6.52	—	CL A	918385105
—	INCONTACT INC	32,000	$284	0.6%	$8.88	—	COM	45336E109
GILD	GILEAD SCIENCES INC	1,800	$165	0.4%	$63.47	0.0%	COM	375558103
PRLB	PROTO LABS INC	1,095	$84	0.2%	$64.57	0.0%	COM	743713109
—	ALCOBRA LTD	11,641	$73	0.2%	$6.27	—	SHS	M2239P109
—	WELLS FARGO & CO NEW	20	$24	0.1%	$1200.00	—	PERP PFD CNV A	949746804
—	KANSAS CITY SOUTHERN	200	$17	0.0%	$85.00	—	COM NEW	485170302
—	VOCERA COMMUNICATIONS INC	554	$7	0.0%	$12.64	—	COM	92857F107
—	ASCENA RETAIL GROUP INC	489	$5	0.0%	$10.22	—	COM	04351G101
ZTS	ZOETIS INC	52	$2	0.0%	$39.31	0.0%	CL A	98978V103
—	LDR HLDG CORP	81	$2	0.0%	$25.02	—	COM	50185U105
—	OXFORD IMMUNOTEC GLOBAL PLC	65	$1	0.0%	$13.67	—	ORD SHS	G6855A103
NTRA	NATERA INC	96	$1	0.0%	$8.46	0.0%	COM	632307104
—	SYNTHESIS ENERGY SYS INC	41	$0	0.0%	—	—	COM	871628103
—	CLIFTON BANCORP INC	29	$0	0.0%	—	—	COM	186873105
—	AURIS MED HLDG AG	84	$0	0.0%	—	—	COM	H03579101