PIPER SANDLER & CO. Quant / Systematic

Location: Minneapolis, MN

CIK: 0000724683 · Show all filings

Period: Q3 2019 (← Previous) (Next →)

Filing Date: Nov 14, 2019

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

Holdings (23)

— INSULET CORP 53.5%

Value $61.58M Shares 22,120,000 Share Price $2.78 Est. Cost/Share $2.78 Unrealized @ Report Date —

— RWT HLDGS INC 10.2%

Value $11.78M Shares 11,760,000 Share Price $1.00 Est. Cost/Share $1.00 Unrealized @ Report Date —

— PENNYMAC CORP 8.0%

Value $9.156M Shares 9,062,000 Share Price $1.01 Est. Cost/Share $1.01 Unrealized @ Report Date —

— RTI INTL METALS INC 5.3%

Value $6.155M Shares 6,167,000 Share Price $1.00 Est. Cost/Share $1.00 Unrealized @ Report Date —

— BLACKROCK TCP CAPITAL CORP 4.1%

Value $4.709M Shares 4,686,000 Share Price $1.00 Est. Cost/Share $1.00 Unrealized @ Report Date —

— CENTERPOINT ENERGY INC 3.5%

Value $4.044M Shares 77,390 Share Price $52.25 Est. Cost/Share $52.25 Unrealized @ Report Date —

— FORESTAR GROUP INC 3.4%

Value $3.96M Shares 3,986,000 Share Price $0.99 Est. Cost/Share $0.99 Unrealized @ Report Date —

— ECHO GLOBAL LOGISTICS INC 2.5%

Value $2.921M Shares 2,915,000 Share Price $1.00 Est. Cost/Share $1.00 Unrealized @ Report Date —

— ROVI CORP 2.1%

Value $2.435M Shares 2,500,000 Share Price $0.97 Est. Cost/Share $0.97 Unrealized @ Report Date —

— TPG SPECIALTY LENDING INC 1.7%

Value $2.011M Shares 2,000,000 Share Price $1.01 Est. Cost/Share $1.01 Unrealized @ Report Date —

— FORTIVE CORP 1.6%

Value $1.804M Shares 2,000 Share Price $902.00 Est. Cost/Share $902.00 Unrealized @ Report Date —

— SOUTH JERSEY INDS INC 1.2%

Value $1.378M Shares 26,677 Share Price $51.65 Est. Cost/Share $51.65 Unrealized @ Report Date —

— CROWN CASTLE INTL CORP NEW 1.0%

Value $1.136M Shares 900 Share Price $1262.22 Est. Cost/Share $1262.22 Unrealized @ Report Date —

— U S WELL SVCS INC 1.0%

Value $1.115M Shares 509,337 Share Price $2.19 Est. Cost/Share $7.98 Unrealized @ Report Date —

— BECTON DICKINSON & CO 0.5%

Value $619K Shares 10,000 Share Price $61.90 Est. Cost/Share $61.90 Unrealized @ Report Date —

— DTE ENERGY CO 0.2%

Value $270K Shares 4,659 Share Price $57.95 Est. Cost/Share $57.95 Unrealized @ Report Date —

FOX FOX CORP 0.0%

Value $16,000 Shares 501 Share Price $31.94 * Est. Cost/Share $31.53 Unrealized @ Report Date -8.2%

— CBS CORP NEW 0.0%

Value $13,000 Shares 327 Share Price $39.76 Est. Cost/Share $39.76 Unrealized @ Report Date —

ET ENERGY TRANSFER LP 0.0%

Value $5,000 Shares 353 Share Price $14.16 Est. Cost/Share $14.16 Unrealized @ Report Date —

— SRC ENERGY INC 0.0%

Value $5,000 Shares 1,081 Share Price $4.63 Est. Cost/Share $4.63 Unrealized @ Report Date —

— KEANE GROUP INC 0.0%

Value $4,000 Shares 727 Share Price $5.50 Est. Cost/Share $5.50 Unrealized @ Report Date —

