PIPER SANDLER & CO. Quant / Systematic

CIK: 0000724683 · Show all filings

Period: Q2 2021 (← Previous) (Next →)

Filing Date: Aug 12, 2021

Total Value ($000): $107,665 (3.2% shares, 96.8% debt)

Holdings (16)

— NUANCE COMMUNICATIONS INC 34.7%

Value ($000) $37,335 Shares 16,956,000 Est. Cost $2.20 Unrealized —

— CANTEL MED CORP 24.0%

Value ($000) $25,788 Shares 12,150,000 Est. Cost $2.12 Unrealized —

— NICE SYS INC 13.5%

Value ($000) $14,549 Shares 4,922,000 Est. Cost $2.69 Unrealized —

— RH 10.3%

Value ($000) $11,082 Shares 3,506,000 Est. Cost $3.16 Unrealized —

— SYNAPTICS INC 3.9%

Value ($000) $4,187 Shares 2,000,000 Est. Cost $2.09 Unrealized —

— TWITTER INC 2.4%

Value ($000) $2,554 Shares 2,500,000 Est. Cost $1.04 Unrealized —

— TERADYNE INC 2.3%

Value ($000) $2,498 Shares 591,000 Est. Cost $4.23 Unrealized —

STTK SHATTUCK LABS INC 2.1%

Value ($000) $2,288 Shares 78,935 Est. Cost $32.14 Unrealized -9.1%

— TESLA INC 1.8%

Value ($000) $1,927 Shares 176,000 Est. Cost $11.27 Unrealized —

— PROOFPOINT INC 1.5%

Value ($000) $1,631 Shares 1,300,000 Est. Cost $1.25 Unrealized —

— DOCUSIGN INC 1.3%

Value ($000) $1,394 Shares 373,000 Est. Cost $2.90 Unrealized —

— ZILLOW GROUP INC 0.8%

Value ($000) $915 Shares 588,000 Est. Cost $1.56 Unrealized —

— FG NEW AMER ACQUISITION CORP 0.6%

Value ($000) $675 Shares 59,437 Est. Cost $10.04 Unrealized —

— US WELL SERVICES INC 0.5%

Value ($000) $514 Shares 509,337 Est. Cost $7.98 Unrealized —

— SERVICENOW INC 0.3%

Value ($000) $323 Shares 86,000 Est. Cost $3.40 Unrealized —

DAN DANA INC 0.0%

Value ($000) $5 Shares 200 Est. Cost $22.96 Unrealized 0.0%

Ticker	Issuer	Shares	Value ($000)	%	Est. Cost	Unrealized	Class	CUSIP
—	NUANCE COMMUNICATIONS INC	16,956,000	$37,335	34.7%	$2.20	—	DBCV 1.000%12/1	67020YAK6
—	CANTEL MED CORP	12,150,000	$25,788	24.0%	$2.12	—	NOTE 3.250% 5/1	138098AB4
—	NICE SYS INC	4,922,000	$14,549	13.5%	$2.69	—	NOTE 1.250% 1/1	65366HAB9
—	RH	3,506,000	$11,082	10.3%	$3.16	—	NOTE 9/1	74967XAD5
—	SYNAPTICS INC	2,000,000	$4,187	3.9%	$2.09	—	NOTE 0.500% 6/1	87157DAD1
—	TWITTER INC	2,500,000	$2,554	2.4%	$1.04	—	NOTE 1.000% 9/1	90184LAD4
—	TERADYNE INC	591,000	$2,498	2.3%	$4.23	—	NOTE 1.250%12/1	880770AG7
STTK	SHATTUCK LABS INC	78,935	$2,288	2.1%	$32.14	-9.1%	COM	82024L103
—	TESLA INC	176,000	$1,927	1.8%	$11.27	—	NOTE 2.000% 5/1	88160RAG6
—	PROOFPOINT INC	1,300,000	$1,631	1.5%	$1.25	—	NOTE 0.250% 8/1	743424AF0
—	DOCUSIGN INC	373,000	$1,394	1.3%	$2.90	—	NOTE 0.500% 9/1	256163AB2
—	ZILLOW GROUP INC	588,000	$915	0.8%	$1.56	—	NOTE 1.500% 7/0	98954MAC5
—	FG NEW AMER ACQUISITION CORP	59,437	$675	0.6%	$10.04	—	UNIT 08/31/2027	30259V205
—	US WELL SERVICES INC	509,337	$514	0.5%	$7.98	—	CL A	91274U101
—	SERVICENOW INC	86,000	$323	0.3%	$3.40	—	NOTE 6/0	81762PAC6
DAN	DANA INC	200	$5	0.0%	$22.96	0.0%	COM	235825205