PIPER SANDLER & CO. Quant / Systematic

CIK: 0000724683 · Show all filings

Period: Q3 2021 (← Previous) (Next →)

Filing Date: Nov 12, 2021

Total Value ($000): $73,517 (4.3% shares, 95.7% debt)

Holdings (19)

— TERADYNE INC 34.3%

Value ($000) $25,214 Shares 7,394,000 Est. Cost $3.48 Unrealized —

— NICE SYS INC 27.6%

Value ($000) $20,310 Shares 6,230,000 Est. Cost $2.81 Unrealized —

— RH 17.8%

Value ($000) $13,070 Shares 3,803,000 Est. Cost $3.44 Unrealized —

— FIREEYE INC 7.4%

Value ($000) $5,437 Shares 5,443,000 Est. Cost $1.00 Unrealized —

— NEW YORK MTG TR INC 2.8%

Value ($000) $2,036 Shares 2,035,000 Est. Cost $1.00 Unrealized —

— TWO HBRS INVT CORP 2.6%

Value ($000) $1,937 Shares 1,918,000 Est. Cost $1.01 Unrealized —

STTK SHATTUCK LABS INC 2.2%

Value ($000) $1,609 Shares 78,935 Est. Cost $32.14 Unrealized -33.4%

— BLACKSTONE MORTGAGE TRUST IN 2.1%

Value ($000) $1,564 Shares 1,547,000 Est. Cost $1.01 Unrealized —

— RH 1.1%

Value ($000) $779 Shares 250,000 Est. Cost $3.16 Unrealized —

OPFI OPPFI INC 0.6%

Value ($000) $467 Shares 59,438 Est. Cost $8.80 Unrealized 0.0%

— US WELL SERVICES INC 0.5%

Value ($000) $372 Shares 509,337 Est. Cost $7.98 Unrealized —

VICI VICI PPTYS INC 0.4%

Value ($000) $276 Shares 9,721 Est. Cost $24.04 Unrealized 0.0%

— PDC ENERGY INC 0.2%

Value ($000) $157 Shares 3,396 Est. Cost $46.23 Unrealized —

PFF ISHARES TR 0.2%

Value ($000) $140 Shares 3,600 Est. Cost $38.89 Unrealized —

GLUE MONTE ROSA THERAPEUTICS INC 0.1%

Value ($000) $51 Shares 2,300 Est. Cost $28.66 Unrealized 0.0%

OPFI/WS OPPFI INC 0.1%

Value ($000) $46 Shares 29,719 Est. Cost $1.55 Unrealized —

DSGN DESIGN THERAPEUTICS INC 0.1%

Value ($000) $37 Shares 2,500 Est. Cost $16.62 Unrealized 0.0%

WBS WEBSTER FINL CORP CONN 0.0%

Value ($000) $8 Shares 138 Est. Cost $49.77 Unrealized 0.0%

— RENEO PHARMACEUTICALS INC 0.0%

Value ($000) $7 Shares 975 Est. Cost $7.18 Unrealized —

Ticker	Issuer	Shares	Value ($000)	%	Est. Cost	Unrealized	Class	CUSIP
—	TERADYNE INC	7,394,000	$25,214	34.3%	$3.48	—	NOTE 1.250%12/1	880770AG7
—	NICE SYS INC	6,230,000	$20,310	27.6%	$2.81	—	NOTE 1.250% 1/1	65366HAB9
—	RH	3,803,000	$13,070	17.8%	$3.44	—	NOTE 6/1	74967XAA1
—	FIREEYE INC	5,443,000	$5,437	7.4%	$1.00	—	NOTE 1.625% 6/0	31816QAD3
—	NEW YORK MTG TR INC	2,035,000	$2,036	2.8%	$1.00	—	NOTE 6.250% 1/1	649604AD7
—	TWO HBRS INVT CORP	1,918,000	$1,937	2.6%	$1.01	—	NOTE 6.250% 1/1	90187BAA9
STTK	SHATTUCK LABS INC	78,935	$1,609	2.2%	$32.14	-33.4%	COM	82024L103
—	BLACKSTONE MORTGAGE TRUST IN	1,547,000	$1,564	2.1%	$1.01	—	NOTE 4.375% 5/0	09257WAB6
—	RH	250,000	$779	1.1%	$3.16	—	NOTE 9/1	74967XAD5
OPFI	OPPFI INC	59,438	$467	0.6%	$8.80	0.0%	COM CL A	68386H103
—	US WELL SERVICES INC	509,337	$372	0.5%	$7.98	—	CL A	91274U101
VICI	VICI PPTYS INC	9,721	$276	0.4%	$24.04	0.0%	COM	925652109
—	PDC ENERGY INC	3,396	$157	0.2%	$46.23	—	COM	69327R101
PFF	ISHARES TR	3,600	$140	0.2%	$38.89	—	PFD AND INCM SEC	464288687
GLUE	MONTE ROSA THERAPEUTICS INC	2,300	$51	0.1%	$28.66	0.0%	COM	61225M102
OPFI/WS	OPPFI INC	29,719	$46	0.1%	$1.55	—	*W EXP 07/20/202	68386H111
DSGN	DESIGN THERAPEUTICS INC	2,500	$37	0.1%	$16.62	0.0%	COM	25056L103
WBS	WEBSTER FINL CORP CONN	138	$8	0.0%	$49.77	0.0%	COM	947890109
—	RENEO PHARMACEUTICALS INC	975	$7	0.0%	$7.18	—	COM	75974E103