LBTYAUSD LIBERTY GLOBAL PLC 0.0%

Value $1,000 Shares 36 Share Price $27.78 Est. Cost/Share $27.78 Unrealized @ Report Date —

RGEN REPLIGEN CORP 0.0%

Value $0 Shares 1 Share Price $0.00 Est. Cost/Share $87.47 Unrealized @ Report Date -12.3%

Ticker	Issuer	Shares	Value	%	Share Price	Est. Cost/Share	Unrealized @ Report Date	Class	CUSIP
—	INSULET CORP	22,120,000	$61.58M	53.5%	$2.78	$2.78	—	NOTE 1.250% 9/1	45784PAF8
—	RWT HLDGS INC	11,760,000	$11.78M	10.2%	$1.00	$1.00	—	NOTE 5.625%11/1	749772AB5
—	PENNYMAC CORP	9,062,000	$9.156M	8.0%	$1.01	$1.01	—	NOTE 5.375% 5/0	70932AAB9
—	RTI INTL METALS INC	6,167,000	$6.155M	5.3%	$1.00	$1.00	—	NOTE 1.625%10/1	74973WAB3
—	BLACKROCK TCP CAPITAL CORP	4,686,000	$4.709M	4.1%	$1.00	$1.00	—	NOTE 5.250%12/1	87238QAB9
—	CENTERPOINT ENERGY INC	77,390	$4.044M	3.5%	$52.25	$52.25	—	DEP RP PFD CV B	15189T503
—	FORESTAR GROUP INC	3,986,000	$3.96M	3.4%	$0.99	$0.99	—	NOTE 3.750% 3/0	346232AB7
—	ECHO GLOBAL LOGISTICS INC	2,915,000	$2.921M	2.5%	$1.00	$1.00	—	NOTE 2.500% 5/0	27875TAA9
—	ROVI CORP	2,500,000	$2.435M	2.1%	$0.97	$0.97	—	NOTE 0.500% 3/0	779376AD4
—	TPG SPECIALTY LENDING INC	2,000,000	$2.011M	1.7%	$1.01	$1.01	—	NOTE 4.500%12/1	87265KAB8
—	FORTIVE CORP	2,000	$1.804M	1.6%	$902.00	$902.00	—	5% PFD CNV SER A	34959J207
—	SOUTH JERSEY INDS INC	26,677	$1.378M	1.2%	$51.65	$51.65	—	UNIT 99/99/9999	838518116
—	CROWN CASTLE INTL CORP NEW	900	$1.136M	1.0%	$1262.22	$1262.22	—	6.875% CON PFD A	22822V309
—	U S WELL SVCS INC	509,337	$1.115M	1.0%	$2.19	$7.98	—	CL A	91274U101
—	BECTON DICKINSON & CO	10,000	$619K	0.5%	$61.90	$61.90	—	PFD SHS CONV A	075887208
—	DTE ENERGY CO	4,659	$270K	0.2%	$57.95	$57.95	—	UNIT 99/99/9999	233331883
FOX	FOX CORP	501	$16,000	0.0%	$31.94 *	$31.53	-8.2%	CL B COM	35137L204
—	CBS CORP NEW	327	$13,000	0.0%	$39.76	$39.76	—	CL B	124857202
ET	ENERGY TRANSFER LP	353	$5,000	0.0%	$14.16	$14.16	—	COM UT LTD PTN	29273V100
—	SRC ENERGY INC	1,081	$5,000	0.0%	$4.63	$4.63	—	COM	78470V108
—	KEANE GROUP INC	727	$4,000	0.0%	$5.50	$5.50	—	COM	48669A108
LBTYAUSD	LIBERTY GLOBAL PLC	36	$1,000	0.0%	$27.78	$27.78	—	SHS CL A	G5480U104
RGEN	REPLIGEN CORP	1	$0	0.0%	$0.00	$87.47	-12.3%	COM	759916109