PIPER SANDLER & CO. Quant / Systematic

CIK: 0000724683 · Show all filings

Period: Q4 2018 (← Previous) (Next →)

Filing Date: Feb 14, 2019

Total Value ($000): $89,412 (0.4% shares, 99.6% debt)

Holdings (13)

— TESARO INC 32.6%

Value ($000) $29,134 Shares 13,409,000 Est. Cost $2.17 Unrealized —

— RED HAT INC 29.5%

Value ($000) $26,369 Shares 11,450,000 Est. Cost $2.27 Unrealized —

— CITRIX SYS INC 19.8%

Value ($000) $17,698 Shares 12,436,000 Est. Cost $1.51 Unrealized —

— RENEWABLE ENERGY GROUP INC 10.3%

Value ($000) $9,200 Shares 4,800,000 Est. Cost $1.92 Unrealized —

— MICRON TECHNOLOGY INC 5.1%

Value ($000) $4,535 Shares 4,132,000 Est. Cost $1.55 Unrealized —

— DOMINION ENERGY INC 1.5%

Value ($000) $1,355 Shares 28,309 Est. Cost $47.86 Unrealized —

— ANTHEM INC 0.9%

Value ($000) $790 Shares 218,000 Est. Cost $3.48 Unrealized —

— NAVISTAR INTL CORP NEW 0.2%

Value ($000) $187 Shares 7,199 Est. Cost $25.98 Unrealized —

— ZIOPHARM ONCOLOGY INC 0.1%

Value ($000) $64 Shares 34,222 Est. Cost $1.87 Unrealized —

— ULTRA PETROLEUM CORP 0.1%

Value ($000) $57 Shares 75,000 Est. Cost $0.76 Unrealized —

CSCO CISCO SYS INC 0.0%

Value ($000) $14 Shares 316 Est. Cost $36.91 Unrealized 0.0%

— AMERICAN NATL BANKSHARES INC 0.0%

Value ($000) $9 Shares 300 Est. Cost $30.00 Unrealized —

— MENLO THERAPEUTICS INC 0.0%

Value ($000) $0 Shares 8 Est. Cost $10.25 Unrealized —

Ticker	Issuer	Shares	Value ($000)	%	Est. Cost	Unrealized	Class	CUSIP
—	TESARO INC	13,409,000	$29,134	32.6%	$2.17	—	NOTE 3.000%10/0	881569AA5
—	RED HAT INC	11,450,000	$26,369	29.5%	$2.27	—	NOTE 0.250%10/0	756577AD4
—	CITRIX SYS INC	12,436,000	$17,698	19.8%	$1.51	—	NOTE 0.500% 4/1	177376AD2
—	RENEWABLE ENERGY GROUP INC	4,800,000	$9,200	10.3%	$1.92	—	NOTE 2.750% 6/1	75972AAA1
—	MICRON TECHNOLOGY INC	4,132,000	$4,535	5.1%	$1.55	—	NOTE 3.000%11/1	595112AY9
—	DOMINION ENERGY INC	28,309	$1,355	1.5%	$47.86	—	UNIT 08/15/2019	25746U836
—	ANTHEM INC	218,000	$790	0.9%	$3.48	—	NOTE 2.750%10/1	94973VBG1
—	NAVISTAR INTL CORP NEW	7,199	$187	0.2%	$25.98	—	COM	63934E108
—	ZIOPHARM ONCOLOGY INC	34,222	$64	0.1%	$1.87	—	COM	98973P101
—	ULTRA PETROLEUM CORP	75,000	$57	0.1%	$0.76	—	COM NEW	903914208
CSCO	CISCO SYS INC	316	$14	0.0%	$36.91	0.0%	COM	17275R102
—	AMERICAN NATL BANKSHARES INC	300	$9	0.0%	$30.00	—	COM	027745108
—	MENLO THERAPEUTICS INC	8	$0	0.0%	$10.25	—	COM	586858102