PIPER SANDLER & CO. Quant / Systematic

CIK: 0000724683 · Show all filings

Period: Q3 2018 (← Previous) (Next →)

Filing Date: Nov 14, 2018

Total Value ($000): $120,375 (0.2% shares, 99.8% debt)

Holdings (19)

— CITRIX SYS INC 33.5%

Value ($000) $40,316 Shares 26,715,000 Est. Cost $1.51 Unrealized —

— SQUARE INC 26.1%

Value ($000) $31,393 Shares 7,300,000 Est. Cost $4.30 Unrealized —

— ANTHEM INC 18.2%

Value ($000) $21,854 Shares 5,790,000 Est. Cost $3.48 Unrealized —

— CIENA CORP 10.5%

Value ($000) $12,655 Shares 8,169,000 Est. Cost $1.55 Unrealized —

— MICRON TECHNOLOGY INC 5.3%

Value ($000) $6,409 Shares 4,132,000 Est. Cost $1.55 Unrealized —

— RED HAT INC 1.7%

Value ($000) $2,092 Shares 1,130,000 Est. Cost $1.95 Unrealized —

— NOVELLUS SYS INC 1.5%

Value ($000) $1,837 Shares 400,000 Est. Cost $4.59 Unrealized —

— PALO ALTO NETWORKS INC 1.4%

Value ($000) $1,729 Shares 849,000 Est. Cost $1.86 Unrealized —

— BIOMARIN PHARMACEUTICAL INC 0.9%

Value ($000) $1,036 Shares 1,000,000 Est. Cost $1.04 Unrealized —

— AIR LEASE CORP 0.7%

Value ($000) $786 Shares 500,000 Est. Cost $1.57 Unrealized —

— ASHFORD INC 0.1%

Value ($000) $159 Shares 2,100 Est. Cost $75.71 Unrealized —

CLBK COLUMBIA FINL INC 0.1%

Value ($000) $62 Shares 3,719 Est. Cost $16.70 Unrealized 0.0%

— ANDEAVOR 0.0%

Value ($000) $15 Shares 100 Est. Cost $150.00 Unrealized —

— MENLO THERAPEUTICS INC 0.0%

Value ($000) $9 Shares 878 Est. Cost $10.25 Unrealized —

NTRA NATERA INC 0.0%

Value ($000) $7 Shares 277 Est. Cost $24.17 Unrealized 0.0%

ACIW ACI WORLDWIDE INC 0.0%

Value ($000) $6 Shares 200 Est. Cost $27.28 Unrealized 0.0%

— RA MED SYS INC 0.0%

Value ($000) $6 Shares 351 Est. Cost $17.09 Unrealized —

— BLACK HILLS CORP 0.0%

Value ($000) $4 Shares 71 Est. Cost $56.34 Unrealized —

— FORESCOUT TECHNOLOGIES INC 0.0%

Value ($000) $0 Shares 9 Est. Cost — Unrealized —

Ticker	Issuer	Shares	Value ($000)	%	Est. Cost	Unrealized	Class	CUSIP
—	CITRIX SYS INC	26,715,000	$40,316	33.5%	$1.51	—	NOTE 0.500% 4/1	177376AD2
—	SQUARE INC	7,300,000	$31,393	26.1%	$4.30	—	NOTE 0.375% 3/0	852234AB9
—	ANTHEM INC	5,790,000	$21,854	18.2%	$3.48	—	NOTE 2.750%10/1	94973VBG1
—	CIENA CORP	8,169,000	$12,655	10.5%	$1.55	—	NOTE 3.750%10/1	171779AJ0
—	MICRON TECHNOLOGY INC	4,132,000	$6,409	5.3%	$1.55	—	NOTE 3.000%11/1	595112AY9
—	RED HAT INC	1,130,000	$2,092	1.7%	$1.95	—	NOTE 0.250%10/0	756577AD4
—	NOVELLUS SYS INC	400,000	$1,837	1.5%	$4.59	—	NOTE 2.625% 5/1	670008AD3
—	PALO ALTO NETWORKS INC	849,000	$1,729	1.4%	$1.86	—	NOTE 7/0	697435AB1
—	BIOMARIN PHARMACEUTICAL INC	1,000,000	$1,036	0.9%	$1.04	—	NOTE 0.750%10/1	09061GAE1
—	AIR LEASE CORP	500,000	$786	0.7%	$1.57	—	NOTE 3.875%12/0	00912XAK0
—	ASHFORD INC	2,100	$159	0.1%	$75.71	—	COM	044104107
CLBK	COLUMBIA FINL INC	3,719	$62	0.1%	$16.70	0.0%	COM	197641103
—	ANDEAVOR	100	$15	0.0%	$150.00	—	COM	03349M105
—	MENLO THERAPEUTICS INC	878	$9	0.0%	$10.25	—	COM	586858102
NTRA	NATERA INC	277	$7	0.0%	$24.17	0.0%	COM	632307104
ACIW	ACI WORLDWIDE INC	200	$6	0.0%	$27.28	0.0%	COM	004498101
—	RA MED SYS INC	351	$6	0.0%	$17.09	—	COM	74933X104
—	BLACK HILLS CORP	71	$4	0.0%	$56.34	—	UNIT 99/99/9999	092113125
—	FORESCOUT TECHNOLOGIES INC	9	$0	0.0%	—	—	COM	34553D101