PIPER SANDLER & CO. Quant / Systematic

CIK: 0000724683 · Show all filings

Period: Q3 2019 (← Previous) (Next →)

Filing Date: Nov 14, 2019

Total Value ($000): $115,116 (9.0% shares, 91.0% debt)

Holdings (23)

— INSULET CORP 53.5%

Value ($000) $61,576 Shares 22,120,000 Est. Cost $2.78 Unrealized —

— RWT HLDGS INC 10.2%

Value ($000) $11,783 Shares 11,760,000 Est. Cost $1.00 Unrealized —

— PENNYMAC CORP 8.0%

Value ($000) $9,156 Shares 9,062,000 Est. Cost $1.01 Unrealized —

— RTI INTL METALS INC 5.3%

Value ($000) $6,155 Shares 6,167,000 Est. Cost $1.00 Unrealized —

— BLACKROCK TCP CAPITAL CORP 4.1%

Value ($000) $4,709 Shares 4,686,000 Est. Cost $1.00 Unrealized —

— CENTERPOINT ENERGY INC 3.5%

Value ($000) $4,044 Shares 77,390 Est. Cost $52.25 Unrealized —

— FORESTAR GROUP INC 3.4%

Value ($000) $3,960 Shares 3,986,000 Est. Cost $0.99 Unrealized —

— ECHO GLOBAL LOGISTICS INC 2.5%

Value ($000) $2,921 Shares 2,915,000 Est. Cost $1.00 Unrealized —

— ROVI CORP 2.1%

Value ($000) $2,435 Shares 2,500,000 Est. Cost $0.97 Unrealized —

— TPG SPECIALTY LENDING INC 1.7%

Value ($000) $2,011 Shares 2,000,000 Est. Cost $1.01 Unrealized —

— FORTIVE CORP 1.6%

Value ($000) $1,804 Shares 2,000 Est. Cost $902.00 Unrealized —

— SOUTH JERSEY INDS INC 1.2%

Value ($000) $1,378 Shares 26,677 Est. Cost $51.65 Unrealized —

— CROWN CASTLE INTL CORP NEW 1.0%

Value ($000) $1,136 Shares 900 Est. Cost $1262.22 Unrealized —

— U S WELL SVCS INC 1.0%

Value ($000) $1,115 Shares 509,337 Est. Cost $7.98 Unrealized —

— BECTON DICKINSON & CO 0.5%

Value ($000) $619 Shares 10,000 Est. Cost $61.90 Unrealized —

— DTE ENERGY CO 0.2%

Value ($000) $270 Shares 4,659 Est. Cost $57.95 Unrealized —

FOX FOX CORP 0.0%

Value ($000) $16 Shares 501 Est. Cost $31.53 Unrealized 0.0%

— CBS CORP NEW 0.0%

Value ($000) $13 Shares 327 Est. Cost $39.76 Unrealized —

ET ENERGY TRANSFER LP 0.0%

Value ($000) $5 Shares 353 Est. Cost $14.16 Unrealized —

— SRC ENERGY INC 0.0%

Value ($000) $5 Shares 1,081 Est. Cost $4.63 Unrealized —

— KEANE GROUP INC 0.0%

Value ($000) $4 Shares 727 Est. Cost $5.50 Unrealized —

LBTYAUSD LIBERTY GLOBAL PLC 0.0%

Value ($000) $1 Shares 36 Est. Cost $27.78 Unrealized —

RGEN REPLIGEN CORP 0.0%

Value ($000) $0 Shares 1 Est. Cost $87.47 Unrealized 0.0%

Ticker	Issuer	Shares	Value ($000)	%	Est. Cost	Unrealized	Class	CUSIP
—	INSULET CORP	22,120,000	$61,576	53.5%	$2.78	—	NOTE 1.250% 9/1	45784PAF8
—	RWT HLDGS INC	11,760,000	$11,783	10.2%	$1.00	—	NOTE 5.625%11/1	749772AB5
—	PENNYMAC CORP	9,062,000	$9,156	8.0%	$1.01	—	NOTE 5.375% 5/0	70932AAB9
—	RTI INTL METALS INC	6,167,000	$6,155	5.3%	$1.00	—	NOTE 1.625%10/1	74973WAB3
—	BLACKROCK TCP CAPITAL CORP	4,686,000	$4,709	4.1%	$1.00	—	NOTE 5.250%12/1	87238QAB9
—	CENTERPOINT ENERGY INC	77,390	$4,044	3.5%	$52.25	—	DEP RP PFD CV B	15189T503
—	FORESTAR GROUP INC	3,986,000	$3,960	3.4%	$0.99	—	NOTE 3.750% 3/0	346232AB7
—	ECHO GLOBAL LOGISTICS INC	2,915,000	$2,921	2.5%	$1.00	—	NOTE 2.500% 5/0	27875TAA9
—	ROVI CORP	2,500,000	$2,435	2.1%	$0.97	—	NOTE 0.500% 3/0	779376AD4
—	TPG SPECIALTY LENDING INC	2,000,000	$2,011	1.7%	$1.01	—	NOTE 4.500%12/1	87265KAB8
—	FORTIVE CORP	2,000	$1,804	1.6%	$902.00	—	5% PFD CNV SER A	34959J207
—	SOUTH JERSEY INDS INC	26,677	$1,378	1.2%	$51.65	—	UNIT 99/99/9999	838518116
—	CROWN CASTLE INTL CORP NEW	900	$1,136	1.0%	$1262.22	—	6.875% CON PFD A	22822V309
—	U S WELL SVCS INC	509,337	$1,115	1.0%	$7.98	—	CL A	91274U101
—	BECTON DICKINSON & CO	10,000	$619	0.5%	$61.90	—	PFD SHS CONV A	075887208
—	DTE ENERGY CO	4,659	$270	0.2%	$57.95	—	UNIT 99/99/9999	233331883
FOX	FOX CORP	501	$16	0.0%	$31.53	0.0%	CL B COM	35137L204
—	CBS CORP NEW	327	$13	0.0%	$39.76	—	CL B	124857202
ET	ENERGY TRANSFER LP	353	$5	0.0%	$14.16	—	COM UT LTD PTN	29273V100
—	SRC ENERGY INC	1,081	$5	0.0%	$4.63	—	COM	78470V108
—	KEANE GROUP INC	727	$4	0.0%	$5.50	—	COM	48669A108
LBTYAUSD	LIBERTY GLOBAL PLC	36	$1	0.0%	$27.78	—	SHS CL A	G5480U104
RGEN	REPLIGEN CORP	1	$0	0.0%	$87.47	0.0%	COM	759916109