PIPER SANDLER & CO. Quant / Systematic

Location: Minneapolis, MN

CIK: 0000724683 · Show all filings

Period: Q3 2021 (← Previous) (Next →)

Filing Date: Nov 12, 2021

Total Value: $73.52M (4.3% shares, 95.7% debt)

Holdings (19)

— TERADYNE INC 34.3%

Value $25.21M Shares 7,394,000 Share Price $3.41 Est. Cost/Share $3.48 Unrealized @ Report Date —

— NICE SYS INC 27.6%

Value $20.31M Shares 6,230,000 Share Price $3.26 Est. Cost/Share $2.81 Unrealized @ Report Date —

Value $13.07M Shares 3,803,000 Share Price $3.44 Est. Cost/Share $3.44 Unrealized @ Report Date —

— FIREEYE INC 7.4%

Value $5.437M Shares 5,443,000 Share Price $1.00 Est. Cost/Share $1.00 Unrealized @ Report Date —

— NEW YORK MTG TR INC 2.8%

Value $2.036M Shares 2,035,000 Share Price $1.00 Est. Cost/Share $1.00 Unrealized @ Report Date —

— TWO HBRS INVT CORP 2.6%

Value $1.937M Shares 1,918,000 Share Price $1.01 Est. Cost/Share $1.01 Unrealized @ Report Date —

STTK SHATTUCK LABS INC 2.2%

Value $1.609M Shares 78,935 Share Price $20.38 Est. Cost/Share $32.14 Unrealized @ Report Date -36.6%

— BLACKSTONE MORTGAGE TRUST IN 2.1%

Value $1.564M Shares 1,547,000 Share Price $1.01 Est. Cost/Share $1.01 Unrealized @ Report Date —

Value $779K Shares 250,000 Share Price $3.12 Est. Cost/Share $3.16 Unrealized @ Report Date —

OPFI OPPFI INC 0.6%

Value $467K Shares 59,438 Share Price $7.86 Est. Cost/Share $8.80 Unrealized @ Report Date -10.7%

— US WELL SERVICES INC 0.5%

Value $372K Shares 509,337 Share Price $0.73 Est. Cost/Share $7.98 Unrealized @ Report Date —

VICI VICI PPTYS INC 0.4%

Value $276K Shares 9,721 Share Price $28.39 * Est. Cost/Share $24.04 Unrealized @ Report Date -5.7%

— PDC ENERGY INC 0.2%

Value $157K Shares 3,396 Share Price $46.23 Est. Cost/Share $46.23 Unrealized @ Report Date —

PFF ISHARES TR 0.2%

Value $140K Shares 3,600 Share Price $38.89 Est. Cost/Share $39.23 Unrealized @ Report Date -1.1%

GLUE MONTE ROSA THERAPEUTICS INC 0.1%

Value $51,000 Shares 2,300 Share Price $22.17 Est. Cost/Share $28.66 Unrealized @ Report Date -22.3%

OPFI/WS OPPFI INC 0.1%

Value $46,000 Shares 29,719 Share Price $1.55 Est. Cost/Share $1.55 Unrealized @ Report Date —

DSGN DESIGN THERAPEUTICS INC 0.1%

Value $37,000 Shares 2,500 Share Price $14.80 Est. Cost/Share $16.62 Unrealized @ Report Date -11.6%

WBS WEBSTER FINL CORP CONN 0.0%

Value $8,000 Shares 138 Share Price $57.97 * Est. Cost/Share $49.77 Unrealized @ Report Date +9.4%

— RENEO PHARMACEUTICALS INC 0.0%

Value $7,000 Shares 975 Share Price $7.18 Est. Cost/Share $7.18 Unrealized @ Report Date —

Ticker	Issuer	Shares	Value	%	Share Price	Est. Cost/Share	Unrealized @ Report Date	Class	CUSIP
—	TERADYNE INC	7,394,000	$25.21M	34.3%	$3.41	$3.48	—	NOTE 1.250%12/1	880770AG7
—	NICE SYS INC	6,230,000	$20.31M	27.6%	$3.26	$2.81	—	NOTE 1.250% 1/1	65366HAB9
—	RH	3,803,000	$13.07M	17.8%	$3.44	$3.44	—	NOTE 6/1	74967XAA1
—	FIREEYE INC	5,443,000	$5.437M	7.4%	$1.00	$1.00	—	NOTE 1.625% 6/0	31816QAD3
—	NEW YORK MTG TR INC	2,035,000	$2.036M	2.8%	$1.00	$1.00	—	NOTE 6.250% 1/1	649604AD7
—	TWO HBRS INVT CORP	1,918,000	$1.937M	2.6%	$1.01	$1.01	—	NOTE 6.250% 1/1	90187BAA9
STTK	SHATTUCK LABS INC	78,935	$1.609M	2.2%	$20.38	$32.14	-36.6%	COM	82024L103
—	BLACKSTONE MORTGAGE TRUST IN	1,547,000	$1.564M	2.1%	$1.01	$1.01	—	NOTE 4.375% 5/0	09257WAB6
—	RH	250,000	$779K	1.1%	$3.12	$3.16	—	NOTE 9/1	74967XAD5
OPFI	OPPFI INC	59,438	$467K	0.6%	$7.86	$8.80	-10.7%	COM CL A	68386H103
—	US WELL SERVICES INC	509,337	$372K	0.5%	$0.73	$7.98	—	CL A	91274U101
VICI	VICI PPTYS INC	9,721	$276K	0.4%	$28.39 *	$24.04	-5.7%	COM	925652109
—	PDC ENERGY INC	3,396	$157K	0.2%	$46.23	$46.23	—	COM	69327R101
PFF	ISHARES TR	3,600	$140K	0.2%	$38.89	$39.23	-1.1%	PFD AND INCM SEC	464288687
GLUE	MONTE ROSA THERAPEUTICS INC	2,300	$51,000	0.1%	$22.17	$28.66	-22.3%	COM	61225M102
OPFI/WS	OPPFI INC	29,719	$46,000	0.1%	$1.55	$1.55	—	*W EXP 07/20/202	68386H111
DSGN	DESIGN THERAPEUTICS INC	2,500	$37,000	0.1%	$14.80	$16.62	-11.6%	COM	25056L103
WBS	WEBSTER FINL CORP CONN	138	$8,000	0.0%	$57.97 *	$49.77	+9.4%	COM	947890109
—	RENEO PHARMACEUTICALS INC	975	$7,000	0.0%	$7.18	$7.18	—	COM	75974E103