PIPER SANDLER & CO. Quant / Systematic

CIK: 0000724683 · Show all filings

Period: Q1 2018 (← Previous) (Next →)

Filing Date: May 15, 2018

Total Value ($000): $51,297 (3.2% shares, 96.8% debt)

Holdings (14)

— LAM RESEARCH CORP 44.9%

Value ($000) $23,043 Shares 6,812,000 Est. Cost $3.04 Unrealized —

— LIGAND PHARMACEUTICALS INC 27.8%

Value ($000) $14,265 Shares 6,489,000 Est. Cost $2.20 Unrealized —

— VERISIGN INC 13.4%

Value ($000) $6,893 Shares 2,000,000 Est. Cost $3.45 Unrealized —

— SHUTTERFLY INC 7.5%

Value ($000) $3,865 Shares 3,085,082 Est. Cost $1.25 Unrealized —

— INSULET CORP 3.0%

Value ($000) $1,564 Shares 850,000 Est. Cost $1.63 Unrealized —

IWO ISHARES TR 2.3%

Value ($000) $1,172 Shares 6,150 Est. Cost $190.57 Unrealized —

— ANADARKO PETE CORP 0.3%

Value ($000) $172 Shares 5,763 Est. Cost $29.85 Unrealized —

— STERICYCLE INC 0.3%

Value ($000) $145 Shares 3,209 Est. Cost $45.19 Unrealized —

— SHUTTERFLY INC 0.2%

Value ($000) $101 Shares 1,246 Est. Cost $81.06 Unrealized —

FATE FATE THERAPEUTICS INC 0.1%

Value ($000) $61 Shares 6,217 Est. Cost $9.58 Unrealized 0.0%

— TEEKAY TANKERS LTD 0.0%

Value ($000) $12 Shares 10,132 Est. Cost $1.18 Unrealized —

— MOMENTA PHARMACEUTICALS INC 0.0%

Value ($000) $2 Shares 100 Est. Cost $20.00 Unrealized —

SGMO SANGAMO THERAPEUTICS INC 0.0%

Value ($000) $1 Shares 75 Est. Cost $21.38 Unrealized 0.0%

— APTEVO THERAPEUTICS INC 0.0%

Value ($000) $1 Shares 181 Est. Cost $5.52 Unrealized —

Ticker	Issuer	Shares	Value ($000)	%	Est. Cost	Unrealized	Class	CUSIP
—	LAM RESEARCH CORP	6,812,000	$23,043	44.9%	$3.04	—	NOTE 1.250% 5/1	512807AL2
—	LIGAND PHARMACEUTICALS INC	6,489,000	$14,265	27.8%	$2.20	—	NOTE 0.750% 8/1	53220KAD0
—	VERISIGN INC	2,000,000	$6,893	13.4%	$3.45	—	SDCV 3.250% 8/1	92343EAD4
—	SHUTTERFLY INC	3,085,082	$3,865	7.5%	$1.25	—	NOTE 0.250% 5/1	82568PAB2
—	INSULET CORP	850,000	$1,564	3.0%	$1.63	—	NOTE 2.000% 6/1	45784PAD3
IWO	ISHARES TR	6,150	$1,172	2.3%	$190.57	—	RUS 2000 GRW ETF	464287648
—	ANADARKO PETE CORP	5,763	$172	0.3%	$29.85	—	UNIT 99/99/9999	032511404
—	STERICYCLE INC	3,209	$145	0.3%	$45.19	—	DEP PFD A 1/10	858912207
—	SHUTTERFLY INC	1,246	$101	0.2%	$81.06	—	COM	82568P304
FATE	FATE THERAPEUTICS INC	6,217	$61	0.1%	$9.58	0.0%	COM	31189P102
—	TEEKAY TANKERS LTD	10,132	$12	0.0%	$1.18	—	CL A	Y8565N102
—	MOMENTA PHARMACEUTICALS INC	100	$2	0.0%	$20.00	—	COM	60877T100
SGMO	SANGAMO THERAPEUTICS INC	75	$1	0.0%	$21.38	0.0%	COM	800677106
—	APTEVO THERAPEUTICS INC	181	$1	0.0%	$5.52	—	COM	03835L108